Related papers: Polyharmonic functions and random processes in con…
This is a guide to the mathematical theory of Brownian motion and related stochastic processes, with indications of how this theory is related to other branches of mathematics, most notably the classical theory of partial differential…
It is well known that path probabilities of Brownian motion correspond to the equilibrium configurational probabilities of flexible Gaussian polymers, while those of active Brownian motion correspond to in-extensible semiflexible polymers.…
We model generalized harmonic functions on rings of differential operators and complex function spaces. The differential operators in the second Weyl-algebra that commute with rotations are described and leads to a natural notion for such…
We show that a suitable choice of boundary conditions for the Laplacian allows for the appearance of an an arbitrary number of condensates, described by arbitrary harmonic functions, in the thermodynamic limit of an ideal Bose gas.
We prove the existence and uniqueness of a discrete nonnegative harmonic function for a random walk satisfying finite range, centering and ellipticity conditions, killed when leaving a globally Lipschitz domain in $\mathbb{Z}^d$. Our method…
The Dunkl Laplacian is used to define the Hamiltonian of a modified quantum harmonic oscillator, associated with any finite reflection group. The potential is a sum of the inverse squares of the linear functions whose zero sets are the…
We consider multidimensional random walks in pyramidal cones (or multidimensional orthants), which are intersections of a finite number of half-spaces. We explore the connection between the existence of (positive) discrete harmonic…
Polymorphic circuits are a special kind of circuits which possess multiple build-in functions, and these functions are activated by environment parameters, like temperature, light and VDD. The behavior of a polymorphic circuit can be…
In this paper we investigate the energy functions for a class of non Gaussian processes. These processes are characterized in terms of the Mittag-Leffler function. We obtain closed analytic form for the energy function, in particular we…
In this note we investigate the behavior of harmonic functions at singular points of $\mathsf{RCD}(K,N)$ spaces. In particular we show that their gradient vanishes at all points where the tangent cone is isometric to a cone over a metric…
The article provides an explicit algebraic expression for the generating function of walks on graphs. Its proof is based on the scattering theory for the differential Laplace operator on non-compact graphs.
Active Brownian motion is the complex motion of active Brownian particles. They are active in the sense that they can transform their internal energy into energy of motion and thus create complex motion patterns. Theories of active Brownian…
We consider a multidimensional Markov Chain $X$ converging to a multidimensional Brownian Motion. We construct a positive harmonic function for $X$ killed on exiting the cone. We show that its asymptotic behavior is similar to that of to…
On a finite graph with a chosen partition of the vertex set into interior and boundary vertices, a $\lambda$-polyharmonic function is a complex function $f$ on the vertex set which satisfies $(\lambda \cdot I - P)^n f(x) = 0$ at each…
We construct admissible circulant Laplacian matrix functions as generators for strictly increasing random walks on the integer line. These Laplacian matrix functions refer to a certain class of Bernstein functions. The approach has…
Random walks and Lorentz processes serve as fundamental models for Brownian motion. The study of random walks is a favorite object of probability theory, whereas that of Lorentz processes belongs to the theory of hyperbolic dynamical…
We consider a superprocess with coalescing Brownian spatial motion. We first prove a dual relationship between two systems of coalescing Brownian motions. In consequence we can express the Laplace functionals for the superprocess in terms…
We investigate the stochastic motion of a Brownian particle in the harmonic potential with a time-dependent force constant. It may describe the motion of a colloidal particle in an optical trap where the potential well is formed by a…
The paper studies complementary choice functions, i.e. monotonic and consistent choice functions. Such choice functions were introduced and used in the work \cite{RY} for investigation of matchings with complementary contracts. Three…
Brownian motion near soft surfaces is a situation widely encountered in nanoscale and biological physics. However, a complete theoretical description is lacking to date. Here, we theoretically investigate the dynamics of a two-dimensional…