Related papers: Feeling boundary by Brownian motion in a ball
We obtain pointwise lower bounds for heat kernels of higher order differential operators with Dirichlet boundary conditions on bounded domains in $\R^N$. The bounds exhibit explicitly the nature of the spatial decay of the heat kernel close…
In this paper, we discuss estimates of transition densities of subordinate Brownian motions in open subsets of Euclidean space. When $D$ is a $C^{1,1}$ domain, we establish sharp two-sided estimates for the transition densities of a large…
In this paper, we consider the wave equation on an n-dimensional simplex with Dirichlet boundary conditions. Our main result is an asymptotic observability identity from any one face of the simplex. The novel aspects of the result are that…
We consider a semi-linear heat equation with Dirichlet boundary conditions and globally Lipschitz nonlinearity, posed on a bounded domain of R^N (N $\in$ N *), assumed to be an unknown perturbation of a reference domain. We are interested…
We study branching Brownian motion in hyperbolic space. As hyperbolic Brownian motion is transient, the normalised empirical measure of branching Brownian motion converges to a random measure $\mu_\infty$ on the boundary. We show that the…
We study the weighted heat trace asymptotics of an operator of Laplace type with Dirichlet boundary conditions where the weight function exhibits radial blowup. We give formulas for the first few terms in the expansion in terms of…
We investigate a mean-field approach to a quantum brownian particle interacting with a quantum thermal bath at temperature $T$, and subjected to a non-linear potential. An exact, partially classical description of quantum brownian motion is…
We consider high frequency observations from a fractional Brownian motion. Inspired by the work of Jean Jacod in a diffusion setting, we investigate the asymptotic behavior of various classical statistics related to the local times of the…
Asymptotic analysis provides powerful insights into physical systems by examining their behavior in limiting cases. This paper explores how extending this advanced methodology to high school physics education can deepen conceptual…
We study Rayleigh-Benard convection in the high-Rayleigh-number and high-Prandtl-number regime, i.e., we consider a fluid in a container that is exposed to strong heating of the bottom and cooling of the top plate in the absence of inertia…
The potential applications of boundary functionals of random processes, such as the extreme values of these processes, the moment of first reaching a fixed level, the value of the process at the moment of reaching the level, the moment of…
Inspired by recent work of Ferone and Volzone arXiv:2007.13195, we derive sufficient conditions for the validity and non-validity of a boundary version of Talenti's comparison principle in the context of Dirichlet-Poisson problems for the…
In this paper, we present an explicit description for the boundary behavior of the Bergman kernel function, the Bergman metric, and the associated curvatures along certain sequences converging to an $h$-extendible boundary point.
We investigate the unique stationary measure of a positive recurrent reflecting Brownian motion in the upper half-plane, where the direction of reflection is constant on each half-axis. The Laplace transform of the stationary distribution…
We analyze the asymptotic behaviour of the heat kernel defined by a stochastically perturbed geodesic flow on the cotangent bundle of a Riemannian manifold for small time and small diffusion parameter. This extends WKB-type methods to a…
We give a unified statement and proof of a class of wellknown mean value inequalities for nonnegative functions with a nonlinear bound on the Laplacian. We generalize these to domains with boundary, requiring a (possibly nonlinear) bound on…
The problem of boundary behaviour at the origin of coordinates is discussed for D-dimensional Schrodinger equation in the framework of hyper spherical formalism, which have been often considered last time. We show that the Dirichlet…
We introduce an evolution model \`a la Firey for a convex stone which tumbles on a beach and undertakes an erosion process depending on some variational energy, such as torsional rigidity, principal Dirichlet Laplacian eigenvalue, or…
We introduce and study Brownian bridges to submanifolds. Our method involves proving a general formula for the integral over a submanifold of the minimal heat kernel on a complete Riemannian manifold. We use the formula to derive lower…
Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…