English
Related papers

Related papers: A note on the generalized heat content for L\'evy …

200 papers

In this paper, we study the existence of the density associated to the exponential functional of the L\'evy process $\xi$, \[ I_{\ee_q}:=\int_0^{\ee_q} e^{\xi_s} \, \mathrm{d}s, \] where $\ee_q$ is an independent exponential r.v. with…

Probability · Mathematics 2011-07-20 Juan Carlos Pardo , Victor Rivero , Kees van Schaik

We consider the heat equation defined by a generalized measure theoretic Laplacian on $[0,1]$. This equation describes heat diffusion in a bar such that the mass distribution of the bar is given by a non-atomic Borel probabiliy measure…

Analysis of PDEs · Mathematics 2020-02-26 Tim Ehnes , Ben Hambly

We discuss the heat content asymptotics associated with the heat flow out of a smooth compact manifold in a larger compact Riemannian manifold. Although there are no boundary conditions, the corresponding heat content asymptotics involve…

Analysis of PDEs · Mathematics 2013-06-27 M. van den Berg , P. Gilkey

We generalize leading-order asymptotics of a form of the heat content of a submanifold (van den Berg & Gilkey 2015) to the setting of time-dependent diffusion processes in the limit of vanishing diffusivity. Such diffusion processes arise…

Analysis of PDEs · Mathematics 2021-03-22 Nathanael Schillling , Daniel Karrasch , Oliver Junge

In this paper, we consider the global Cauchy problem for the $L^2$-critical semilinear heat equations $ \partial_t h=\Delta h\pm |h|^{\frac4d}h, $ with $h(0,x)=h_0$, where $h$ is an unknown real function defined on $ \R^+\times\R^d$. In…

Analysis of PDEs · Mathematics 2020-12-29 Avy Soffer , Yifei Wu , Xiaohua Yao

We demonstrate that the presence of entanglement in macroscopic bodies (e.g. solids) in thermodynamical equilibrium could be revealed by measuring heat-capacity. The idea is that if the system were in a separable state, then for certain…

Quantum Physics · Physics 2008-08-14 Marcin Wiesniak , Vlatko Vedral , Caslav Brukner

In the paper we consider the Bessel differential operator L^(\mu)=\dfrac{d^2}{dx^2}+\dfrac{2\mu+1}{x}\dfrac{d}{dx} in half-line (a,\infty), a>0, and its Dirichlet heat kernel p_a^(\mu)(t,x,y). For \mu=0, by combining analytical and…

Analysis of PDEs · Mathematics 2015-01-13 Kamil Bogus , Jacek Malecki

In this paper we study the heat content for sets with positive reach. In details, we investigate the asymptotic behavior of the heat content of bounded subsets of the Euclidean space with positive reach. The concept of positive reach was…

Analysis of PDEs · Mathematics 2025-08-01 Paolo De Fazio , Michele Miranda

We investigate the entropy $H(\mu,t)$ of a probability measure $\mu$ along the heat flow and more precisely we seek for closed algebraic representations of its derivatives. Provided that $\mu$ admits moments of any order, it is indeed…

Information Theory · Computer Science 2024-06-18 Paul Mansanarez , Guillaume Poly , Yvik Swan

Let $n\ge2$ and $\Omega$ be a bounded non-tangentially accessible domain (for short, NTA domain) of $\mathbb{R}^n$. Assume that $L_D$ is a second-order divergence form elliptic operator having real-valued, bounded, measurable coefficients…

Analysis of PDEs · Mathematics 2022-01-12 Sibei Yang , Dachun Yang

Let (X_t, t>=0) be a Levy process started at 0, with Levy measure nu and T_x the first hitting time of level x>0: T_x:=inf{t>=0; X_t>x}. Let $F(theta, mu, rho,.) be the joint Laplace transform of (T_x, K_x, L_x): F(theta,mu,rho,x)…

Probability · Mathematics 2007-05-23 Bernard Roynette , Pierre Vallois , Agnes Volpi

We consider the short time asymptotics of the heat content $E$ of a domain $D$ of $\mathbb{R}^d$. The novelty of this paper is that we consider the situation where $D$ is a domain whose boundary $\partial D$ is a random Koch type curve.…

Probability · Mathematics 2014-03-10 Philippe H. A. Charmoy

Given a mixed quantum state $\rho$ of a qudit, we consider any observable $M$ as a kind of `thermometer' in the following sense. Given a source which emits pure states with these or those distributions, we select such distributions that the…

Quantum Physics · Physics 2009-09-23 George Parfionov , Roman R. Zapatrin

Let $X_{\alpha}=\{X_{\alpha}(t),t\in T\}$, $\alpha>0$, be an $\alpha$-permanental process with kernel $u(s,t)$. We show that $X^{1/2}_{\alpha}$ is a subgaussian process with respect to the metric $\sigma (s,t)=…

Probability · Mathematics 2017-11-06 Michael B. Marcus , Jay Rosen

Let $Z=(Z^{1}, \ldots, Z^{d})$ be the $d$-dimensional L\'evy processes where $Z^{i}$'s are independent $1$-dimensional L\'evy processes with jump kernel $J^{\phi, 1}(u,w) =|u-w|^{-1}\phi(|u-w|)^{-1}$ for $u, w\in \mathbb R$. Here $\phi$ is…

Probability · Mathematics 2020-08-11 Kyung-Youn Kim , Lidan Wang

We study the heat content for Laplacians on compact, finite metric graphs with Dirichlet conditions imposed at the "boundary" (i.e., a given set of vertices). We prove a closed formula of combinatorial flavour, as it is expressed as a sum…

Spectral Theory · Mathematics 2025-02-14 Patrizio Bifulco , Delio Mugnolo

In the paper, we show a global Carleman estimate for the non-local heat equation. To be more precise, let $\Omega\subset\RR^d$ be a bounded domain and $\CO\subset\Omega$ an open subdomain, $s\in(0,1)$. We show that there exist constants…

Analysis of PDEs · Mathematics 2020-04-21 Erika Hausenblas , Debangana Mukherjee

In contrast to their seemingly simple and shared structure of independence and stationarity, L\'evy processes exhibit a wide variety of behaviors, from the self-similar Wiener process to piecewise-constant compound Poisson processes.…

Probability · Mathematics 2024-11-14 Julien Fageot , Alireza Fallah , Thibaut Horel

We investigate the heat flow in an open, bounded set $D$ in $\mathbb{R}^2$ with polygonal boundary $\partial D$. We suppose that $D$ contains an open, bounded set $\widetilde{D}$ with polygonal boundary $\partial \widetilde{D}$. The initial…

Analysis of PDEs · Mathematics 2022-10-14 Sam Farrington , Katie Gittins

We prove that for a general diffusion process, certain assumptions on its behavior \emph{only within a fixed open subset} of the state space imply the existence and sub-Gaussian type off-diagonal upper bounds of the \emph{global} heat…

Probability · Mathematics 2015-07-07 Alexander Grigor'yan , Naotaka Kajino