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Gaussian processes (GPs) offer a principled probabilistic model over functions, but exact inference is restricted to the linear-Gaussian regime. We establish an explicit equivalence between GPs and a class of linear diffusion models,…

We contemplate the pair of the purely imaginary delta-function potentials on a finite interval with Dirichlet boundary conditions. The two parameter model exhibits nicely the expected quantitative features of the unavoided level crossing…

Quantum Physics · Physics 2007-05-23 Vit Jakubsky , Miloslav Znojil

For the two versions of the KdV equation on the positive half-line an initial-boundary value problem is well posed if one prescribes an initial condition plus either one boundary condition if $q_{t}$ and $q_{xxx}$ have the same sign (KdVI)…

Exactly Solvable and Integrable Systems · Physics 2009-11-11 P. A. Treharne , A. S. Fokas

The effect of boundaries on the bulk properties of quantum many-body systems is an intriguing subject of study. One can define a boundary effect function, which quantifies the change in the ground state as a function of the distance from…

Quantum Physics · Physics 2024-06-19 Jinhyeok Ryu , Jaeyoon Cho

We study a Hessian-dependent functional driven by a fully nonlinear operator. The associated Euler-Lagrange equation is a fully nonlinear mean-field game with free boundaries. Our findings include the existence of solutions to the…

Analysis of PDEs · Mathematics 2023-12-29 Julio C. Correa , Edgard A. Pimentel

Let $X$ be a compact Riemannian manifold with conic singularities, i.e. a Riemannian manifold whose metric has a conic degeneracy at the boundary. Let $\Delta$ be the Friedrichs extension of the Laplace-Beltrami operator on $X.$ There are…

Analysis of PDEs · Mathematics 2007-05-23 Jared Wunsch

Let $A$ be a sufficiently dense subset of a finite field $\mathbb F_q$ or a finite, cyclic ring $\mathbb Z/ N\mathbb Z$. Assuming that $q$ and $N$ have no small prime divisors, we show that generalised Fermat equations have the expected…

Number Theory · Mathematics 2026-01-05 Sam Chow , Zi Li Lim , Akshat Mudgal

In this paper, we mainly introduce a general method to study the existence and uniqueness of solution of free boundary problems with partially degenerate diffusion.

Analysis of PDEs · Mathematics 2019-11-21 Siyu Liu , Mingxin Wang

In this note, a general formula is proved. It expresses the integral on the line of the product of a function $f$ and a periodic function $g$ in terms of the Fourier transform of $f$ and the Fourier coefficients of $g$. This allows the…

Classical Analysis and ODEs · Mathematics 2017-01-09 Omran Kouba

The Wakimoto-type free-field approach is applied to the boundary integer-level simple $\widehat{g}(k)$ Wess-Zumino-Witten (WZW) models, with a renewed motivation. With the introduction of the Lauricella hypergeometric functions…

High Energy Physics - Theory · Physics 2025-12-15 Xun Liu

We consider the generation of samples of a mean-zero Gaussian random field with Mat\'ern covariance function. Every sample requires the solution of a differential equation with Gaussian white noise forcing, formulated on a bounded…

Numerical Analysis · Mathematics 2018-09-21 Ustim Khristenko , Laura Scarabosio , Piotr Swierczynski , Elisabeth Ullmann , Barbara Wohlmuth

In the context of the bulk-boundary correspondence we study the correlation functions arising on a boundary for different types of boundary conditions. The most general condition is the mixed one interpolating between the Neumann and…

High Energy Physics - Theory · Physics 2009-10-31 Sergey N. Solodukhin

The Oxygen Depletion problem is an implicit free boundary value problem. The dynamics allow topological changes in the free boundary. We show several mathematical formulations of this model from the literature and give a new formulation…

Analysis of PDEs · Mathematics 2022-05-24 Xinyu Cheng , Zhaohui Fu , Brian Wetton

An elliptic partial differential equation Lu=f with a zero Dirichlet boundary condition is converted to an equivalent elliptic equation on the unit ball. A spectral Galerkin method is applied to the reformulated problem, using multivariate…

Numerical Analysis · Mathematics 2011-06-20 Kendall Atkinson , David Chien , Olaf Hansen

We prove a general theorem on cutoffs for symmetric simple exclusion processes on graphs with open boundaries, under the natural assumption that the graphs converge geometrically and spectrally to a compact metric measure space with…

Probability · Mathematics 2020-12-24 Joe P. Chen , Milton Jara , Rodrigo Marinho

In this paper, we are interested in numerical solution of some linear boundary value problems with Dirichlet boundary part, by the means of simulation of random walks. We use a probabilistic interpretation of solution $u$, assuming that the…

Probability · Mathematics 2013-04-17 Jean-Paul Morillon

We study convergence rates of the generalized conditional gradient (GCG) method applied to fully discretized Mean Field Games (MFG) systems. While explicit convergence rates of the GCG method have been established at the continuous PDE…

Numerical Analysis · Mathematics 2026-02-13 Haruka Nakamura , Norikazu Saito

In this PhD thesis we introduce a generalized fractional calculus of variations. We consider variational problems containing generalized fractional integrals and derivatives, and study them using standard (indirect) and direct methods. In…

Optimization and Control · Mathematics 2014-03-19 Tatiana Odzijewicz

We provide an analysis of the least gradient problem in the case when the boundary datum is only imposed on a part of the boundary. First, we give a characterisation of solutions in a general setting using convex duality theory. Then, we…

Analysis of PDEs · Mathematics 2020-09-10 Wojciech Górny

For the fully nonlinear Alt-Phillips problem with parameter $\gamma\in(1,2)$, we show that the free boundary intersects the fixed boundary tangentially where the Dirichlet data vanish. For this range of $\gamma$, this result is new even…

Analysis of PDEs · Mathematics 2025-09-03 Yamin Wang , Hui Yu