Related papers: The stochastic Jacobi flow
We consider a standard one-dimensional Brownian motion on the time interval $[0,1]$ conditioned to have vanishing iterated time integrals up to order $N$. We show that the resulting processes can be expressed explicitly in terms of shifted…
It is well known that there are close connections between non-intersecting processes in one dimension and random matrices, based on the reflection principle. There is a generalisation of the reflection principle for more general (e.g.…
The diffusion coefficient--a measure of dissipation, and the entropy--a measure of fluctuation are found to be intimately correlated in many physical systems. Unlike the fluctuation dissipation theorem in linear response theory, the…
We construct a family of SDEs whose solutions select a reflected Brownian flow as well as a stochastic damped transport process (W\_t). The latter gives a representation for the solutions to the heat equation for differential 1-forms with…
We generalize the theory of flow equations to open quantum systems focusing on Lindblad master equations. We introduce and discuss three different generators of the flow that transform a linear non-Hermitian operator into a diagonal one. We…
We derive a differential equation for the one-particle-irreducible vertex functions of interacting fermions as a function of the temperature. Formally, these equations correspond to a Wilsonian renormalization group scheme which uses the…
It is generally believed that coupling the graviton (a classical Fierz-Pauli massless spin-2 field) to its own energy-momentum tensor successfully recreates the dynamics of the Einstein field equations order by order; however the validity…
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…
Given a possibly discontinuous, bounded function $f:\mathbb{R}\mapsto\mathbb{R}$, we consider the set of generalized flows, obtained by assigning a probability measure on the set of Carath\'eodory solutions to the ODE ~$\dot x = f(x)$. The…
Theory and simulation of Brownian colloids suspended in an implicit solvent, with the hydrodynamics of the fluid accounted for by effective interactions between the colloids, are shown to yield a marked and hitherto unobserved discrepancy…
Firstly, we shall introduce the so-called snapping out Walsh's Brownian motion and present its relation with Walsh's Brownian motion. Then the stiff problem related to Walsh's Brownian motion will be described and we shall build a phase…
We study the asymptotic behavior of solutions to the Dirichlet problem for Hamilton-Jacobi equations with large drift terms, where the drift terms are given by the Hamiltonian vector fields of Hamiltonian $H$. This is an attempt to…
We provide analytic solutions of the nonlinear differential equation system describing the particle paths below small-amplitude periodic gravity waves travelling on a constant vorticity current. We show that these paths are not closed…
We recast the Calabi flow in DeGiorgi's language of minimizing movements. We establish the long time existence of minimizing movements for K-energy with arbitrary initial condition. Furthermore we establish some a priori regularity of these…
We develop a Fluctuating Immersed Boundary (FIB) method for performing Brownian dynamics simulations of confined particle suspensions. Unlike traditional methods which employ analytical Green's functions for Stokes flow in the confined…
We introduced a new flow to the LYZ equation on a compact K\"ahler manifold. We first show the existence of the longtime solution of the flow. We then show that under the Collins-Jacob-Yau's condition on the subsolution, the longtime…
Aghannan and Rouchon proposed a new design method of asymptotic observers for a class of nonlinear mechanical systems: Lagrangian systems with configuration (position) measurements. The observer is based on the Riemannian structure of the…
We study Jacobi matrices that are uniformly approximated by periodic operators. We show that if the rate of approximation is sufficiently rapid, then the associated quantum dynamics are ballistic in a rather strong sense; namely, the…
To further confirm the causality and stability of a second-order hyperbolic system of partial differential equations that models the relativistic dynamics of barotropic fluids with viscosity and heat conduction (H. Freist\"uhler and B.…
The Hamilton-Jacobi equation of relativistic quantum mechanics is revisited. The equation is shown to permit solutions in the form of breathers (oscillating/spinning solitons), displaying simultaneous particle-like and wave-like behavior.…