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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…

Probability · Mathematics 2024-11-08 Mazyar Ghani Varzaneh , Sebastian Riedel

Consider the $\lambda$-Green function and the $\lambda$-Poisson kernel of a Lipschitz domain $U\subset \mathbb H^n=\left\{x\in\mathbb R^n:x_n>0\right\}$ for hyperbolic Brownian motion with drift. We provide several relationships that…

Probability · Mathematics 2019-07-12 Grzegorz Serafin

We prove the triviality of the first L2 cohomology class of based path spaces of Riemannian manifolds furnished with Brownian motion measure, and the consequent vanishing of L2 harmonic one-forms. We give explicit formulae for closed and…

Probability · Mathematics 2013-02-25 K. D. Elworthy , Y. Yang

In last passage percolation models lying in the KPZ universality class, the energy of long energy-maximizing paths may be studied as a function of the paths' pair of endpoint locations. Scaled coordinates may be introduced, so that these…

Probability · Mathematics 2019-07-12 Alan Hammond

Metriplectic dynamics couple a Poisson bracket of the Hamiltonian description with a kind of metric bracket, for describing systems with both Hamiltonian and dissipative components. The construction builds in asymptotic convergence to a…

Classical Physics · Physics 2018-07-04 Massimo Materassi , Philip J. Morrison

The uniformization and hyperbolization transformations formulated by Bonk, Heinonen and Koskela in \emph{"Uniformizing Gromov Hyperbolic Spaces"}, Ast\'erisque {\bf 270} (2001), dealt with geometric properties of metric spaces. In this…

Metric Geometry · Mathematics 2021-05-24 Anders Bjorn , Jana Bjorn , Nageswari Shanmugalingam

The interplay of chirality, self-propulsion, and spatial confinement generates striking non-equilibrium fluctuations whose higher-order statistics carry information about the dynamics and shape of the position distribution. Here, we present…

Soft Condensed Matter · Physics 2026-03-31 Anweshika Pattanayak , Amir Shee , Abhishek Chaudhuri , Debasish Chaudhuri

Nonlinear time series analysis aims at understanding the dynamics of stochastic or chaotic processes. In recent years, quite a few methods have been proposed to transform a single time series to a complex network so that the dynamics of the…

Chaotic Dynamics · Physics 2015-03-17 Wen-Jie Xie , Wei-Xing Zhou

We call a point process $Z$ on $\mathbb R$ \emph{exp-1-stable} if for every $\alpha,\beta\in\mathbb R$ with $e^\alpha+e^\beta=1$, $Z$ is equal in law to $T_\alpha Z+T_\beta Z'$, where $Z'$ is an independent copy of $Z$ and $T_x$ is the…

Probability · Mathematics 2013-01-22 Pascal Maillard

As an extension of isotropic Gaussian random fields and Q-Wiener processes on d-dimensional spheres, isotropic Q-fractional Brownian motion is introduced and sample H\"older regularity in space-time is shown depending on the regularity of…

Probability · Mathematics 2025-05-23 Annika Lang , Björn Müller

We point out a connection between fusion coefficients and random walks in a fixed level alcove associated to the root system of an affine Lie algebra and use this connection to solve completely the Dirichlet problem on such an alcove for a…

Probability · Mathematics 2013-07-16 Manon Defosseux

We consider weighted graphs with an infinite set of vertices. We show that boundedness of all functions of finite energy can be seen as a notion of `relative compactness' for such graphs and study sufficient and necessary conditions for…

Using Polyakov's functional integral approach with the Liouville action functional defined in \cite{ZT2} and \cite{LTT}, we formulate quantum Liouville theory on a compact Riemann surface X of genus g > 1. For the partition function <X> and…

High Energy Physics - Theory · Physics 2009-11-11 Leon A. Takhtajan , Lee-Peng Teo

We construct harmonic functions in the quarter plane for discrete Laplace operators. In particular, the functions are conditioned to vanish on the boundary and the Laplacians admit coefficients associated with transition probabilities of…

Probability · Mathematics 2022-10-19 Viet Hung Hoang

Brownian Dynamics simulations are an important tool for modeling the dynamics of soft matter. However, accurate and rapid computations of the hydrodynamic interactions between suspended, microscopic components in a soft material is a…

Fluid Dynamics · Physics 2018-03-14 Andrew M. Fiore , James W. Swan

This paper establishes isomorphisms for the Laplace operator in weighted Sobolev spaces (WSS). These spaces are similar to standard Sobolev spaces, but they are endowed with weights prescribing functions growth or decay at infinity.…

Analysis of PDEs · Mathematics 2013-02-19 Vuk Milisic , Ulrich Razafison

We propose a new approach for finding discrete harmonic functions in the quarter plane with Dirichlet conditions. It is based on solving functional equations that are satisfied by the generating functions of the values taken by the harmonic…

Probability · Mathematics 2014-06-13 Kilian Raschel

We propose random walks on suitably defined graphs as a framework for finescale modeling of particle motion in an obstructed environment where the particle may have interactions with the obstructions and the mean path length of the particle…

Probability · Mathematics 2019-10-25 Preston Donovan , Muruhan Rathinam

We prove the convergence of the spectrum of the generator of the kinetic Brownian motion to the spectrum of the base Laplacian for closed Riemannian manifolds. This generalizes recent work of Kolb--Weich--Wolf [arXiv:2011.06434] on constant…

Spectral Theory · Mathematics 2023-02-03 Qiuyu Ren , Zhongkai Tao

I show that the evolution of a two dimensional surface in a Laplacian field can be described by Hamiltonian dynamics. First the growing region is mapped conformally to the interior of the unit circle, creating in the process a set of…

Condensed Matter · Physics 2008-02-03 Raphael Blumenfeld
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