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This second version of the manuscript includes, in the appendices, an erratum that points out an error on the published version and offers alternative results for the Lipschitz stability analysis of the backward heat propagation problem and…

Analysis of PDEs · Mathematics 2023-03-20 Pablo Arratia , Matias Courdurier , Evelyn Cueva , Axel Osses , Benjamin Palacios

We study the numerical approximation of the stochastic heat equation with a distributional reaction term. Under a condition on the Besov regularity of the reaction term, it was proven recently that a strong solution exists and is unique in…

Probability · Mathematics 2024-07-12 Ludovic Goudenège , El Mehdi Haress , Alexandre Richard

We consider the heat equation with Dirichlet boundary conditions on the tubular neighborhood of a closed Riemannian submanifold. We show that, as the tube radius decreases, the semigroup of a suitably rescaled and renormalized generator can…

Analysis of PDEs · Mathematics 2008-10-29 O. Wittich

We consider the inverse problem of determining some class of nonlinear terms appearing in an elliptic equation from boundary measurements. More precisely, we study the stability issue for this class of inverse problems. Under suitable…

Analysis of PDEs · Mathematics 2023-02-01 Yavar Kian

The conformational states of a semiflexible polymer enclosed in a compact domain of typical size $a$ are studied as stochastic realizations of paths defined by the Frenet equations under the assumption that stochastic "curvature" satisfies…

Soft Condensed Matter · Physics 2019-07-17 Pavel Castro-Villarreal , J. E. Ramírez

The presence of fluctuations and non-linear interactions can lead to scale dependence in the parameters appearing in stochastic differential equations. Stochastic dynamics can be formulated in terms of functional integrals. In this paper we…

Statistical Mechanics · Physics 2009-10-31 David Hochberg , Carmen Molina-Paris , Matt Visser

In this article, we develop a martingale approach to localized Bismut-type Hessian formulas for heat semigroups on Riemannian manifolds. Our approach extends the Hessian formulas established by Stroock (1996) and removes in particular the…

Probability · Mathematics 2021-10-12 Qin-Qian Chen , Li-Juan Cheng , Anton Thalmaier

We establish strong Feller property and irreducibility for the transition semigroup associated to a class of nonlinear stochastic partial differential equations with multiplicative degenerate noise. As a by-product, we prove uniqueness of…

Probability · Mathematics 2026-04-01 Luca Scarpa , Margherita Zanella

This paper is concerned with the approximation of the compressible Euler equations supplemented with an arbitrary or tabulated equation of state. The proposed approximation technique is robust, formally second-order accurate in space,…

Numerical Analysis · Mathematics 2023-02-22 Bennett Clayton , Jean-Luc Guermond , Matthias Maier , Bojan Popov , Eric J. Tovar

We study the numerical approximation of the invariant measure of a viscous scalar conservation law, one-dimensional and periodic in the space variable, and stochastically forced with a white-in-time but spatially correlated noise. The flux…

Analysis of PDEs · Mathematics 2021-05-27 Sébastien Boyaval , Sofiane Martel , Julien Reygner

In Lipschitz domains, we study a Darcy-Forchheimer problem coupled with a singular heat equation by a nonlinear forcing term depending on the temperature. By singular we mean that the heat source corresponds to a Dirac measure. We establish…

Numerical Analysis · Mathematics 2023-04-25 Alejandro Allendes , Gilberto Campaña , Enrique Otarola

The stochastic heat equation on the sphere driven by additive L\'evy random field is approximated by a spectral method in space and forward and backward Euler-Maruyama schemes in time, in analogy to the Wiener case. New regularity results…

Probability · Mathematics 2025-07-08 Annika Lang , Andrea Papini , Verena Schwarz

We study the influence of inelastic electron-electron scattering on the temperature variation of the Seebeck coefficient in the normal phase of quasi-one-dimensional organic superconductors. The theory is based on the numerical solution of…

Strongly Correlated Electrons · Physics 2016-12-07 M. Shahbazi , C. Bourbonnais

We consider a class of semilinear stochastic evolution equations driven by an additive cylindrical stable noise.We investigate structural properties of the solutions like Markov, irreducibility, stochastic continuity, Feller and strong…

Analysis of PDEs · Mathematics 2011-10-06 Enrico Priola , Jerzy Zabczyk

We consider Feller semigroups of operators determinated by systems of jumps dominated by the rotation invariant stable L\'evy measure. Using an approximation schema we prove the existence and obtain estimates of corresponding heat kernels.

Probability · Mathematics 2009-09-30 Paweł Sztonyk

Let M be a compact connected oriented Riemannian manifold. The purpose of this paper is to investigate the long time behavior of a degenerate stochastic differential equation on the state space $M\times \mathbb{R}^{n}$; which is obtained…

Probability · Mathematics 2016-04-28 Michel Benaïm , Carl-Erik Gauthier

We consider the approximation to the solution of the initial boundary value problem for the heat equation with right hand side and initial condition that merely belong to $L^1$. Due to the low integrability of the data, to guarantee…

Numerical Analysis · Mathematics 2025-10-08 Gabriel Barrenechea , Abner J. Salgado

In this paper we study a class of elliptic boundary hemivariational inequalities which originates in the steady-state heat conduction problem with nonmonotone multivalued subdifferential boundary condition on a portion of the boundary…

Analysis of PDEs · Mathematics 2021-06-10 Claudia M. Gariboldi , Stanisław Migórski , Anna Ochal , Domingo A. Tarzia

This paper addresses the electromagnetic inverse scattering problem of determining the location and shape of anisotropic objects from near-field data. We investigate both cases involving the Helmholtz equation and Maxwell's equations for…

Numerical Analysis · Mathematics 2023-09-25 Tran H. Lan , Dinh-Liem Nguyen

We study the inverse boundary value problem for the Helmholtz equation using the Dirichlet-to-Neumann map at selected frequencies as the data. A conditional Lipschitz stability estimate for the inverse problem holds in the case of…

Analysis of PDEs · Mathematics 2019-06-05 Elena Beretta , Maarten V. de Hoop , Florian Faucher , Otmar Scherzer
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