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In this paper, we study transition density functions for pure jump unimodal L\'evy processes killed upon leaving an open set $D$. Under some mild assumptions on the L\'evy density, we establish two-sided Dirichlet heat kernel estimates when…

Probability · Mathematics 2021-03-03 Soobin Cho , Jaehoon Kang , Panki Kim

We study stochastic heat equations driven by a class of L\'evy processes: du = \De u dt + g dX_t \quad in \quad \bR^d_T, \qquad u(0,x)= 0 \quad in \quad x \in \bR^d. We prove the corresponding estimate \[\norm{u}_{\bH_p^k(\RT)} \le c(p,T)…

Analysis of PDEs · Mathematics 2012-05-23 Tongkeun Chang , Minsuk Yang

We study a model of two interacting Hamiltonian particles subject to a common potential in contact with two Langevin heat reservoirs: one at finite and one at infinite temperature. This is a toy model for 'extreme' non-equilibrium…

Probability · Mathematics 2015-05-13 Martin Hairer

In this work, we study the asymptotic behaviour of solutions to the heat equation in exterior domains, i.e., domains which are the complement of a smooth compact set in $\mathbb{R}^N$. Different homogeneous boundary conditions are…

Analysis of PDEs · Mathematics 2024-07-18 Joaquín Domínguez-de-Tena , Aníbal Rodríguez-Bernal

In this paper, we study the existence of the density associated to the exponential functional of the L\'evy process $\xi$, \[ I_{\ee_q}:=\int_0^{\ee_q} e^{\xi_s} \, \mathrm{d}s, \] where $\ee_q$ is an independent exponential r.v. with…

Probability · Mathematics 2011-07-20 Juan Carlos Pardo , Victor Rivero , Kees van Schaik

Let $G=(V,E)$ be a locally finite connected weighted graph, and $\Omega$ be an unbounded subset of $V$. Using Rothe's method, we study the existence of solutions for the semilinear heat equation $\partial_tu+|u|^{p-1}\cdot u=\Delta…

Analysis of PDEs · Mathematics 2021-08-31 Yong Lin , Yuanyuan Xie

This article demonstrates an undergraduate experiment for the determination of specific heat capacities of various solids based on a calorimetric approach, where the solid vaporizes a measurable mass of liquid nitrogen. We demonstrate our…

Physics Education · Physics 2015-05-28 Waqas Mahmood , Muhammad Sabieh Anwar , Wasif Zia

We investigate a heating phenomenon in periodically driven integrable systems that can be mapped to free-fermion models. We find that heating to the high-temperature state, which is a typical scenario in non-integrable systems, can also…

Statistical Mechanics · Physics 2018-06-05 Takashi Ishii , Tomotaka Kuwahara , Takashi Mori , Naomichi Hatano

We obtain monotonicity and convexity results for the heat content of domains in Riemannian manifolds and in Euclidean space subject to various initial temperature conditions. We introduce the notion of a strictly decreasing temperature set,…

Analysis of PDEs · Mathematics 2025-04-23 Michiel van den Berg , Katie Gittins

We study an infinite-dimensional Ornstein-Uhlenbeck process $(X_t)$ in a given Hilbert space $H$. This is driven by a cylindrical symmetric L\'evy process without a Gaussian component and taking values in a Hilbert space $U$ which usually…

Analysis of PDEs · Mathematics 2009-08-05 Enrico Priola , Jerzy Zabczyk

We demonstrate that the presence of entanglement in macroscopic bodies (e.g. solids) in thermodynamical equilibrium could be revealed by measuring heat-capacity. The idea is that if the system were in a separable state, then for certain…

Quantum Physics · Physics 2008-08-14 Marcin Wiesniak , Vlatko Vedral , Caslav Brukner

We study a $d$-dimensional non-symmetric strictly $\alpha$-stable L\'{e}vy process $\mathbf{X}$, whose spherical density is bounded and bounded away from the origin. First, we give sharp two-sided estimates on the transition density of…

Probability · Mathematics 2023-10-13 Łukasz Leżaj

Upper bounds are obtained for the heat content of an open set D in a geodesically complete Riemannian manifold M with Dirichlet boundary condition on bd(D), and non-negative initial condition. We show that these upper bounds are close to…

Spectral Theory · Mathematics 2011-06-03 M. van den Berg , P. Gilkey , K. Kirsten , A. Grigor'yan

In this paper we study the heat content for sets with positive reach. In details, we investigate the asymptotic behavior of the heat content of bounded subsets of the Euclidean space with positive reach. The concept of positive reach was…

Analysis of PDEs · Mathematics 2025-08-01 Paolo De Fazio , Michele Miranda

We consider the null-controllability of a non-local heat equation by interior $L^2(\Omega)$ controls. We confirm a conjecture of Lissy and Zuazua by showing that it is enough to assume that the kernel $k(x,\xi)$ is symmetric and…

Analysis of PDEs · Mathematics 2021-11-30 Steven Walton

The paper deals with point-wise estimates for the heat kernel of a nonlocal convolution type operator with a kernel that decays at least exponentially at infinity. It is shown that the large time behaviour of the heat kernel depends…

Functional Analysis · Mathematics 2018-04-25 Alexander Grigoryan , Yury Kondratiev , Andrey Piatnitski , Elena Zhizhina

Let (X_t, t>=0) be a Levy process started at 0, with Levy measure nu and T_x the first hitting time of level x>0: T_x:=inf{t>=0; X_t>x}. Let $F(theta, mu, rho,.) be the joint Laplace transform of (T_x, K_x, L_x): F(theta,mu,rho,x)…

Probability · Mathematics 2007-05-23 Bernard Roynette , Pierre Vallois , Agnes Volpi

Let $\mu$ be a symmetric probability measure of finite entropy on a group $G$. We show that if $-\log \mu^{(2n)}(id)=o(n^{1/2})$, then the pair $(G,\mu)$ has the Liouville property (all bounded $\mu$-harmonic functions on $G$ are constant).…

Probability · Mathematics 2017-06-13 Yuval Peres , Tianyi Zheng

We determine the asymptotic behavior of the realized power variations, or more generally of sums of a given test function evaluated at the successive increments of a L\'{e}vy process. One can completely elucidate the first order behavior…

Probability · Mathematics 2007-05-23 Jean Jacod

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
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