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We study a time-inhomogeneous SDE in $\R^d$ driven by a cylindrical L\'evy process with independent coordinates which may have different scaling properties. Such a structure of the driving noise makes it strongly spatially inhomogeneous and…

Probability · Mathematics 2021-04-19 Tadeusz Kulczycki , Alexei Kulik , Michał Ryznar

We study a spatial asymptotic behaviour at infinity of kernels $p_t(x)$ for convolution semigroups of nonlocal pseudo-differential operators. We give general and sharp sufficient conditions under which the limits $$ \lim_{r \to \infty}…

Analysis of PDEs · Mathematics 2017-06-01 Kamil Kaleta , Paweł Sztonyk

In this paper we show that Dirichlet heat kernel estimates for a class of (not necessarily symmetric) Markov processes are stable under non-local Feynman-Kac perturbations. This class of processes includes, among others, (reflected)…

Probability · Mathematics 2011-12-16 Zhen-Qing Chen , Panki Kim , Renming Song

In this paper, we derive explicit sharp two-sided estimates for the Dirichlet heat kernels, in C^{1,1} open sets D in R^d, of a large class of subordinate Brownian motions with Gaussian components. When D is bounded, our sharp two-sided…

Probability · Mathematics 2013-03-28 Zhen-Qing Chen , Panki Kim , Renming Song

We propose and analyze a conservative drifting method for one-step generative modeling. The method replaces the original displacement-based drifting velocity by a kernel density estimator (KDE)-gradient velocity, namely the difference of…

Machine Learning · Statistics 2026-05-26 Krishnakumar Balasubramanian

In this paper, first we consider the uniform complex time heat kernel estimates of $e^{-z(-\Delta)^{\frac{\alpha}{2}}}$ for $\alpha>0, z\in \mathbb{C}^+$. When $\frac{\alpha}{2}$ is not an integer, generally the heat kernel doest not have…

Classical Analysis and ODEs · Mathematics 2022-09-28 Shiliang Zhao , Quan Zheng

We prove upper and lower bounds of the heat kernel for the operator $\Delta-\nabla (\frac{1}{|x|^{\alpha}})\cdot \nabla $ in $\mathbb{R}^{n}\setminus\{0} $ where $\alpha >0$. We obtain these bounds from an isoperimetric inequality for a…

Probability · Mathematics 2012-11-28 Alexander Grigor'yan , Shunxiang Ouyang , Michael Röckner

We establish the well-posedness for a class of McKean-Vlasov SDEs driven by symmetric $\alpha$-stable L\'{e}vy process ($1/2<\alpha\leq1$), where the drift coefficient is H\"{o}lder continuous in space variable, while the noise coefficient…

Probability · Mathematics 2024-01-23 Chang-Song Deng , Xing Huang

In this paper we address the temperature patch problem of the 2D viscous Boussinesq system without heat diffusion term. The temperature satisfies the transport equation and the initial data of temperature is given in the form of…

Analysis of PDEs · Mathematics 2021-10-29 Dongho Chae , Qianyun Miao , Liutang Xue

As is known, the free heat-kernel on the integers (a modified Bessel function) is turned into the periodic free heat-kernel on the discrete circle by factoring, giving a pre-image sum. I generalise existing treatments by making the…

Mathematical Physics · Physics 2012-09-03 J. S. Dowker

We consider a generalized model of random walk in dynamical random environment, and we show that the multiplicative-noise stochastic heat equation (SHE) describes the fluctuations of the quenched density at a certain precise location in the…

Probability · Mathematics 2025-12-02 Shalin Parekh

Consider a multidimensional SDE of the form $X_t = x+\int_{0}^{t} b(X_{s-})ds+\int{0}^{t} f(X_{s-})dZ_s$ where $(Z_s)_{s\ge 0}$ is a symmetric stable process. Under suitable assumptions on the coefficients the unique strong solution of the…

Probability · Mathematics 2010-01-22 Valentin Konakov , Stephane Menozzi

This work contributes in two areas, with sharp results, to the current investigation of regularity of solutions of heat equations (*) $Pu+\partial_tu=f$ on $\Omega\times I $, where $P$ is a nonlocal operator, and $\Omega \subset R^n$,…

Analysis of PDEs · Mathematics 2018-01-03 Gerd Grubb

Using the Bethe ansatz method and the TBA equations for the higher spin integrable XXZ chain, the regular zero frequency contribution to the spin current correlation (spin dc conductivity) is analyzed for the spin-1/2 XXZ chain with an…

Statistical Mechanics · Physics 2024-04-30 Shinya Ae

We consider one-dimensional stochastic heat equation with nonlinear drift, $\displaystyle \partial_t u=\frac{1}{2}\Delta u+b(u)u+\sigma(u)\dot{W}(t,x)$, where $b:\mathbb{R}_{+}\to \mathbb{R}$ is a continuous function and…

Probability · Mathematics 2013-06-28 Makoto Nakashima

This paper is concerned with the fractional Keller-Segel system in the temporal and spatial variables. We consider fractional dissipation for the physical variables including a fractional dissipation mechanism for the chemotactic diffusion,…

Analysis of PDEs · Mathematics 2024-04-03 Jhean E. Pérez-López , Diego A. Rueda-Gómez , Élder J. Villamizar-Roa

We study stochastic heat equations driven by a class of L\'evy processes: du = \De u dt + g dX_t \quad in \quad \bR^d_T, \qquad u(0,x)= 0 \quad in \quad x \in \bR^d. We prove the corresponding estimate \[\norm{u}_{\bH_p^k(\RT)} \le c(p,T)…

Analysis of PDEs · Mathematics 2012-05-23 Tongkeun Chang , Minsuk Yang

In this paper, we focus on strongly local regular Dirichlet forms, especially those satisfying Morrey-type inequalities. We prove the equivalence between resistance estimates and heat kernel estimates in this case. Self-similar forms on…

Analysis of PDEs · Mathematics 2026-04-07 Diwen Chang , Guanhua Liu

The theory of heat transfer by electromagnetic radiation is based on the radiative transfer equation (RTE) for the radiation intensity, or equivalently on the Boltzmann transport equation (BTE) for the photon distribution. We focus in this…

Statistical Mechanics · Physics 2010-09-17 Thomas Christen , Frank Kassubek , Rudolf Gati

In this paper, we study the stability of a one-dimensional Bresse system with infinite memory type control and/or with heat conduction given by Cattaneo's law acting in the shear angle displacement. When the thermal effect vanishes, the…

Analysis of PDEs · Mathematics 2016-01-05 Farah Abdallah , Mouhammad Ghader , Ali Wehbe