Related papers: Density estimates and short-time asymptotics for a…
In this paper we consider non-local (in time) heat equations on time-increasing parabolic sets whose boundary is determined by a suitable curve. We provide a notion of solution for these equations and we study well-posedness under Dirichlet…
We consider the stochastic differential equation on $\mathbb{R}^d$ given by $$ \, \mathrm{d}X_t = b(t,X_t) \, \mathrm{d}t + \, \mathrm{d} B_t, $$ where $B$ is a Brownian motion and $b$ is considered to be a distribution of regularity $ >…
We analyze quantal Brownian motion in $d$ dimensions using the unified model for diffusion localization and dissipation, and Feynman-Vernon formalism. At high temperatures the propagator possess a Markovian property and we can write down an…
Fractional Brownian motion, a Gaussian non-Markovian self-similar process with stationary long-correlated increments, has been identified to give rise to the anomalous diffusion behavior in a great variety of physical systems. The…
Diffusive transport in many complex systems features a crossover between anomalous diffusion at short times and normal diffusion at long times. This behavior can be mathematically modeled by cutting off (tempering) beyond a mesoscopic…
We study the transition probabilities of a two-point measurement on a quantum system, initially prepared in a thermal state. We find two independent constraints on the difference between transition probabilities when the system is prepared…
We propose boundary conditions for the diffusion equation that maintain the initial mean and the total mass of a discrete data sample in the density estimation process. A complete study of this framework with numerical experiments using the…
We study the large-time behavior of the continuous-time heat kernel and of solutions to the heat equation on homogeneous trees. First, we derive sharp asymptotic formulas for the heat kernel as $t\to\infty$. Second, using them, we show that…
The formulation of gauge theories on compact Riemannian manifolds with boundary leads to partial differential operators with Gilkey--Smith boundary conditions, whose peculiar property is the occurrence of both normal and tangential…
An inductive procedure is developed to calculate the asymptotic behavior at time zero of a diffusion with polynomial drift and degenerate, additive noise. The procedure gives rise to two different rescalings of the process; namely, a…
The long-time/large-scale, small-friction asymptotic for the one dimensional Langevin equation with a periodic potential is studied in this paper. It is shown that the Freidlin-Wentzell and central limit theorem (homogenization) limits…
Understanding ballistic phonon transport effects in transient thermoreflectance experiments and explaining the observed deviations from classical theory remains a challenge. Diffusion equations are simple and computationally efficient but…
In this paper, we discuss estimates of transition densities of subordinate Brownian motions in open subsets of Euclidean space. When $D$ is a $C^{1,1}$ domain, we establish sharp two-sided estimates for the transition densities of a large…
In order to perform quantum Hamiltonian dynamics minimizing localization effects, we introduce a quasi-one dimensional tight-binding model whose mean free path is smaller than the size of the sample. This one, in turn, is smaller than the…
Although an intimate relation between entropy and diffusion has been advocated for many years and even seems to have been verified in theory and experiments, a quantitatively reliable study, and any derivation of an algebraic relation…
We investigate densities of vaguely continuous convolution semigroups of probability measures on $\mathbb{R}^d$. We expose that many typical conditions on the characteristic exponent repeatedly used in the literature of the subject are…
The governing equations of Brownian rigid bodies that both translate and rotate are of interest in fields such as self-assembly of proteins, anisotropic colloids, dielectric theory, and liquid crystals. In this paper, the partial…
We consider a class of Cahn-Hilliard equation with kinetic rate dependent dynamic boundary conditions that describe possible short-range interactions between the binary mixture and the solid boundary. In the presence of surface diffusion on…
The existence of global weak solutions to a parabolic energy-transport system in a bounded domain with no-flux boundary conditions is proved. The model can be derived in the diffusion limit from a kinetic equation with a linear collision…
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…