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A theoretical analysis of the finite element method for a generalized Robin boundary value problem, which involves a second-order differential operator on the boundary, is presented. If $\Omega$ is a general smooth domain with a curved…

Numerical Analysis · Mathematics 2023-10-03 Takahito Kashiwabara

The probabilistic representation of weak solutions to a parabolic boundary value problem is established in the following framework. The boundary value problem consists of a second order parabolic equation defined on a time-varying Lipschitz…

Probability · Mathematics 2020-03-27 Masaaki Tsuchiya , Hajime Kawakami

In this paper, we use a probabilistic approach to show that there exists a unique, bounded continuous solution to the Dirichlet boundary value problem for a general class of second order non-symmetric elliptic operators $L$ with singular…

Analysis of PDEs · Mathematics 2015-04-17 Chuan-Zhong Chen , Wei Sun , Jing Zhang

We consider the problem of the recovery of a Robin coefficient on a part $\gamma \subset \partial \Omega$ of the boundary of a bounded domain $\Omega$ from the principal eigenvalue and the boundary values of the normal derivative of the…

Analysis of PDEs · Mathematics 2020-07-08 Matteo Santacesaria , Toshiaki Yachimura

We study a probabilistic numerical method for the solution of both boundary and initial value problems that returns a joint Gaussian process posterior over the solution. Such methods have concrete value in the statistics on Riemannian…

Machine Learning · Statistics 2014-02-13 Philipp Hennig , Søren Hauberg

We show that arbitrary homeomorphic solutions to the Beltrami equations with generalized derivatives satisfy certain moduli inequalities. On this basis, we develope the theory of the boundary behavior of such solutions and prove a series of…

Complex Variables · Mathematics 2012-01-27 Denis Kovtonyuk , Igor Petkov , Vladimir Ryazanov , Ruslan Salimov

We extend the results obtained in \cite{Dov22} by introducing a new class of boundary value problems involving non-local dynamic boundary conditions. We focus on the problem to find a solution to a local problem on a domain $\Omega$ with…

Probability · Mathematics 2024-02-21 Mirko D'Ovidio

We study the discretization of an elliptic partial differential equation, posed on a two- or three-dimensional domain with smooth boundary, endowed with a generalized Robin boundary condition which involves the Laplace-Beltrami operator on…

Numerical Analysis · Mathematics 2020-09-24 Dominik Edelmann

This paper studies the existence and uniqueness of a classical solution to a type of Robin boundary problems on the nonnegative orthant. We propose a new decomposition-homogenization method for the Robin boundary problem based on…

Probability · Mathematics 2024-12-20 Lijun Bo , Yijie Huang , Xiang Yu

We analyze strict positivity at the boundary for nonnegative solutions of Robin problems in general (non-smooth) domains, e.g. open sets with rectifiable topological boundaries having finite Hausdorff measure. This question was raised by…

Analysis of PDEs · Mathematics 2022-06-22 Dorin Bucur , Alessandro Giacomini , Mickaël Nahon

In this paper, we are interested in numerical solution of some linear boundary value problems with Dirichlet boundary part, by the means of simulation of random walks. We use a probabilistic interpretation of solution $u$, assuming that the…

Probability · Mathematics 2013-04-17 Jean-Paul Morillon

In this paper, we use probabilistic approach to prove that there exists a unique weak solution to the Dirichlet boundary value problem for second order elliptic equations whose coefficients are signed measures, and we will give a…

Probability · Mathematics 2018-04-06 Saisai Yang , Tusheng Zhang

We derive a semi-analytic formula for the transition probability of three-dimensional Brownian motion in the positive octant with absorption at the boundaries. Separation of variables in spherical coordinates leads to an eigenvalue problem…

Computational Finance · Quantitative Finance 2018-05-24 Vadim Kaushansky , Alexander Lipton , Christoph Reisinger

We establish rigorous quantitative inequalities for the first eigenvalue of the generalized $p$-Robin problem, for both the classical diffusion absorption case, where the Robin boundary parameter $\alpha$ is positive, and the…

Analysis of PDEs · Mathematics 2025-04-04 Lukas Bundrock , Tiziana Giorgi , Robert Smits

We study the asymptotic behaviour of the principal eigenvalue of a Robin (or generalised Neumann) problem with a large parameter in the boundary condition for the Laplacian in a piecewise smooth domain. We show that the leading asymptotic…

Spectral Theory · Mathematics 2007-05-23 Michael Levitin , Leonid Parnovski

Let $n\ge2$ and $\Omega$ be a bounded Lipschitz domain in $\mathbb{R}^n$. In this article, the authors investigate global (weighted) estimates for the gradient of solutions to Robin boundary value problems of second order elliptic equations…

Analysis of PDEs · Mathematics 2020-03-18 Sibei Yang , Dachun Yang , Wen Yuan

A priori estimates for the weak solutions the Dirichlet problem for the uniformly higher-order elliptic equations in a smooth bounded domain $\Omega\subset \Rn$ in generalized weighted Sobolev-Morrey spaces are obtained.

Analysis of PDEs · Mathematics 2019-11-06 Vagif S. Guliyev , Tahir S. Gadjiev , Ayhan Serbetci

We prove several optimal-order error estimates for a finite-element method applied to an inhomogeneous Robin boundary value problem (BVP) for the Poisson equation defined in a smooth bounded domain in $\mathbb{R}^n$, $n=2,3$. The boundary…

Numerical Analysis · Mathematics 2022-05-18 Yuki Chiba , Norikazu Saito

We consider a nonlinear eigenvalue problem under Robin boundary conditions in a domain with (possibly noncompact) smooth boundary. The problem involves a weighted p-Laplacian operator and subcritical nonlinearities satisfying…

Analysis of PDEs · Mathematics 2013-05-10 Kanishka Perera , Patrizia Pucci , Csaba Varga

The diffuse domain method for partial differential equations on complicated geometries recently received strong attention in particular from practitioners, but many fundamental issues in the analysis are still widely open. In this paper we…

Numerical Analysis · Mathematics 2014-12-19 Martin Burger , Ole Løseth Elvetun , Matthias Schlottbom
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