Related papers: A Feynman-Kac Type Theorem for ODEs: Solutions of …
In Clearing Up Mysteries -- The Original Goal (Maximum Entropy and Bayesian Methods: Cambridge, England, 1988 Springer, pp. 1-27) Jaynes derived Fick's Law for a dilute binary solution from Bayes' Theorem by considering, probabilistically,…
The Feynman-Kac formulae (FKF) express local solutions of partial differential equations (PDEs) as expectations with respect to some complementary stochastic differential equation (SDE). Repeatedly sampling paths from the complementary SDE…
We apply convergence results for discrete Markov chains, to prove the existence of an equilibrium limit in the nonstandard heat equation. We construct a nonstandard backward martingale from a nonstandard solution, and show, using the…
In this paper we develop a systematic reduction procedure for determining intermediate integrals of second order hyperbolic equations so that exact solutions of the second order PDEs under interest can be obtained by solving first order…
The mean curvature flow describes the evolution of a surface (a curve) with normal velocity proportional to the local mean curvature. It has many applications in mathematics, science and engineering. In this paper, we develop a numerical…
This note presents a method based on Feynman-Kac semigroups for logarithmic Sobolev inequalities. It follows the recent work of Bonnefont and Joulin on intertwining relations for diffusion operators, formerly used for spectral gap…
We show that the Nernst-Planck-Euler system, which models ionic electrodiffusion in fluids, has global strong solutions for arbitrarily large data in the two dimensional bounded domains. The assumption on species is either there are two…
There is no general existence theorem for solutions for nonlinear difference equations, so we must prove the existence of solutions in accordance with models one by one. In our work, we found theorems for the existence of analytic solutions…
The interpretation of numerical methods, such as finite difference methods for differential equations, as point estimators suggests that formal uncertainty quantification can also be performed in this context. Competing statistical…
The notion of viscosity solutions of scalar fully nonlinear partial differential equations of second order provides a framework in which startling comparison and uniqueness theorems, existence theorems, and theorems about continuous…
A Maillet-Malgrange type theorem is proved for a Dulac series (in the general case, with complex exponents), which formally satisfies an analytical ordinary differential equation (ODE). This theorem allows to estimate the growth of the…
In this article we show that three dimensional vector advection equation is self dual in certain sense defined below. As a consequence, we infer classical result of Serrin of existence of strong solution of Navier-Stokes equation. Also we…
We discuss a progress in calculation of Feynman integrals which has been done with help of the differential equation method and demonstrate the results for a class of two-point two-loop diagrams.
While score-based generative models are the model of choice across diverse domains, there are limited tools available for controlling inference-time behavior in a principled manner, e.g. for composing multiple pretrained models. Existing…
We study Cauchy problem of a class of viscous Camassa-Holm equations (or Lagrangian averaged Navier-Stokes equations) with fractional diffusion in both smooth bounded domains and in the whole space in two and three dimensions. Order of the…
We focus here on a class of fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. We design a novel second-order fully discrete mixed finite element method to…
We show that the tail distribution $U$ of the explosion time for a multidimensional diffusion (and more generally, a suitable function $\mathscr{U}$ of the Feynman-Kac type involving the explosion time) is a viscosity solution of an…
Jeffery's equation with diffusion is widely used to predict the motion of concentrated fiber suspensions in flows with low Reynold's numbers. Unfortunately, the evaluation of the fiber orientation distribution can require excessive…
This paper detailedly discusses the locally one-dimensional numerical methods for efficiently solving the three-dimensional fractional partial differential equations, including fractional advection diffusion equation and Riesz fractional…
A class of second order approximations, called the weighted and shifted Gr\"{u}nwald difference operators, are proposed for Riemann-Liouville fractional derivatives, with their effective applications to numerically solving space fractional…