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Let $\mathbf{X}=\{X_t\}_{t\geq 0}$ be a L\'evy process in $\mathbb{R}^d$ and $\Omega$ be an open subset of $\mathbb{R}^d$ with finite Lebesgue measure. In this article we consider the quantity $H(t)=\int_{\Omega} \mathbb{P}^x…

Probability · Mathematics 2023-01-12 Tomasz Grzywny , Julia Lenczewska

We study the heat content asymptotics with either Dirichlet or Robin boundary conditions where the initial temperature exhibits radial blowup near the boundary. We show that there is a complete small-time asymptotic expansion and give…

Analysis of PDEs · Mathematics 2008-03-06 M. van den Berg , P. Gilkey , R. Seeley

If $X$ is a stable process of index $\alpha\in(0,2)$ whose L\'{e}vy measure has density $cx^{-\alpha-1}$ on $(0,\infty)$, and $S_1=\sup_{0<t\leq1}X_t$, it is known that $P(S_1>x)\backsim A\alpha ^{-1}x^{-\alpha}$ as $x\to\infty$ and…

Probability · Mathematics 2010-01-28 R. A. Doney , M. S. Savov

We consider a positive recurrent one-dimensional diffusion process with continuous coefficients and we establish stable central limit theorems for a certain type of additive functionals of this diffusion. In other words we find some…

Probability · Mathematics 2022-04-27 Loïc Béthencourt

We propose a novel approach for studying small-time asymptotics of the fractional heat content of $C^2$ non-characteristic domains in Carnot groups. Denoting the sub-Laplacian operator by $\mathcal{L}$, the fractional heat content of a…

Analysis of PDEs · Mathematics 2026-05-05 Rohan Sarkar

A small time asymptotics of the density is established for a simplified (non-Gaussian, strictly hypoelliptic) second chaos process tangent to the Dudley relativistic diffusion.

Probability · Mathematics 2012-09-11 Jacques Franchi

The spectral and thermodynamic response of segmented quantum spin chains is analyzed using a combination of numerical techniques and finite-size scaling arguments. Various distributions of segment lengths are considered, including the two…

Strongly Correlated Electrons · Physics 2009-10-31 Stefan Wessel , Stephan Haas

The aim of our paper is twofold. First, we present new mathematical developments on the analysis of de Gennes' hypothesis on the short-time asymptotics of the heat content for bounded domains with smooth boundary and with fractal boundary.…

Analysis of PDEs · Mathematics 2025-08-19 Anna Rozanova-Pierrat , Alexander Teplyaev , Steffen Winter , Martina Zähle

We analyze the asymptotic behaviour of the heat kernel defined by a stochastically perturbed geodesic flow on the cotangent bundle of a Riemannian manifold for small time and small diffusion parameter. This extends WKB-type methods to a…

Functional Analysis · Mathematics 2009-12-26 Sergio Albeverio , Astrid Hilbert , Vassily Kolokoltsov

We consider a model of heat conduction which consists of a finite nonlinear chain coupled to two heat reservoirs at different temperatures. We study the low temperature asymptotic behavior of the invariant measure. We show that, in this…

Mathematical Physics · Physics 2009-10-31 Luc Rey-Bellet , Lawrence E. Thomas

We give a short proof of a strong version of the short time asymptotic expansion of heat kernels associated to Laplace type operators acting on sections of vector bundles over compact Riemannian manifolds, including exponential decay of the…

Differential Geometry · Mathematics 2022-01-19 Matthias Ludewig

We derive explicit asymptotic expansions of the density of the supremum of a strictly stable process when the index $\alpha$ is not rational. In the case when parameters $\alpha$ and $\rho=\p(X_1>0)$ satisfy $\rho+k=l/\alpha$ for some…

Probability · Mathematics 2010-06-15 Alexey Kuznetsov

The asymptotic expansion of the heat-kernel for small values of its argument has been studied in many different cases and has been applied to 1-loop calculations in Quantum Field Theory. In this thesis we consider this asymptotic behavior…

Mathematical Physics · Physics 2014-10-29 Pablo Pisani

In this paper, we investigate stochastic heat equation with sublinear diffusion coefficients. By assuming certain concavity of the diffusion coefficient, we establish non-trivial moment upper bounds and almost sure spatial asymptotic…

Probability · Mathematics 2023-06-13 Le Chen , Panqiu Xia

We obtain asymptotic expansions of the spatially discrete 2D heat kernels, or Green's functions on lattices, with respect to powers of time variable up to an arbitrary order and estimate the remainders uniformly on the whole lattice. Unlike…

Dynamical Systems · Mathematics 2018-09-14 Pavel Gurevich

A microscopic model of interacting oscillators, which admits two conserved quantities, volume, and energy, is investigated. We begin with a system driven by a general nonlinear potential under high-temperature regime by taking the inverse…

Probability · Mathematics 2023-08-15 Patrícia Gonçalves , Kohei Hayashi

It is shown that the second term in the asymptotic expansion as $t\to 0$ of the trace of the semigroup of symmetric stable processes (fractional powers of the Laplacian) of order $\alpha$, for any $0<\alpha<2$, in Lipschitz domains is given…

Probability · Mathematics 2009-03-09 Rodrigo Banuelos , Tadeusz Kulczycki , Bartlomiej Siudeja

We consider the short time asymptotics of the heat content $E$ of a domain $D$ of $\mathbb{R}^d$. The novelty of this paper is that we consider the situation where $D$ is a domain whose boundary $\partial D$ is a random Koch type curve.…

Probability · Mathematics 2014-03-10 Philippe H. A. Charmoy

In this article, we study the asymptotic behavior of the stochastic heat equation for large times.

Probability · Mathematics 2019-09-24 Arturo Kohatsu-Higa , David Nualart

This paper is devoted to numerical simulations of the short-term behavior of the spatial temperature distribution in a geothermal energy storage. Such simulations are needed for the optimal control and management of residential heating…

Numerical Analysis · Mathematics 2023-04-25 Paul Honore Takam , Ralf Wunderlich , Olivier Menoukeu Pamen