Related papers: Wrapping Brownian motion and heat kernels on compa…
A refined form of the `Folk Theorem' that a smooth action by a compact Lie group can be (canonically) resolved, by iterated blow up, to have unique isotropy type is proved in the context of manifolds with corners. This procedure is shown to…
We present decompositions of various positive kernels as integrals or sums of positive kernels. Within this framework we study the reproducing kernel Hilbert spaces associated with the fractional and bi-fractional Brownian motions. As a…
We deform the heat kernel and the Brownian motion on $\mathbb{R}^{N}$ from the perspective of "$(k,a)$-generalized Fourier analysis" with $k=0$. This is a new type of harmonic analysis proposed by S.Ben Sa\"id--T.Kobayashi--B.{\O}rsted from…
A finite element based computational scheme is developed and employed to assess a duality based variational approach to the solution of the linear heat and transport PDE in one space dimension and time, and the nonlinear system of ODEs of…
In this paper we extend a gradient estimate of R. Hamilton for positive solutions to the heat equation on closed manifolds to bounded positive solutions on complete, non-compact manifolds with $Rc \geq -Kg$. We accomplish this extension via…
I review certain results in harmonic analysis for systems whose configuration space is a compact Lie group. The results described involve a heat kernel measure, which plays the same role as a Gaussian measure on Euclidean space. The main…
We show how using a special relativistic kinetic equation with a BGK- like collision operator the ensuing expression for the heat flux can be casted in the form required by Classical Irreversible Thermodynamics. Indeed, it is linearly…
Based on the theory of Dunkl operators, this paper presents a general concept of multivariable Hermite polynomials and Hermite functions which are associated with finite reflection groups on $\b R^N$. The definition and properties of these…
This paper presents a novel formula for the transition density of the Brownian motion on a sphere of any dimension and discusses an algorithm for the simulation of the increments of the spherical Brownian motion based on this formula. The…
A classical model of Brownian motion consists of a heavy molecule submerged into a gas of light atoms in a closed container. In this work we study a 2D version of this model, where the molecule is a heavy disk of mass M and the gas is…
It is shown that the heat kernel operator for the Laplace operator on any covariantly constant curved background, i.e. in symmetric spaces, may be presented in form of an averaging over the Lie group of isometries with some nontrivial…
We solve the model of N quantum Brownian oscillators linearly coupled to an environment of quantum oscillators at finite temperature, with no extra assumptions about the structure of the system-environment coupling. Using a compact…
We explicitly construct a heat kernel as a Neumann series for certain function spaces, such as $L^{1}$, $L^{2}$, and Hilbert spaces, associated to a locally compact Hausdorff space $\mathfrak{X}$ with Borel $\sigma$-algebra $\mathcal{B}$,…
We study the heat semigroup generated by two-dimensional Schroedinger operators with compactly supported magnetic field. We show that if the field is radial, then the large time behavior of the associated heat kernel is determined by its…
We explore dissipative quantum tunnelling, a phenomenon central to various physical and chemical processes, using a double-well potential model. This paper aims to bridge gaps in understanding the crossover from thermal activation to…
We study the heat kernel of the sub-Laplacian L on the CR sphere S2n+1. An explicit and geometrically meaningful formula for the heat kernel is obtained. As a by-product we recover in a simple way the Green function of the conformal sub-…
We study the low-energy approximation for calculation of the heat kernel which is determined by the strong slowly varying background fields in strongly curved quasi-homogeneous manifolds. A new covariant algebraic approach, based on taking…
Under the assumption that data lie on a compact (unknown) manifold without boundary, we derive finite sample bounds for kernel smoothing and its (first and second) derivatives, and we establish asymptotic normality through Berry-Esseen type…
This article reports the modeling of inertial rotational Brownian motion as an Ornstein-Uhlenbeck process evolving on the cotangent bundle of the rotation group, SO(3). The benefit of this approach and the use of a different…
We give a heat kernel proof of the algebraic index theorem for deformation quantization with separation of variables on a pseudo-Kahler manifold. We use normalizations of the canonical trace density of a star product and of the…