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Topological constraints on a dynamical system often manifest themselves as breaking of the Hamiltonian structure; well-known examples are non-holonomic constraints on Lagrangian mechanics. The statistical mechanics under such topological…
The paper presents new simple sharp bounds for transition density functions for time-homogeneous diffusions processes. The bounds are obtained under mild conditions on the drift and diffusion coefficients, extending and substantially…
We introduce a class of partial differential equations on metric graphs associated with mixed evolution: on some edges we consider diffusion processes, on other ones transport phenomena. This yields a system of equations with possibly…
We consider nonparametric invariant density and drift estimation for a class of multidimensional degenerate resp. hypoelliptic diffusion processes, so-called stochastic damping Hamiltonian systems or kinetic diffusions, under anisotropic…
Among plenty of applications, low-dimensional homogeneous spaces appear in cosmological models as both, classical factor spaces of multidimensional geometry and minisuperspaces in canonical quantization. Here a new tool to restrict their…
We consider the scattering problem governed by the Helmholtz equation with inhomogeneity in both `conductivity' in the divergence form and `potential' in the lower order term. The support of the inhomogeneity is assumed to contain a convex…
The aim of this article is to study a Cahn-Hilliard model for a multicomponent mixture with cross-diffusion effects, degenerate mobility and where only one of the species does separate from the others. We define a notion of weak solution…
We study the asymptotic diffusion processes with (generally nonlocal) open boundaries in one dimension which are exactly solvable by means of the recently developed recursion formula. We investigate the stationary states, which cannot be…
The paper studies Dirichlet forms on the classical Wiener space and the Wiener space over non-compact complete Riemannian manifolds. The diffusion operator is almost everywhere an unbounded operator on the Cameron--Martin space. In…
We provide a general construction scheme for $\mathcal L^p$-strong Feller processes on locally compact separable metric spaces. Starting from a regular Dirichlet form and specified regularity assumptions, we construct an associated…
We introduce a new constructive method for establishing lower bounds on convergence rates of periodic homogenization problems associated with divergence type elliptic operators. The construction is applied in two settings. First, we show…
We provide new examples of diffusion operators in dimension 2 and 3 which have orthogonal polynomials as eigenvectors. Their construction rely on the finite subgroups of O(3) and their invariant polynomials.
In this paper, we explore the use of the diffusion geometry framework for the fusion of geometric and photometric information in local and global shape descriptors. Our construction is based on the definition of a diffusion process on the…
Let $M$ be a $d$-dimensional connected compact Riemannian manifold with boundary $\partial M$, let $V\in C^2(M)$ such that $\mu({\rm d} x):={\rm e}^{V(x)}{\rm d} x$ is a probability measure, and let $X_t$ be the diffusion process generated…
We study the one-dimensional diffusion process which takes place between two reflecting boundaries and which is acted upon by a time-dependent and spatially-constant force. The assumed force possesses both the harmonically oscillating and…
We describe work on solutions of certain non-divergence type and therefore non-variational elliptic and parabolic systems on manifolds. These systems include Hermitian and affine harmonics which should become useful tools for studying…
With a scalar potential and a bivector potential, the vector field associated with the drift of a diffusion is decomposed into a generalized gradient field, a field perpendicular to the gradient, and a divergence-free field. We give such…
This paper is the third part of our study started with Cattiaux, Le\'{o}n and Prieur [Stochastic Process. Appl. 124 (2014) 1236-1260; ALEA Lat. Am. J. Probab. Math. Stat. 11 (2014) 359-384]. For some ergodic Hamiltonian systems, we obtained…
We investigate certain properties of degenerate Feller processes that are killed when exiting a relatively compact set. Our main result provides general conditions ensuring that such a process possesses a (possibly non unique) quasi…
Unbalanced probability circulation, which yields cyclic motions in phase space, is the defining characteristics of a stationary diffusion process without detailed balance. In over-damped soft matter systems, such behavior is a hallmark of…