Related papers: Quenched and annealed heat kernel estimates for Br…
We present a collection of explicit diffusion approximations to small temperature Schr\"{o}dinger bridges on manifolds. Our most precise results are when both marginals are the same and the Schr\"{o}dinger bridge is on a manifold with a…
The purpose of the paper is to find explicit formulas describing the joint distributions of the first hitting time and place for half-spaces of codimension one for a diffusion in $\R^{n+1}$, composed of one-dimensional Bessel process and…
We study diffusion processes and stochastic flows which are time-changed random perturbations of a deterministic flow on a manifold. Using non-symmetric Dirichlet forms and their convergence in a sense close to the Mosco-convergence, we…
Convection on geophysical and astrophysical scales is subject to rapid rotation and strong heating from within the domain. In studying the long-time behaviour of the solutions for such a system, energy identities fail to capture the effects…
Tracking tracer particles in heterogeneous environments plays an important role in unraveling the material properties. These heterogeneous structures are often static and depend on the sample realizations. Sample-to-sample fluctuations of…
Using a high performance computer cluster, we run simulations regarding an open problem about d-dimensional critical branching random walks in a random IID environment The environment is given by the rule that at every site independently,…
The purpose of this article is to give another proof on the existence of a diffusion on a junction, which has been already done by M.Freidlin and S-J.Sheu, in Diffusion processes on graphs, (2000). We generalize the result to time dependent…
We study the distribution of the time to explosion for one-dimensional diffusions. We relate this question to computing the expectations of suitable nonnegative local martingales, and to the distributions of related diffusions with unit…
Three-dimensional icosahedral random tilings with rhombohedral cells are studied in the semi-entropic model. We introduce a global energy measure defined by the variance of the quasilattice points in the orthogonal space. The internal…
We give sharp conditions for the large time asymptotic simplification of aggregation-diffusion equations with linear diffusion. As soon as the interaction potential is bounded and its first and second derivatives decay fast enough at…
We apply the Davies method to give a quick proof for upper estimate of the heat kernel for the non-local Dirichlet form on the ultra-metric space. The key observation is that the heat kernel of the truncated Dirichlet form vanishes when two…
We perform numerical studies of a thermally driven, overdamped particle in a random quenched force field, known as the Sinai model. We compare the unbounded motion on an infinite 1-dimensional domain to the motion in bounded domains with…
We use a Harnack-type inequality on exit times and spectral bounds to characterize upper bounds of the heat kernel associated with any regular Dirichlet form without killing part, where the scale function may vary with position. We further…
We study the overlap distribution of two particles chosen under the Gibbs measure at two temperatures for the branching Brownian motion. We first prove the convergence of the overlap distribution using the extended convergence of the…
An approach for solving scattering problems, based on two quantum field theory methods, the heat kernel method and the scattering spectral method, is constructed. This approach converts a method of calculating heat kernels into a method of…
We discuss two-dimensional diffusion of a Brownian particle confined to a periodic asymmetric channel with soft walls modeled by a parabolic potential. In the channel, the particle experiences different noise intensities, or temperatures,…
In order to approximate the exit time of a one-dimensional diffusion process, we propose an algorithm based on a random walk. Such an algorithm was already introduced in both the Brownian context and in the Ornstein-Uhlenbeck context. Here…
The equations of motion describing buoyant fluids are often simplified using a set of approximations proposed by J. Boussinesq one century ago. To resume, they consist in assuming constant fluid properties, incompressibility and…
The scaled Brownian motion (SBM) is regarded as one of the paradigmatic random processes, featuring the anomalous diffusion property characterized by the diffusion exponent. It is a Gaussian, self-similar process with independent…
Diffusion processes with branching play an important role in statistical dynamics. They are a common approach to the computing of quantum mechanical groundstates, and serve as models for population dynamics and as physical pictures for…