Related papers: Spectral Asymptotics for Kinetic Brownian Motion o…
We obtain a complete asymptotic expansion for the eigenvalues of the Dirichlet-to-Neumann maps associated with Schr\"odinger operators on compact Riemannian surfaces with boundary. For the zero potential, we recover the well-known spectral…
We introduce a technique to merge two biased Brownian motions into a single regular process. The outcome follows a stochastic differential equation with a constant diffusion coefficient and a non-linear drift. The emerging stochastic…
We consider a closed Riemannian manifold $M$ of negative curvature and dimension at least 3 with marked length spectrum sufficiently close (multiplicatively) to that of a locally symmetric space $N$. Using the methods of Hamenst\"adt, we…
Einstein-Smoluchowski diffusion, damped harmonic oscillations, and spatial decoherence are special cases of an elegant class of Markovian quantum Brownian motion models that is invariant under linear symplectic transformations. Here we…
Onsager-Machlup functionals are used to describe the dynamics of a continuous stochastic process. For a stochastic process taking values in a Riemannian manifold, they have been studied extensively. We describe the Onsager-Machlup…
Riemannian cubics are critical points for the $L^2$ norm of acceleration of curves in Riemannian manifolds $M$. In the present paper the $L^\infty$ norm replaces the $L^2$ norm, and a less direct argument is used to derive necessary…
In this paper, we propose numerical methods for computing the boundary local time of reflecting Brownian motion (RBM) in R3 and its use in the probabilistic representation of the solution of the Laplace equation with the Neumann boundary…
We investigate the motion of point vortices on the Mobius band and Klein bottle. Since these are non-orientable surfaces, the standard Hamiltonian approach does not apply. We therefore begin by establishing a modified Hamiltonian approach…
The general inverse kinematics (IK) problem of a manipulator, namely that of acquiring the self-motion manifold (SMM) of all admissible joint angles for a desired end-effector pose, plays a vital role in robotics modeling, planning and…
In this paper we study the behaviour of the continuous spectrum of the Laplacian on a complete Riemannian manifold of bounded curvature under perturbations of the metric. The perturbations that we consider are such that its covariant…
We study the geometrical influence on the Brownian motion over curved manifolds. We focus on the following intriguing question: what observables are appropriated to measure Brownian motion in curved manifolds? In particular, for those…
We consider the motion of a particle on a surface which is a small perturbation of the standard sphere. One may qualitatively describe the motion by means of a precessing great circle of the sphere. The observation is employed to derive a…
The indefinite integral of the homogenized Ornstein-Uhlenbeck process is a well-known model for physical Brownian motion, modelling the behaviour of an object subject to random impulses [L. S. Ornstein, G. E. Uhlenbeck: On the theory of…
We develop the kinetic theory of the flux-carrying Brownian motion recently introduced in the context of open quantum systems. This model constitutes an effective description of two-dimensional dissipative particles violating both…
Invariants for Riemann surfaces covered by the disc and for hyperbolic manifolds in general involving minimizing the measure of the image over the homotopy and homology classes of closed curves and maps of the $k$-sphere into the manifold…
We define and study the windings along Brownian paths in the octonionic Euclidean, projective and hyperbolic spaces which are isometric to 8-dimensional Riemannian model spaces. In particular, the asymptotic laws of these windings are shown…
Quantum mechanics is sensitive to the geometry of the underlying space. Here, we present a framework for quantum scattering of a non-relativistic particle confined to a two-dimensional space. When the motion manifold hosts localized…
In this paper we study the well-posedness of the kinetic stochastic differential equation (SDE) in $\mathbb R^{2d}(d\geq2)$ driven by Brownian motion: $$\mathord{{\rm d}} X_t=V_t\mathord{{\rm d}} t,\ \mathord{{\rm d}}…
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…
Brownian motion is the erratic motion of an object due to collisions with the fluid in which it is immersed. In this work, we detail a tabletop laboratory demonstration of underdamped Brownian motion wherein a macroscopic particle resting…