Related papers: Spectral Asymptotics for Kinetic Brownian Motion o…
Eigenproblems frequently arise in theory and applications of stochastic processes, but only a few have explicit solutions. Those which do, are usually solved by reduction to the generalized Sturm--Liouville theory for differential…
We prove eigenvalue processes from dynamical random matrix theory including Dyson Brownian motion, Wishart process, and Dynkin's Brownian motion of ellipsoids are results of projecting Brownian motion through Riemannian submersions induced…
We present a computational method to solve the magnetohydrodynamic equations in spherical geometry. The technique is fully nonlinear and wholly spectral, and uses an expansion basis that is adapted to the geometry: Chandrasekhar-Kendall…
Rectification of interacting Brownian particles is investigated in a two-dimensional asymmetric channel in the presence of an external periodic driving force. The periodic driving force can break the thermodynamic equilibrium and induces…
We develop an exactly-solvable three-state discrete-time minimal Brownian ratchet (MBR), where the transition probabilities between states are asymmetric. By solving the master equations we obtain the steady-state probabilities. Generally…
This paper develops the first method for the exact simulation of reflected Brownian motion (RBM) with non-stationary drift and infinitesimal variance. The running time of generating exact samples of non-stationary RBM at any time $t$ is…
We show that the (random) Riemann surfaces of the Angel-Schramm Uniform Infinite Planar Triangulation and of Sheffield's infinite necklace construction are both parabolic. In other words, Brownian motion on these surfaces is recurrent. We…
This paper concerns the so-called diffusion in the curl of the 2d Gaussian free field, and its generalization to higher dimensions $n \geq 2$, building on the scale-by-scale homogenization approach developed recently by Chatzigeorgiou,…
In this work, we study a system of passive Brownian (non-self-propelled) particles in two dimensions, interacting only through a social-like force (velocity alignment in this case) that resembles Kuramoto's coupling among phase oscillators.…
We describe a new method for constraining Laplacian spectra of hyperbolic surfaces and 2-orbifolds. The main ingredient is consistency of the spectral decomposition of integrals of products of four automorphic forms. Using a combination of…
We study random walks on sub-Riemannian manifolds using the framework of retractions, i.e., approximations of normal geodesics. We show that such walks converge to the correct horizontal Brownian motion if normal geodesics are approximated…
This work deals with the overdamped motion of a particle in a fluctuating one-dimensional periodic potential. If the potential has no inversion symmetry and its fluctuations are asymmetric and correlated in time, a net flow can be generated…
Let $M$ be a regular Riemann surface with a metric which has constant scalar curvature $\rho$. We give the asymptotic expansion of the sum of the square norm of the sections of the pluricanonical bundles $K_{M}^{m}$. That is,…
In this paper we investigate the Quantum Brownian motion of a point particle induced by quantum vacuum fluctuations of a massless scalar field in (3 + 1)-dimensional Minkowski spacetime with distinct conditions (Dirichlet, Neumann, mixed…
Ornstein and Shields (Advances in Math., 10:143-146, 1973) proved that Brownian motion reflected on a bounded region is an infinite entropy Bernoulli flow and thus Ornstein theory yielded the existence of a measure-preserving isomorphism…
The monograph is devoted to the study of stochastic area functionals of Brownian motions and of the associated heat kernels on Lie groups and Riemannian manifolds. It is essentially self-contained and as such can serve as a textbook on the…
We study spectral action for Riemannian manifolds with boundary, and then generalize this to noncommutative spaces which are products of a Riemannian manifold times a finite space. We determine the boundary conditions consistent with the…
We use the stochastic quantization method to construct a supersymmetric version of the quantum spherical model. This is based on the equivalence between the Brownian motion described by a Langevin equation and the supersymmetric quantum…
It has been shown that the weak-interacting limit of the metric-skew-tensor-gravity (MSTG) can explain the anomalous rotation of galaxies without non-baryonic dark matter. We show that MSTG is related to the equilibrium-state of ordinary…
We consider a family of Riemannian manifolds M such that for each unit speed geodesic gamma of M there exists a distinguished bijective correspondence L between infinitesimal translations along gamma and infinitesimal rotations around it.…