Related papers: Exponential integrability and exit times of diffus…
On a smooth (not necessarily compact) manifold $M$ equipped with a $\sf C^1$-family of complete Riemannian metrics $g(t)$ and a $\sf C^{1,\infty}$-family of vector fields $Z(t)$ both indexed by the real interval $[0,T)$ where $T \in…
We establish space-time dispersive estimates for solutions to the wave equation on compact Riemannian manifolds with bounded sectional curvature, with the same exponents as for $C^\infty$ metrics. The estimates are for bounded time…
We study the problem of non-explosion of diffusion processes on a manifold with time-dependent Riemannian metric. In particular we obtain that Brownian motion cannot explode in finite time if the metric evolves under backwards Ricci flow.…
We prove sharp estimates for the decay in time of solutions to a rather general class of non-local in time subdiffusion equations on a bounded domain subject to a homogeneous Dirichlet boundary condition. Important special cases are the…
We prove duality estimates for time-fractional and more general subdiffusion problems. An important example is given by subdiffusive porous medium type equations. Our estimates can be used to prove uniqueness of weak solutions to such…
We prove explicit upper and lower bounds for the $L^1$-moment spectra for the Brownian motion exit time from extrinsic metric balls of submanifolds $P^m$ in ambient Riemannian spaces $N^{n}$. We assume that $P$ and $N$ both have controlled…
This article is concerned with the fluctuation analysis and the stability properties of a class of one-dimensional Riccati diffusions. These one-dimensional stochastic differential equations exhibit a quadratic drift function and a…
Diffusion models are recent state-of-the-art methods for image generation and likelihood estimation. In this work, we generalize continuous-time diffusion models to arbitrary Riemannian manifolds and derive a variational framework for…
We construct exhaustion and cut-off functions with controlled gradient and Laplacian on manifolds with Ricci curvature bounded from below by a (possibly unbounded) nonpositive function of the distance from a fixed reference point, without…
Non-reversible lifts reduce the relaxation time of reversible diffusions at most by a square root. For reversible diffusions on domains in Euclidean space, or, more generally, on a Riemannian manifold with boundary, non-reversible lifts are…
We show that for a one-dimensional Schr\"odinger operator with a potential whose first moment is integrable the scattering matrix is in the unital Wiener algebra of functions with integrable Fourier transforms. Then we use this to derive…
Riemannian diffusion models draw inspiration from standard Euclidean space diffusion models to learn distributions on general manifolds. Unfortunately, the additional geometric complexity renders the diffusion transition term inexpressible…
In this article we investigate the asymptotic behavior of a new class of multi-dimensional diffusions in random environment. We introduce cut times in the spirit of the work done by Bolthausen, Sznitman and Zeitouni, see [4], in the…
We consider gradient estimates to positive solutions of porous medium equations and fast diffusion equations: $$u_t=\Delta_\phi(u^p)$$ associated with the Witten Laplacian on Riemannian manifolds. Under the assumption that the…
Estimating means on Riemannian manifolds is generally computationally expensive because the Riemannian distance function is not known in closed-form for most manifolds. To overcome this, we show that Riemannian diffusion means can be…
We analyze numerically a forward-backward diffusion equation with a cubic-like diffusion function, -emerging in the framework of phase transitions modeling- and its "entropy" formulation determined by considering it as the singular limit of…
In this work we derive local gradient and Laplacian estimates of the Aronson-B\'enilan and Li-Yau type for positive solutions of porous medium equations posed on Riemannian manifolds with a lower Ricci curvature bound. We also prove similar…
We investigate the fractional diffusion approximation of a kinetic equation in the upper-half plane with diffusive reflection conditions at the boundary. In an appropriate singular limit corresponding to small Knudsen number and long time…
In order to approximate the exit time of a one-dimensional diffusion process, we propose an algorithm based on a random walk. Such an algorithm was already introduced in both the Brownian context and in the Ornstein-Uhlenbeck context. Here…
In the limit of a nonlinear diffusion model involving the fractional Laplacian we get a "mean field" equation arising in superconductivity and superfluidity. For this equation, we obtain uniqueness, universal bounds and regularity results.…