Related papers: Nonstandard Methods for Solving the Heat Equation
We construct a nonstandard martingale from a discrete Markov chain. This is shown to be useful for solving the heat equation with a non smooth initial condition. We show that the nonstandard solution to the heat equation with a smooth…
In this paper, we establish a version of the Feynman-Kac formula for multidimensional stochastic heat equation driven by a general semimartingale. This Feynman-Kac formula is then applied to study some nonlinear stochastic heat equations…
We use the nonstandard Fourier transform method, along with an established nonstandard approach to ODE's, to find a solution to the heat equation, on $(0,\infty)\times\mathcal{R}$, with a given boundary condition $g$ at $t=0$. We use this…
This work obtains a fixed-point equation for the solution of linear parabolic partial differential problems based on solutions to heat problems. This is a pointwise equality, so we have required non-standard techniques that involve the…
This article deals with a Markov process related to the fundamental solution of a heat equation on the direct product ring Q_S, where Q_S is a finite direct product of p-adic fields. The techniques developed here are different from the well…
The variational heat equation is a nonlinear, parabolic equation not in divergence form that arises as a model for the dynamics of the director field in a nematic liquid crystal. We present a finite difference scheme for a transformed,…
Calorimetry for equilibrium systems aims to determine the available microscopic occupation and distribution of energy levels by measuring thermal response. Nonequilibrium versions are expected to add information on the dynamical…
We establish a version of the Feynman-Kac formula for the multidimensional stochastic heat equation with a multiplicative fractional Brownian sheet. We use the techniques of Malliavin calculus to prove that the process defined by the…
In this paper we obtain a Feynman-Kac formula for the solution of a fractional stochastic heat equation driven by fractional noise. One of the main difficulties is to show the exponential integrability of some singular nonlinear functionals…
The Markov length was recently proposed as an information-theoretic diagnostic for quantum mixed-state phase transitions [Sang & Hsieh, Phys. Rev. Lett. 134, 070403 (2025)]. Here, we show that the Markov length diverges even under classical…
In this paper we consider the overdetermined Cauchy problem for the heat equation. We prove that if the problem has a nontrivial nonnegative solution with a certain sequence of similar level sets, then the solution must be radially…
This paper is devoted to the study of a nonlinear heat equation associated with Dirichlet-Robin conditions. At first, we use the Faedo -- Galerkin and the compactness method to prove existence and uniqueness results. Next, we consider the…
This paper establishes a Feynman-Kac formula to represent the solution to general time inhomogeneous stochastic parabolic partial differential equations driven by multiplicative fractional Gaussian noises in bounded domain where L_t is a…
We discuss Hilbert space-valued stochastic differential equations associated with the heat semi-groups of the standard model of non-relativistic quantum electrodynamics and of corresponding fiber Hamiltonians for translation invariant…
The classical Feynman-Kac formula states the connection between linear parabolic partial differential equations (PDEs), like the heat equation, and expectation of stochastic processes driven by Brownian motion. It gives then a method for…
We introduce a new family of numerical algorithms for approximating solutions of general high-dimensional semilinear parabolic partial differential equations at single space-time points. The algorithm is obtained through a delicate…
In this paper, when a given symmetric Markov process X satisfies the stability of global heat kernel two-sided (upper) estimates by Markov perturbations, we give a necessary and sufficient condition on the stability of global two-sided…
This article extends the work on stochastic constrained heat equation in \cite{brzezniak2020global}. We will show the existence of Martingale solutions to the stochastic-constrained heat equations. The proof is based on compactness,…
We study the existence and uniqueness of source-type solutions to the Cauchy problem for the heat equation with fast convection under certain tail control assumptions. We allow the solutions to change sign, but we will in fact show that…
In this paper, a new nonlinear heat equation is studied that arises as a model of the collective behavior of automated vehicles. The properties of the solutions of this equation are studied by introducing the appropriate notion of a weak…