Related papers: Regular subspaces of skew product diffusions
The mean curvature flow is the gradient flow of volume functionals on the space of submanifolds. We prove a fundamental regularity result of the mean curvature flow in this paper: a Lipschitz submanifold with small local Lipschitz norm…
The dynamics of a freely diffusing particle in a two-dimensional channel with cross sectional area $A(x)$, can be effectively described by a one-dimensional diffusion equation under the action of a potential of mean force $U(x)=-k_BT\ln…
We compute the Parisi overlap distribution for paperfolding sequences. It turns out to be discrete, and to live on the dyadic rationals. Hence it is a pure point measure whose support is the full interval [-1; +1]. The space of paperfolding…
A problem of scattering by a Dirichlet right angle on a discrete square lattice is studied. The waves are governed by a discrete Helmholtz equation. The solution is looked for in the form of the Sommerfeld integral. The Sommerfeld…
We consider piecewise smooth vector fields (PSVF) defined in open sets $M\subseteq R^n$ with switching manifold being a smooth surface $\Sigma$. The PSVF are given by pairs $X = (X_+, X_-)$, with $X = X_+$ in $\Sigma_+$ and $X = X_-$ in…
In the paper "Dynkin Games Via Dirichlet Forms and Singular Control of One-Dimensional Diffusion", the authors tried to show the existences of a smooth value function and an optimal policy to a one-dimensional stochastic singular control…
We study the regularity of the law of a quadratic form $Q(X,X)$, evaluated in a sequence $X = (X_{i})$ of independent and identically distributed random variables, when $X_{1}$ can be expressed as a sufficiently smooth function of a…
Let $P_t$ be the diffusion semigroup generated by $L:=\Delta +\nabla V$ on a complete connected Riemannian manifold with $\operatorname {Ric}\ge-(\sigma ^2\rho_o^2+c)$ for some constants $\sigma, c>0$ and $\rho_o$ the Riemannian distance to…
In this paper the issue of filtering and smoothing in continuous discrete time is studied when the state variable evolves in some submanifold of Euclidean space, which may not have the usual Lebesgue measure. Formal expressions for…
We present the first molecular dynamics study to probe the mechanisms of anomalous diffusion in cationic surfactant micelles in the presence of explicit salt and solvent-mediated interactions. Simulations show that when the counter ion…
Diffusion of a tagged particle near a constraining biological surface is examined numerically by modeling the surface-water interaction by an effective potential. The effective potential is assumed to be given by an asymmetric double well…
We provide an introduction to Dirichlet forms on discrete spaces and study their global properties such as recurrence, stochastic completeness and regularity of the Neumann form. In this setting we compare the notion of a recurrent…
Although diffusion models now occupy a central place in generative modeling, introductory treatments commonly assume Euclidean data and seldom clarify their connection to discrete-state analogues. This article is a self-contained primer on…
The Dirichlet form associated with the intrinsic gradient on Poisson space is known to be quasi-regular on the complete metric space $\ddot\Gamma=$ $\{Z_+$-valued Radon measures on $\IR^d\}$. We show that under mild conditions, the set…
The robust statistical description of dynamical systems under perturbations is a central problem in ergodic theory. In this paper, we investigate the statistical properties of skew-product maps driven by a subshift of finite type with…
Von Renesse and the author (Ann. Prob. '09) developed a second order calculus on the Wasserstein space P([0,1]) of probability measures on the unit interval. The basic objects of interest had been Dirichlet form, semigroup and continuous…
Let $M$ be a $d$-dimensional connected compact Riemannian manifold with boundary $\partial M$, let $V\in C^2(M)$ such that $\mu({\rm d} x):={\rm e}^{V(x)}{\rm d} x$ is a probability measure, and let $X_t$ be the diffusion process generated…
The purpose of this paper is to study pointwise pseudo-slant warped product submanifolds of a K\"{a}hler manifold $\widetilde{M}$. We derive the conditions of integrability and totally geodesic foliation for the distributions allied to the…
This paper is concerned with a class of singular stable-like Dirichlet forms on $\R^d$, which are generated by $d$ independent copies of a one-dimensional symmetric $\alpha$-stable process, and whose L\'evy jump kernel measure is…
The mean square displacement per collision of a molecule immersed in a gas at equilibrium is given by its mean square displacement between two consecutive collisions (mean square free path) corrected by a prefactor in the form of a series.…