Related papers: Brownian bridges to submanifolds

We construct the heat kernel on curvilinear polygonal domains in arbitrary surfaces for Dirichlet, Neumann, and Robin boundary conditions as well as mixed problems, including those of Zaremba type. We compute the short time asymptotic…

We study the least-energy way to reshape a probability distribution when motion is constrained to a horizontal bundle, that is, optimal transport and distribution steering in sub-Riemannian geometry, motivated by density control over…

Using sharp global heat kernel bounds and geodesic comparison geometry, we show that the Dalang condition for well-posedness of the parabolic Anderson model with measure-valued initial conditions, first introduced on Euclidean space, holds…

We compare different notions of curvature on contact sub-Riemannian manifolds. In particular we introduce canonical curvatures as the coefficients of the sub-Riemannian Jacobi equation. The main result is that all these coefficients are…

Using the explicit representations of the Brownian motions on the hyperbolic spaces, we show that their almost sure convergence and the central limit theorems for the radial components as time tends to infinity are easily obtained. We also…

In this paper, we study the heat kernel associated to the intrinsic sublaplacian on a quaternionic contact manifold considered as a subriemannian manifold. More precisely, we explicitly compute the first two coefficients $c_0$ and $c_1$…

In this article, we study the narrow capture problem on a Riemannian 2-manifold. This involves the derivation of the mean first passage (sojourn) time of a surface-bound ion modelled as a Brownian particle. We use a layer potential argument…

We study the size of nodal sets of Laplacian eigenfunctions on compact Riemannian manifolds without boundary and recover the currently optimal lower bound by comparing the heat flow of the eigenfunction with that of an artifically…

We relate Gruet formula for the heat kernel on real hyperbolic spaces to the commonly used one derived from Millson induction. The bridge between both formulas is settled by Yor result on the joint distribution of a Brownian motion and of…

In this survey article, we review the relation between heat kernels and path integrals. In particular, we review recent results on the approximation of the Wiener measure on compact manifold by measures on (finite-dimensional) spaces of…

We study the Asymmetric Brownian Energy, a model of heat conduction defined on the one-dimensional finite lattice with open boundaries. The system is shown to be dual to the Symmetric inclusion process with absorbing boundaries. The proof…

In this paper we give Hamilton's Laplacian estimates for the heat equation on complete noncompact manifolds with nonnegative Ricci curvature. As an application, combining Li-Yau's lower and upper bounds of the heat kernel, we give an…

This paper investigates the application of the classical Chernoff's theorem to construct explicit solutions for the heat and Schr\"odinger equations on the Heisenberg group $\mathbb{H}^d$. Using semigroup approximation techniques, we obtain…

I give a short guide into applications of the heat kernel technique to string/brane physics with an emphasis on the emerging boundary value problems.

We introduce the Riemannian Proximal Sampler, a method for sampling from densities defined on Riemannian manifolds. The performance of this sampler critically depends on two key oracles: the Manifold Brownian Increments (MBI) oracle and the…

We establish an integral test describing the exact cut-off between recurrence and transience for normally reflected Brownian motion in certain unbounded domains in a class of warped product manifolds. Besides extending a previous result by…

We prove an infinite dimensional integration by parts formula on the law of the modulus of the Brownian bridge $BB=(BB_t)_{0 \leq t \leq 1}$ from $0$ to $0$ in use of methods from white noise analysis and Dirichlet form theory. Additionally…

We study biminimal immersions, that is immersions which are critical points of the bienergy for normal variations with fixed energy. We give a geometrical description of the Euler-Lagrange equation associated to biminimal immersions for: i)…

Bilevel optimization has gained prominence in various applications. In this study, we introduce a framework for solving bilevel optimization problems, where the variables in both the lower and upper levels are constrained on Riemannian…

The fundamental solution of the heat equation on $R^n$ is known as the heat kernel which is also the transition density of a Brownian motion. Similar statements hold when $\R^n$ is replaced by a Lie group. We briefly demonstrate how the…