相关论文: Non-explosion of diffusion processes on manifolds …

We establish an estimate for the fundamental solution of the heat equation on a closed Riemannian manifold $M$ of dimension at least 3, evolving under the Ricci flow. The estimate depends on some constants arising from a Sobolev imbedding…

We prove that for a solution $(M^n,g(t))$, $t\in[0,T)$, where $T<\infty$, to the Ricci flow with bounded curvature on a complete non-compact Riemannian manifold with the Ricci curvature tensor uniformly bounded by some constant $C$ on…

Irreversible drift-diffusion processes are very common in biochemical reactions. They have a non-equilibrium stationary state (invariant measure) which does not satisfy detailed balance. For the corresponding Fokker-Planck equation on a…

Consider the $n$th iterated Brownian motion $I^{(n)}=B_n \circ\cdots \circ B_1$. Curien and Konstantopoulos proved that for any distinct numbers $t_i\neq 0$, $(I^{(n)}(t_1),\dots,I^{(n)}(t_k))$ converges in distribution to a limit $I[k]$…

We introduce a two-parameter family of diffusion processes $(B_{r,s}^N(t))_{t\ge 0}$, $r,s>0$, on the general linear group $\mathbb{GL}_N$ that are Brownian motions with respect to certain natural metrics on the group. At the same time, we…

We present recent results about the asymptotic behavior of ergodic products of isometries of a metric space X. If we assume that the displacement is integrable, then either there is a sublinear diffusion or there is, for almost every…

Anomalous diffusion is an established phenomenon but still a theoretical challenge in non-equilibrium statistical mechanics. Physical models are built incrementally, and the most recent and most general family is based on the fractional…

We establish a short-time existence theory for complete Ricci flows under scaling-invariant curvature bounds, starting from rotationally symmetric metrics on $\mathbb{R}^{n+1}$ that are noncollapsed at infinity, without assuming bounded…

Let $(M^3,g_0)$ be a complete noncompact Riemannian 3-manifold with nonnegative Ricci curvature and with injectivity radius bounded away from zero. Suppose that the scalar curvature $R(x)\to 0$ as $x\to \infty$. Then the Ricci flow with…

We prove the existence of solutions to a non-linear, non-local, degenerate equation which was previously derived as the formal hydrodynamic limit of an active Brownian particle system, where the particles are endowed with a position and an…

For the concrete model of Brownian particles dynamics in non-uniform environment, the time interval estimation is constructed, on which phenomenological Fick laws for diffusion phenomenon description can be used. The knowledge of these…

We analyze underdamped Brownian motion in non-isothermal media with quadratic, linear, and piecewise-constant temperature profiles. Exact identities for entropy production and entropy extraction are derived, addressing whether a vanishing…

We study a Brownian particle diffusing under a time-modulated stochastic resetting mechanism to a fixed position. The rate of resetting r(t) is a function of the time t since the last reset event. We derive a sufficient condition on r(t)…

Diffusion of small particles is omnipresent in a plentiful number of processes occurring in Nature. As such, it is widely studied and exerted in almost all branches of sciences. It constitutes such a broad and often rather complex subject…

We prove a blow-up criterion in terms of an $L_2$-bound of the curvature for solutions to the curve diffusion flow if the maximal time of existence is finite. In our setting, we consider an evolving family of curves driven by curve…

If we want to deform a compact Riemannian manifold with boundary using Ricci flow, we first need to decide on appropriate boundary conditions. We would like these conditions to reflect the geometric nature of the flow and allow for a…

We consider the identification problem of a noncausal Ito process from its stochastic Fourier coefficients with respect to the complete system of trigonometric functions. Here, a noncausal Ito process is the extension of Ito process whose…

The infinite Brownian loop on a Riemannian manifold is the limit in distribution of the Brownian bridge of length $T$ around a fixed origin when $T \rightarrow +\infty$. The aim of this note is to study its long-time asymptotics on…

Let $\Delta_\varphi = \Delta -\nabla \varphi \nabla$ be a symmetric diffusion operator with an invariant weighted volume measure $d\mu = e^{-\varphi} dv$ on an $n$-dimensional compact Riemannian manifold $(M,g)$, where $g=g(t)$ solves the…

In this paper, we study the Ricci flow on manifolds with boundary. In the first part of the paper, we prove short-time existence and uniqueness of the solution, in which the boundary becomes instantaneously umbilic for positive time. In the…