Related papers: About classical solutions of the path-dependent he…

We study the existence and regularity of solutions to the Cauchy problem for the inhomogeneous heat equation on compact Riemannian manifolds with conical singularities. We introduce weighted H\"older and Sobolev spaces with discrete…

A new approach to obtain the closure formulas for the von K\'arm\'an--Howarth and Corrsin equations is presented, which is based on the Lagrangian representation of the fluid motion, and on the Liouville theorem associated to the kinematics…

We study the solutions of the stochastic heat equation with multiplicative space-time white noise. We prove a comparison theorem between the solutions of stochastic heat equations with the same noise coefficient which is H\"{o}lder…

It has long been recognized that the dynamics of linear quantum systems is classical in the Wigner representation. Yet many conceptually important linear problems are typically analyzed using such generally applicable techniques as…

Let u = {u(t, x), t $\in$ [0, T ], x $\in$ R d } be the solution to the linear stochastic heat equation driven by a fractional noise in time with correlated spatial structure. We study various path properties of the process u with respect…

Quantum mechanics states that a particle emitted at point (x_1,t_1) and detected at point (x_2,t_2) does not travel along a definite path between the two points. This conclusion arises essentially from the analysis of the two-slit…

Traditionally, the quantum Brownian motion is described by Fokker-Planck or diffusion equations in terms of quasi-probability distribution functions, e.g., Wigner functions. These often become singular or negative in the full quantum…

Following the formalism of Gell-Mann and Hartle, phenomenological equations of motion are derived from the decoherence functional formalism of quantum mechanics, using a path-integral description. This is done explicitly for the case of a…

Heat-invariants are a class of spectral invariants of Laplace-type operators on compact Riemannian manifolds that contain information about the geometry of the manifold, e.g., the metric and connection. Since Brownian motion solves the heat…

We deal with complex spatial diffusion equations with time-fractional derivative and study their stochastic solutions. In particular, we complexify the integral operator solution to the heat-type equation where the time derivative is…

We construct a canonical geometric rough path over $d$-dimensional tempered fractional Brownian motion (tfBm) for any Hurst parameter $H > 1/4$ and tempering parameter $\lambda > 0$. The main challenge stems from the non-homogeneous nature…

A solution of the heat equation with a distribution-valued potential is constructed by regularization. When the potential is the generalized derivative of a H\"{o}lder continuous function, regularity of the resulting solution is in line…

We consider viscosity solutions of Hamilton-Jacobi equations with oscillatory spatial dependence and rough time dependence. The time dependence is in the form of the derivative of a continuous path that converges to a possibly…

First, we revisit functional It\^o/path-dependent calculus started by B. Dupire, R. Cont and D.-A. Fourni\'e, using the formulation of calculus via regularization. Relations with the corresponding Banach space valued calculus introduced by…

We revisit the classical problem of granular hopping conduction's temperature dependence, and offer a straightforward and simple explanation on a phenomenon that was widely observed over diverse material systems, but which has remained a…

Thermodynamics is independent of a description at a microscopic level consequently statistical thermodynamics must produce results independent of the coordinate system used to describe the particles and their interactions. In the path…

The governing equations of Brownian rigid bodies that both translate and rotate are of interest in fields such as self-assembly of proteins, anisotropic colloids, dielectric theory, and liquid crystals. In this paper, the partial…

There is a current interest in quantum thermodynamics in the context of open quantum systems. An important issue is the consistency of quantum thermodynamics, in particular the second law of thermodynamics, i.e., the flow of heat from a hot…

We derive the classical transport equation, in scalar field theory with a V(phi) interaction, from the equation of motion for the quantum field. We obtain a very simple, but iterative, expression for the effective action which generates all…

We obtain the exact analytical traveling wave solutions of the Kolmogorov-Petrovskii-Piskunov equation with the reaction term belonging to the class of functions, which includes that of the (generalized) Fisher equation, for the particular…