Some Problems in Stochastic Flows and Couplings of Diffusions

随机流和扩散耦合中的一些问题

• 批准号: 9972961
• 负责人: Michael Cranston
• 金额: $ 5万
• 依托单位: University of Rochester
• 依托单位国家: 美国
• 项目类别: Standard Grant
• 财政年份: 1999
• 资助国家: 美国
• 起止时间: 1999-08-01 至 2002-12-31
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=9972961&HistoricalAwards=false
• 关键词: Some; Problems; Stochastic; Flows; Couplings

The principal investigator will study diffusions on manifolds and stochastic flows. The work on diffusions is aimed at various aspects of coupling and their applications. One goal is to develop a method for coupling a diffusion which arises from a Dirichlet form. A potential application of this work is a probabilistic proof of the Moser Harnack inequality. Another goal is to study the efficiency of the commonly used mirror coupling on manifolds. A goal of this work is to gain potential new insights of the influence of geometry on the bottom of the spectrum. A third problem is to determine which diffusions with the normalized Riemannian volume as equilibrium distribution converge to equilibrium the fastest. The principal problems in flows focus on rates of dispersion of bodies under stochastic flows. This research concentrates on the diffusion of particles on geometric structures called manifolds. It arises from the theory of Brownian motion and exploits well known connections between diffusions and the spread of heat in bodies (manifolds). Part of the research deals with rates of change of temperature distributions on manifolds while another deals with the rate of convergence to a steady state temperature distribution. These can be studied by diffusion theory and the influence of the geometry of the manifold on these quantities can be determined. The work on dispersion of stochastic flows is essentially the determination of how fast an oil slick will spread if all the oil particles are undergoing diffusive or Brownian motion. Applications of this work can be made to pollution control problems.

主要研究人员将研究流形和随机流上的扩散。有关扩散的工作针对耦合及其应用的各个方面。一个目标是开发一种方法，用于耦合从狄利克雷形式产生的扩散。这项工作的一个潜在应用是Moser Harnack不等式的概率证明。另一个目标是研究歧管上常用的镜面耦合的效率。这项工作的一个目标是获得关于几何对光谱底部的影响的潜在的新见解。第三个问题是确定以归一化黎曼体积作为平衡分布的哪种扩散最快地收敛到平衡。流动中的主要问题集中在随机流动下物体的离散率。这项研究集中在粒子在称为流形的几何结构上的扩散。它起源于布朗运动理论，并利用了物体(流形)中扩散和热传播之间的众所周知的联系。部分研究涉及流形上温度分布的变化率，而另一项研究涉及收敛到稳态温度分布的速率。这些量可以用扩散理论来研究，并且可以确定流形的几何形状对这些量的影响。关于随机流扩散的工作本质上是确定如果所有的油粒都经历扩散或布朗运动，浮油扩散的速度有多快。这项工作可以应用于污染控制问题。