Related papers: Wrapping Brownian motion and heat kernels on compa…
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…
In this paper, we study the heat equation associated with the Jacobi--Cherednik operator on the real line. We establish some basic properties of the Jacobi--Cherednik heat kernel and heat semigroup. We also provide a solution to the Cauchy…
Let T be a measurable transformation of a probability space $(E,\mathcal {E},\pi)$, preserving the measure {\pi}. Let X be a random variable with law \pi. Call K(\cdot, \cdot) a regular version of the conditional law of X given T(X). Fix…
In this paper, we will establish an elliptic local Li-Yau gradient estimate for weak solutions of the heat equation on metric measure spaces with generalized Ricci curvature bounded from below. One of its main applications is a sharp…
This paper presents a detailed analysis of the heat kernel on an $(\mathbb{N}\times\mathbb{N})$-parameter family of compact metric measure spaces, which do not satisfy the volume doubling property. In particular, uniform bounds of the heat…
We prove a general Bismut's formula for the gradient of a class of smooth Wiener functionals over vector bundles of a compact Riemannian manifold. This general formula can be used repeatedly for obtaining probabilistic representation of…
We present a generalization of multiple orthogonal polynomials of type I and type II, which we call multiple orthogonal polynomials of mixed type. Some basic properties are formulated, and a Riemann-Hilbert problem for the multiple…
By considering an ensemble of Brownian particles suspended in a heat bath as a thermodynamic system with an internal degree of freedom it is possible to obtain the Fokker-Planck equation for Brownian motion in a temperature gradient, by…
We first generalize a decomposition of functions on Carnot groups as linear combinations of the Dirac delta and some of its derivatives, where the weights are the moments of the function. We then use the decomposition to describe the large…
Given a vector space of microscopic quantum observables, density functional theory is formulated on its dual space. A generalized Hohenberg-Kohn theorem and the existence of the universal energy functional in the dual space are proven. In…
We calculate the closed analytic form of the solution of heat kernel equation for the anisotropic generalizations of flat Laplacian. We consider a UV as well as UV/IR interpolating generalizations. In all cases, the result can be expressed…
We study the influence of the intrinsic curvature on the large time behaviour of the heat equation in a tubular neighbourhood of an unbounded geodesic in a two-dimensional Riemannian manifold. Since we consider killing boundary conditions,…
Quantum Brownian motion, described by the Caldeira-Leggett model, brings insights to understand phenomena and essence of quantum thermodynamics, especially the quantum work and heat associated with their classical counterparts. By employing…
In this note, using the quasilocal formalism of Brown and York, the flow of energy through a closed surface containing a gravitating physical system is calculated in a way that augments earlier results on the subject by Booth and Creighton.…
We study the influence of entanglement on the relation between the statistical entropy of an open quantum system and the heat exchanged with a low temperature environment. A model of quantum Brownian motion of the Caldeira-Leggett type -…
We find integrability conditions on the initial data $f$ for the existence of solutions of the Heat problem on the Heisenberg group. From this result we characterize the weighted Lebesgue spaces for which the solutions exists a.e. when the…
A non-relativistic quantum model is considered with a point particle carrying a charge $e$ and moving on the plane pierced by two infinitesimally thin Aharonov-Bohm solenoids and subjected to a perpendicular uniform magnetic field of…
The indefinite integral of the homogenized Ornstein-Uhlenbeck process is a well-known model for physical Brownian motion, modelling the behaviour of an object subject to random impulses [L. S. Ornstein, G. E. Uhlenbeck: On the theory of…
This paper is concerned with the Poisson and heat equations on spaces of constant curvature. More explicitly we provide new methods for obtaining old and new explicit formulas for the Poisson and heat semigroups on the Euclidean, spherical…
We construct the heat kernel on curvilinear polygonal domains in arbitrary surfaces for Dirichlet, Neumann, and Robin boundary conditions as well as mixed problems, including those of Zaremba type. We compute the short time asymptotic…