Related papers: Green's Functions with Oblique Neumann Boundary Co…
We consider an outward degenerate drifted Brownian motion in the quarter plane with oblique reflections on the boundaries. In this article, we explicitly compute the Laplace transforms of the Green's functions associated with the process.…
We consider a transient Brownian motion reflected obliquely in a two-dimensional wedge. A precise asymptotic expansion of Green's functions is found in all directions. To this end, we first determine a kernel functional equation connecting…
In this paper, new representations of the Green's function for an acoustic d-dimensional half-space problem with impedance boundary conditions are presented. The main features of the new representation are: a) in addition to additive terms…
The stationary reflected Brownian motion in a three-quarter plane has been rarely analyzed in the probabilistic literature, in comparison with the quarter plane analogue model. In this context, our main result is to prove that the…
We construct obliquely reflected Brownian motions in all bounded simply connected planar domains, including non-smooth domains, with general reflection vector fields on the boundary. Conformal mappings and excursion theory are our main…
We consider a two-dimensional diffusion process in a two-layered plane, governed by distinct covariance matrices in the upper and lower half-planes and by two drift vectors pointed away from the $x$-axis. We first analyze the case where the…
A free non-relativistic particle moving in two dimensions on a half-plane can be described by self-adjoint Hamiltonians characterized by boundary conditions imposed on the systems. The most general boundary condition is parameterized in…
It has been known for some time that the Green's function of a planar domain can be defined in terms of the exit time of Brownian motion, and this definition has been extended to stopping times more general than exit times. In this paper,…
We investigate a first boundary value problem for a second-order partial differential equation involving the Prabhakar fractional derivative in time. Using structural properties of the Prabhakar kernel and generalized Mittag-Leffler…
We study a space-time Brownian motion with drift B(t)=(t_0+t,y_0+W(t)+t) killed at the moving boundary of the cone {(t,x):0<x<t}. This article determines the parabolic Martin boundary and all harmonic functions associated with this process.…
This article is devoted to deduce the expression of the Green's function related to a general constant coefficients fractional difference equation coupled to Dirichlet conditions. In this case, due to the points where some of the fractional…
Green's functions for Neumann boundary conditions have been considered in Math Physics and Electromagnetism textbooks, but special constraints and other properties required for Neumann boundary conditions have generally not been noticed or…
In this paper we study the moment generating function and the moments of occupation time functionals of one-dimensional diffusions. Assuming, specifically, that the process lives on $\mathbb{R}$ and starts at~0, we apply Kac's moment…
We consider the problem of strong existence and uniqueness of a Brownian motion forced to stay in the quadrant by an electrostatic repulsion from the sides that works obliquely. The results are reminiscent of the study of a Brownian motion…
In this paper we study the time dependent Schr\"odinger equation with all possible self-adjoint singular interactions located at the origin, which include the $\delta$ and $\delta'$-potentials as well as boundary conditions of Dirichlet,…
A general formula for the orbital magnetic moment of interacting electrons in solids is derived using the many-electron Green function method. The formula factorizes into two parts, a part that contains the information about the…
The pointwise space-time behavior of the Green's function of the three-dimensional relativistic Boltzmann equation is studied in this paper. It is shown that the Green's function has a decomposition of the macroscopic diffusive waves and…
We show that the Green's function of a two dimensional fermion with a modified dispersion relation and short distance parameter $a$ is given by the Lerch zeta function. The Green's function is defined on a cylinder of radius R and we show…
In this paper it is shown how the generating functional for Green's functions in relativistic quantum field theory and in thermal field theory can be evaluated in terms of a standard quantum mechanical path integral. With this calculational…
We study the one-dimensional Schr\"odinger equation and derive exact expressions for the Green function in terms of reflection coefficients which are defined for semi-infinite intervals. We also discuss the relation between our results and…