An isometric embedding of the g(t)-Brownian motion with application in stability and homotopy group

2019 ◽  
Vol 19 (06) ◽  
pp. 1950045
Author(s):  
Claudia Luque Justo ◽  
Diego Sebastian Ledesma ◽  
Fabiano Borges da Silva
Keyword(s):  
Stochastic Process ◽  
Brownian Motion ◽  
Laplace Operator ◽  
Homotopy Group ◽  
Isometric Embedding ◽  
Time Dependent ◽  
Homotopy Groups ◽  
Stochastic Flow ◽  
Tensor Fields ◽  
The Laplace Operator

In this work, we construct a [Formula: see text]-Brownian motion via an isometric embedding, whose approach permit to define the Laplace operator associated with parametrized metric [Formula: see text], for every [Formula: see text]. We present an Itô formula for stochastic flow acting on time-dependent tensor fields, in particular to the metric [Formula: see text] and consequently to the norm of a stochastic process in [Formula: see text]. We use this approach to study stability by [Formula: see text]th moment exponent of [Formula: see text]-Brownian motion and its applications on homotopy groups.

Integrated Fractional white Noise as an Alternative to Multifractional Brownian Motion

2007 ◽  
Vol 44 (02) ◽  
pp. 393-408 ◽  
Author(s):  
Allan Sly
Keyword(s):  
Stochastic Process ◽  
Brownian Motion ◽  
White Noise ◽  
Gaussian Process ◽  
Discrete Data ◽  
Hölder Exponent ◽  
Scaling Properties ◽  
Multifractional Brownian Motion ◽  
Local Properties

Multifractional Brownian motion is a Gaussian process which has changing scaling properties generated by varying the local Hölder exponent. We show that multifractional Brownian motion is very sensitive to changes in the selected Hölder exponent and has extreme changes in magnitude. We suggest an alternative stochastic process, called integrated fractional white noise, which retains the important local properties but avoids the undesirable oscillations in magnitude. We also show how the Hölder exponent can be estimated locally from discrete data in this model.

scholarly journals Self-exciting multifractional processes

2021 ◽  
Vol 58 (1) ◽  
pp. 22-41
Author(s):  
Fabian A. Harang ◽  
Marc Lagunas-Merino ◽  
Salvador Ortiz-Latorre
Keyword(s):  
Stochastic Process ◽  
Brownian Motion ◽  
Rate Of Convergence ◽  
Existence And Uniqueness ◽  
Volterra Equation ◽  
The Self ◽  
The Past ◽  
Stochastic Volterra Equation ◽  
Multifractional Brownian Motion ◽  
Self Organizing

AbstractWe propose a new multifractional stochastic process which allows for self-exciting behavior, similar to what can be seen for example in earthquakes and other self-organizing phenomena. The process can be seen as an extension of a multifractional Brownian motion, where the Hurst function is dependent on the past of the process. We define this by means of a stochastic Volterra equation, and we prove existence and uniqueness of this equation, as well as giving bounds on the p-order moments, for all $p\geq1$. We show convergence of an Euler–Maruyama scheme for the process, and also give the rate of convergence, which is dependent on the self-exciting dynamics of the process. Moreover, we discuss various applications of this process, and give examples of different functions to model self-exciting behavior.

scholarly journals Evolution of the first eigenvalue of the Laplace operator and the p-Laplace operator under a forced mean curvature flow

2020 ◽  
Vol 18 (1) ◽  
pp. 1518-1530
Author(s):  
Xuesen Qi ◽  
Ximin Liu
Keyword(s):  
Laplace Operator ◽  
Mean Curvature ◽  
Mean Curvature Flow ◽  
Curvature Flow ◽  
Second Fundamental Form ◽  
Coefficient Function ◽  
First Eigenvalue ◽  
Initial Hypersurface ◽  
The Mean ◽  
The Laplace Operator

Abstract In this paper, we discuss the monotonicity of the first nonzero eigenvalue of the Laplace operator and the p-Laplace operator under a forced mean curvature flow (MCF). By imposing conditions associated with the mean curvature of the initial hypersurface and the coefficient function of the forcing term of a forced MCF, and some special pinching conditions on the second fundamental form of the initial hypersurface, we prove that the first nonzero closed eigenvalues of the Laplace operator and the p-Laplace operator are monotonic under the forced MCF, respectively, which partially generalize Mao and Zhao’s work. Moreover, we give an example to specify applications of conclusions obtained above.

scholarly journals Coagulation Processes with Gibbsian Time Evolution

2012 ◽  
Vol 49 (03) ◽  
pp. 612-626
Author(s):  
Boris L. Granovsky ◽  
Alexander V. Kryvoshaev
Keyword(s):  
Stochastic Process ◽  
Recurrence Relation ◽  
Time Evolution ◽  
Nonnegative Function ◽  
Gibbs Distribution ◽  
Time Dependent ◽  
Explicit Solutions ◽  
Gibbs Distributions ◽  
Giant Cluster ◽  
Positive Integers

We prove that a stochastic process of pure coagulation has at any timet≥ 0 a time-dependent Gibbs distribution if and only if the rates ψ(i,j) of single coagulations are of the form ψ(i;j) =if(j) +jf(i), wherefis an arbitrary nonnegative function on the set of positive integers. We also obtain a recurrence relation for weights of these Gibbs distributions that allow us to derive the general form of the solution and the explicit solutions in three particular cases of the functionf. For the three corresponding models, we study the probability of coagulation into one giant cluster by timet> 0.

scholarly journals Stochastic Processes with a Particular Type of Variograms

2007 ◽  
Vol 2007 ◽  
pp. 1-5 ◽  
Author(s):  
Chunsheng Ma
Keyword(s):  
Stochastic Process ◽  
Brownian Motion ◽  
Stochastic Processes ◽  
Series Expansion ◽  
Real Line ◽  
Random Fields ◽  
The Other ◽  
Simple Construction ◽  
The Real ◽  
Line Form

This paper is concerned with a class of stochastic processes or random fields with second-order increments, whose variograms have a particular form, among which stochastic processes having orthogonal increments on the real line form an important subclass. A natural issue, how big this subclass is, has not been explicitly addressed in the literature. As a solution, this paper characterizes a stochastic process having orthogonal increments on the real line in terms of its variogram or its construction. Our findings are a little bit surprising: this subclass is big in terms of the variogram, and on the other hand, it is relatively “small” according to a simple construction. In particular, every such process with Gaussian increments can be simply constructed from Brownian motion. Using the characterizations we obtain a series expansion of the stochastic process with orthogonal increments.

scholarly journals A generalized perspective of Fourier and Fick’s laws: Magnetized effects of Cattaneo-Christov models on transient nanofluid flow between two parallel plates with Brownian motion and thermophoresis

2020 ◽  
Vol 9 (1) ◽  
pp. 201-222 ◽  
Author(s):  
Usha Shankar ◽  
Neminath B. Naduvinamani ◽  
Hussain Basha
Keyword(s):  
Brownian Motion ◽  
Joule Heating ◽  
Concentration Field ◽  
Double Diffusion ◽  
Diffusion Models ◽  
Time Dependent ◽  
Parallel Plates ◽  
Nanofluid Flow ◽  
Casson Nanofluid ◽  
Highly Nonlinear

AbstractPresent research article reports the magnetized impacts of Cattaneo-Christov double diffusion models on heat and mass transfer behaviour of viscous incompressible, time-dependent, two-dimensional Casson nanofluid flow through the channel with Joule heating and viscous dissipation effects numerically. The classical transport models such as Fourier and Fick’s laws of heat and mass diffusions are generalized in terms of Cattaneo-Christov double diffusion models by accounting the thermal and concentration relaxation times. The present physical problem is examined in the presence of Lorentz forces to investigate the effects of magnetic field on double diffusion process along with Joule heating. The non-Newtonian Casson nanofluid flow between two parallel plates gives the system of time-dependent, highly nonlinear, coupled partial differential equations and is solved by utilizing RK-SM and bvp4c schemes. Present results show that, the temperature and concentration distributions are fewer in case of Cattaneo-Christov heat and mass flux models when compared to the Fourier’s and Fick’s laws of heat and mass diffusions. The concentration field is a diminishing function of thermophoresis parameter and it is an increasing function of Brownian motion parameter. Finally, an excellent comparison between the present solutions and previously published results show the accuracy of the results and methods used to achieve the objective of the present work.

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