Related papers: The Higher-Order Heat-Type Equations via signed L\…
We present a systematic study of higher-order Airy-type differential equations providing the explicit form of the solutions, deriving their power series expansions and a probabilistic interpretation. Under suitable convergence hypotheses,…
In this paper we study pseudo-processes related to odd-order heat-type equations composed with L\'evy stable subordinators. The aim of the article is twofold. We first show that the pseudo-density of the subordinated pseudo-process can be…
We introduce and study an extension of the heat equation relevant to relativistic energy formula involving square root of differential operators. We furnish exact solutions of corresponding Cauchy (initial) problem using the operator…
In this paper a higher order non-linear differential equation is given and it becomes a higher order Airy equation (in our terminology) under the Cole-Hopf transformation. For the even case a solution is explicitly constructed, which is a…
We propose a Hilbert space solution theory for a nonhomogeneous heat equation with delay in the highest order derivatives with nonhomogeneous Dirichlet boundary conditions in a bounded domain. Under rather weak regularity assumptions on the…
A general class of heat operators over non-archimedean local fields acting on $L_2$-function spaces on affinoid domains in the local field are developed. $L_2$-spaces and integral operators invariant under the action of a non-archimedean…
We consider the linear heat equation on a bounded domain and on an exterior domain. We study estimates of any order derivatives of the solution locally in time in the Lebesgue spaces. We give a proof of the estimates in the end-point cases…
We present a family of integral equation-based solvers for the linear or semilinear heat equation in complicated moving (or stationary) geometries. This approach has significant advantages over more standard finite element or finite…
We consider the heat equation on the $N$-dimensional cube $(0,1)^N$ and impose different classes of integral conditions, instead of usual boundary ones. Well-posedness results for the heat equation under the condition that the moments of…
The equation with the time fractional substantial derivative and space fractional derivative describes the distribution of the functionals of the L\'evy flights; and the equation is derived as the macroscopic limit of the continuous time…
We develop a Widder-type theory for nonlocal heat equations involving quite general L\'evy operators. Thus, we consider nonnegative solutions and look for conditions on the operator that ensure: (i) uniqueness of nonnegative classical and…
We investigate the H\"older continuity of solutions to stochastic partial differential equations of the form $\frac{\partial u}{\partial t}=\mathcal{L}u+\sigma(u)\dot{F}$, subject to a suitable initial condition. The noise term $\dot{F}$ is…
We introduce a novel explicit and stable numerical algorithm to solve the spatially discretized heat or diffusion equation. We compare the performance of the new method with analytical and numerical solutions. We show that the method is…
We study heat and wave type equations on a separable Hilbert space $\mathcal{H}$ by considering non-local operators in time with any positive densely defined linear operator with discrete spectrum. We show the explicit representation of the…
In this paper, we study fractional order heat equation in higher space-time dimensions and offer specific role of heat flows in various fractional dimensions. We offer fractional solutions of the heat equations thus obtained, and examine…
We establish sharp higher-order heat estimates with complete bound on the noncommutative tori \(\mathbb{T}_{\theta}^{n}\) and show the optimality in the small-time order. As an application in polynomial semilinear heat equations on…
We study a class of stochastic differential equations driven by a possibly tempered L{\'e}vy process, under mild conditions on the coefficients. We prove the well-posedness of the associated martingale problem as well as the existence of…
We study the existence and uniqueness of source-type solutions to the Cauchy problem for the heat equation with fast convection under certain tail control assumptions. We allow the solutions to change sign, but we will in fact show that…
We present a class of new explicit and stable numerical algorithms to solve the spatially discretized linear heat or diffusion equation. After discretizing the space and the time variables like conventional finite difference methods, we do…
L\'{e}vy flight models whose jumps have infinite moments are mathematically used to describe the superdiffusion in complex systems. Exponentially tempering the Levy measure of L\'{e}vy flights leads to the tempered stable L\'{e}vy processes…