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In this paper, we develop a Multilayer (ML) method for solving one-factor parabolic equations. Our approach provides a powerful alternative to the well-known finite difference and Monte Carlo methods. We discuss various advantages of this…

Computational Finance · Quantitative Finance 2021-02-17 A. Itkin , A. Lipton , D. Muravey

In this work, a thermal energy transfer problem in a one-dimensional multilayer body is theoretically analyzed, considering diffusion, advection, internal heat generation or loss linearly dependent on temperature in each layer, as well as…

Fluid Dynamics · Physics 2025-01-16 Guillermo Federico Umbricht , Domingo Alberto Tarzia , Diana Rubio

Multilayer diffusion problems have found significant important that they arise in many medical, environmental and industrial applications of heat and mass transfer. In this article, we study the solvability of one-dimensional nonhomogeneous…

Analysis of PDEs · Mathematics 2021-09-15 Mohamed Akel , Hillal M. Elshehabey , Ragaa Ahmed

The work presents integral solutions of the fractional subdiffusion equation by an integral method, as an alternative approach to the solutions employing hypergeometric functions. The integral solution suggests a preliminary defined profile…

Mathematical Physics · Physics 2011-03-09 Jordan Hristov

Finding the eigenvalues of a Sturm-Liouville problem can be a computationally challenging task, especially when a large set of eigenvalues is computed, or just when particularly large eigenvalues are sought. This is a consequence of the…

Numerical Analysis · Mathematics 2009-11-13 Veerle Ledoux , Marnix Van Daele , Guido Vanden Berghe

In the paper we present a functional-discrete method for solving Sturm-Liouville problems with potential including function from L_{1}(0,1) and \delta-function. For both, linear and nonlinear cases the sufficient conditions providing…

Numerical Analysis · Mathematics 2011-12-13 Volodymyr Makarov , Nataliya Rossokhata , Denis Dragunov

Motivated by recent developments on solvable directed polymer models, we define a 'multi-layer' extension of the stochastic heat equation involving non-intersecting Brownian motions.

Probability · Mathematics 2021-03-30 Neil O'Connell , Jon Warren

We take advantage of the Sturm-Liouville eigenvalue problem to analytically study the holographic insulator/superconductor phase transition in the probe limit. The interesting point is that this analytical method can not only estimate the…

High Energy Physics - Theory · Physics 2013-08-26 Huai-Fan Li

In the present paper, motivated by point interaction, we propose a new and explicit approach to inverse Sturm-Liouville eigenvalue problems under Dirichlet boundary. More precisely, when a given Sturm-Liouville eigenvalue problem with the…

Spectral Theory · Mathematics 2024-07-25 Min Zhao , Jiangang Qi , Xiao Chen

In this paper we study the inverse spectral problem of reconstructing energy-dependent Sturm-Liouville equations from two spectra. We give a reconstruction algorithm and establish existence and uniqueness of reconstruction. Our approach…

Spectral Theory · Mathematics 2012-05-22 Nataliya Pronska

In this work, we investigate the one-dimensional heat equation within the framework of Stieltjes calculus. We first consider the equation associated with two fixed derivators and develop a constructive approach to establish the existence of…

Analysis of PDEs · Mathematics 2026-05-19 Clara Senín , F. Adrián F. Tojo

Multidimensional integral transformations with non-separated variables for problems with discontinuous coefficients are constructed in this work. The coefficient discontinuities focused on the of parallel hyperplanes. In this work explicit…

Mathematical Physics · Physics 2013-07-30 O. E. Yaremko

This paper is divided into three parts. The first part focuses on periodic layer heat potentials, demonstrating their smooth dependence on regular perturbations of the support of integration. In the second part, we present an application of…

Analysis of PDEs · Mathematics 2023-11-30 Matteo Dalla Riva , Paolo Luzzini , Riccardo Molinarolo , Paolo Musolino

This paper presents a new approach to the two-interval Sturm-Liouville eigenfunction expansions, based essentially on the method of integral equations. We consider the Sturm-Liouville problem together with two supplementary transmission…

Classical Analysis and ODEs · Mathematics 2013-12-12 K. Aydemir , O. Sh. Mukhtarov

This article presents a theoretical analysis of a one-dimensional heat transfer problem in two layers involving diffusion, advection, internal heat generation or loss linearly dependent on temperature in each layer, and heat generation due…

Fluid Dynamics · Physics 2024-10-28 Guillermo Federico Umbricht , Diana Rubio , Domingo Alberto Tarzia

The fractional Sturm-Liouville eigenvalue problem appears in many situations, e.g., while solving anomalous diffusion equations coming from physical and engineering applications. Therefore to obtain solutions or approximation of solutions…

Numerical Analysis · Mathematics 2016-04-15 Ricardo Almeida , Agnieszka B. Malinowska , M. Luísa Morgado , Tatiana Odzijewicz

We first prove stochastic representation formulae for space-time harmonic mappings defined on manifolds with evolving Riemannian metric. We then apply these formulae to derive Liouville type theorems under appropriate curvature conditions.…

Probability · Mathematics 2014-03-27 Hongxin Guo , Robert Philipowski , Anton Thalmaier

Basic derivative formulas are presented for hypoelliptic heat semigroups and harmonic functions extending earlier work in the elliptic case. Emphasis is placed on developing integration by parts formulas at the level of local martingales.…

Probability · Mathematics 2010-05-02 Marc Arnaudon , Anton Thalmaier

We present a family of integral equation-based solvers for the linear or semilinear heat equation in complicated moving (or stationary) geometries. This approach has significant advantages over more standard finite element or finite…

Numerical Analysis · Mathematics 2022-12-06 Jun Wang , Leslie Greengard , Shidong Jiang , Shravan Veerapaneni

In this paper, we propose a numerical method of computing an integral whose integrand is a slowly decaying oscillatory function. In the proposed method, we consider a complex analytic function in the upper-half complex plane, which is…

Numerical Analysis · Mathematics 2019-09-12 Hidenori Ogata
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