Related papers: Bessel bridge representation for heat kernel in hy…
In this paper we show how ideas from spline theory can be used to construct a local basis for the space of translates of a general iterated Brownian Bridge kernel $k_{\beta,\varepsilon}$ for $\beta\in\mathbb{N}$, $\varepsilon\geq 0$. In the…
Noncolliding Brownian motion (Dyson's Brownian motion model with parameter $\beta=2$) and noncolliding Bessel processes are determinantal processes; that is, their space-time correlation functions are represented by determinants. Under a…
Hyperbolic homogeneous polynomials with real coefficients, i.e., hyperbolic real projective hypersurfaces, and their determinantal representations, play a key role in the emerging field of convex algebraic geometry. In this paper we…
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…
In this article, we prove integration by parts formulae (IbPFs) for the laws of Bessel bridges from 0 to 0 over the interval [0,1] of dimension smaller than 3. As an application, we construct a weak version of an SPDE having the law of a…
The turbulence of superfluid helium is investigated numerically at finite temperature. Direct numerical simulations are performed with a "truncated HVBK" model, which combines the continuous description of the…
We study a correlated Brownian motion in two dimensions, which is reflected, stopped or killed in a wedge represented as the intersection of two half spaces. First, we provide explicit density formulas, hinted by the method of images. These…
In this paper we revisit the one-dimensional tunneling problem. We consider Kemble's approximation for the transmission coefficient. We show how this approximation can be extended to above-barrier energies by performing the analytical…
The dimensionality of a system profoundly influences its physical behaviour, leading to the emergence of different states of matter in many-body quantum systems. In lower dimensions, fluctuations increase and lead to the suppression of…
Indefinite inner product spaces of entire functions and functions analytic inside a disk are considered and their completeness studied. Spaces induced by the rotation invariant reproducing kernels in the form of the generalized…
Among non-Hermitian systems, pseudo-Hermitian phases represent a special class of physical models characterized by real energy spectra and by the absence of non-Hermitian skin effects. Here, we show that several pseudo-Hermitian phases in…
Hyperbolic topological transitions refer to the transformation of is isofrequency contours in hyperbolic materials from one topology (e.g., hyperbolic) to another (e.g., elliptical or a different hyperbolic topology). However, current…
We are studying the problem of estimating density in a wide range of metric spaces, including the Euclidean space, the sphere, the ball, and various Riemannian manifolds. Our framework involves a metric space with a doubling measure and a…
In this paper, we consider the following symmetric Dirichlet forms on a metric measure space $(M,d,\mu)$: $$\mathcal{E}(f,g) = \mathcal{E}(^{(c)}(f,g)+\int_{M\times M} (f(x)-f(y))(g(x)-g(y))\,J(dx,dy),$$ where $\mathcal{E}(^{(c)}$ is a…
We investigate interfacial fluid dynamics and heat transfer at nanoscales using an improved diffuse interface approach for liquid-vapor interfaces in non-equilibrium. Conventional Navier-Stokes-Korteweg (NSK) formulations often fail to…
We derive a holographic formulation of triplet superconductivity in a two-dimensional metal at a ferromagnetic quantum critical point. Starting from a large-$N$ Yukawa-Sachdev-Ye-Kitaev model of compressible fermions coupled to…
Learning the representation of data with hierarchical structures in the hyperbolic space attracts increasing attention in recent years. Due to the constant negative curvature, the hyperbolic space resembles tree metrics and captures the…
We establish a new formula for the heat kernel on regular trees in terms of classical I-Bessel functions. Although the formula is explicit, and a proof is given through direct computation, we also provide a conceptual viewpoint using the…
We study the law of a hypoelliptic Brownian motion on an infinite-dimensional Heisenberg group based on an abstract Wiener space. We show that the endpoint distribution, which can be seen as a heat kernel measure, is absolutely continuous…
This paper studies, by employing analytical tools, the small time behavior of the heat content for the Poisson kernel over the unit ball in $\Rd$, $d\geq 2$ by working with its related set covariance function. As a result, we obtain a…