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In this paper we study pseudo-processes related to odd-order heat-type equations composed with L\'evy stable subordinators. The aim of the article is twofold. We first show that the pseudo-density of the subordinated pseudo-process can be…

Probability · Mathematics 2022-09-19 Manfred Marvin Marchione , Enzo Orsingher

The heat capacity of solids at intermediate-to-high temperatures is of fundamental importance to several fields ranging from geology to material science. It depends on a variety of factors, with anharmonicity and, ultimately, melting…

Materials Science · Physics 2025-08-22 Valmir Ribeiro , Fernando Parisio

We consider the linear stochastic heat and wave equations with generalized Gaussian noise that is white in time and spatially correlated. Under the assumption that the homogeneous spatial correlation $f$ satisfies some mild conditions, we…

Probability · Mathematics 2021-01-26 Jaeyun Yi

Stochastic processes find applications in modelling systems in a variety of disciplines. A large number of stochastic models considered are Markovian in nature. It is often observed that higher order Markov processes can model the data…

Probability · Mathematics 2021-04-13 Suryadeepto Nag

In this paper, we investigate the solutions for a generalized fractional diffusion equation that extends some known diffusion equations by taking a spatial time-dependent diffusion coefficient and an external force into account, which…

Mathematical Physics · Physics 2012-01-12 Long-jin Lv , Jian-Bin Xiao , Lin Zhang

We consider a $d$-dimensional harmonic crystal, $d\ge 1$, and study the Cauchy problem with random initial data. We assume that the random initial function is close to different translation-invariant processes for large values of…

Mathematical Physics · Physics 2018-04-17 T. V. Dudnikova

We prove a number of \textit{a priori} estimates for weak solutions of elliptic equations or systems with vertically independent coefficients in the upper-half space. These estimates are designed towards applications to boundary value…

Classical Analysis and ODEs · Mathematics 2014-06-26 Pascal Auscher , Sebastian Stahlhut

By combining different ideas, a general and efficient protocol to deal with discontinuous phase transitions at low temperatures is proposed. For small $T$'s, it is possible to derive a generic analytic expression for appropriate order…

Statistical Mechanics · Physics 2015-06-03 C. E. Fiore , M. G. E. da Luz

We present N-body simulations for generic non-Gaussian initial conditions with the aim of exploring and modelling the scale-dependent halo bias. This effect is evident at very large scales requiring large simulation boxes. In addition, the…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-27 Christian Wagner , Licia Verde

Predicting the long-lasting quasistationary state for a given initial state is one of central issues in Hamiltonian systems having long-range interaction. A recently proposed method is based on the Vlasov description and uniformly…

Statistical Mechanics · Physics 2015-10-21 Yoshiyuki Y. Yamaguchi , Shun Ogawa

Engineering disciplines often rely on extensive simulations to ensure that structures are designed to withstand harsh conditions while avoiding over-engineering for unlikely scenarios. Assessments such as Serviceability Limit State (SLS)…

Machine Learning · Computer Science 2025-12-19 Vegard Flovik , Sebastian Winter , Christian Agrell

For a stochastic process $(X_t)_{t\geq 0}$ we establish conditions under which the inverse first-passage time problem has a solution for any random variable $\xi >0$. For Markov processes we give additional conditions under which the…

Probability · Mathematics 2023-05-19 Alexander Klump , Mladen Savov

We find the moment generating function (mgf) of the nonequilibrium work for open systems undergoing a thermal process, ie, when the stochastic dynamics maps thermal states into time dependent thermal states. The mgf is given in terms of a…

Statistical Mechanics · Physics 2020-03-18 Domingos S. P. Salazar

Sample path properties of random processes are an interesting and extensively studied topic, especially in the case of Gaussian processes. In this article, we study the continuity properties of hypercontractive fields, providing natural…

Probability · Mathematics 2023-11-02 Patrik Nummi , Lauri Viitasaari

The Guyer-Krumhansl heat equation has numerous important practical applications in both low-temperature and room temperature heat conduction problems. In recent years, it turned out that the Guyer-Krumhansl model can effectively describe…

Analysis of PDEs · Mathematics 2022-07-14 Anderson Ramos , Róbert Kovács , Mirelson Freitas , Almeida Júnior

By means of topological methods, we provide new results on the existence, non-existence, localization and multiplicity of nontrivial solutions for systems of perturbed Hammerstein integral equations. In order to illustrate our theoretical…

Classical Analysis and ODEs · Mathematics 2016-08-30 Filomena Cianciaruso , Gennaro Infante , Paolamaria Pietramala

In this paper, we establish a priori estimates for the positive solutions to a higher-order fractional Laplace equation on a bounded domain by a blowing-up and rescaling argument. To overcome the technical difficulty due to the high-order…

Analysis of PDEs · Mathematics 2023-08-07 Yugao Ouyang , Meiqing Xu , Ran Zhuo

It was shown in Mishura et al. (Stochastic Process. Appl. 123 (2013) 2353-2369), that any random variable can be represented as improper pathwise integral with respect to fractional Brownian motion. In this paper, we extend this result to…

Probability · Mathematics 2016-01-07 Lauri Viitasaari

In this paper, we study the backward problem of determining initial condition for some class of nonlinear parabolic equations in multidimensional domain where data are given under random noise. This problem is ill-posed, i.e., the solution…

Analysis of PDEs · Mathematics 2017-02-08 Mokhtar Kirane , Erkan Nane , Nguyen Huy Tuan

Auscher, McIntosh and Tchamitchian studied the heat kernels of second order elliptic operators in divergence form with complex bounded measurable coefficients on $\mathbb{R}^n$. In particular, in the case when $n=2$ they obtained Gaussian…

Analysis of PDEs · Mathematics 2008-07-22 Seick Kim
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