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In this paper, we present a numerical solution to an ordinary differential equation of a fractional order in one-dimensional space. The solution to this equation can describe a steady state of the process of anomalous diffusion. The process…

Numerical Analysis · Mathematics 2014-12-03 Mariusz Ciesielski , Jacek Leszczynski

The main aim of this paper is to provide a new feedback law for the heat equations in a bounded domain $\Omega $ with Dirichlet boundary condition. Two constraints will be compulsory: First, The controls are active in a subdomain of $\Omega…

Analysis of PDEs · Mathematics 2016-12-01 Kim Dang Phung , Gengsheng Wang , Yashan Xu

We introduce a new class of nonparametric prior distributions on the space of continuously varying densities, induced by Dirichlet process mixtures which diffuse in time. These select time-indexed random functions without jumps, whose…

Methodology · Statistics 2016-02-10 Ramsés H. Mena , Matteo Ruggiero

We consider a generalised diffusion equation in two dimensions for modeling diffusion on a comb-like structures. We analyse the probability distribution functions and we derive the mean squared displacement in $x$ and $y$ directions.…

Statistical Mechanics · Physics 2016-06-23 Trifce Sandev , Alexander Iomin , Holger Kantz , Ralf Metzler , Aleksei Chechkin

We show that for a strongly local, regular symmetric Dirichlet form over a complete, locally compact geodesic metric space, full off-diagonal heat kernel estimates with walk dimension strictly larger than two (\emph{sub-Gaussian} estimates)…

Probability · Mathematics 2020-09-11 Naotaka Kajino , Mathav Murugan

We consider the inverse problem of determining different type of information about a diffusion process, described by ordinary or fractional diffusion equations stated on a bounded domain, like the density of the medium or the velocity field…

Analysis of PDEs · Mathematics 2019-07-05 Yavar Kian , Zhiyuan Li , Yikan Liu , Masahiro Yamamoto

We study heat semigroups generated by self-adjoint Laplace operators on metric graphs characterized by the property that the local scattering matrices associated with each vertex of the graph are independent from the spectral parameter. For…

Mathematical Physics · Physics 2008-02-05 Vadim Kostrykin , Jurgen Potthoff , Robert Schrader

In this article, we prove a general and rather flexible upper bound for the heat kernel of a weighted heat operator on a closed manifold evolving by an intrinsic geometric flow. The proof is based on logarithmic Sobolev inequalities and…

Differential Geometry · Mathematics 2020-07-15 Reto Buzano , Louis Yudowitz

In this paper, we use the theory of symmetric Dirichlet forms to give a probabilistic interpretation of Calder\'{o}n's inverse conductivity problem in terms of reflecting diffusion processes and their corresponding boundary trace processes.

Analysis of PDEs · Mathematics 2015-03-27 Petteri Piiroinen , Martin Simon

This article investigates the heat kernel of the two-dimensional uniform spanning tree. We improve previous work by demonstrating the occurrence of log-logarithmic fluctuations around the leading order polynomial behaviour for the…

Probability · Mathematics 2021-04-09 Martin T. Barlow , David A. Croydon , Takashi Kumagai

In this work, we study the asymptotic behaviour of solutions to the heat equation in exterior domains, i.e., domains which are the complement of a smooth compact set in $\mathbb{R}^N$. Different homogeneous boundary conditions are…

Analysis of PDEs · Mathematics 2024-07-18 Joaquín Domínguez-de-Tena , Aníbal Rodríguez-Bernal

We present a general scheme to calculate within the independent interval approximation generalized (level-dependent) persistence properties for processes having a finite density of zero-crossings. Our results are especially relevant for the…

Statistical Mechanics · Physics 2009-10-31 Ivan Dornic , Anaël Lemaître , Andrea Baldassarri , Hugues Chaté

We investigate harmonic analysis of random matrices of large size with their Dyson indices going simultaneous to zero, that is in the high temperature limit. In this regime, we show that the multivariate Bessel function/Heckman-Opdam…

Mathematical Physics · Physics 2025-12-19 Jiyuan Zhang

We show that, in odd dimensions, any real valued, bounded potential of compact support has at least one scattering resonance. For dimensions three and higher this was previously known only for sufficiently smooth potentials. The proof is…

Analysis of PDEs · Mathematics 2014-11-21 Hart F. Smith , Maciej Zworski

We consider random walks in a balanced i.i.d. random environment in $Z^d$ for $d\ge2$ and the corresponding discrete non-divergence form difference operators. We first obtain an exponential integrability of the heat kernel bounds. We then…

Probability · Mathematics 2022-09-29 Xiaoqin Guo , Hung V. Tran

For manifolds with boundary, we define an extension of Wodzicki's noncommutative residue to boundary value problems in Boutet de Monvel's calculus. We show that this residue can be recovered with the help of heat kernel expansions and…

Analysis of PDEs · Mathematics 2007-05-23 Elmar Schrohe

We show that the small-time asymptotics of the sub-Riemannian heat kernel, its derivatives, and its logarithmic derivatives can be localized, allowing them to be studied even on incomplete manifolds, under essentially optimal conditions on…

Probability · Mathematics 2025-06-16 Robert W. Neel , Ludovic Sacchelli

The principal aim of this short note is to extend a recent result on Gaussian heat kernel bounds for self-adjoint $L^2(\Om; d^n x)$-realizations, $n\in\bbN$, $n\geq 2$, of divergence form elliptic partial differential expressions $L$ with…

Analysis of PDEs · Mathematics 2013-05-21 Fritz Gesztesy , Marius Mitrea , Roger Nichols , El Maati Ouhabaz

For a given bounded domain $\Omega$ with smooth boundary in a smooth Riemannian manifold $(\mathcal{M},g)$, we establish a procedure to get all the coefficients of the asymptotic expansion of the trace of the heat kernel associated with the…

Analysis of PDEs · Mathematics 2014-05-15 Genqian Liu

A system of segregated boundary-domain integral equations (BDIEs) is obtained from the Dirichlet problem for the diffusion equation in non-homogeneous media defined on an exterior two-dimensional domain. We use a parametrix different from…

Analysis of PDEs · Mathematics 2020-11-23 Carlos Fresneda-Portillo , Zenebe W. Woldemicheal
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