Related papers: Brownian bridges to submanifolds
We study the mixing properties of a Brownian motion whose movements are hindered by semipermeable barriers. Our setting assumes that the process takes values in a smooth planar domain and that the barriers are one-dimensional closed curves.…
On H-type sub-Riemannian manifolds we establish sub-Hessian and sub-Laplacian comparison theorems which are uniform for a family of approximating Riemannian metrics converging to the sub-Riemannian one. We also prove a sharp sub-Riemannian…
We derive a variational model to fit a composite B\'ezier curve to a set of data points on a Riemannian manifold. The resulting curve is obtained in such a way that its mean squared acceleration is minimal in addition to remaining close the…
This paper proposes a single-domain dual-reciprocity inclusion-based boundary element method (DR-iBEM) for a three-dimensional fully bonded bi-layered composite embedded with ellipsoidal inhomogeneities under transient/harmonic thermal…
In real-world applications, data often reside in restricted domains with unknown boundaries, or as high-dimensional point clouds lying on a lower-dimensional, nontrivial, unknown manifold. Traditional Gaussian Processes (GPs) struggle to…
We present a new method to sample conditioned trajectories of a system evolving under Langevin dynamics, based on Brownian bridges. The trajectories are conditioned to end at a certain point (or in a certain region) in space. The bridge…
We provide short-time asymptotics with rates of convergence for the Laplace Dirichlet heat kernel in a ball. The boundary behaviour is precisely described. Presented results may be considered as a complement or a generalization of the…
We give an asymptotic expansion of the relative entropy between the heat kernel $q_Z(t,z,w)$ of a compact Riemannian manifold $Z$ and the normalized Riemannian volume for small values of $t$ and for a fixed element $z\in Z$. We prove that…
By adapting a technique of Molchanov, we obtain the heat kernel asymptotics at the sub-Riemannian cut locus, when the cut points are reached by an $r$-dimensional parametric family of optimal geodesics. We apply these results to the…
In this work we introduce a new method for manufacturing minimal submanifolds in Riemannian geometry. For this we employ the so called complex-valued eigenfunctions. This is particularly interesting in the cases when the Riemannian ambient…
We present a non-perturbative renormalization of the bound state problem of n bosons interacting with finitely many Dirac delta interactions on two and three dimensional Riemannian manifolds using the heat kernel. We formulate the problem…
We study a "div-grad type" sub-Laplacian with respect to a smooth measure and its associated heat semigroup on a compact equiregular sub-Riemannian manifold. We prove a short time asymptotic expansion of the heat trace up to any order. Our…
We introduce a simulation scheme for Brownian semistationary processes, which is based on discretizing the stochastic integral representation of the process in the time domain. We assume that the kernel function of the process is regularly…
In this short note we consider the computational problem of numerically finding the minimum and arg-min of a Brownian bridge. Using well-known results by Pitman, Tanaka, Vervaat and Williams we are able to show that the bisection method has…
In this article we prove that all boundary points of a minimal oriented hypersurface in a Riemannian manifold are regular, that is, in a neighborhood of any boundary point, the minimal surface is a $\mathcal{C}^{1, \frac14}$ submanifold…
In this article we show how holomorphic Riemannian geometry can be used to relate certain submanifolds in one pseudo-Riemannian space to submanifolds with corresponding geometric properties in other spaces. In order to do so, we shall first…
We study random walks on sub-Riemannian manifolds using the framework of retractions, i.e., approximations of normal geodesics. We show that such walks converge to the correct horizontal Brownian motion if normal geodesics are approximated…
The techniques and analysis presented in this thesis provide new methods to solve optimization problems posed on Riemannian manifolds. These methods are applied to the subspace tracking problem found in adaptive signal processing and…
We consider the gauge transformations of a metric $G$-bundle over a compact Riemannian surface with boundary. By employing the heat flow method, the local existence and the long time existence of generalized solution are proved.
This article shows that under locally uniformly integral bounds of the negative part of Ricci curvature the heat kernel admits a Gaussian upper bound for small times. This provides general assumptions on the geometry of a manifold such that…