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The purpose of this paper is to construct a Brownian motion $X := (X_t)_{t\geq 0}$ taking values in a Riemannian manifold $M$, together with a compact valued process $D:= (D_t)_{t\geq 0}$ such that, at least for small enough ${\mathscr…

Probability · Mathematics 2022-07-08 Marc Arnaudon , Koléhè Coulibaly-Pasquier , Laurent Miclo

For domains in $\mathbb{R}^d$, $d\geq 2$, we prove universal upper and lower bounds on the product of the bottom of the spectrum for the Laplacian to the power $p>0$ and the supremum over all starting points of the $p$-moments of the exit…

Probability · Mathematics 2023-04-17 Rodrigo Banuelos , Phanuel Mariano , Jing Wang

We show that Sullivan's method of constructing eigenfunctions of the Laplacian \cite{Sullivan1987RelatedAO} is applicable to non-compact simply connected harmonic manifolds of purely exponential volume growth. Thereby we extend the case of…

Differential Geometry · Mathematics 2023-11-07 Oliver Brammen

Let $\tau_{D}(Z) $ be the first exit time of iterated Brownian motion from a domain $D \subset \RR{R}^{n}$ started at $z\in D$ and let $P_{z}[\tau_{D}(Z) >t]$ be its distribution. In this paper we establish the exact asymptotics of…

Probability · Mathematics 2007-06-13 Erkan Nane

We study the relationship between the geometry of smoothly bounded domains in complete Riemannian manifolds and the associated sequence of $L^1$-norms of exit time moments for Brownian motion. We establish bounds for Dirichlet eigenvalues…

Spectral Theory · Mathematics 2017-06-14 Don Colladay , Jeffrey J. Langford , Patrick McDonald

We present a study of the distance between a Brownian motion and a submanifold of a complete Riemannian manifold. We include a variety of results, including an inequality for the Laplacian of the distance function derived from a Jacobian…

Probability · Mathematics 2016-04-19 James Thompson

We study estimates involving the principal Dirichlet eigenvalue associated to a smoothly bounded domain in a complete Riemannian manifold and L1-norms of exit time moments of Brownian motion. Our results generalize a classical inequality of…

Spectral Theory · Mathematics 2017-06-07 Emily B. Dryden , Jeffrey J. Langford , Patrick McDonald

In [4], we gave a sharp lower bound for the first eigenvalue of the basic Laplacian acting on basic $1$-forms defined on a compact manifold whose boundary is endowed with a Riemannian flow. In this paper, we extend this result to the case…

Differential Geometry · Mathematics 2016-04-11 Fida El Chami , George Habib , Ola Makhoul , Roger Nakad

In this paper, we give a sharp lower bound for the first eigenvalue of the basic Laplacian acting on basic $1$-forms defined on a compact manifold whose boundary is endowed with a Riemannian flow. The limiting case gives rise to a…

Differential Geometry · Mathematics 2015-12-16 Fida El Chami , Georges Habib , Ola Makhoul , Roger Nakad

In this paper we introduce three Markovian couplings of Brownian motions on smooth Riemannian manifolds without boundary which sit at the crossroad of two concepts. The first concept is the one of shy coupling put forward in…

Probability · Mathematics 2015-09-29 Mihai N. Pascu , Ionel Popescu

We generalize for the Bilaplacian the Eells-Elworthy- Malliavin construction of the Brownian motion on a Riemannian manifold.

Probability · Mathematics 2022-01-25 Remi Leandre

For every bounded planar domain $D$ with a smooth boundary, we define a `Lyapunov exponent' $\Lambda(D)$ using a fairly explicit formula. We consider two reflected Brownian motions in $D$, driven by the same Brownian motion (i.e., a…

Probability · Mathematics 2007-05-23 Krzysztof Burdzy , Zhen-Qing Chen , Peter Jones

We establish lower bounds for the first non-zero eigenvalue for the natural geometric sub-elliptic Laplacian operator defined on sub-Riemannian manifolds of step 2 that satisfy a positive curvature condition. The methods are very general…

Differential Geometry · Mathematics 2011-11-22 Robert K. Hladky

We compute a closed-form expression for the moment generating function $\hat{f}(x;\lambda,\alpha)=\frac{1}{\lambda}\mathbb{E}_x(e^{\alpha L_{\tau}})$, where $L_t$ is the local time at zero for standard Brownian motion with reflecting…

Probability · Mathematics 2016-03-11 Martin Forde , Rohini Kumar , Hongzhong Zhang

In this note, we prove a version of the Phragmen-Lindelof principle using probabilistic techniques. In particular, we will show that if the p-th moment of the exit time of Brownian motion from a planar domain is finite, then an analytic…

Probability · Mathematics 2014-02-24 Greg Markowsky

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

In this paper, we investigate the Dirichlet problem of Laplacian on complete Riemannian manifolds. By constructing new trial functions, we obtain a sharp upper bound of the gap of the consecutive eigenvalues in the sense of the order, which…

Differential Geometry · Mathematics 2016-12-21 Lingzhong Zeng

On a compact Riemannian manifold $M$ with boundary, we give an estimate for the eigenvalues $(\lambda\_k(\tau,\alpha))\_k$ of the magnetic Laplacian with the Robin boundary conditions. Here, $\tau$ is a positive number that defines the…

Differential Geometry · Mathematics 2018-01-12 Georges Habib , Ayman Kachmar

In this paper, we consider the eigen-solutions of $-\Delta u+ Vu=\lambda u$, where $\Delta$ is the Laplacian on a non-compact complete Riemannian manifold. We develop Kato's methods on manifold and establish the growth of the…

Differential Geometry · Mathematics 2021-11-03 Wencai Liu

We study products of eigenfunctions of the Laplacian $-\Delta \phi_{\lambda} = \lambda \phi_{\lambda}$ on compact manifolds. If $\phi_{\mu}, \phi_{\lambda}$ are two eigenfunctions and $\mu \leq \lambda$, then one would perhaps expect their…

Analysis of PDEs · Mathematics 2017-11-28 Stefan Steinerberger
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