Related papers: An elliptic pde with convex solutions
The elliptic 2-Hessian equation is a fully nonlinear partial differential equation (PDE) that is related to intrinsic curvature for three dimensional manifolds. We introduce two numerical methods for this PDE: the first is provably…
We introduce the elliptical Ornstein-Uhlenbeck (OU) process, which is a generalisation of the well-known univariate OU process to bivariate time series. This process maps out elliptical stochastic oscillations over time in the complex…
A class of generalized Schr\"{o}dinger elliptic problems involving concave-convex and other types of nonlinearities is studied. A reasonable overview about the set of solutions is provided when the parameters involved in the equation assume…
We use asymptotic methods from the theory of differential equations to obtain an analytical expression for the survival probability of an Ornstein-Uhlenbeck process with a potential defined over a broad domain. We form a uniformly…
We solve a physically significant extension of a classic problem in the theory of diffusion, namely the Ornstein-Uhlenbeck process [G. E. Ornstein and L. S. Uhlenbeck, Phys. Rev. 36, 823, (1930)]. Our generalised Ornstein-Uhlenbeck systems…
Let $f \colon \mathcal{M} \to \mathbb{R}$ be a Lipschitz and geodesically convex function defined on a $d$-dimensional Riemannian manifold $\mathcal{M}$. Does there exist a first-order deterministic algorithm which (a) uses at most…
An integro-differential equation for the probability density of the generalized stochastic Ornstein-Uhlenbeck process with jump diffusion is considered. It is shown that for a certain ratio between the intensity of jumps and the speed of…
The Ornstein-Uhlenbeck process is interpreted as Brownian motion in a harmonic potential. This Gaussian Markov process has a bounded variance and admits a stationary probability distribution, in contrast to the standard Brownian motion. It…
In this article we investigate the existence of a solution to a semilinear, elliptic, partial differential equation with distributional coefficients and data. The problem we consider is a generalization of the Lichnerowicz equation that one…
Several local elliptic coordinates are used to build a new polyelliptic coordinate system which is orthogonal and admits the separation of variables. Such coordinate systems can give the exact solutions of some unsolved problems in quantum…
In this paper, we prove that there exists a unique solution to the Dirichlet boundary value problem for a general class of semilinear second order elliptic partial differential equations. Our approach is probabilistic. The theory of…
The theory of stochastic representations of solutions to elliptic and parabolic PDE has been extensive. However, the theory for hyperbolic PDE is notably lacking. In this short note we give a stochastic representation for solutions of…
A comprehensive convergence and stability analysis of some probabilistic numerical methods designed to solve Cauchy-type inverse problems is performed in this study. Such inverse problems aim at solving an elliptic partial differential…
Gradient boundedness up to the boundary for solutions to Dirichlet and Neumann problems for elliptic systems with Uhlenbeck type structure is established. Nonlinearities of possibly non-polynomial type are allowed, and minimal regularity on…
In this paper we study the existence of solutions of thedegererate elliptic system.
We will present some rigidity results for solutions to semilinear elliptic equations of the form $\Deltau = W'(u)$, where W is a quite general potential with a local minimum and a local maximum. We are particularly interested in…
We consider the statistical motion of a convex rigid body in a gas of N smaller (spherical) atoms close to thermodynamic equilibrium. Because the rigid body is much bigger and heavier, it undergoes a lot of collisions leading to small…
A probabilistic method is derived for solution of ohmic circuit problems. It is compared to the standard approach, which is construction and solution of a set of coupled, linear equations manifesting Kirchhoff's laws. An example is made of…
This paper introduces in a natural way a notion of horizontal convex envelopes of continuous functions in the Heisenberg group. We provide a convexification process to find the envelope in a constructive manner. We also apply the…
We construct new elliptic solutions of the restricted Toda chain. These solutions give rise to a new explicit class of orthogonal polynomials which can be considered as a generalization of the Stieltjes-Carlitz elliptic polynomials.…