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Walk on Spheres algorithms leverage properties of Brownian Motion to create Monte Carlo estimates of solutions to a class of elliptic partial differential equations. We propose a new caching strategy which leverages the continuity of paths…
Probabilistic models are proposed for bounding the forward error in the numerically computed inner product (dot product, scalar product) between of two real $n$-vectors. We derive probabilistic perturbation bounds, as well as probabilistic…
We investigate anomalous diffusion processes governed by the fractional Langevin equation and confined to a finite or semi-infinite interval by reflecting potential barriers. As the random and damping forces in the fractional Langevin…
We present a method that allows, under suitable equivariance and regularity conditions, to determine the Poisson boundary of a diffusion starting from the Poisson boundary of a sub-diffusion of the original one. We then give two examples of…
As was noted already by A. N. Kolmogorov, any random variable has a Bernoulli component. This observation provides a tool for the extension of results which are known for Bernoulli random variables to arbitrary distributions. Two…
This paper considers to the problems of diffraction of electromagnetic waves on a half-plane, which has a finite inclusion in the form of a Lipschitz curve. The diffraction problem formulated as boundary value problem for Helmholtz…
In this paper we revisit an approach pioneered by Auchmuty to approximate solutions of the Laplace- Robin boundary value problem. We demonstrate the efficacy of this approach on a large class of non-tensorial domains, in contrast with other…
A Robin boundary-value problem with non-homogeneous differential operator, indefinite potential, and reaction defined only near zero is investigated. The existence of one or more nodal solutions is achieved by using truncation,…
Gaussian random fields over infinite-dimensional Hilbert spaces require the definition of appropriate covariance operators. The use of elliptic PDE operators to construct covariance operators allows to build on fast PDE solvers for…
We construct obliquely reflected Brownian motions in all bounded simply connected planar domains, including non-smooth domains, with general reflection vector fields on the boundary. Conformal mappings and excursion theory are our main…
It is shown that globally positive solutions of a linear second order parabolic partial differential equation on a bounded domain, with Robin boundary conditions, are unique up to multiplication by a positive constant.
We apply the generalized Abel-Plana formula for the investigation of one-loop quantum effects on manifolds with boundaries. This allows to extract from the vacuum expectation values of local physical observables the parts corresponding to…
We consider local singular perturbations of a one-dimensional Laplace operator from the point of view of semigroup theory. Under certain assumptions, we prove the convergence of the corresponding semigroups to the heat semigroup with…
We propose a boundary integral formulation for the dynamic problem of electromagnetic scattering and transmission by homogeneous dielectric obstacles. In the spirit of Costabel and Stephan, we use the transmission conditions to reduce the…
A novel boundary element method (BEM) removes the classical dependence on explicit fundamental solutions and extends quasi-optimal BEM discretisations to strongly elliptic operators with variable coefficients. The approach constructs a…
We study integralgeometric representations of variations of general sets $A$ in the Euclidean n-space without any regularity assumptions. If we assume, for example, that just one partial derivative of its characteristic function $\chi^A$ is…
In this paper we study the Dirichlet problem of translating mean curvature equations over domains in Riemannian manifolds with dimension $n$. Imitating the generalized solution theory of Miranda-Giusti, we define a new conformal area…
Many evolution problems in physics are described by partial differential equations on an infinite domain; therefore, one is interested in the solutions to such problems for a given initial dataset. A prominent example is the binary black…
P representation techniques, which have been very successful in quantum optics and in other fields, are also useful for general bosonic quantum dynamical many-body calculations such as Bose-Einstein condensation. We introduce a…
We consider the problem of simultaneously inferring the heterogeneous coefficient field for a Robin boundary condition on an inaccessible part of the boundary along with the shape of the boundary for the Poisson problem. Such a problem…