Related papers: Brownian motion with killing and reflection and th…
The recent approach based on Hamiltonian systems and the implicit parametri\-za\-tion theorem, provides a general fixed domain approximation method in shape optimization problems, using optimal control theory. In previous works, we have…
We use reflecting Brownian motion (RBM) to prove the well known Gauss-Bonnet-Chern theorem for a compact Riemannian manifold with boundary. The boundary integrand is obtained by carefully analyzing the asymptotic behavior of the boundary…
We obtain a formula for the distribution of the first exit time of Brownian motion from the alcove of an affine Weyl group. In most cases the formula is expressed compactly, in terms of Pfaffians. Expected exit times are derived in the type…
The trace of a Markov process is the time changed process of the original process on the support of the Revuz measure used in the time change. In this paper, we will concentrate on the reflecting Brownian motions on certain closed strips.…
Starting from the hyperbolic Brownian motion as a time-changed Brownian motion, we explore a set of probabilistic models--related to the SABR model in mathematical finance--which can be obtained by geometry-preserving transformations, and…
A class of inverse problems for a heat equation with involution perturbation is considered using four different boundary conditions, namely, Dirichlet, Neumann, periodic and anti-periodic boundary conditions. Proved theorems on existence…
We study the mixing properties of a Brownian motion whose movements are hindered by semipermeable barriers. Our setting assumes that the process takes values in a smooth planar domain and that the barriers are one-dimensional closed curves.…
We study a model for the entanglement of a two-dimensional reflecting Brownian motion in a bounded region divided into two halves by a wall with three or more small windows. We map the Brownian motion into a Markov Chain on the fundamental…
We study a space-time Brownian motion with drift B(t)=(t_0+t,y_0+W(t)+t) killed at the moving boundary of the cone {(t,x):0<x<t}. This article determines the parabolic Martin boundary and all harmonic functions associated with this process.…
We consider a model of Brownian motion on a bounded open interval with instantaneous jumps. The jumps occur at a spatially dependent rate given by a positive parameter times a continuous function positive on the interval and vanishing on…
We derive an analytical expression for the propagator and the transition path time distribution of a two-dimensional active Brownian particle crossing a parabolic barrier with absorbing boundary conditions at both sides. By taking those of…
We prove eigenvalue processes from dynamical random matrix theory including Dyson Brownian motion, Wishart process, and Dynkin's Brownian motion of ellipsoids are results of projecting Brownian motion through Riemannian submersions induced…
We study the hot spots conjecture for domains in the Gaussian space $(\mathbb{R}^n, (2\pi)^{-n/2} e^{-|x|^2/2} dx)$ for $n \ge 2$. Given a bounded domain $\Omega$ with a piecewise smooth boundary, we consider the first nontrivial…
We give an elementary new proof of the hot spots conjecture for L-shaped domains. This result, in addition to a new eigenvalue inequality, allows us to locate the hot spots in Swiss cross translation surfaces. We then prove, in several…
We present a new method for locating the nodal line of the second eigenfunction for the Neumann problem in a planar domain. The technique is based on the `mirror coupling' of reflected Brownian motions.
Overdamped Brownian motion of a self-propelled particle is studied by solving the Langevin equation analytically. On top of translational and rotational diffusion, in the context of the presented model, the "active" particle is driven along…
The eigenvalue problem for the Laplacian on bounded, planar, convex domains with mixed boundary conditions is considered, where a Dirichlet boundary condition is imposed on a part of the boundary and a Neumann boundary condition on its…
The problem of recovering geometric properties of a domain from the trace of the heat kernel for an initial-boundary value problem arises in NMR microscopy and other applications. It is similar to the problem of ``hearing the shape of a…
Let M be a compact Riemannian manifold with smooth boundary. We obtain the exact long time asymptotic behaviour of the heat kernel on abelian coverings of M with mixed Dirichlet and Neumann boundary conditions. As an application, we study…
We study Brownian motion on the space of distinct landmarks in $\mathbb{R}^d$, considered as a homogeneous space with a Riemannian metric inherited from a right-invariant metric on the diffeomorphism group. As of yet, there is no proof of…