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We consider a random, uniformly elliptic coefficient field $a(x)$ on the $d$-dimensional integer lattice $\mathbb{Z}^d$. We are interested in the spatial decay of the quenched elliptic Green function $G(a;x,y)$. Next to stationarity, we…

Probability · Mathematics 2014-01-14 Daniel Marahrens , Felix Otto

Motivated by the study of the convex hull of the trajectory of a Brownian motion in the unit disk reflected orthogonally at its boundary, we study inhomogeneous fragmentation processes in which particles of mass $m \in (0,1)$ split at a…

Probability · Mathematics 2023-12-05 Bénédicte Haas , Bastien Mallein

The Green function has a complex dependence upon its underlying domain and differential operator. We briefly review Hadamard's formula for the first variation of the Green function due to a perturbation of the domain. We then take a…

Complex Variables · Mathematics 2011-10-26 Charles Z. Martin

We prove the first positive results concerning boundary value problems in the upper half-space of second order parabolic systems only assuming measurability and some transversal regularity in the coefficients of the elliptic part. To do so,…

Classical Analysis and ODEs · Mathematics 2023-07-03 Pascal Auscher , Moritz Egert , Kaj Nyström

The imaginary-time Green's function is a building block of various numerical methods for correlated electron systems. Recently, it was shown that a model-independent compact orthogonal representation of the Green's function can be…

Strongly Correlated Electrons · Physics 2018-07-09 Naoya Chikano , Junya Otsuki , Hiroshi Shinaoka

We show that with probability 1, the trace B[0,1] of Brownian motion in space, has positive capacity with respect to exactly the same kernels as the unit square. More precisely, the energy of occupation measure on B[0,1] in the kernel…

Probability · Mathematics 2007-05-23 Robin Pemantle , Yuval Peres , Jonathan W. Shapiro

We construct the conditional version of $k$ independent and identically distributed random walks on $\R$ given that they stay in strict order at all times. This is a generalisation of so-called non-colliding or non-intersecting random…

Probability · Mathematics 2007-05-23 Peter Eichelsbacher , Wolfgang Konig

Let $1\leq m\leq n$ be two fixed integers. Let $\Omega \Subset \mathbb C^n$ be a bounded $m$-hyperconvex domain and $\mathcal A \subset \Omega \times ]0,+ \infty[$ a finite set of weighted poles. We define and study properties of the…

Complex Variables · Mathematics 2023-02-08 Hadhami Elaini , Ahmed Zeriahi

In this paper, new representations of the Green's function for an acoustic d-dimensional half-space problem with impedance boundary conditions are presented. The main features of the new representation are: a) in addition to additive terms…

Numerical Analysis · Mathematics 2025-07-24 C. Lin , J. M. Melenk , S. Sauter

We look at estimates for the Green's function of time-fractional evolution equations of the form $D^{\nu}_{0+*} u = Lu$, where $D^{\nu}_{0+*}$ is a Caputo-type time-fractional derivative, depending on a L\'evy kernel $\nu$ with variable…

Probability · Mathematics 2019-07-01 Ifan Johnston , Vassili Kolokoltsov

In this paper we obtain an explicit formula of the parameter dependence of the partial derivatives of the Green's functions related to two-point boundary conditions. Such expression follows as an integral of both kernels times the…

Classical Analysis and ODEs · Mathematics 2024-05-28 Alberto Cabada , Lucía López-Somoza

The purpose of this note is to give details for an argument of Sullivan to construct eigenfunctions of the Laplacian on a Riemannian manifold using exit times of Brownian motion \cite{sullivanpos}. Let $X$ be a complete, simply connected…

Differential Geometry · Mathematics 2019-08-02 Kingshook Biswas

In this paper we study Green measures for certain classes of random time change Markov processes where the random time change are inverse subordinators. We show the existence of the Green measure for these processes under the condition of…

Probability · Mathematics 2020-08-11 José L. da Silva , Yuri Kondratiev

The purpose of this paper is to find optimal estimates for the Green function and the Poisson kernel for a half-line and intervals of the geometric stable process with parameter $\alpha\in(0,2]$. This process has an infinitesimal generator…

Probability · Mathematics 2016-08-14 Tomasz Grzywny , Michał Ryznar

We prove that the Green function of a generator of isotropic unimodal L\'{e}vy processes with the weak lower scaling order bigger than one and the Green function of its gradient perturbations are comparable for bounded smooth open sets if…

Analysis of PDEs · Mathematics 2018-11-29 Tomasz Grzywny , Tomasz Jakubowski , Grzegorz Żurek

This paper is part of a series aiming at proving that the $\limsup$ and $\liminf$ variants of Voiculescu's free entropy coincide. This is based on a Laplace principle (implying a large deviation principle) for hermitian brownian motion on…

Probability · Mathematics 2017-11-01 Yoann Dabrowski

We prove certain $L^p$ Sobolev-type and Poincar\'e-type inequalities for functions on real and complex manifolds for the gradient operator $\nabla$, the Laplace operator $\Delta$, and the operator $\bar\partial$. Integral representations…

Complex Variables · Mathematics 2024-10-01 Fusheng Deng , Gang Huang , Xiangsen Qin

In this paper we consider a class of time-dependent neutral stochastic functional differential equations with finite delay driven by a fractional Brownian motion in a Hilbert space. We prove an existence and uniqueness result for the mild…

Probability · Mathematics 2016-10-31 B. Boufoussi , S. Hajji , E. Lakhel

We study the overdetermined problem for a large family of non-local operators given by generators of subordinate Brownian motions. In particular, this family includes the fractional Laplacian, relativistic stable operators etc. We consider…

Analysis of PDEs · Mathematics 2025-06-23 Anup Biswas , Sven Jarohs

Consider an n-fold integrated Brownian motion. We show that a simple change in time and scale transforms it into a stationary Gaussian process. The collection of stationary processes so constructed not only constitutes an interesting family…

Probability · Mathematics 2007-05-23 Eugene Wong