Related papers: Mean value formulas for Ornstein-Uhlenbeck and Her…
The Ornstein-Zernike equation is a powerful tool in liquid state theory for predicting structural and thermodynamic properties of fluids. Combined with a suitable closure, it has been shown to reproduce e.g. the static structure factor,…
In the context of non-equilibrium statistical physics, the entropy production rate is an important concept to describe how far a specific state of a system is from its equilibrium state. In this paper, we establish a central limit theorem…
We consider expectation values of local operators in (continuum) integrable models in a situation when the mean value is calculated in a single Bethe state with a large number of particles. We develop a form factor expansion for the…
We give sharp asymptotic estimates at infinity of all radial partial derivatives of the heat kernel on H-type groups. As an application, we give a new proof of the discreteness of the spectrum of some natural sub-Riemannian…
In this work we introduce the notion of differential-algebraic ansatz for the heat equation and explicitly construct heat equation and Burgers equation solutions given a solution of a homogeneous non-linear ordinary differential equation of…
We develop a Born-Oppenheimer type formalism for the description of quantum thermal transport along hybrid nanoscale objects. Our formalism is suitable for treating heat transfer in the off-resonant regime, where e.g., the relevant…
The purpose of this article is to establish regularity and pointwise upper bounds for the (relative) fundamental solution of the heat equation associated to the weighted dbar-operator in $L^2(C^n)$ for a certain class of weights. The…
We derive two equivalent definitions of the viscosity solutions to the homogeneous sub-p- Laplace parabolic equations on the Heisenberg group, and characterize the viscosity solutions in terms of an asymptotic mean value formula. Moreover,…
Thermalization process of nuclear matter in central fireball region of heavy-ion collisions is investigated by employing an extension model of Boltzmann-Uehling-Uhlenbeck, namely the Van der Waals Boltzmann-Uehling-Uhlenbeck (VdWBUU) model.…
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 consider boundary value problems of the first and third kind for the diffusionwave equation. By using the method of energy inequalities, we find a priori estimates for the solutions of these boundary value problems.
Ornstein-Uhlenbeck process of bounded variation is introduced as a solution of an analogue of the Langevin equation with an integrated telegraph process replacing a Brownian motion. There is an interval $I$ such that the process starting…
We give operational formulae of Burchnall type involving complex Hermite polynomials. Short proofs of some known formulae are given and new results involving these polynomials, including Nielsen's identities and Runge addition formula, are…
We revisit the Ornstein-Uhlenbeck (OU) process as the fundamental mathematical description of linear irreversible phenomena, with fluctuations, near an equilibrium. By identifying the underlying circulating dynamics in a stationary process…
In this paper, we prove a differential Harnack inequality for positive solutions of time-dependent heat equations with potentials. We also prove a gradient estimate for the positive solution of the time-dependent heat equation.
We prove two forms of uncertainty principle for the Schr\"odinger group generated by the Ornstein-Uhlenbeck operator. As a consequence, we derive a related (in fact, equivalent) result for the imaginary harmonic oscillator.
We present a simple analytical method to solve master equations for finite temperatures and any initial conditions, which consists in the expansion of the density operator into normal modes. These modes and the expansion coefficients are…
Based on the theory of Dunkl operators, this paper presents a general concept of multivariable Hermite polynomials and Hermite functions which are associated with finite reflection groups on $\b R^N$. The definition and properties of these…
Hermite polynomials, which are associated to a Gaussian weight and solve the Laplace equation with a drift term of linear growth, are classical in analysis and well-understood via ODE techniques. Our main contribution is to give explicit…
In this article, we introduce a new methodology to prove global parabolic Harnack inequalities on Riemannian manifolds. We focus on presenting a new proof of the global pointwise Harnack inequality satisfied by positive solutions of the…