Related papers: Localized upper bounds of heat kernels for diffusi…
Gaussian processes (GPs) are ubiquitous tools for modeling and predicting continuous processes in physical and engineering sciences. This is partly due to the fact that one may employ a Gaussian process as an interpolator while facilitating…
In this paper we study heat kernels associated to a Carnot group $G$, endowed with a family of collapsing left-invariant Riemannian metrics $\sigma_\e$ which converge in the Gromov-Hausdorff sense to a sub-Riemannian structure on $G$ as…
In the present work we study classifiers' decision boundaries via Brownian motion processes in ambient data space and associated probabilistic techniques. Intuitively, our ideas correspond to placing a heat source at the decision boundary…
Starting from a master equation in a quantum Hamiltonian form and a coupling to a heat bath we derive an evolution equation for a collective hopping process under the influence of a stochastic energy landscape. There results different…
Based on the theory of Dunkl operators, this paper presents a general concept of multivariable Hermite polynomials and Hermite functions which are associated with finite reflection groups on $\b R^N$. The definition and properties of these…
Suppose that $d\ge 1$ and $\alpha\in (0, 2)$. In this paper, by using probabilistic methods, we establish sharp two-sided pointwise estimates for the Dirichlet heat kernels of $\{\Delta+ a^\alpha \Delta^{\alpha/2}; \ a\in (0, 1]\}$ on…
The first heat kernel coefficients are calculated for a dispersive ball whose permittivity at high frequency differs from unity by inverse powers of the frequency. The corresponding divergent part of the vacuum energy of the electromagnetic…
Based on the generalized Langevin equation for the momentum of a Brownian particle a generalized asymptotic Einstein relation is derived. It agrees with the well-known Einstein relation in the case of normal diffusion but continues to hold…
We consider graphs associated to Delone sets in Euclidean space. Such graphs arise in various ways from tilings. Here, we provide a unified framework. In this context, we study the associated Laplace operators and show Gaussian heat kernel…
This paper reviews the formulation of the Feynman-Vernon model of linear dissipative systems for a standard Brownian particle moving in an external potential $V(x,t)$ and introduces the formulation of a generalized oscillator model of a…
We study a symmetric diffusion process on $\mathbb{R}^d$, $d\geq 2$, in divergence form in a stationary and ergodic random environment. The coefficients are assumed to be degenerate and unbounded but satisfy a moment condition. We derive…
We introduce a location statistic for distributions on non-linear geometric spaces, the diffusion mean, serving as an extension and an alternative to the Fr\'echet mean. The diffusion mean arises as the generalization of Gaussian maximum…
We find a lower bound for the Hausdorff dimension that a Liouville Brownian motion spends in $\alpha$-thick points of the Gaussian Free Field, where $\alpha$ is not necessarily equal to the parameter used in the construction of the…
We analyze the asymptotic behaviour of the heat kernel defined by a stochastically perturbed geodesic flow on the cotangent bundle of a Riemannian manifold for small time and small diffusion parameter. This extends WKB-type methods to a…
This paper further discusses the tempered fractional Brownian motion, its ergodicity, and the derivation of the corresponding Fokker-Planck equation. Then we introduce the generalized Langevin equation with the tempered fractional Gaussian…
Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…
We establish sharp upper and lower bounds of Gaussian type for the heat kernel in the metric measure space satisfying $\RCD(0,N)$ ( equivalently, $\RCD^\ast(0,N)$) condition with $N\in \mathbb{N}\setminus\{1\}$ and having maximum volume…
A novel equation of heat conduction is derived with the help of a generalized entropy current and internal variables. The obtained system of constitutive relations is compatible with the momentum series expansion of the kinetic theory. The…
We prove heat kernel bounds for the operator (1 + |x|^{\alpha})\Delta in R^N, through Nash inequalities and weighted Hardy inequalities.
In this paper, we study transition density functions for pure jump unimodal L\'evy processes killed upon leaving an open set $D$. Under some mild assumptions on the L\'evy density, we establish two-sided Dirichlet heat kernel estimates when…