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The kinetic Brownian motion on the sphere bundle of a Riemannian manifold $M$ is a stochastic process that models a random perturbation of the geodesic flow. If $M$ is a orientable compact constantly curved surface, we show that in the…

谱理论 · 数学 2020-11-13 Martin Kolb , Tobias Weich , Lasse Lennart Wolf

The kinetic Brownian motion on the sphere bundle of a Riemannian manifold $M$ is a stochastic process that models a random perturbation of the geodesic flow. If $M$ is a orientable compact constant negatively curved surface, we show that in…

谱理论 · 数学 2020-11-17 Martin Kolb , Tobias Weich , Lasse Lennart Wolf

We consider in this work a one parameter family of hypoelliptic diffusion processes on the unit tangent bundle $T^1 \mathcal M$ of a Riemannian manifold $(\mathcal M,g)$, collectively called kinetic Brownian motions, that are random…

概率论 · 数学 2015-01-16 Jürgen Angst , Ismaël Bailleul , Camille Tardif

We study damped geodesic motion of a particle of mass $m$ on a Riemannian manifold, in the presence of an external force and noise. Lifting the resulting stochastic differential equation to the orthogonal frame bundle, we prove that, as $m…

数学物理 · 物理学 2018-08-16 Jeremiah Birrell , Scott Hottovy , Giovanni Volpe , Jan Wehr

We introduce a class of kinetic and anisotropic random motions $(x_t^{\sigma},v_t^{\sigma})_{t \geq 0}$ on the unit tangent bundle $T^1 \mathcal M$ of a general Riemannian manifold $(\mathcal M,g)$, where $\sigma$ is a positive parameter…

概率论 · 数学 2018-11-21 Pierre Perruchaud

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…

统计力学 · 物理学 2023-03-14 Amitesh S. Jayaraman , Jikai Ye , Gregory S. Chirikjian

Brownian motion is modelled by a harmonic oscillator (Brownian particle) interacting with a continuous set of uncoupled harmonic oscillators. The interaction is linear in the coordinates and the momenta. The model has an analytical solution…

量子物理 · 物理学 2019-08-17 Diego G. Arbo , Mario A. Castagnino , Fabian H. Gaioli , Sergio Iguri

We study random "perturbation" to the geodesic equation. The geodesic equation is identified with a canonical differential equation on the orthonormal frame bundle driven by a horizontal vector field of norm $1$. We prove that the…

概率论 · 数学 2016-02-11 Xue-Mei Li

Quantum gravity has long remained elusive from an observational standpoint. Developing effective cosmological models motivated by the fundamental aspects of quantum gravity is crucial for bridging theory with observations. One key aspect is…

广义相对论与量子宇宙学 · 物理学 2025-06-02 Emma Albertini , Arad Nasiri , Emanuele Panella

This paper presents a unified geometric framework for Brownian motion on manifolds, encompassing intrinsic Riemannian manifolds, embedded submanifolds, and Lie groups. The approach constructs the stochastic differential equation by…

概率论 · 数学 2025-10-24 Taeyoung Lee , Gregory S. Chirikjian

We unify Brownian motion and quantum mechanics in a single mathematical framework. In particular, we show that non-relativistic quantum mechanics of a single spinless particle on a flat space can be described by a Wiener process that is…

量子物理 · 物理学 2023-06-06 Folkert Kuipers

We prove the convergence of the spectrum of the generator of the kinetic Brownian motion to the spectrum of the base Laplacian for closed Riemannian manifolds. This generalizes recent work of Kolb--Weich--Wolf [arXiv:2011.06434] on constant…

谱理论 · 数学 2023-02-03 Qiuyu Ren , Zhongkai Tao

We lay the theoretical and mathematical foundations of the square root of Browniam motion and we prove the existence of such a process. In doing so, we consider Brownian motion on quantized noncommutative Riemannian manifolds and show how a…

量子物理 · 物理学 2021-05-13 Marco Frasca , Alfonso Farina , Moawia Alghalith

A Brownian particle moving across a porous membrane subject to an oscillating force exhibits stochastic resonance with properties which strongly depend on the geometry of the confining cavities on the two sides of the membrane. Such a…

化学物理 · 物理学 2015-06-05 Pulak Kumar Ghosh , Fabio Marchesoni , Sergey E. Savel'ev , Franco Nori

In this paper, we determine the Poisson boundary of the relativistic Brownian motion in two classes of Lorentzian manifolds, namely model manifolds of constant scalar curvature and Robertson--Walker space-times, the latter constituting a…

概率论 · 数学 2019-01-01 Jürgen Angst , Camille Tardif

We survey Brownian manifolds -- manifolds that can parametrise Brownian motion -- and those that cannot. We consider covariances of space-time processes, particularly those when space is the sphere -- geo-temporal processes. There are…

概率论 · 数学 2017-01-02 N. H. Bingham , Aleksander Mijatović , Tasmin L. Symons

We show that geodesic random walks on a complete Finsler manifold of bounded geometry converge to a diffusion process which is, up to a drift, the Brownian motion corresponding to a Riemannian metric.

微分几何 · 数学 2022-12-07 Tianyu Ma , Vladimir S. Matveev , Ilya Pavlyukevich

This paper proposes a novel framework for manifold-valued regression and establishes its consistency as well as its contraction rate. It assumes a predictor with values in the interval $[0,1]$ and response with values in a compact…

统计理论 · 数学 2015-07-27 Xu Wang , Gilad Lerman

We study orbital functions associated to finitely generated geometrically infinite Kleinian groups acting on the hyperbolic space $\mathbb{H}^3$, developing a new method based on the use of the Brownian motion. On the way, we give some…

微分几何 · 数学 2020-08-20 Adrien Boulanger

We prove the strong convergence of the spectrum of the kinetic Brownian motion to the spectrum of base Laplacian for a large class of compact locally Riemannian homogeneous spaces, in particular all compact locally symmetric spaces. This…

谱理论 · 数学 2022-08-30 Qiuyu Ren , Zhongkai Tao
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