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For homogeneous initial conditions, Hartree (gaussian) dynamical approximations are known to have problems with thermalization, because of insufficient scattering. We attempt to improve on this by writing an arbitrary density matrix as a…

High Energy Physics - Phenomenology · Physics 2009-10-31 M. Salle , J. Smit , J. C. Vink

We present exact formulas for both the expected number and the height distribution of local maxima (peaks) in two distinct categories of smooth, non-centered Gaussian fields: (i) nonstationary Gaussian processes and (ii) stationary planar…

Probability · Mathematics 2024-12-31 Dan Cheng

The paper studies solutions of stochastic partial differential equations with random initial conditions. First, it overviews some of the known results on scaled solutions of such equations and provides several explicit motivating examples.…

Probability · Mathematics 2025-09-30 Maha Mosaad A Alghamdi , Nikolai Leonenko , Andriy Olenko

We consider the stochastic heat equation of the following form \frac{\partial}{\partial t}u_t(x) = (\sL u_t)(x) +b(u_t(x)) + \sigma(u_t(x))\dot{F}_t(x)\quad \text{for}t>0, x\in \R^d, where $\sL$ is the generator of a L\'evy process and…

Probability · Mathematics 2010-03-02 Mohammud Foondun , Davar Khoshnevisan

We study here a heat-type differential equation of order n greater than two, in the case where the time-derivative is supposed to be fractional. The corresponding solution can be described as the transition function of a pseudoprocess…

Probability · Mathematics 2011-03-03 Luisa Beghin

We obtain solutions to conservation laws under any random initial conditions that are described by Gaussian stochastic processes (in some cases discretized). We analyze the generalization of Burgers' equation for a smooth flux function…

Analysis of PDEs · Mathematics 2018-05-14 Carey Caginalp

In this paper, we deal with analysis of the initial-boundary value problems for the semilinear time-fractional diffusion equations, while the case of the linear equations was considered in the first part of the present work. These equations…

Analysis of PDEs · Mathematics 2024-11-11 Yuri Luchko , Masahiro Yamamoto

Reconsidering the variational procedure for uniaxial systems modeled by continuous free energy functionals, we derive new general conditions for thermodynamic extrema. The utility of these conditions is briefly illustrated on the models for…

Statistical Mechanics · Physics 2009-10-30 V. Dananic , A. Bjelis

Proving thermalization from the unitary evolution of a closed quantum system is one of the oldest questions that is still nowadays only partially resolved. Several efforts have led to various formulations of what is called the eigenstate…

Quantum Physics · Physics 2025-07-24 Christian Bertoni , Clara Wassner , Giacomo Guarnieri , Jens Eisert

In arXiv:2305.03945 [math.NA], a first-order optimization algorithm has been introduced to solve time-implicit schemes of reaction-diffusion equations. In this research, we conduct theoretical studies on this first-order algorithm equipped…

Numerical Analysis · Mathematics 2025-04-01 Shu Liu , Xinzhe Zuo , Stanley Osher , Wuchen Li

In this note we consider stochastic heat equation with general additive Gaussian noise. Our aim is to derive some necessary and sufficient conditions on the Gaussian noise in order to solve the corresponding heat equation. We investigate…

Probability · Mathematics 2018-03-22 Yaozhong Hu , Yanghui Liu , Samy Tindel

As Gaussian processes are used to answer increasingly complex questions, analytic solutions become scarcer and scarcer. Monte Carlo methods act as a convenient bridge for connecting intractable mathematical expressions with actionable…

We study a Bayesian approach to recovering the initial condition for the heat equation from noisy observations of the solution at a later time. We consider a class of prior distributions indexed by a parameter quantifying "smoothness" and…

Statistics Theory · Mathematics 2013-03-04 B. T. Knapik , A. W. van der Vaart , J. H. van Zanten

The study of thermal operations allows one to investigate the ultimate possibilities of quantum states and of nanoscale thermal machines. Whilst fairly general, these results typically do not apply to continuous variable systems and do not…

Quantum Physics · Physics 2020-01-22 A. Serafini , M. Lostaglio , S. Longden , U. Shackerley-Bennett , C. -Y. Hsieh , G. Adesso

We consider the Gaussian approximation for functionals of a Poisson process that are expressible as sums of region-stabilizing (determined by the points of the process within some specified regions) score functions and provide a bound on…

Probability · Mathematics 2022-09-20 Chinmoy Bhattacharjee , Ilya Molchanov

We construct the fundamental solution of second order parabolic equations in non-divergence form under the assumption that the coefficients are of Dini mean oscillation in the spatial variables. We also prove that the fundamental solution…

Analysis of PDEs · Mathematics 2023-09-07 Hongjie Dong , Seick Kim , Sungjin Lee

The expected supremum of a Gaussian process indexed by the image of an index set under a function class is bounded in terms of separate properties of the index set and the function class. The bound is relevant to the estimation of nonlinear…

Machine Learning · Computer Science 2014-11-12 Andreas Maurer

We consider a steady-state heat conduction problem in a multidimensional bounded domain Omega for the Poisson equation with constant internal energy g and mixed boundary conditions given by a constant temperature b in the portion Gamma_1 of…

Optimization and Control · Mathematics 2020-04-06 Julieta Bollati , Claudia M. Gariboldi , Domingo A. Tarzia

We consider the generic divergence form second order parabolic equation with coefficients that are regular in the spatial variables and just measurable in time. We show that the spatial derivatives of its fundamental solution admit upper…

Analysis of PDEs · Mathematics 2020-04-20 Marina Kleptsyna , Andrey Piatnitski , Alexandre Popier

We prove new lower bounds for the upper tail probabilities of suprema of Gaussian processes. Unlike many existing bounds, our results are not asymptotic, but supply strong information when one is only a little into the upper tail. We…

Probability · Mathematics 2013-02-25 Adam J. Harper