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We construct Dyson Brownian motion for $\beta \in (0,\infty]$ by adapting the extrinsic construction of Brownian motion on Riemannian manifolds to the geometry of group orbits within the space of Hermitian matrices. When $\beta$ is…

Probability · Mathematics 2023-05-22 Ching-Peng Huang , Dominik Inauen , Govind Menon

This paper studies bulk-surface splitting methods of first order for (semi-linear) parabolic partial differential equations with dynamic boundary conditions. The proposed Lie splitting scheme is based on a reformulation of the problem as a…

Numerical Analysis · Mathematics 2021-08-19 Robert Altmann , Balázs Kovács , Christoph Zimmer

We study a spatial branching model, where the underlying motion is $d$-dimensional ($d\ge1$) Brownian motion and the branching rate is affected by a random collection of reproduction suppressing sets dubbed mild obstacles. The main result…

Probability · Mathematics 2008-12-18 János Engländer

Using elliptic regularity results in weighted spaces, stochastic calculus and the theory of non-symmetric Dirichlet forms, we first show weak existence of non-symmetric distorted Brownian motion for any starting point in some domain $E$ of…

Probability · Mathematics 2016-11-16 Michael Röckner , Jiyong Shin , Gerald Trutnau

We prove a rigidity theorem in Poisson geometry around compact Poisson submanifolds, using the Nash-Moser fast convergence method. In the case of one-point submanifolds (fixed points), this immediately implies a stronger version of Conn's…

Differential Geometry · Mathematics 2015-02-02 Ioan Marcut

In this paper we present a novel approach for the prescription of high order boundary conditions when approximating the solution of the Euler equations for compressible gas dynamics on curved moving domains. When dealing with curved…

Numerical Analysis · Mathematics 2025-04-23 Walter Boscheri , Mirco Ciallella

Although deep learning models are highly effective for various learning tasks, their high computational costs prohibit the deployment to scenarios where either memory or computational resources are limited. In this paper, we focus on…

Computer Vision and Pattern Recognition · Computer Science 2017-09-14 Cong Leng , Hao Li , Shenghuo Zhu , Rong Jin

This work is a continuation of [E. Bonnetier, D.Bresch, V. Milisic, submitted]; it deals with rough boundaries in the simplified context of a Poisson equation. We impose Dirichlet boundary conditions on the periodic microscopic perturbation…

Analysis of PDEs · Mathematics 2008-12-24 Vuk Milisic

We prove a representation for the support of McKean Vlasov Equations. To do so, we construct functional quantizations for the law of Brownian motion as a measure over the (non-reflexive) Banach space of H\"older continuous paths. By solving…

Probability · Mathematics 2020-03-05 Thomas Cass , Goncalo dos Reis , William Salkeld

We address diffusion processes in a bounded domain, while focusing on somewhat unexplored affinities between the presence of absorbing and/or inaccessible boundaries. For the Brownian motion (L\'{e}vy-stable cases are briefly mentioned)…

Statistical Mechanics · Physics 2017-10-24 Piotr Garbaczewski

The properties and applications of superconvergence on size-guaranteed Delaunay triangulation generated by bubble placement method (BPM), are studied in this paper. First, we derive a mesh condition that the difference between the actual…

Numerical Analysis · Mathematics 2019-02-25 Xiangrong Li , Nan Qi , Yufeng Nie , Weiwei Zhang

A geometric framework for metrics of maximal acceleration which is applicable to large proper accelerations is discussed, including a theory of connections associated with the geometry of maximal acceleration. In such a framework it is…

General Relativity and Quantum Cosmology · Physics 2020-07-17 Ricardo Gallego Torromé

We introduce a class of nonlinear hyperbolic conservation laws on a Schwarzschild black hole background and derive several properties satisfied by (possibly weak) solutions. Next, we formulate a numerical approximation scheme which is based…

Analysis of PDEs · Mathematics 2024-12-20 Shijie Dong , Philippe G. LeFloch

For a Riemannian manifold $M$, possibly with boundary, we consider the Riemannian product $M\times\mathbb{R}^k$ with a smooth positive function that weights the Riemannian measures. In this work we characterize parabolic hypersurfaces with…

Differential Geometry · Mathematics 2022-03-02 Katherine Castro , César Rosales

We study the convergence of the weak solution of the porous medium equation with a type of Robin boundary conditions, by tuning a parameter either to zero or to infinity. The convergence is in the strong sense, with respect to the…

Analysis of PDEs · Mathematics 2021-11-17 Renato De Paula , Patrícia Gonçalves , Adriana Neumann

We present a method for constructing all bounded rational motions that frame a space curve $\mathbf{r}(t)$. This means that the motion guides an orthogonal frame along the curve such that one frame axis is in direction of the curve tangent.…

Optimization and Control · Mathematics 2025-08-04 Hans-Peter Schröcker , Zbyněk Šír

By employing non-equispaced grid points near boundaries, boundary-optimized upwind finite-difference operators of orders up to nine are developed. The boundary closures are constructed within a diagonal-norm summation-by-parts (SBP)…

Numerical Analysis · Mathematics 2026-02-06 Ken Mattsson , David Niemelä , Andrew R. Winters

Starting from the hyperbolic Brownian motion as a time-changed Brownian motion, we explore a set of probabilistic models--related to the SABR model in mathematical finance--which can be obtained by geometry-preserving transformations, and…

Probability · Mathematics 2016-10-19 Archil Gulisashvili , Blanka Horvath , Antoine Jacquier

We give tight upper and lower bounds of the cardinality of the index sets of certain hyperbolic crosses which reflect mixed Sobolev-Korobov-type smoothness and mixed Sobolev-analytic-type smoothness in the infinite-dimensional case where…

Numerical Analysis · Mathematics 2015-11-10 Dinh Dũng , Michael Griebel

The probe method gives a general idea to obtain a reconstruction formula of unknown objects embedded in a known background medium from a mathematical counterpart (the Dirichlet-to-Neumann map) of the measured data of some physical quantity…

Analysis of PDEs · Mathematics 2020-01-22 Masaru Ikehata