Related papers: Feeling boundary by Brownian motion in a ball
We use reflecting Brownian motion (RBM) to prove the well known Gauss-Bonnet-Chern theorem for a compact Riemannian manifold with boundary. The boundary integrand is obtained by carefully analyzing the asymptotic behavior of the boundary…
The distribution of the first hitting time of a disc for the standard two dimensional Brownian motion is computed. By investigating the inversion integral of its Laplace transform we give fairy detailed asymptotic estimates of its density…
The Einstein-Hilbert Lagrangian has no well-defined variational derivative with respect to the metric. This issue has to be tackled by adding a suitable surface term to the action, which is a peculiar feature of gravity. We also know that…
We prove some conditions on the existence of natural boundaries of Dirichlet series. We show that generically the presumed boundary is the natural one. We also give an application of natural boundaries in determining asymptotic results.
The quantization of gauge fields and gravitation on manifolds with boundary makes it necessary to study boundary conditions which involve both normal and tangential derivatives of the quantized field. The resulting one-loop divergences can…
In this paper, we consider a large class of subordinate Brownian motions $X$ via subordinators with Laplace exponents which are complete Bernstein functions satisfying some mild scaling conditions at zero and at infinity. We first discuss…
I discuss a simple toy problem for the Dirichlet Laplacian in a sequence of domains where the contribution of the boundary to the spectral asymptotics is of the same order as the contribution from the interior
Ball throwing on Euclidean spaces has been considered for a while. A suitable renormalization leads to a fractional Brownian motion as limit object. In this paper we investigate ball throwing on spheres. A different behavior is exhibited:…
In [4], it is proved that we can have a continuous first-passage-time density function of one dimensional standard Brownian motion when the boundary is H\"older continuous with exponent greater than 1/2. For the purpose of extending [4]…
We consider the behavior of the nonlocal minimal surfaces in the vicinity of the boundary. By a series of detailed examples, we show that nonlocal minimal surfaces may stick at the boundary of the domain, even when the domain is smooth and…
Donsker's theorem shows that random walks behave like Brownian motion in an asymptotic sense. This result can be used to approximate expectations associated with the time and location of a random walk when it first crosses a nonlinear…
The solutions of boundary value problems for the Laplacian and the bilaplacian exhibit very different qualitative behaviors. Particularly, the failure of general maximum principles for the bilaplacian implies that solutions of higher-order…
We provide a rigorous derivation of the brownian motion as the limit of a deterministic system of hard-spheres as the number of particles $N$ goes to infinity and their diameter $\varepsilon$ simultaneously goes to $0$, in the fast…
We use probabilistic tools based on Brownian motion and Feynman-Kac formulae to investigate the heat profile for the ground state Dirichlet and second Neumann eigenfunctions. Among other topics, we comment on supremum norm bounds for ground…
We study the long time behavior of a Brownian particle moving in an anomalously diffusing field, the evolution of which depends on the particle position. We prove that the process describing the asymptotic behaviour of the Brownian particle…
We study the one-dimensional motion of a Brownian particle inside a confinement described by two reactive boundaries which can partially reflect or absorb the particle. Understanding the effects of such boundaries is important in physics,…
In this note we construct an integral boundary condition for the Kohn Laplacian in a given domain on the Heisenberg group extending to the setting of the Heisenberg group M. Kac's "principle of not feeling the boundary". This also amounts…
We study the joint asymptotic behavior of spacings between particles at the edge of multilevel Dyson Brownian motions, when the number of levels tends to infinity. Despite the global interactions between particles in multilevel Dyson…
The paper wishes to demonstrate that, in quantum systems with boundaries, different boundary conditions can lead to remarkably different physical behaviour. Our seemingly innocent setting is a one dimensional potential well that is divided…
We study the large-time behavior of the free boundary position capturing the one-dimensional motion of the carbonation reaction front in concrete-based materials. We extend here our rigorous justification of the $\sqrt{t}$-behavior of…