Related papers: Initial-Boundary Value Problem for the heat equati…
We obtained a new representation of a solution of the heat conduction equation with boundary condition of the third kind for a layer. The result is presented as a superposition of fundamental solutions for an unbounded system with variable…
A new boundary value problem for partial differential equations is discussed. We consider an arbitrary solution of an elliptic or parabolic equation in a given domain and no boundary conditions are assumed. We study which restrictions the…
Variational quantum algorithms are a promising tool for solving partial differential equations. The standard approach for its numerical solution are finite difference schemes, which can be reduced to the linear algebra problem. We consider…
We consider initial-boundary value problems (IBVPs) on a finite interval for the system of the energy balance equation and Guyer-Krumhansl constitutive equation. Boundary conditions comprise various models of behavior of a physical system…
By a probabilistic method we provide an explicit fundamental solution of the Cauchy problem associated to the heat equation on the half-line with constant drift and Dirichlet boundary condition at zero.
In this paper, we present a stochastic method for the simulation of Laplace's equation with a mixed boundary condition in planar domains that are polygonal or bounded by circular arcs. We call this method the Reflected Walk-on-Spheres…
In this paper, an inverse initial-boundary value problem for the heat equation in three dimensions is studied. Assume that a three-dimensional heat conductive body contains several cavities of strictly convex. In the outside boundary of…
We consider the solution to a stochastic heat equation. This solution is a random function of time and space. For a fixed point in space, the resulting random function of time, $F(t)$, has a nontrivial quartic variation. This process,…
We derive an explicit representation of the fundamental solution to the heat equation in a half-space of ${\mathbb R}^N$ with a diffusive dynamical boundary condition, and establish sharp pointwise upper and lower bounds. We also…
The solution to the initial and Dirichlet boundary value problem for a semilinear, one dimensional heat equation is approximated by a numerical method that combines the Besse relaxation scheme in time (C. R. Acad. Sci. Paris S{\'e}r. I,…
We consider the homogeneous heat equation in a domain $\Omega$ in $\mathbb{R}^n$ with vanishing initial data and the Dirichlet boundary condition. We are looking for solutions in $W^{r,s}_{p,q}(\Omega\times(0,T))$, where $r < 2$, $s < 1$,…
The paper considers the integral Volterra equations of the first kind which are related to the inverse boundary-value heat conduction problem. The algorithms have been developed to numerically solve the respective integral equations, which…
In this paper, we use probabilistic approach to prove that there exists a unique weak solution to the Dirichlet boundary value problem for second order elliptic equations whose coefficients are signed measures, and we will give a…
We consider the abstract initial value problem for the system of evolution equations which describe motion of incompressible viscous and heat-conductive fluids in a bounded domain. It is difficulty of our problem that we do not neglect the…
We consider a boundary value problem in unbounded 2D doubly periodic composite with circular inclusions having arbitrary constant conductivities. By introducing complex potentials, the boundary value problem for the Laplace equation is…
A paradigm shift in quantum thermometry is proposed. To date, thermometry has relied on local estimation, which is useful to reduce statistical fluctuations once the temperature is very well known. In order to estimate temperatures in cases…
The aim of this short note is to obtain the existence, uniqueness and moment upper bounds of the solution to a stochastic heat equation with measure initial data, without using the iteration method in Chen and Dalang(2015), Chen and…
Solving elliptic partial differential equations (PDEs) is a fundamental step in various scientific and engineering studies. As a classic stochastic solver, the Walk-on-Spheres (WoS) method is a well-established and efficient algorithm that…
The relation between the expectation values computed in the random walk theory, and the heat kernel method for the diffusion equation is explained concretely. The random walk is also realized by simulations and their statistical…
We study the stochastic heat flow with constant initial data and analyze its spatial average on the scale of $\varepsilon\ll1$. We prove that the logarithm of the averaged process satisfies a pointwise central limit theorem: After being…