Related papers: Functional Inequalities for doubly weighted Browni…
In this work, we study compact Riemannian manifolds with boundary satisfying V-static-type equations. By combining a generalized Reilly formula with Steklov-type boundary value problems, we derive integral inequalities for geometric…
In this paper we study the existence and uniqueness of the strong solution of following d dimensional stochastic differential equation (SDE) driven by Brownian motion: dX(t)=b(t,X(t))dt+a(t,X(t))dB(t), X(0)= x, where B is a d-dimensional…
We consider the numerical integration of Langevin equations for particles in a channel, in the presence of boundary conditions fixing the concentration values at the ends. This kind of boundary condition appears for instance when…
Consider the optimal stopping problem of a one-dimensional diffusion with positive discount. Based on Dynkin's characterization of the value as the minimal excessive majorant of the reward and considering its Riesz representation, we give…
We extend the buckling and clamped-plate problems to the context of differential forms on compact Riemannian manifolds with smooth boundary. We characterize their smallest eigenvalues and prove that, in the case of bounded Euclidean…
A coupling method and an analytic one allow us to prove new lower bounds for the spectral gap of reversible diffusions on compact manifolds. Those bounds are based on the a notion of curvature of the diffusion, like the coarse Ricci…
We introduce and analyse a class of weighted Sobolev spaces with mixed weights on angular domains. The weights are based on both the distance to the boundary and the distance to the one vertex of the domain. Moreover, we show how the…
A possible mechanism leading to anomalous diffusion is the presence of long-range correlations in time between the displacements of the particles. Fractional Brownian motion, a non-Markovian self-similar Gaussian process with stationary…
We develop an immersed-boundary approach to modeling reaction-diffusion processes in dispersions of reactive spherical particles, from the diffusion-limited to the reaction-limited setting. We represent each reactive particle with a…
The stability and dynamics of nonlinear Schrodinger superflows past a two-dimensional disk are investigated using a specially adapted pseudo-spectral method based on mapped Chebychev polynomials. This efficient numerical method allows the…
Sticky diffusion models a Markovian particle experiencing reflection and temporary adhesion phenomena at the boundary. Numerous numerical schemes exist for approximating stopped or reflected stochastic differential equations (SDEs), but…
Resistance functions for two spherical particles with the Navier slip boundary condition in general linear flows, including rigid translation, rigid rotation, and strain, at low Reynolds number are derived by the method of reflections as…
We study the Dirichlet boundary-value problem of steady-state two-sided variable-coefficient conservative space-fractional diffusion equations. We show that the Galerkin weak formulation, which was proved to be coercive and continuous for a…
The stochastic trajectories of molecules in living cells, as well as the dynamics in many other complex systems, often exhibit memory in their path over long periods of time. In addition, these systems can show dynamic heterogeneities due…
Using a semiclassical approach we show that the spectrum of a smooth Anosov vector field V on a compact manifold is discrete (in suitable anisotropic Sobolev spaces) and then we provide an upper bound for the density of eigenvalues of the…
For characterizing the Brownian motion in a bounded domain: $\Omega$, it is well-known that the boundary conditions of the classical diffusion equation just rely on the given information of the solution along the boundary of a domain; on…
A novel representation is developed as a measure for multilinear fractional embedding. Corresponding extensions are given for the Bourgain-Brezis-Mironescu theorem and Pitt's inequality. New results are obtained for diagonal trace…
We consider a restricted Dirichlet-to-Neumann map associated to a wave type operator on a Riemannian manifold with boundary. The restriction corresponds to the case where the Dirichlet traces are supported on one subset of the boundary and…
In this manuscript, we study the stability of the origin for the multivariate geometric Brownian motion. More precisely, under suitable sufficient conditions, we construct a Lyapunov function such that the origin of the multivariate…
We present some classical and weighted Poincar\'e inequalities for some one-dimensional probability measures. This work is the one-dimensional counterpart of a recent study achieved by the authors for a class of spherically symmetric…