Related papers: Heat kernel estimates for $\Delta+\Delta^{\alpha/2…
Based on the Mehler heat kernel of the Schroedinger operator for a free electron in a constant magnetic field an estimate for the kernel of E_A is derived, where E_A represents the kinetic energy of a Dirac electron within the…
In this work we firstly prove the well-posedness of the non-linear martingale problem related to a McKean-Vlasov stochastic differential equation with singular interaction kernel in $\mathbb{R}^d$ for $d\geq 3$. The particularity of our…
A finite element based computational scheme is developed and employed to assess a duality based variational approach to the solution of the linear heat and transport PDE in one space dimension and time, and the nonlinear system of ODEs of…
Let L=d^2/dx^2+u(x) be the one-dimensional Schrodinger operator and H(x,y,t) be the corresponding heat kernel. We prove that the nth Hadamard's coefficient H_n(x,y) is equal to 0 if and only if there exists a differential operator M of…
We study pointwise and $L^p$ gradient estimates of the heat kernel, on manifolds that may have some amount of negative Ricci curvature, provided it is not too negative (in an integral sense) at infinity. We also prove uniform boundedness…
We consider nonnegative solutions of a parabolic equation in a cylinder $D \timesI$, where $D$ is a noncompact domain of a Riemannian manifold and $I =(0,T)$ with $0 < T \le \infty$ or $I=(-\infty,0)$. Under the assumption [SSP] (i.e., the…
This paper aims to study the asymptotic behaviour of the fundamental solutions (heat kernels) of non-local (partial and pseudo differential) equations with fractional operators in time and space. In particular, we obtain exact asymptotic…
We obtain heat kernel estimates for a class of fourth order non-uniformly elliptic operators in two dimensions. Contrary to existing results, the operators considered have symbols that are not strongly convex. This rises certain…
We prove H\"older continuity of weak solutions of the uniformly elliptic and parabolic equations %$\Delta u-\frac{A}{|x|^{2+\beta}}u=0,\,\,(\beta\geq 0)$, and variable second order term coefficients case $%% \begin{equation}\label{01}…
We consider rough metrics on smooth manifolds and corresponding Laplacians induced by such metrics. We demonstrate that globally continuous heat kernels exist and are H\"older continuous locally in space and time. This is done via local…
In this article we study transition probabilities of a class of subordinate Brownian motions. Under mild assumptions on the Laplace exponent of the corresponding subordinator, sharp two sided estimates of the transition probability are…
A mathematical model for collision-induced breakage is considered. Existence of weak solutions to the continuous nonlinear collision-induced breakage equation is shown for a large class of unbounded collision kernels and daughter…
We consider the stochastic differential equation $dX_t = A(X_{t-}) \, dZ_t$, $ X_0 = x$, driven by cylindrical $\alpha$-stable process $Z_t$ in $R^d$, where $\alpha \in (0,1)$ and $d \ge 2$. We assume that the determinant of $A(x) =…
This work contributes in two areas, with sharp results, to the current investigation of regularity of solutions of heat equations (*) $Pu+\partial_tu=f$ on $\Omega\times I $, where $P$ is a nonlocal operator, and $\Omega \subset R^n$,…
Let $(\mathbb M, d,\mu)$ be a metric measure space with upper and lower densities: $$ \begin{cases} |||\mu|||_{\beta}:=\sup_{(x,r)\in \mathbb M\times(0,\infty)} \mu(B(x,r))r^{-\beta}<\infty;\\ |||\mu|||_{\beta^{\star}}:=\inf_{(x,r)\in…
By making use of the potentials of the heat conduction equation the integral equations are derived which determine the heat kernel for the Laplace operator $-a^2\Delta$ in the case of compound media. In each of the media the parameter $a^2$…
In this paper a martingale problem for super-Brownian motion with interactive branching is derived. The uniqueness of the solution to the martingale problem is obtained by using the pathwise uniqueness of the solution to a corresponding…
In this paper, first we consider the uniform complex time heat kernel estimates of $e^{-z(-\Delta)^{\frac{\alpha}{2}}}$ for $\alpha>0, z\in \mathbb{C}^+$. When $\frac{\alpha}{2}$ is not an integer, generally the heat kernel doest not have…
The aim of this paper is to introduce a new formalism for the deterministic analysis associated with backward stochastic differential equations driven by general c{\`a}dl{\`a}g martingales. When the martingale is a standard Brownian motion,…
We present a generalization of the algebraic method for solving the Marchenko equation (fixed-$l$ inversion) for any values of the orbital angular momentum $l$. We expand the Marchenko equation kernel in a separable form using a triangular…