Related papers: The differentiation of hypoelliptic diffusion semi…
The framework of differential inclusions encompasses modern optimal control and the calculus of variations. Necessary optimality conditions in the literature identify potentially optimal paths, but do not show how to perturb paths to…
The Riemann-Liouville formula for fractional derivatives and integrals (differintegration) is used to derive formulae for matrix order derivatives and integrals. That is, the parameter for integration and differentiation is allowed to…
The two-dimensional Helmholtz equation separates in elliptic coordinates based on two distinct foci, a limit case of which includes polar coordinate systems when the two foci coalesce. This equation is invariant under the Euclidean group of…
A major challenge of many diffraction calculations, using some form of the Rayleigh-Sommerfeld formulas, is the integration of a highly oscillatory integrand. Here we derive a potentially useful alternative form of solution to the Helmholtz…
The usual explicit finite-difference method of solving partial differential equations is limited in stability because it approximates the exact amplification factor by power-series. By adapting the same exponential-splitting method of…
The Computation of discrete Contractive semigroups becomes necessary when we deal with several types of evolution equations in Discretizable Hilbert spaces, in this work we study some properties of the discrete forms of the contractive…
We use the hyperbolic subdiffusion equation with fractional time derivatives (the generalized Cattaneo equation) to study the transport process of electrolytes in media where subdiffusion occurs. In this model the flux is delayed in a…
In this article we study the basic theoretical properties of Mellin-type fractional integrals, known as generalizations of the Hadamard-type fractional integrals. We give a new approach and version, specifying their semigroup property,…
The purpose of this work is to introduce and analyze a numerical scheme to efficiently solve boundary value problems involving the spectral fractional Laplacian. The approach is based on a reformulation of the problem posed on a…
We show that the rate of convergence of asymptotic expansions for solutions of SDEs is generally higher in the case of degenerate (or partial) diffusion compared to the elliptic case, i.e. it is higher when the Brownian motion directly acts…
Quantitative multivariate central limit theorems for general functionals of possibly non-symmetric and non-homogeneous infinite Rademacher sequences are proved by combining discrete Malliavin calculus with the smart path method for normal…
We propose a finite element discretisation approach for the incompressible Euler equations which mimics their geometric structure and their variational derivation. In particular, we derive a finite element method that arises from a…
Compactness is one of the most versatile tools in the analysis of nonlinear PDEs and systems. Usually, compactness is established by means of some embedding theorem between functional spaces. Such theorems, in turn, rely on appropriate…
An established strategy for material modeling is provided by energy-based principles such that evolution equations in terms of ordinary differential equations can be derived. However, there exist a variety of material models that also need…
Using an interpolant form for the gradient of a function of position, we write an integral version of the conservation equations for a fluid. In the appropriate limit, these become the usual conservation laws of mass, momentum and energy.…
A path integral formalism for non-equilibrium systems is proposed based on a manifold of quasi-equilibrium densities. A generalized Boltzmann principle is used to weight manifold paths with the exponential of minus the information…
We study a system of $n$ differential equations, each in dimension $d$. Only the first equation is forced by a Brownian motion and the dependence structure is such that, under a local weak H\"ormander condition, the noise propagates to the…
It is shown that some convolution semigroups of infinitely divisible measures are invariant under the random integral mappings $I^{h,r}_{(a,b]}$ defined in $(\star)$ below. The converse implication is specified for the semigroups of…
It is shown how to extend the formal variational calculus in order to incorporate integrals of divergences into it. Such a generalization permits to study nontrivial boundary problems in field theory on the base of canonical formalism.
A diffusion process associated with the real sub-Laplacian $\Delta_b$, the real part of the complex Kohn-Spencer laplacian $\square_b$, on a strictly pseudoconvex CR manifold is constructed via the Eells-Elworthy-Malliavin method by taking…