相关论文: Diffusions on Graphs, Poisson Problems and Spectra…

Motivated by the task of computing normalizing constants and importance sampling in high dimensions, we study the dimension dependence of fluctuations for additive functionals of time-inhomogeneous Langevin-type diffusions on…

The purpose of this paper is to explore the asymptotics of the eigenvalue spectrum of the Laplacian on 2 dimensional spaces of constant curvature, giving strong experimental evidence for a conjecture of the second author…

We construct diffusions with values in the nonnegative orthant, normal reflection along each of the axes, and two pairs of local drift/variance characteristics assigned according to rank; one of the variances is allowed to vanish, but not…

In this paper, we derive sharp asymptotics for the spectral data (eigenvalues and weight numbers) of the fourth-order linear differential equation with a distribution coefficient and three types of separated boundary conditions. Our methods…

Uncertainty principles present an important theoretical tool in signal processing, as they provide limits on the time-frequency concentration of a signal. In many real-world applications the signal domain has a complicated irregular…

We study the $p$-independence of spectra of Laplace operators on graphs arising from regular Dirichlet forms on discrete spaces. Here, a sufficient criterion is given solely by a uniform subexponential growth condition. Moreover, under a…

We investigate evolution equations for anomalous diffusion employing fractional derivatives in space and time. Linkage between the space-time variables leads to a new type of fractional derivative operator. Fractional diffusion equations…

We study the asymptotic relations between certain singular and constrained control problems for one-dimensional diffusions with both discounted and ergodic objectives. By constrained control problems we mean that controlling is allowed only…

It is a well known fact that local scale invariance plays a fundamental role in the theory of derivative pricing. Specific applications of this principle have been used quite often under the name of `change of numeraire', but in recent work…

In this paper, we consider a class of initial-boundary value problems governed by pseudo-parabolic total variation flows. The principal characteristic of our problem lies in the velocity term of the diffusion flux, a feature that can bring…

We introduce a new variational principle for the study of eigenvalues and eigenfunctions of the Laplacians with Neumann and Dirichlet boundary conditions on planar domains. In contrast to the classical variational principles, its minimizers…

We consider initial boundary value problems of time-fractional advection-diffusion equations with the zero Dirichlet boundary value $\partial_t^{\alpha} u(x,t) = -Au(x,t)$, where $-A = \sum}{i,j=1}^d \partial_i(a_{ij}(x)\partial_j) +…

In this work, we explore the interplay between graph limit theory, the geometry of underlying probability spaces, spectral theory, and network dynamical systems. We investigate two primary questions concerning forward and inverse…

We investigate fast diffusions on finite directed graphs. We prove results in a way dual to presented in Bobrowski, A. Ann. Henri Poincar\'e (2012) 13(6): 1501-1510 and Bobrowski, A., Morawska, K. DCDS-B (2012), 17(7): 2313-2327, and obtain…

In this paper, we present a nonlocal model for Poisson equation and corresponding eigenproblem with Dirichlet boundary condition. In the direct derivation of the nonlocal model, normal derivative is required which is not known for Dirichlet…

We consider a restricted Dirichlet-to-Neumann map associated to a wave type operator on a Riemannian manifold with boundary. The restriction corresponds to the case where the Dirichlet traces are supported on one subset of the boundary and…

A new definition of conditional invariance for boundary value problems involving a wide range of boundary conditions (including initial value problems as a special case) is proposed. It is shown that other definitions worked out in order to…

We study the auto-correlation measures of invariant random point processes in the hyperbolic plane which arise from various classes of aperiodic Delone sets. More generally, we study auto-correlation measures for large classes of Delone…

The problem of inferring the distribution of a random vector given that its norm is large requires modeling a homogeneous limiting density. We suggest an approach based on graphical models which is suitable for high-dimensional vectors. We…

We develop an encounter-based approach for describing restricted diffusion with a gradient drift towards a partially reactive boundary. For this purpose, we introduce an extension of the Dirichlet-to-Neumann operator and use its eigenbasis…