Related papers: On Schr\"odinger's equation, 3-dimensional Bessel …
The paper presents new simple sharp bounds for transition density functions for time-homogeneous diffusions processes. The bounds are obtained under mild conditions on the drift and diffusion coefficients, extending and substantially…
We consider a time-periodic incompressible three-dimensional Navier-Stokes flow past a translating rigid body. In the first part of the paper, we establish the existence and uniqueness of strong solutions in the exterior domain $\Omega…
Recently a general growth curve including the well known growth equations, such as Malthus, logistic, Bertallanfy, Gompertz, has been studied. We now propose two stochastic formulations of this growth equation. They are obtained starting…
Transient tunneling effects in triple barrier systems are investigated by considering a time-dependent solution to the Schr\"{o}dinger equation with a cutoff wave initial condition. We derive a two-level formula for incidence energies $E$…
In Hern\'andez-del-Valle (2010) the author studies the connection between Schr\"odinger's equation and first hitting densities of Brownian motion. Although the author is able to find solutions of a Schr\"odinger type pde he fails---except…
The probability density is a fundamental quantity for characterizing diffusion processes. However, it is seldom known except in a few renowned cases, including Brownian motion and the Ornstein-Uhlenbeck process and their bridges, geometric…
In this paper, we establish a priori estimates for the three-dimensional compressible Euler equations with moving physical vacuum boundary, the $\gamma$-gas law equation of state for $\gamma=2$ and the general initial density $\ri \in H^5$.…
We consider two hydrodynamic model problems (one incompressible and one compressible) with three dimensional fluid flow on the torus and temperature-dependent viscosity and conductivity. The ambient heat for the fluid is transported by the…
In this paper, we study a system of PDEs describing the motion of two compressible viscous fluids occupying the whole space $\mathbb R^d\;(d\in \{2,3\}$). The two phases of the mixture are separated by a $\mathscr{C}^{1+\alpha}$-regular…
We consider Kasner space-time describing anisotropic three dimensional expansion of the fluid and obtain the dissipative evolution equations for shear stress tensor and energy density from kinetic theory. For this, we use the iterative…
We consider the Oberbeck--Boussinesq approximation driven by an inhomogeneous temperature distribution on the boundary of a bounded fluid domain. The relevant boundary conditions are perturbed by a non--local term arising in the…
Among the numerous heat conduction models, the Guyer--Krumhansl equation has a special role. Besides its various application possibilities in nanotechnology, cryotechnology, and even in case of modeling heterogeneous materials, it poses…
We consider the asymmetric simple exclusion process in $d\ge 3$ with open boundaries. The particle reservoirs of constant densities are modeled by birth and death processes at the boundary. We prove that, if the initial density and the…
The 3D incompressible Euler equations in a bounded domain are most often supplemented with impermeable boundary conditions, which constrain the fluid to neither enter nor leave the domain. We establish well-posedness with inflow, outflow of…
A classic result on the 1-dimensional Brownian motion shows that conditionally on its first hitting time of 0, it has the distribution of a 3-dimensional Bessel bridge. By applying a certain time-change to this result, Matsumoto and Yor…
The purpose of this paper is to introduce the construction of a stochastic process called "$\delta$-dimensional Bessel house-moving" and its properties. We study the weak convergence of $\delta$-dimensional Bessel bridges conditioned from…
The squared Bessel process is a 1-dimensional diffusion process related to the squared norm of a higher dimensional Brownian motion. We study a model of $n$ non-intersecting squared Bessel paths, with all paths starting at the same point…
We consider the weakly asymmetric simple exclusion process in the presence of a slow bond and starting from the invariant state, namely the Bernoulli product measure of parameter $\rho\in(0,1)$. The rate of passage of particles to the right…
In this paper, we derive an integral representation for the density of the reciprocal of the first hitting time of the boundary of a wedge of angle $\pi/4$ by a radial Dunkl process with equal multiplicity values. Not only this…
Within the framework of variational modelling we derive a one-phase moving boundary problem describing the motion of a semipermeable membrane enclosing a viscous liquid, driven by osmotic pressure and surface tension of the membrane. For…