Related papers: Mean value formulas for Ornstein-Uhlenbeck and Her…
In this paper, we present a numerical solution to an ordinary differential equation of a fractional order in one-dimensional space. The solution to this equation can describe a steady state of the process of anomalous diffusion. The process…
We consider the inverse problem of determining initial data in general Ornstein-Uhlenbeck equations on the Euclidean space from partial measurement localized on the so-called thick sets. Using the logarithmic convexity technique and recent…
The use of an Ornstein-Uhlenbeck (OU) process is ubiquitous in business, economics and finance to capture various price processes and evolution of economic indicators exhibiting mean-reverting properties. When structural changes happen,…
As a generalization to the heat semigroup on the Heisenberg group, the diffusion semigroup generated by the subelliptic operator $L:=\ff 1 2 \sum_{i=1}^m X_i^2$ on $\R^{m+d}:= \R^m\times\R^d$ is investigated, where $$X_i(x,y)= \sum_{k=1}^m…
We prove an invariant Harnack's inequality for operators in non-divergence form structured on Heisenberg vector fields when the coefficient matrix is uniformly positive definite, continuous, and symplectic. The method consists in…
In this paper, we use the maximum principle to get the gradient estimate for the solutions of the prescribed mean curvature equation with Neumann boundary value problem, which gives a positive answer for the question raised by Lieberman…
Let $Z$ be a $H$-valued Ornstein--Uhlenbeck process, $b\colon[0,1]\times H \rightarrow H$ and $h\colon[0,1] \rightarrow H$ be a bounded, Borel measurable functions with $\|b\|_\infty \leq 1$ then $\mathbb E \exp \alpha \left|…
The energy eigenvalues of a Dirac particle for the hyperbolic-type potential field have been computed approximately. It is obtained a transcendental function of energy, $\mathcal{F}(E)$, by writing in terms of confluent Heun functions. The…
In this paper, some initial-boundary-value problems for the time-fractional diffusion equation are first considered in open bounded n-dimensional domains. In particular, the maximum principle well-known for the PDEs of elliptic and…
This paper is concerned with the blow-up property of solutions to an initial boundary value problem for a reaction diffusion equation with special diffusion processes. It is shown, under certain conditions on the initial data, that the…
In the first part of this paper, we get new Li-Yau type gradient estimates for positive solutions of heat equation on Riemmannian manifolds with $Ricci(M)\ge -k$, $k\in \mathbb R$. As applications, several parabolic Harnack inequalities are…
The master equation describing non-equilibrium one-dimensional problems like diffusion limited reactions can be written as a euclideen Schr\"odinger equation in which the wave function is the probability distribution and the Hamiltonian is…
General non-degenerate p-adic operators of ultrametric diffusion are introduced. Bases of eigenvectors for the introduced operators are constructed and the corresponding eigenvalues are computed. Properties of the corresponding dynamics…
Some equivalent gradient and Harnack inequalities of a diffusion semigroup are presented for the curvature-dimension condition of the associated generator. As applications, the first eigenvalue, the log-Harnack inequality, the heat kernel…
Stochastic differential equations such as the Ornstein-Uhlenbeck process have long been used to model realworld probablistic events such as stock prices and temperature fluctuations. While statistical methods such as Maximum Likelihood…
According to Wick's theorem, the second order self-energy corrections of hadrons in the hot and dense nuclear matter are calculated. Furthermore, the Feynman rules are summarized, and an effective formulation on quantum hadrodynamics at…
We study the validity of the comparison and maximum principles, and their relation with principal eigenvalues, for a class of degenerate nonlinear operators that are extremal among operators with one dimensional fractional diffusion.
We provide a theory to establish the existence of nonzero solutions of perturbed Hammerstein integral equations with deviated arguments, being our main ingredient the theory of fixed point index. Our approach is fairly general and covers a…
In this paper hyperbolic partial differential equations with random coefficients are discussed. Such random partial differential equations appear for instance in traffic flow problems as well as in many physical processes in random media.…
Some weighted inequalities for the maximal operator with respect to the discrete diffusion semigroups associated with exceptional Jacobi and Dunkl-Jacobi polynomials are given. This setup allows to extend the corresponding results obtained…