Related papers: Nonstandard Methods for Solving the Heat Equation
We derive a matrix version of Li \& Yau--type estimates for positive solutions of semilinear heat equations on Riemannian manifolds with nonnegative sectional curvatures and parallel Ricci tensor, similarly to what R.~Hamilton did…
In this article we consider a mathematical model of an initial stage of closure electrical contact that involves a metallic vaporization after instantaneous exploding of contact due to arc ignition with power $P_0$ on fixed face $z=0$ and…
Starting from a master equation in a quantum Hamilton form we study analytically a nonequilibrium system which is coupled locally to two heat bathes at different temperatures. Based on a lattice gas description an evolution equation for the…
In this paper we consider two different Stefan problems for a semi-infinite material for the non classical heat equation with a source which depends on the heat flux at the fixed face x = 0. One of them (with constant temperature on x = 0)…
We present a class of new explicit and stable numerical algorithms to solve the spatially discretized linear heat or diffusion equation. After discretizing the space and the time variables like conventional finite difference methods, we do…
This paper is concerned with finite blow-up solutions of the heat equation with nonlinear boundary conditions. It is known that a rate of blow-up solutions is the same as the self-similar rate for a Sobolev subcritical case. A goal of this…
Our goal in this paper is to solve the 1-D heat equation by an hybrid deterministic-stochastic iterative procedure . The deterministic side consists in discretizing the equation by the Crank-Nicolson method and the stochastic side consists…
We study the diffusion (or heat) equation on a finite 1-dimensional spatial domain, but we replace one of the boundary conditions with a "nonlocal condition", through which we specify a weighted average of the solution over the spatial…
In this paper we are concerned with the matrix Li-Yau-Hamilton estimates for nonlinear heat equations. Firstly, we derive such estimate on a K\"{a}hler manifold with a fixed K\"{a}hler metric. Then we consider the estimate on K\"{a}hler…
We consider an ordinary differential equation with a unique hyperbolic attractor at the origin, to which we add a small random perturbation. It is known that under general conditions, the solution of this stochastic differential equation…
In this paper, we present first-order accurate numerical methods for solution of the heat equation with uncertain temperature-dependent thermal conductivity. Each algorithm yields a shared coefficient matrix for the ensemble set improving…
We study the existence of global-in-time solutions for a nonlinear heat equation with nonlocal diffusion, power nonlinearity and suitably small data (either compared pointwisely to the singular solution or in the norm of a critical Morrey…
The thermal response of nonequilibrium systems requires the knowledge of concepts that go beyond entropy production. This is showed for systems obeying overdamped Langevin dynamics, either in steady states or going through a relaxation…
We establish both the existence and uniqueness of non-negative global solutions for the nonlinear heat equation $u_t-\Delta u=|x|^{-\gamma}\,u^q$, $0<q<1$, $\gamma>0$ in the whole space $\mathbb{R}^N$, and for non-negative initial data…
We use the abstract method of (local) martingale problems in order to give criteria for convergence of stochastic processes. Extending previous notions, the formulation we use is neither restricted to Markov processes (or semimartingales),…
In this expository work we discuss the asymptotic behaviour of the solutions of the classical heat equation posed in the whole Euclidean space. After an introductory review of the main facts on the existence and properties of solutions, we…
In this paper a variant of nonlinear exponential Euler scheme is proposed for solving nonlinear heat conduction problems. The method is based on nonlinear iterations where at each iteration a linear initial-value problem has to be solved.…
In this paper, we study the Cauchy problem for a heat equation governed by a mixed local--nonlocal diffusion operator with spatially irregular coefficients. We first establish classical well-posedness in an energy framework for bounded,…
In the first part of this paper, we give a useful criterion for uniform integrability of exponential martingales in the context of Markov processes. The condition of this criterion is easy to verify and is, in general, much weaker than the…
In this paper, a Feynman-Kac formula is established for stochastic partial differential equation driven by Gaussian noise which is, with respect to time, a fractional Brownian motion with Hurst parameter $H<1/2$. To establish such a…