Related papers: Initial-Boundary Value Problem for the heat equati…
The prosperous development of both hardware and algorithms for quantum computing (QC) potentially prompts a paradigm shift in scientific computing in various fields. As an increasingly active topic in QC, the variational quantum algorithm…
We establish Gaussian-type upper bounds on the heat kernel for a continuous-time random walk on a graph with unbounded weights under an ergodicity assumption. For the proof we use Davies' perturbation method, where we show a maximal…
Walk on Spheres algorithms leverage properties of Brownian Motion to create Monte Carlo estimates of solutions to a class of elliptic partial differential equations. We propose a new caching strategy which leverages the continuity of paths…
The heat equation does not have time-reversal invariance. However, using a solution of an associated wave equation which has time-reversal invariance, one can establish an explicit extraction formula of the minimum sphere that is centered…
Boundary value problems on the unit sphere arise naturally in geophysics and oceanography when scientists model a physical quantity on large scales. Robust numerical methods play an important role in solving these problems. In this article,…
We present an algorithm for solving stochastic heat equations, whose key ingredient is a non-uniform time discretization of the driving Brownian motion $W$. For this algorithm we derive an error bound in terms of its number of evaluations…
An initial-value problem for an ordinary differential equation of the first order, is considered. It is supposed that the right-hand side of the equation is a continuous function defined on a set consisting of an open set and a part of its…
This paper deals with the randomized heat equation defined on a general bounded interval $[L_1,L_2]$ and with non-homogeneous boundary conditions. The solution is a stochastic process that can be related, via changes of variable, with the…
This report concerns the inverse problem of estimating a spacially dependent coefficient of a partial differential equation from observations of the solution at the boundary. Such a problem can be formulated as an optimal control problem…
A new numerical method for solving a scalar ordinary differential equation with a given initial condition is introduced. The method is using a numerical integration procedure for an equivalent integral equation and is called in this paper…
The main aim of this paper is to provide a new feedback law for the heat equations in a bounded domain $\Omega $ with Dirichlet boundary condition. Two constraints will be compulsory: First, The controls are active in a subdomain of $\Omega…
We discuss the unique solvability of the third initial-boundary value problem for the heat equation in a bounded domain. This problem has uniquely a time-global solution in the anisotropic Sobolev space $W^{2,1}_{p,q}$ for any $1<p<\infty$,…
A definition of invariance in Lie's sense for a boundary value problem (BVP) with the basic evolution differential equations is proposed. A problem of group classification at a wide class of BVPs parameterized by arbitrary elements is…
We consider a boundary-value problem describing the steady motion of a two-component mixture of viscous compressible heat-conducting fluids in a bounded domain. We make no simplifying assumptions except for postulating the coincidence of…
The mean vertical heat transport $\langle wT \rangle$ in convection between isothermal plates driven by uniform internal heating is investigated by means of rigorous bounds. These are obtained as a function of the Rayleigh number $R$ by…
We use the nonstandard Fourier transform method, along with an established nonstandard approach to ODE's, to find a solution to the heat equation, on $(0,\infty)\times\mathcal{R}$, with a given boundary condition $g$ at $t=0$. We use this…
In this paper, we are interested in numerical solution of some linear boundary value problems with Dirichlet boundary part, by the means of simulation of random walks. We use a probabilistic interpretation of solution $u$, assuming that the…
The standard problem for the classical heat equation posed in a bounded domain $\Omega$ of $\mathbb R^n$ is the initial and boundary value problem. If the Laplace operator is replaced by a version of the fractional Laplacian, the initial…
We study the linear heat equation on a halfspace with a linear dynamical boundary condition. We are interested in an appropriate choice of the function space of initial functions such that the problem possesses a solution. It was known…
This paper presents a novel shooting method for solving two-point boundary value problems for second order ordinary differential equations. The method works as follows: first, a guess for the initial condition is made and an integration of…