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This paper studies a prototype of inverse initial boundary value problems whose governing equation is the heat equation in three dimensions. An unknown discontinuity embedded in a three-dimensional heat conductive body is considered. A {\it…

Analysis of PDEs · Mathematics 2015-12-03 Masaru Ikehata , Mishio Kawashita

We consider the stochastic heat equation of the following form \frac{\partial}{\partial t}u_t(x) = (\sL u_t)(x) +b(u_t(x)) + \sigma(u_t(x))\dot{F}_t(x)\quad \text{for}t>0, x\in \R^d, where $\sL$ is the generator of a L\'evy process and…

Probability · Mathematics 2010-03-02 Mohammud Foondun , Davar Khoshnevisan

We consider a family of initial boundary value problems governed by a fractional diffusion equation with Caputo derivative in time, where the parameter is the Newton heat transfer coefficient linked to the Robin condition on the boundary.…

Analysis of PDEs · Mathematics 2021-05-06 Isolda Cardoso , Sabrina D. Roscani , Domingo A. Tarzia

We present a new explicit and stable numerical algorithm to solve the homogeneous heat equation. We illustrate the performance of the new method in the cases of two 2D systems with highly inhomogeneous random parameters. Spatial…

Computational Engineering, Finance, and Science · Computer Science 2019-09-02 Endre Kovács , András Gilicz

Motivated by the modeling of temperature regulation in some mediums, we consider the non-classical heat conduction equation in the domain $D=\mathbb{R}^{n-1}\times\br^{+}$ for which the internal energy supply depends on an average in the…

Mathematical Physics · Physics 2019-06-03 Mahdi Boukrouche , Domingo A. Tarzia

We study the initial boundary value problem for a heat equation in a domain containing a thin layer. The thermal conductivity of the layer is drastically different from that of the bulk of the domain; moreover, the layer is anisotropic and…

Analysis of PDEs · Mathematics 2023-12-18 Xingri Geng

This paper introduces, up to the author's knowledge, for the first time the generalized initial value problem. In this problem, given an ordinary differential equation defined in some set, the initial conditions are mapped to a subset of…

Dynamical Systems · Mathematics 2022-06-14 Andrés García , Juan Andrés Roteta Lannes

The purpose of this article is threefold. First, we introduce a new type of boundary condition for the multiplicative-noise stochastic heat equation on the half space. This is essentially a Dirichlet boundary condition but with a nontrivial…

Probability · Mathematics 2019-01-29 Shalin Parekh

The (1+1)-dimensional nonlinear boundary value problem, modeling the process of melting and evaporation of metals, is studied by means of the classical Lie symmetry method. All possible Lie operators of the nonlinear heat equation, which…

Mathematical Physics · Physics 2012-11-30 Roman Cherniha , Sergii Kovalenko

Consider "Frozen Random Walk" on $\mathbb{Z}$: $n$ particles start at the origin. At any discrete time, the leftmost and rightmost $\lfloor{\frac{n}{4}}\rfloor$ particles are "frozen" and do not move. The rest of the particles in the "bulk"…

Probability · Mathematics 2015-09-02 Laura Florescu , Shirshendu Ganguly , Yuval Peres , Joel Spencer

In this paper, the initial-boundary value problem to the three-dimensional inhomogeneous, incompressible and heat-conducting Navier-Stokes equations with temperature-depending viscosity coefficient is considered in a bounded domain. The…

Analysis of PDEs · Mathematics 2020-10-19 Cheng Yu , Bijun Zuo

This article is concerned with the solution of a time-dependent shape identification problem. Specifically we consider the heat equation in a domain, which contains a time-dependent inclusion of zero temperature. The objective is to detect…

Optimization and Control · Mathematics 2019-06-17 Rahel Brügger , Helmut Harbrecht , Johannes Tausch

The second Stokes problem about behavior of the viscous fluid (matter) filling half-space is considered. A flat surface limiting half-space makes harmonious oscillations in the eigen plane. The equations of mechanics of the continuous…

Fluid Dynamics · Physics 2016-05-25 A. V. Latyshev , A. A. Yushkanov

We examine initial-boundary value problems for diffusion equations with distributed order time-fractional derivatives. We prove existence and uniqueness results for the weak solution to these systems, together with its continuous dependency…

Analysis of PDEs · Mathematics 2017-09-21 Zhiyuan Li , Yavar Kian , Eric Soccorsi

We consider initial value problems of nonlinear dynamical systems, which include physical parameters. A quantity of interest depending on the solution is observed. A discretisation yields the trajectories of the quantity of interest in many…

Machine Learning · Computer Science 2021-01-13 Roland Pulch , Maha Youssef

In celestial mechanics, proper orbits related to missions are obtained by solving two-point boundary value problems. Since a selection method of initial value affects the convergence of the solution, developing an effective method to find…

Optimization and Control · Mathematics 2025-06-18 Daegyun Choi , Sungwook Yang , Henzeh Leeghim , Donghoon Kim

We study a linear quadratic problem for a system governed by the heat equation on a halfline with Dirichlet boundary control and Dirichlet boundary noise. We show that this problem can be reformulated as a stochastic evolution equation in a…

Probability · Mathematics 2009-02-03 G. Fabbri , B. Goldys

This book considers posing and the methods of solving simple linear boundary-value problems in classical mathematical physics. The questions encompassed include: the fundamentals of calculus of variations; one-dimensional boundary-value…

Mathematical Physics · Physics 2015-03-06 V. M. Adamyan , M. Ya. Sushko

In this paper, we study the stochastic convergence of regularized solutions for backward heat conduction problems. These problems are recognized as ill-posed due to the exponential decay of eigenvalues associated with the forward problems.…

Numerical Analysis · Mathematics 2023-11-08 Zhongjian Wang , Wenlong Zhang , Zhiwen Zhang

In this paper, we consider simultaneous reconstruction of the diffusion coefficient and initial state for a one-dimensional heat equation through boundary control and measurement. The boundary measurement is known to make the system exactly…

Analysis of PDEs · Mathematics 2016-05-18 Zhi-Xue Zhao , Mapundi Kondwani Banda , Bao-Zhu Guo