Related papers: On the supercritical fractional diffusion equation…

Let $n\ge2$ and $\Omega$ be a bounded non-tangentially accessible domain (for short, NTA domain) of $\mathbb{R}^n$. Assume that $L_D$ is a second-order divergence form elliptic operator having real-valued, bounded, measurable coefficients…

In this paper the authors present a proof of a pointwise radial monotonicity property of heat kernels that is shared by the euclidean spaces, spheres and hyperbolic spaces. The main result deals with monotonicity from special points on…

We obtain Hardy inequality for non-local diffusion operator with singular drift, in the case when the strength of attraction to the origin by the drift takes the critical value.

We prove that under H\"ormander's type conditions on the coefficients of the unobservable component of a partially observable diffusion process the filtering density is infinitely differentiable and can be represented as the integral of an…

This paper intends on obtaining the explicit solution of $n$-dimensional anomalous diffusion equation in the infinite domain with non-zero initial condition and vanishing condition at infinity. It is shown that this equation can be derived…

We construct an explicit solution of the Cauchy initial value problem for certain diffusion-type equations with variable coefficients on the entire real line. The corresponding Green function (heat kernel) is given in terms of elementary…

We use a Harnack-type inequality on exit times and spectral bounds to characterize upper bounds of the heat kernel associated with any regular Dirichlet form without killing part, where the scale function may vary with position. We further…

Let M be a complete Riemannian manifold with a free cocompact Z^k-action. Let k(t,x,y) be the heat kernel on M. We compute the asymptotics of k(t,x,y) in the limit in which t goes to infinity and d(x,y) is comparable to sqrt{t}. We show…

Inverse problems for a diffusion equation containing a generalized fractional derivative are studied. The equation holds in a time interval $(0,T)$ and it is assumed that a state $u$ (solution of diffusion equation) and a source $f$ are…

We apply the Davies method to give a quick proof for upper estimate of the heat kernel for the non-local Dirichlet form on the ultra-metric space. The key observation is that the heat kernel of the truncated Dirichlet form vanishes when two…

In this paper we consider the following SDE with distributional drift $b$: $$ {\rm d} X_t=\sigma(X_t){\rm d} B_t+b(X_t){\rm d} t,\ X_0=x\in{\mathbb R}^d, $$ where $\sigma$ is a bounded continuous and uniformly non-degenerate $d\times…

For given strongly local Dirichlet forms with possibly degenerate symmetric (sub)-elliptic matrix, we show the existence of weak solutions to the stochastic differential equations (associated with the Dirichlet forms) starting from all…

We consider positive solutions for the fractional heat equation with critical exponent \begin{equation*} \begin{cases} u_t = -(-\Delta)^{s}u + u^{\frac{n+2s}{n-2s}}\text{ in } \Omega\times (0, \infty), u = 0\text{ on }…

We study the existence/nonexistence and qualitative properties of the positive solutions to the problem \begin{align*} (-\Delta)^s u -\theta\frac{u}{|x|^{2s}}&=u^p - u^q \quad\text{in }\,\, \mathbb{R}^N,\quad u > 0 \quad\text{in }\,\,…

We study the heat equation on a half-space with a linear dynamical boundary condition. Our main aim is to show that, if the diffusion coefficient tends to infinity, then the solutions converge (in a suitable sense) to solutions of the…

We consider the Schr{\"o}dinger operator H = --$\Delta$ + V (|x|) with radial potential V which may have singularity at 0 and a quadratic decay at infinity. First, we study the structure of positive harmonic functions of H and give their…

We study critical phenomena in the gravitational collapse of a radiation fluid. We perform numerical simulations in both spherical symmetry and axisymmetry, and observe critical scaling in both supercritical evolutions, which lead to the…

We consider a particle living in $\mathbb{R}_+$, whose velocity is a positive recurrent diffusion with heavy-tailed invariant distribution when the particle lives in $(0,\infty)$. When it hits the boundary $x=0$, the particle restarts with…

The aim of this paper is to construct (explicit) heat kernels for some hybrid evolution equations which arise in physics, conformal geometry and subelliptic PDEs. Hybrid means that the relevant partial differential operator appears in the…

We establish fractional Hardy inequality on bounded domains in $\mathbb{R}^{d}$ with inverse of distance function from smooth boundary of codimension $k$, where $k=2, \dots,d$, as weight function. The case $sp=k$ is the critical case, where…