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We study semi-martingale obliquely reflected Brownian motion with drift in the first quadrant of the plane in the transient case. Our main result determines a general explicit integral expression for the moment generating function of…

Probability · Mathematics 2025-01-31 Sandro Franceschi

Orientation-rich images, such as fingerprints and textures, often exhibit coherent angular directional patterns that are challenging to model using standard generative approaches based on isotropic Euclidean diffusion. Motivated by the role…

Machine Learning · Computer Science 2026-03-11 Yue Song , T. Anderson Keller , Sevan Brodjian , Takeru Miyato , Yisong Yue , Pietro Perona , Max Welling

We consider the Green's functions associated to a scalar field propagating on a curved, ultra-static background, in the presence of modified dispersion relations. The usual proper-time deWitt-Schwinger procedure to obtain a series…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Massimiliano Rinaldi

On the unit square, we introduce a method for accurately computing source-neutral Green's functions of the fractional Laplacian operator with either periodic or homogeneous Neumann boundary conditions. This method involves analytically…

Analysis of PDEs · Mathematics 2025-04-30 Justin C. Tzou

Problems of finite-temperature quantum statistical mechanics can be formulated in terms of imaginary (Euclidean) -time Green's functions and self-energies. In the context of realistic Hamiltonians, the large energy scale of the Hamiltonian…

Statistical Mechanics · Physics 2018-08-17 Emanuel Gull , Sergei Iskakov , Igor Krivenko , Alexander A. Rusakov , Dominika Zgid

We implement the Unified Transform Method of Fokas as a numerical method to solve linear partial differential equations on the half-line. The method computes the solution at any x and t without spatial discretization or time stepping. With…

Numerical Analysis · Mathematics 2020-06-12 Bernard Deconinck , Thomas Trogdon , Xin Yang

We use the newly introduced conformable fractional derivative, which is different from the Caputo and Riemann-Liouville fractional derivatives, to reformulate several common boundary value problems, including those with conjugate,…

Classical Analysis and ODEs · Mathematics 2014-11-21 Douglas R. Anderson

In this work, we uncover a layered organization of the state space in the Kuramoto-Sivashinsky equation with periodic boundary conditions, in which multiple invariant sets coexist at fixed system parameters and are selected by the initial…

Chaotic Dynamics · Physics 2026-03-11 Alessandro Barone

In this paper, new representations of the Green's function for an acoustic d-dimensional half-space problem with impedance boundary conditions are presented. The main features of the new representation are: a) in addition to additive terms…

Numerical Analysis · Mathematics 2025-07-24 C. Lin , J. M. Melenk , S. Sauter

The forced time harmonic response of a spatiotemporally-modulated elastic beam of finite length with light damping is derived using a novel Green's function approach. Closed-form solutions are found that highlight unique mode coupling…

Applied Physics · Physics 2024-09-05 Benjamin M. Goldsberry , Andrew N. Norris , Samuel P. Wallen , Michael R. Haberman

The present paper is devoted to implementation of the immersed boundary technique into the Fourier pseudo-spectral solution of the vorticity-velocity formulation of the two-dimensional incompressible Navier--Stokes equations. The immersed…

Mathematical Physics · Physics 2011-10-28 Fereidoun Sabetghadam , Mehdi Badri , Shervin Sharafatmandjoor , Hosnieh Kor

Green's function plays a significant role in both theoretical analysis and numerical computing of partial differential equations (PDEs). However, in most cases, Green's function is difficult to compute. The troubles arise in the following…

Machine Learning · Computer Science 2022-04-29 Guochang Lin , Fukai Chen , Pipi Hu , Xiang Chen , Junqing Chen , Jun Wang , Zuoqiang Shi

Green's function characterizes a partial differential equation (PDE) and maps its solution in the entire domain as integrals. Finding the analytical form of Green's function is a non-trivial exercise, especially for a PDE defined on a…

Computational Physics · Physics 2024-01-31 Pawan Negi , Maggie Cheng , Mahesh Krishnamurthy , Wenjun Ying , Shuwang Li

The numerical analysis of time fractional evolution equations with the second-order elliptic operator including general time-space dependent variable coefficients is challenging, especially when the classical weak initial singularities are…

Numerical Analysis · Mathematics 2021-03-02 Pin Lyu , Seakweng Vong

We apply the functional Renormalisation Group (fRG) to study relaxation in a stochastic process governed by an overdamped Langevin equation with one degree of freedom, exploiting the connection with supersymmetric quantum mechanics in…

Statistical Mechanics · Physics 2023-06-06 Ashley Wilkins , Gerasimos Rigopoulos , Enrico Masoero

This paper presents sufficient conditions for the solvability of the third order three point boundary value problem \begin{equation*} \left\{ \begin{array}{c} -u^{\prime \prime \prime }(t)=f(t,\,v(t),\,v^{\prime }(t)) \\ -v^{\prime \prime…

Classical Analysis and ODEs · Mathematics 2016-07-29 Feliz Minhós , Robert de Sousa

This paper presents a windowed Green function (WGF) method for the numerical solution of problems of elastic scattering by "locally-rough surfaces" (i.e., local perturbations of a half space), under either Dirichlet or Neumann boundary…

Computational Physics · Physics 2021-02-03 Oscar P. Bruno , Tao Yin

A new framework to obtain time-decay estimates for partially dissipative hyperbolic systems set on the real line is developed. Under the classical Shizuta-Kawashima (SK) stability condition, equivalent to the Kalman rank condition in…

Analysis of PDEs · Mathematics 2024-04-09 Timothée Crin-Barat , Ling-Yun Shou , Enrique Zuazua

The present paper is intended to provide the basis for the study of weakly differentiable functions on rectifiable varifolds with locally bounded first variation. The concept proposed here is defined by means of integration by parts…

Differential Geometry · Mathematics 2016-07-19 Ulrich Menne

Traditional boundary integral methods suffer from the singularity of Green's kernels. The paper develops, for a model problem of 2D scattering as an illustrative example, singularity-free boundary difference equations. Instead of converting…

Computational Physics · Physics 2015-05-18 Igor Tsukerman
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