Related papers: Hypocoercive estimates on foliations and velocity …

We study the long time behavior of an Ornstein-Uhlenbeck process under the influence of a periodic drift. We prove that, under the standard diffusive rescaling, the law of the particle position converges weakly to the law of a Brownian…

Using present a unified approach, we establish a Kolmogorov type comparison theorem for the classes of $2\pi$-periodic functions defined by a special class of operators having certain oscillation properties, which includes the classical…

The dynamics of velocity fluctuations, governed by the one-dimensional Burgers equation, driven by a white-in-time random force with the spatial spectrum $\overline{|f(k)|^2}\proptok^{-1}$, is considered. High-resolution numerical…

Using time dependent Lyapunov functions, we prove pointwise upper bounds for the heat kernels of some nonautonomous Kolmogorov operators with possibly unbounded drift and diffusion coefficients and a possibly unbounded potential term.

Overdamped motion of Brownian particles in tilted piecewise linear periodic potentials is considered. Explicit algebraic expressions for the diffusion coefficient, current, and coherence level of Brownian transport are derived. Their…

We prove a couple of new endpoint geodesic restriction estimates for eigenfunctions. In the case of general 3-dimensional compact manifolds, after a $TT^*$ argument, simply by using the $L^2$-boundedness of the Hilbert transform on $\R$, we…

We consider a standard one-dimensional Brownian motion on the time interval $[0,1]$ conditioned to have vanishing iterated time integrals up to order $N$. We show that the resulting processes can be expressed explicitly in terms of shifted…

We discuss the dynamics and thermodynamics of systems with long-range interactions. We contrast the microcanonical description of an isolated Hamiltonian system to the canonical description of a stochastically forced Brownian system. We…

The aim of this work is to devise and analyse an accurate numerical scheme to solve Erd\'elyi-Kober fractional diffusion equation. This solution can be thought as the marginal pdf of the stochastic process called the generalized grey…

We study the Hessian of the fundamental solution to the parabolic problem for weighted Schr\"odinger operators of the form $\frac 12 \Delta+\nabla h-V$ proving a second order Feynman-Kac formula and obtaining Hessian estimates. For…

We consider 1D discrete Schr\"odinger operators with aperiodic potentials given by a Sturmian word, which is a natural generalisation of the Fibonacci Hamiltonian. Via a standard approximation by periodic potentials, we establish Hausdorff…

The phenomenon "hypo-coercivity," i.e., the increased rate of contraction for a semi-group upon adding a large skew-adjoint part to the generator, is considered for 1D semigroups generated by the Schr\"odinger operators $-\partial^2_x + x^2…

We study a simple stochastic differential equation that models the dispersion of close heavy particles moving in a turbulent flow. In one and two dimensions, the model is closely related to the one-dimensional stationary Schroedinger…

In this paper, a class of statistics based on high frequency observations of oscillating and skew Brownian motion is considered. Their convergence rate towards the local time of the underlying process is obtained in form of a functional…

We present a field theoretic approach to capture the motion of a particle with dry friction for one- and two-dimensional diffusive particles, and further expand the framework for two-dimensional active Brownian particles. Starting with the…

In this work, we present a detailed analysis on the exact expression of the $L^2$-norm of the symmetric-Stratonovich stochastic integral driven by a multi-dimensional fractional Brownian motion $B$ with parameter $\frac{1}{4} < H <…

We provide new regularity results for the solutions of the Kolmogorov equation associated to a SPDE with nonlinear diffusion coefficients and a Burgers type nonlinearity. This generalizes previous results in the simpler cases of additive or…

In two prior papers of this series, it was proposed that a wavefunction model of a heavy particle and a collection of light particles might generate ``Brownian-Motion-Like" trajectories as well as diffusive motion (displacement proportional…

Let $A$ and $B$ be local operators in Hamiltonian quantum systems with $N $ degrees of freedom and finite-dimensional Hilbert space. We prove that the commutator norm $\lVert [A(t),B]\rVert$ is upper bounded by a topological combinatorial…

We study differential equations with a linear, path dependent drift and discrete delay in the diffusion term driven by a $\gamma$-H\"older rough path for $\gamma > \frac{1}{3}$. We prove well-posedness of these systems and establish a…