Related papers: Stochastic geodesics
The 1+1 dimensional corner growth model with exponential weights is a centrally important exactly solvable model in the Kardar-Parisi-Zhang class of statistical mechanical models. While significant progress has been made on the fluctuations…
Stochastic systems often exhibit multiple viable metastable states that are long-lived. Over very long timescales, fluctuations may push the system to transition between them, drastically changing its macroscopic configuration. In realistic…
This paper is a review on recently found connection between geodesically equivalent metrics and integrable geodesic flows. Suppose two different metrics on one manifold have the same geodesics. We show that then the geodesic flows of these…
We study geometric stochastic differential equations (SDEs) and their approximations on Riemannian manifolds. In particular, we introduce a simple new construction of geometric SDEs, using which with bounded curvature. In particular, we…
We develop parametric classes of covariance functions on linear networks and their extension to graphs with Euclidean edges, i.e., graphs with edges viewed as line segments or more general sets with a coordinate system allowing us to…
The theory of geodesic regression aims to find a geodesic curve which is an optimal fit to a given set of data. In this article we restrict ourselves to the Riemannian manifold of positive definite operators (matrices) on a Hilbert space of…
In the statistical analysis of shape a goal beyond the analysis of static shapes lies in the quantification of `same' deformation of different shapes. Typically, shape spaces are modelled as Riemannian manifolds on which parallel transport…
This paper studies the problem of distributed Riemannian optimization over a network of agents whose cost functions are geodesically smooth but possibly geodesically non-convex. Extending a well-known distributed optimization strategy…
We show that if $n$ functionally independent commutative quadratic in momenta integrals for the geodesic flow of a Riemannian or pseudo-Riemannian metric on an $n$-dimensional manifold are simultaneously diagonalisable at the tangent space…
A general way of representing Stochastic Differential Equations (SDEs) on smooth manifold is based on Schwartz morphism. In this manuscript we are interested in SDEs on a smooth manifold $M$ that are driven by p-dimensional Wiener process…
The communications and interrelations between different locations on the Earth's surface have far-reaching implications for both social and natural systems. Effective spatial analytics ideally require a spatial representation, where…
Increasingly larger data sets of processes in space and time ask for statistical models and methods that can cope with such data. We show that the solution of a stochastic advection-diffusion partial differential equation provides a…
In this article, we study the dynamics of geodesic flows on Riemannian (not necessarily compact) manifolds with no conjugate points. We prove the Anosov Closing Lemma, the local product structure, and the transitivity of the geodesic flows…
In this article we prove that stochastic differential equation (SDE) with Sobolev drift on compact Riemannian manifold admits a unique $\nu$-almost everywhere stochastic invertible flow, where $\nu$ is the Riemannian measure, which is…
An increasingly common viewpoint is that protein dynamics data sets reside in a non-linear subspace of low conformational energy. Ideal data analysis tools for such data sets should therefore account for such non-linear geometry. The…
We study one-dimensional stochastic integral equations with non-smooth dispersion coefficients, and with drift components that are not restricted to be absolutely continuous with respect to Lebesgue measure. In the spirit of Lamperti, Doss…
Geodesic problems involve computing trajectories between prescribed initial and final states to minimize a user-defined measure of distance, cost, or energy. They arise throughout physics and engineering -- for instance, in determining…
Stochastic geometric mechanics (SGM) is known for its potential utility in quantifying uncertainty in global climate modelling of the Earth's ocean and atmosphere while also preserving the fundamental advective transport properties of ideal…
We study energy integrals and discrete energies on the sphere, in particular, analogs of the Riesz energy with the geodesic distance in place of Euclidean, and observe that the range of exponents for which the uniform distribution optimizes…
We study the geodesics problem in Heisenberg group H (case SR and riemannian). The sheaf of infinitesimal automorphisms of the (2n,2n+1) distribution D over H is an infinite, transitive Lie algebra sheaf.