Related papers: A Liouville Property for Isotropic Diffusions in R…

We obtain Liouville type theorems for degenerate elliptic equation with a drift term and a potential. The diffusion is driven by H\"ormander operators. We show that the conditions imposed on the coefficients of the operator are optimal.…

Motivated by the task of computing normalizing constants and importance sampling in high dimensions, we study the dimension dependence of fluctuations for additive functionals of time-inhomogeneous Langevin-type diffusions on…

We define a simple model of conformal field theory in random space-time environments, which we refer to as stochastic conformal field theory. This model accounts for the effects of dilute random impurities in strongly interacting critical…

We prove that ancient non-negative solutions to a fully anisotropic prototype evolution equation are constant if they satisfy a condition of finite speed of propagation and if they are both one-sided bounded, and bounded in space at a…

The diffusion behavior of particles moving in complex heterogeneous environment is a very topical issue. We characterize particle's trajectory via an underdamped Langevin system driven by a Gaussian white noise with a time dependent…

We quantify the asymptotic behaviour of multidimensional drifltess diffusions in domains unbounded in a single direction, with asymptotically normal reflections from the boundary. We identify the critical growth/contraction rates of the…

Let $\tau = (\tau_i : i \in {\Bbb Z})$ denote i.i.d.~positive random variables with common distribution $F$ and (conditional on $\tau$) let $X = (X_t : t\geq0, X_0=0)$, be a continuous-time simple symmetric random walk on ${\Bbb Z}$ with…

Liouville field theory is considered on domains with conformally invariant boundary conditions. We present an explicit expression for the three point function of boundary fields in terms of the fusion coefficients which determine the…

We study differential equations with a linear, path dependent drift and discrete delay in the diffusion term driven by a $\gamma$-H\"older rough path for $\gamma > \frac{1}{3}$. We prove well-posedness of these systems and establish a…

In this short note we give a proof of Liouville's theorem (every bounded entire complex function is constant) following Peterzil and Starchenko's approach to complex analysis via o-minimality.

This paper is concerned with qualitative properties of bounded steady flows of an ideal incompressible fluid with no stagnation point in the two-dimensional plane R^2. We show that any such flow is a shear flow, that is, it is parallel to…

In this work, we investigate positive recurrent L\'evy diffusions driven by appropriately scaled Brownian motion and $\alpha$-stable process (with $1<\alpha<2$) in the small noise regime. Supposing that in the vanishing noise limit, our…

When a particle diffuses in a medium with spatially dependent friction coefficient $\alpha(r)$ at constant temperature $T$, it drifts toward the low friction end of the system even in the absence of any real physical force $f$. This…

We consider families of dynamics that can be described in terms of Perron-Frobenius operators with exponential mixing properties. For piecewise C^2 expanding interval maps we rigorously prove continuity properties of the drift J(l) and of…

The Koopman--von Neumann equation describes the evolution of a complex-valued wavefunction corresponding to the probability distribution given by an associated classical Liouville equation. Typically, it is defined on the whole Euclidean…

A numerical experiment of ideal stochastic motion of a particle subject to conservative forces and Gaussian noise reveals that the path probability depends exponentially on action. This distribution implies a fundamental principle…

In this work we obtain a Liouville theorem for positive, bounded solutions of the equation $$ (-\Delta)^s u= h(x_N)f(u) \quad \hbox{in }\mathbb{R}^{N} $$ where $(-\Delta)^s$ stands for the fractional Laplacian with $s\in (0,1)$, and the…

Constrained diffusions in convex polyhedral domains with a general oblique reflection field, and with a diffusion coefficient scaled by a small parameter, are considered. Using an interior Dirichlet heat kernel lower bound estimate for…

We study here the action of subgroups of PSL(2,R) on the space of harmonic functions on the unit disc bounded by a common constant, as well as the relationship this action has with the foliated Liouville problem: Given a foliation of a…

Forward invariance of a basin of attraction is often overlooked when using a Lyapunov stability theorem to prove local stability; even if the Lyapunov function decreases monotonically in a neighborhood of an equilibrium, the dynamic may…