Related papers: Mean value formulas for Ornstein-Uhlenbeck and Her…
We present a simple derivation of the Hellmann-Feynman theorem at finite temperature. We illustrate its validity by considering three relevant examples which can be used in quantum mechanics lectures: the one-dimensional harmonic…
A new type of gradient estimate is established for diffusion semigroups on non-compact complete Riemannian manifolds. As applications, a global Harnack inequality with power and a heat kernel estimate are derived for diffusion semigroups on…
Laboratory plasma production almost always preferentially heats either the ions or electrons, leading to a two-temperature state. High-fidelity modeling of these systems can be achieved with density functional theory molecular dynamics in…
The dimension-free Harnack inequality and uniform heat kernel upper/lower bounds are derived for a class of infinite-dimensional GEM processes, which was introduced in \cite{FW} to simulate the two-parameter GEM distributions. In…
The weighted Lebesgue spaces of initial data for which almost everywhere convergence of the heat equation holds was only very recently characterized. In this note we show that the same weighted space of initial data is optimal for the…
We consider Ornstein-Uhlenbeck processes (OU-processes) associated to hypoelliptic diffusion processes on finite-dimensional Lie groups: let $ \mathcal{L} $ be a hypoelliptic, left-invariant ``sum of the squares''-operator on a Lie group $…
Recent results concerning solutions of the modified Helmholtz equation are reviewed; namely, various mean value properties and their corollaries, converse and inverse of these properties, and relations between these solutions and harmonic…
When $L$ is the Hermite or the Ornstein-Uhlenbeck operator, we find minimal integrability and smoothness conditions on a function $f$ so that the fractional power $L^\sigma f(x_0)$ is well-defined at a given point $x_0$. We illustrate the…
We show that the master equation governing the dynamics of simple diffusion and certain chemical reaction processes in one dimension give time evolution operators (Hamiltonians) which are realizations of Hecke algebras. In the case of…
We find Feynman-Kac type representation theorems for generalized diffusions. To do this we need to establish existence, uniqueness and regularity results for equations with measure-valued coefficients.
Inspired by recent results in the context of AdS/CFT integrability, we reconsider the Thermodynamic Bethe Ansatz equations describing the 1D fermionic Hubbard model at finite temperature. We prove that the infinite set of TBA equations are…
This work deals with mixing and dissipation ehancement for the solution of advection-diffusion equation driven by a Ornstein-Uhlenbeck velocity field. We are able to prove a quantitative mixing result, uniform in the diffusion parameter,…
We give an explicit representation for the transition law of a tempered stable Ornstein-Uhlenbeck process and use it to develop a rejection sampling algorithm for exact simulation of increments from this process. Our results apply to…
Starting from the 1-dimensional complex-valued Ornstein-Uhlenbeck process, we present two natural ways to imply the associated eigenfunctions of the 2-dimensional normal Ornstein-Uhlenbeck operators in the complex Hilbert space…
The purpose of this article is to expose and further develop a simple yet surprisingly far-reaching framework for generating monotone quantities for positive solutions to linear heat equations in euclidean space. This framework is…
Optimized, necessary and sufficient conditions for the identification of the Schmidt number will be derived in terms of general Hermitian operators. These conditions apply to arbitrary mixed quantum states. The optimization procedure…
We develop connections between Harnack inequalities for the heat flow of diffusion operators with curvature bounded from below and optimal transportation. Through heat kernel inequalities, a new isoperimetric-type Harnack inequality is…
In this work, we introduce a new difference equation which is discrete analogue of Diffusion differential equation and analyze some essential spectral properties, Diffusion difference operator is self-adjoint, eigenvalues of this problem…
In this article, we prove the analogue theorems of Stein-Tomas and Srtichartz on the discrete surface restrictions of Fourier-Hermite transforms associated with the normalized Hermite polynomials and obtain the Strichartz estimate for the…
In this paper, we carry out in-depth research centering around the Harnack inequality for positive solutions to nonlinear heat equation on Finsler metric measure manifolds with weighted Ricci curvature ${\rm Ric}_{\infty}$ bounded below.…