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Geometric Brownian motion is an exemplary stochastic processes obeying multiplicative noise, with widespread applications in several fields, e.g. in finance, in physics and biology. The definition of the process depends crucially on the…

Statistical Mechanics · Physics 2026-02-16 Stefano Giordano , Fabrizio Cleri , Ralf Blossey

We study deformations of complex hyperbolic surfaces which furnish the simplest examples of: (i) negatively curved K\"ahler manifolds and (ii) negatively curved Riemannian manifolds not having {\it constant} curvature. Although such complex…

Differential Geometry · Mathematics 2016-09-06 Boris Apanasov

Motivated by considerations of euclidean quantum gravity, we investigate a central question of spectral geometry, namely the question of reconstructability of compact Riemannian manifolds from the spectra of their Laplace operators. To this…

Differential Geometry · Mathematics 2017-12-01 Mikhail Panine , Achim Kempf

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 the Brownian dynamics and linear response of a particle with inertia moving in a 2-dimensional helical landscape imprinted on a cylindrical surface. In the harmonic well approximation, the deterministic motion separates into free…

Statistical Mechanics · Physics 2026-05-25 Debankur Bhattacharyya , Abraham Nitzan

We consider the asymptotic behavior of properly embedded minimal surfaces in the product of the hyperbolic plane with the line, taking into account the fact that there is more than one natural compactification of this space. This provides a…

Differential Geometry · Mathematics 2015-06-10 Benoit Kloeckner , Rafe Mazzeo

We consider a dynamical system which has the hyperbolic structure along an attracting invariant manifold $M$. The problem is whether every motion starting in a neighborhood of $M$ possesses an asymptotic phase, i.e. eventually approaches a…

Dynamical Systems · Mathematics 2018-10-02 Alina Luchko , Igor Parasyuk

Brownian motion of free particles on curved surfaces is studied by means of the Langevin equation written in Riemann normal coordinates. In the diffusive regime we find the same physical behavior as the one described by the diffusion…

Given a submersion $\phi: M \to N$, where $M$ is Riemannian, we construct a stochastic process $X$ on $M$ such that the image $Y:=\phi(X)$ is a (reversed, scaled) mean curvature flow of the fibers of the submersion. The model example is the…

Probability · Mathematics 2022-09-02 Ching-Peng Huang

We study deterministic dynamics of overactive Brownian particles in 2D and 3D potentials. This dynamics is Hamiltonian. Integrals of motion for continuous rotational symmetries are reported. The cases of 2D, axisymmetric and…

Statistical Mechanics · Physics 2023-12-15 Denis S. Goldobin , Lev A. Smirnov , Lyudmila S. Klimenko , and Grigory V. Osipov

Let $M$ be a closed, negatively curved Riemannian manifold of dimension $n \neq 4, 8$ with strictly $1/4$-pinched sectional curvature. We prove, that if the frame flow is ergodic and the sum of its unstable and stable bundles together with…

Dynamical Systems · Mathematics 2025-09-12 Louis-Brahim Beaufort

Anomalous diffusion is frequently described by scaled Brownian motion (SBM), a Gaussian process with a power-law time dependent diffusion coefficient. Its mean squared displacement is $\langle x^2(t)\rangle\simeq\mathscr{K}(t)t$ with…

Statistical Mechanics · Physics 2014-12-24 J. -H. Jeon , A. V. Chechkin , R. Metzler

We specify the conditions when a manifold M embedded in an inner product space E is an invariant manifold of a stochastic differential equation (SDE) on E, linking it with the notion of second-order differential operators on M. When M is…

Probability · Mathematics 2024-06-06 Du Nguyen , Stefan Sommer

We study the Brownian motion on the non-compact Grassmann manifold $\frac{\mathbf{U}(n-k,k)} {\mathbf{U}(n-k)\mathbf{U}(k)}$ and some of its functionals. The key point is to realize this Brownian motion as a matrix diffusion process, use…

Probability · Mathematics 2021-07-09 Fabrice Baudoin , Nizar Demni , Jing Wang

We provide conditions under which a Riemann surface $X$ is the asymptotic boundary of a convex co-compact hyperbolic manifold, homeomorphic to a handlebody, of negative renormalized volume. We prove that this is the case when there are on…

Differential Geometry · Mathematics 2025-08-18 Tommaso Cremaschi , Viola Giovannini , Jean-Marc Schlenker

We give an effective upper escape rate function for Brownian motion on a complete Riemannian manifold in terms of the volume growth of the manifold. An important step in the work is estimating the small tail probability of the crossing time…

Probability · Mathematics 2010-10-19 Elton P. Hsu , Guangnan Qin

We study the diffusion of Brownian particles on the surface of a sphere and compute the distribution of solid angles enclosed by the diffusing particles. This function describes the distribution of geometric phases in two state quantum…

Condensed Matter · Physics 2009-10-31 M. M. G. Krishna , Joseph Samuel , Supurna Sinha

We begin with a review and analytical construction of quantum Gaussian process (and quantum Brownian motions) in the sense of [25],[10] and others, and then formulate and study in details (with a number of interesting examples) a definition…

Operator Algebras · Mathematics 2016-07-25 Biswarup Das , Debashish Goswami

Let M be an oriented three-dimensional Riemannian manifold of constant sectional curvature k = 0,1,-1 and let SO(M) be its direct orthonormal frame bundle (direct refers to positive orientation), which may be thought of as the set of all…

Differential Geometry · Mathematics 2023-10-03 Marcos Salvai

We study spectral asymptotics for the Laplace operator on differential forms on a Riemannian foliated manifold equipped with a bundle-like metric in the case when the metric is blown up in directions normal to the leaves of the foliation.…

dg-ga · Mathematics 2008-02-03 Yuri A. Kordyukov