Related papers: Heat equation, Dirichlet problem, Laplace equation…
In this paper we study the randomized non-autonomous complete linear differential equation. The diffusion coefficient and the source term in the differential equation are assumed to be stochastic processes and the initial condition is…
We deal with the Cauchy problem for the space-time fractional diffusion-wave equation, which is obtained from the standard diffusion equation by replacing the second-order space derivative with a Riesz-Feller derivative of order alpha in…
The paper examines stochastic diffusion within an expanding space-time framework. It starts with providing a rationale for the considered model and its motivation from cosmology where the expansion of space-time is used in modelling various…
We construct an explicit solution of the Cauchy initial value problem for certain diffusion-type equations with variable coefficients on the entire real line. The corresponding Green function (heat kernel) is given in terms of elementary…
For the fundamental solutions of heat-type equations of order $n$ we give a general stochastic representation in terms of damped oscillations with generalized gamma distributed parameters. By composing the pseudo-process $X_n$ related to…
We present a numerical approximation method for linear diffusion-reaction problems with possibly discontinuous Dirichlet boundary conditions. The solution of such problems can be represented as a linear combination of explicitly known…
The mathematical analysis on the behavior of the entropy for viscous, compressible, and heat conducting magnetohydrodynamic flows near the vacuum region is a challenging problem as the governing equation for entropy is highly degenerate and…
The purpose of this study is to propose a high-accuracy and fast numerical method for the Cauchy problem of the Laplace equation. Our problem is directly discretized by the method of fundamental solutions (MFS). The Tikhonov regularization…
This note aims to investigate the regularity of a solution to the Dirichlet problem for the complex Hessian equation, which has a density of the $m$-Hessian measure that belongs to $L^q$, for $q\leq\frac nm$.
In the present paper new insights into the study of the Non-central Dirichlet distribution are provided. This latter is the analogue of the Dirichlet distribution obtained by replacing the Chi-Squared random variables involved in its…
Shannon information entropy is a natural measure of probability (de)localization and thus (un)predictability in various procedures of data analysis for model systems. We pay particular attention to links between the Shannon entropy and the…
The partial differential equation of Gaussian diffusion is generalized by using the time-fractional derivative of distributed order between 0 and 1, in both the Riemann-Liouville (R-L) and the Caputo (C) sense. For a general distribution of…
In this paper we revisit the classical Cauchy problem for Laplace's equation as well as two further related problems in the light of regularisation of this highly ill-conditioned problem by replacing integer derivatives with fractional…
The following stochastic Cauchy initial-value problem is studied for the parabolic heat equation on a domain $ \mathbf{Q}\subset{\mathbf{R}}^{n}$ with random field initial data. \begin{align} &{\square}\widehat{u(x,t)} \equiv…
We solve the Cauchy problem defined by the fractional partial differential equation $[\partial_{tt}-\kappa\mathbb{D}]u=0$, with $\mathbb{D}$ the pseudo-differential Riesz operator of first order, and the initial conditions…
Statistical inference as a formal scientific method to covert experience to knowledge has proven to be elusively difficult. While frequentist and Bayesian methodologies have been accepted in the contemporary era as two dominant schools of…
In this paper, we study large-time asymptotics for heat and fractional heat equations in two discrete settings: the full lattice \(\mathbb Z^d\) and finite connected subgraphs with Dirichlet boundary condition. These results provide a…
The aim of this paper is to develop the theory of distributions, not necessarily of compact support, in a topos model of Synthetic Differential Geometry, the so-called "Cahiers Topos". As an application, we study the evolution through time…
In this paper, we construct an intermediate distribution linking the Gaussian and the Cauchy distribution. We provide the probability density function and the corresponding characteristic function of the intermediate distribution. Because…
In the present paper, we would like to draw attention to a possible generalized Fisher information that fits well in the formalism of nonextensive thermostatistics. This generalized Fisher information is defined for densities on…