Related papers: Nodal Geometry, Heat Diffusion and Brownian Motion

In a Riemannian manifold a regular convex domain is said to be $\lambda$-convex if its normal curvature at each point is greater than or equal to $\lambda$. In a Hadamard manifold, the asymptotic behaviour of the quotient…

We introduce and study Brownian bridges to submanifolds. Our method involves proving a general formula for the integral over a submanifold of the minimal heat kernel on a complete Riemannian manifold. We use the formula to derive lower…

Let $\Omega$ be a domain in $\mathbb R^N$, where $N \ge 2$ and $\partial\Omega$ is not necessarily bounded. We consider two fast diffusion equations $\partial_t u= \mbox{div}(|\nabla u|^{p-2}{\nabla u})$ and $\partial_t u= \Delta u^{m}$,…

Let $(M, g)$ be a closed Riemannian manifold, where g is $C^1$-smooth metric. Consider the sequence of eigenfunctions $u_k$ of the Laplace operator on M. Let $B$ be a ball on $M$. We prove a sharp estimate of the number of nodal domains of…

The problem of recovering geometric properties of a domain from the trace of the heat kernel for an initial-boundary value problem arises in NMR microscopy and other applications. It is similar to the problem of ``hearing the shape of a…

We establish an effective Markov theory for the rotational Brownian motion of hot nanobeads and nanorods. Compact analytical expressions for the effective temperature and friction are derived from the fluctuating hydrodynamic equations of…

We introduce numerical methods for simulating the diffusive motion of rigid bodies of arbitrary shape immersed in a viscous fluid. We parameterize the orientation of the bodies using normalized quaternions, which are numerically robust,…

Diffusion processes $(\underline{\bf X}_d(t))_{t\geq 0}$ moving inside spheres $S_R^d \subset\mathbb{R}^d$ and reflecting orthogonally on their surfaces $\partial S_R^d$ are considered. The stochastic differential equations governing the…

By means of a general gluing and conformal-deformation construction, we prove that any smooth, metrically complete Riemannian manifold with smooth boundary can be realized as a closed domain into a smooth, geodesically complete Riemannan…

We construct a class of iterated stochastic integrals with respect to Brownian motion on an abstract Wiener space which allows for the definition of Brownian motions on a general class of infinite-dimensional nilpotent Lie groups based on…

We use reflecting Brownian motion (RBM) to prove the well known Gauss-Bonnet-Chern theorem for a compact Riemannian manifold with boundary. The boundary integrand is obtained by carefully analyzing the asymptotic behavior of the boundary…

We lay the theoretical and mathematical foundations of the square root of Browniam motion and we prove the existence of such a process. In doing so, we consider Brownian motion on quantized noncommutative Riemannian manifolds and show how a…

By using Hsu's multiplicative functional for the Neumann heat equation, a natural damped gradient operator is defined for the reflecting Brownian motion on compact manifolds with boundary. This operator is linked to quasi-invariant flows in…

A uniform dimensional result for normally reflected Brownian motion (RBM) in a large class of non-smooth domains is established. Exact Hausdorff dimensions for the boundary occupation time and the boundary trace of RBM are given. Extensions…

Brownian motion near soft surfaces is a situation widely encountered in nanoscale and biological physics. However, a complete theoretical description is lacking to date. Here, we theoretically investigate the dynamics of a two-dimensional…

Let $\Omega$ be an open set in a complete, smooth, non-compact, $m$-dimensional Riemannian manifold $M$ without boundary, where $M$ satisfies a two-sided Li-Yau gaussian heat kernel bound. It is shown that if $\Omega$ has infinite measure,…

We consider a notion of conservation for the heat semigroup associated to a generalized Dirac Laplacian acting on sections of a vector bundle over a noncompact manifold with a (possibly noncompact) boundary under mixed boundary conditions.…

In this paper, we introduce a new concept of glued manifolds and investigate under which conditions the canonical heat flow on these glued manifolds is ergodic and irreducible. Glued manifolds are metric spaces consisting of manifolds of…

We prove that if a complete connected $n$-dimensional Riemannian manifold $M$ has radial sectional curvature at a base point $p\in M$ bounded from below by the radial curvature function of a two-sphere of revolution $\widetilde M$ belonging…

We prove tightness of a family of path measures $\nu_{\varepsilon}$ on tubes $L(\varepsilon)$ of small diameters around a closed and connected submanifold $L$ of another Riemannian manifold $M$. Together with a convergence result for…