Related papers: First exit and Dirichlet problem for the nonisotro…
Let $S=(S_n)$ be an oscillatory random walk on the integer lattice $\mathbb{Z}$ with i.i.d. increments. Let $V_{{\rm d}}(x)$ be the renewal function of the strictly descending ladder height process for $S$. We obtain several sufficient…
With nontrivial entropy production, first passage process is one of the most common nonequilibrium process in stochastic thermodynamics. Using one dimensional birth and death precess as a model framework, approximated expressions of mean…
The spectral heat content of a domain $\Omega\subset\mathbb{R}^d$ corresponding to a $d$-dimensional stochastic process $X=(X_t)_{t\ge 0}$ is defined as \[Q^{X}_\Omega(t)=\int_{\mathbb{R}^d} \mathbb{P}_x(\tau^X_\Omega>t)dx,\] where…
Recent studies have explored finite-time dissipation-minimizing protocols for stochastic thermodynamic systems driven arbitrarily far from equilibrium, when granted full external control to drive the system. However, in both simulation and…
In this paper, we use probabilistic approach to prove that there exists a unique weak solution to the Dirichlet boundary value problem for second order elliptic equations whose coefficients are signed measures, and we will give a…
We analyze the scaling limits (hydrodynamic limit/propagation of local equilibrium) of two particle systems in the discrete one-dimensional segment where the left boundary is in contact with a reservoir, which may stow any (finite) number…
We obtain exact results for the recently discovered finite-time thermodynamic uncertainty relation in a stochastically driven system with non-Gaussian work statistics, both in the steady state and transient regimes, by obtaining exact…
The main aim of this paper is to provide a new feedback law for the heat equations in a bounded domain $\Omega $ with Dirichlet boundary condition. Two constraints will be compulsory: First, The controls are active in a subdomain of $\Omega…
The Dirichlet problem is considered both for degenerate and singular inhomogeneous quasilinear parabolic equations. We prove the existence of a solution $u$ such that $u_t$ belongs to $L_{\infty}$. The $L_{\infty}$ estimate of $u_t$ is…
In this paper, our main goal is to study the evolution problem associated with the Laplacian operator with Dirichlet boundary conditions on a regular tree. To this end, we place special emphasis on the associated first eigenvalue problem,…
In this paper, we show the incompressible and vanishing vertical viscosity limits for the strong solutions to the isentropic compressible Navier-Stokes system with anistropic dissipation, in a domain with Dirichlet boundary conditions in…
We study the first moment of primitive quadratic Dirichlet $L$-functions. Assuming the Riemann hypothesis and the generalized Lindel\"of hypothesis, we obtain an asymptotic formula at the central point with error $O(X^{1/4+\epsilon})$, and…
We present a numerical approximation method for linear diffusion-reaction problems with possibly discontinuous Dirichlet boundary conditions. The solution of such problems can be represented as a linear combination of explicitly known…
In this paper we present a comprehensive analysis of the solution of the classical problem of finding the distribution density of a random variable - the first passage time to a given domain by the trajectory of a $p$-adic Markov stochastic…
We address the propagation into an unstable state of a localised disturbance in a forward-backward diffusion pseudo-parabolic equation. Three asymptotic regimes are distinguished as t tends to infinity, the first being a regime ahead of the…
We prove Feynman-Kac formulas for solutions to elliptic and parabolic boundary value and obstacle problems associated with a general Markov diffusion process. Our diffusion model covers several popular stochastic volatility models, such as…
We study the Dirichlet boundary value problem for viscoelastic diffusion in polymers. We show that its weak solutions generate a dissipative semiflow. We construct the minimal trajectory attractor and the global attractor for this problem.
We consider a run-and-tumble particle on a finite interval $[a,b]$ with two absorbing end points. The particle has an internal velocity state that switches between three values $v,0,-v$ at exponential times, thus incorporating positive…
Persistence, defined as the probability that a fluctuating signal has not reached a threshold up to a given observation time, plays a crucial role in the theory of random processes. It quantifies the kinetics of processes as varied as phase…
We consider the Dirichlet problem u_t &= \Delta u + f(x, u, \nabla u)+ h(x, t),& \qquad &(x, t) \in \Omega \times (0, \infty), u &= 0, & \qquad &(x, t) \in \partial\Omega \times (0, \infty), on a bounded domain $\Omega \subset…