Some Problems in Stochastic Flows and Couplings of Diffusions
Some Problems in Stochastic Flows and Couplings of Diffusions
批准号:
9972961
负责人:
Michael Cranston
金额:
$5.0万
依托单位:
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
项目状态:
已结题
起止时间:
1999-08-01 至 2002-12-31
中文摘要
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英文摘要
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.
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Seminar on Stochastic Processes 2011
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批准号:1048470
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项目类别:Standard Grant
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资助金额:$3.18万
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财政年份:2010
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负责人:Michael Cranston
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依托单位:
Flows, Polymers and Random Media
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批准号:1007176
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项目类别:Continuing Grant
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资助金额:$35.93万
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财政年份:2010
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负责人:Michael Cranston
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依托单位:
FRG: Collaborative Research: Stochastics and Dynamics: Asymptotic problems
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批准号:0854940
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项目类别:Standard Grant
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资助金额:$14.58万
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财政年份:2009
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负责人:Michael Cranston
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依托单位:
Some Problems In Stochastic Flows And Random Media
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批准号:0706198
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项目类别:Continuing Grant
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资助金额:$26.0万
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财政年份:2007
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负责人:Michael Cranston
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依托单位:
Some Problems in Stochastic Flows and Random Media
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批准号:0450756
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项目类别:Standard Grant
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资助金额:$11.0万
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财政年份:2004
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负责人:Michael Cranston
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依托单位:
Some Problems in Stochastic Flows and Diffusions
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批准号:0103872
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项目类别:Continuing Grant
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资助金额:$10.0万
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财政年份:2001
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负责人:Michael Cranston
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依托单位:
Mathematical Sciences: Geometric Aspects of Random Motion
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批准号:9626428
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项目类别:Standard Grant
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资助金额:$2.25万
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财政年份:1996
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负责人:Michael Cranston
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依托单位:
Mathematical Sciences: Diffusions and Potential Theory, Diffusions on Manifolds
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批准号:8701629
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项目类别:Continuing Grant
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资助金额:$3.37万
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财政年份:1987
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负责人:Michael Cranston
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依托单位:
Mathematical Sciences: Conditioned Brownian Motion; Pure Jump Processes
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批准号:8503332
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项目类别:Standard Grant
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资助金额:$3.07万
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财政年份:1985
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负责人:Michael Cranston
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依托单位:
海外基金