Related papers: Coordinate changed random fields on manifolds
The dynamics of a Brownian particle in a constant magnetic field and time-dependent electric field is studied in the limit of white noise, using a Langevin approach for the classical problem and the path-integral Feynman-Vernon and…
The analytical expressions for the time-dependent cross-correlations of the translational and rotational Brownian displacements of a particle with arbitrary shape are derived. The reference center is arbitrary, and the reference frame is…
This paper presents a unified geometric framework for Brownian motion on manifolds, encompassing intrinsic Riemannian manifolds, embedded submanifolds, and Lie groups. The approach constructs the stochastic differential equation by…
Given a connected compact Riemannian manifold $(M,g)$ without boundary, $\dim M\ge 2$, we consider a space--time fractional diffusion equation with an interior source that is supported on an open subset $V$ of the manifold. The…
In this work we construct compositions of processes of the form \bm{S}_n^{2\beta}(c^2 \mathpzc{L}^\nu (t) \r, t>0, \nu \in (0, 1/2], \beta \in (0,1], n \in \mathbb{N}, whose distribution is related to space-time fractional n-dimensional…
Based on our previous study [IS3] on the stationary scattering theory for the Schrodinger operator on a manifold possessing an escape function we complete our investigation by doing the time-dependent counterpart. A particular class of…
We deal with complex spatial diffusion equations with time-fractional derivative and study their stochastic solutions. In particular, we complexify the integral operator solution to the heat-type equation where the time derivative is…
We consider an isotropic two dimensional harmonic oscillator with arbitrarily time-dependent mass $M(t)$ and frequency $\Omega(t)$ in an arbitrarily time-dependent magnetic field $B(t)$. We determine two commuting invariant observables (in…
Quantum canonical transformations corresponding to time-dependent diffeomorphisms of the configuration space are studied. A special class of these transformations which correspond to time-dependent dilatations is used to identify a…
We construct a planar diffusion process whose infinitesimal generator depends only on the order of the components of the process. Speaking informally and a bit imprecisely for the moment, imagine you run two Brownian-like particles on the…
A new solution to the mono-dimensional diffusion equation for time-variable first kind boundary condition is presented where the time-variable function at the surface is derived proposing a surface saturation model. This solution may be…
Systems where resource availability approaches a critical threshold are common to many engineering and scientific applications and often necessitate the estimation of first passage time statistics of a Brownian motion (Bm) driven by…
The exact analytical expressions for the time-dependent cross-correlations of the translational and rotational Brownian displacements of a particle with arbitrary shape were derived by us in [J. Chem. Phys. 142, 214902 (2015) and 144,…
The stochastic trajectories of molecules in living cells, as well as the dynamics in many other complex systems, often exhibit memory in their path over long periods of time. In addition, these systems can show dynamic heterogeneities due…
The kinetic Brownian motion on the sphere bundle of a Riemannian manifold $M$ is a stochastic process that models a random perturbation of the geodesic flow. If $M$ is a orientable compact constant negatively curved surface, we show that in…
Given a sequence of resistance forms that converges with respect to the Gromov-Hausdorff-vague topology and satisfies a uniform volume doubling condition, we show the convergence of corresponding Brownian motions and local times. As a…
We study an inverse problem of determining a time-dependent potential appearing in the wave equation in conformally transversally anisotropic manifolds of dimension three or higher. These are compact Riemannian manifolds with boundary that…
We show in detail some results, outlined in a previous paper regarding the case of Brownian motion (BM), about the distribution of the $n$th-passage time of a one-dimensional diffusion obtained by a space or time transformation of BM,…
We have developed a formalism to get the time evolution of the eigen states of Rindler Hamiltonian in momentum space. We have shown the difficulties with characteristic curves, and re-cast the time evolution equations in the form of…
We study the dynamics of a trapped, charged Brownian particle in presence of a time dependent magnetic field. We calculate work distributions for different time dependent protocols. In our problem thermodynamic work is related to variation…