Related papers: Dirichlet form analysis of the Jacobi process
Diffusion within porous media, such as biological tissues, exhibits departures from conventional Fick's laws, which could result in space-fractional diffusion. The paper considers a reaction-diffusion system with two spatial compartments --…
Let $\alpha=1/2$, $\theta>-1/2$, and $\nu_0$ be a probability measure on a type space $S$. In this paper, we investigate the stochastic dynamic model for the two-parameter Dirichlet process $\Pi_{\alpha,\theta,\nu_0}$. If $S=\mathbb{N}$, we…
We show existence of an infinitesimally invariant measure $m$ for a large class of divergence and non-divergence form elliptic second order partial differential operators with locally Sobolev regular diffusion coefficient and drift of some…
Let $k\in\mathbb{N}$. Wigert's divisor function $d^{\left(\frac{1}{k}\right)}(j)$ counts the number of representations of $j$ of the form $m^k+mn$ with $m\geq1 , n\geq0$. Let $\mathcal{F}_k(s)$ denote the Dirichlet series of…
Three problems for a discrete analogue of the Helmholtz equation are studied analytically using the plane wave decomposition and the Sommerfeld integral approach. They are: 1) the problem with a point source on an entire plane; 2) the…
We provide a quick overview of various calculus tools and of the main results concerning the heat flow on compact metric measure spaces, with applications to spaces with lower Ricci curvature bounds. Topics include the Hopf-Lax semigroup…
We exhibit conditions under which the flow of marginal distributions of a discontinuous semimartingale $\xi$ can be matched by a Markov process, whose infinitesimal generator is expressed in terms of the local characteristics of $\xi$. Our…
Density-potential functional theory (DPFT) is an alternative formulation of orbital-free density functional theory that may be suitable for modeling the electronic structure of large systems. To date, DPFT has been applied mainly to quantum…
We study the semiclassical partition function in the frame work of the Morse theory, to clarify the phase factor of the partition function and to relate it to the eta invariant of Atiyah. Converting physical system with potential into a…
The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N stochastic variables with Lochner's generalized Dirichlet distribution (R.H. Lochner, A Generalized…
Starting with a transient irreducible diffusion process $X^0$ on a locally compact separable metric space $(D, d)$, one can construct a canonical symmetric reflected diffusion process $\bar X$ on a completion $D^*$ of $(D, d)$ through the…
The Wright-Fisher family of diffusion processes is a widely used class of evolutionary models. However, simulation is difficult because there is no known closed-form formula for its transition function. In this article we demonstrate that…
We establish improved versions of the Hardy and Caffarelli-Kohn-Nirenberg inequalities by replacing the standard Dirichlet energy with some nonlocal nonconvex functionals which have been involved in estimates for the topological degree of…
We consider the dynamic problems for the discrete systems with discrete time associated with finite and semi-infinite Jacobi matrices. The result of the paper is a procedure of association of special Hilbert spaces of functions, namely de…
In this note we prove the strong Feller property of a strong Markov quasi diffusion process corresponding to an elliptic operator with merely bounded measurable coefficients. We also prove H\"older continuity of harmonic functions…
We present a general solution for correlators of external boundary operators in black hole states of Jackiw-Teitelboim gravity. We use the Hilbert space constructed using the particle-with-spin interpretation of the Jackiw-Teitelboim…
We determine the homogeneous K\"ahler diffeomorphism $FC$ which expresses the K\"ahler two-form on the Siegel-Jacobi ball $\mc{D}^J_n=\C^n\times \mc{D}_n$ as the sum of the K\"ahler two-form on $\C^n$ and the one on the Siegel ball…
This contribution extends the localized training approach, traditionally employed for multiscale problems and parameterized partial differential equations (PDEs) featuring locally heterogeneous coefficients, to the class of linear, positive…
Continuous Time Markov Chains, Hawkes processes and many other interesting processes can be described as solution of stochastic differential equations driven by Poisson measures. Previous works, using the Stein's method, give the…
Sawin recently gave an axiomatic characterization of multiple Dirichlet series over the function field $\mathbb{F}_{q}(T)$ and proved their existence by exhibiting the coefficients as trace functions of specific perverse sheaves. However,…