Related papers: Heat equation, Dirichlet problem, Laplace equation…
In order to analyze the wave propagation in three-dimensional isotropic and viscoelastic body, the Cauchy initial value problem on unbounded domain is considered for the wave equation written as a system of fractional partial differential…
We consider the Cauchy problem in ${\bf R}^{n}$ for heat and damped wave equations. We derive asymptotic profiles to those solutions with weighted $L^{1,1}({\bf R}^{n})$ data by presenting a simple method.
The Lagrangian dynamics of a single fluid element within a self-gravitational matter field is intrinsically non-local due to the presence of the tidal force. This complicates the theoretical investigation of the non-linear evolution of…
For a given metric $g_{\mu\nu}$, which is identified as Fisher information metric, we generate new constraints for the probability distributions for physical systems. We postulate the existence of intrinsic probability distributions for…
We study the rates of convergence of the posterior distribution for Bayesian density estimation with Dirichlet mixtures of normal distributions as the prior. The true density is assumed to be twice continuously differentiable. The bandwidth…
A numerical algorithm for regularization of the solution of the source problem for the diffusion-logistic model based on information about the process at fixed moments of time of integral type has been developed. The peculiarity of the…
An ill-posed Cauchy problem for the wave equation is considered: the solution is to be determined by the Cauchy data on some part of the time-space boundary. By means of Fourier method we obtain a regularization algorithm for this problem,…
We prove that weakly continuous solutions to martingale problems admit a canonical regular conditional probability distribution. This allows for the construction of time consistent convex dynamic procedures in a non dominated setting.…
We use a diffuse interface method for solving Poisson's equation with a Dirichlet condition on an embedded curved interface. The resulting diffuse interface problem is identified as a standard Dirichlet problem on approximating regular…
Starting with the relative entropy based on a previously proposed entropy function $S_q[p]=\int dx p(x)(-\ln p(x))^q$, we find the corresponding Fisher's information measure. After function redefinition we then maximize the Fisher…
We consider the Cauchy problem for the generalized Fornberg-Whitham equation with dissipation. This is one of the nonlinear, nonlocal and dispersive-dissipative equations. The main topic of this paper is an asymptotic analysis for the…
The stationary distribution of a sample taken from a Wright-Fisher diffusion with general small mutation rates is found using a coalescent approach. The approximation is equivalent to having at most one mutation in the coalescent tree to…
This paper considers a security constrained dispatch problem involving generation and line contingencies in the presence of the renewable generation. The uncertainty due to renewables is modeled using joint chance-constraint and the…
An atomic random complex measure defined on the unit disk with Normally distributed moments is considered. An approximation to the distribution of the zeros of its Cauchy transform is computed. Implications of this result for solving…
We derive a Fokker-Planck equation for joint probability density for an active particle coupled two heat reservoirs with harmonic, viscous, random forces. The approximate solution for the joint distribution density of all-to-all and three…
The Cauchy problem for the linearization of a system of equations arising in the kinetic theory of a condensed gas of bosons near the critical temperature around one of its equilibria is solved for radially symmetric initial data. It is…
We use the theory of regularity structures to develop an It\^o formula for $u$, the solution of the one dimensional stochastic heat equation driven by space-time white noise with periodic boundary conditions. In particular for any smooth…
A random set is a generalisation of a random variable, i.e. a set-valued random variable. The random set theory allows a unification of other uncertainty descriptions such as interval variable, mass belief function in Dempster-Shafer theory…
This paper studies the properties of solutions for a double nonlinear time-dependent parabolic equation with variable density, not in divergence form with a source or absorption. The problem is formulated as a partial differential equation…
In this paper we consider the " exterior approach " to solve the inverse obstacle problem for the heat equation. This iterated approach is based on a quasi-reversibility method to compute the solution from the Cauchy data while a simple…