Related papers: On the Green's functions and Martin boundary struc…
We present the model of a diffusion-absorption process in a system which consists of two media separated by a thin partially permeable membrane. The kind of diffusion as well as the parameters of the process may be different in both media.…
We consider an outward degenerate drifted Brownian motion in the quarter plane with oblique reflections on the boundaries. In this article, we explicitly compute the Laplace transforms of the Green's functions associated with the process.…
A linear singularly perturbed convection-diffusion problem with characteristic layers is considered in three dimensions. Sharp bounds for the associated Green's function and its derivatives are established in the $L_1$ norm. The dependence…
This paper is concerned with the study of Green's functions for one dimensional diffusions with constant diffusion coefficient and linear time inhomogeneous drift. It is well know that the whole line Green's function is given by a Gaussian.…
We study the one-dimensional diffusion process which takes place between two reflecting boundaries and which is acted upon by a time-dependent and spatially-constant force. The assumed force possesses both the harmonically oscillating and…
We study boundary traces of shift-invariant diffusions: two-dimensional diffusions in the upper half-plane $\mathbb{R} \times [0, \infty)$ (or in $\mathbb{R} \times [0, R)$) invariant under horizontal translations. We prove that the…
We consider a particle transport process in a one-dimensional system with a thin membrane, described by a normal diffusion equation. We consider two boundary conditions at the membrane that are linear combinations of integral operators,…
This paper presents an extended version of the article [Franz, S., Kopteva, N.: J. Differential Equations, 252 (2012)]. The main improvement compared to the latter is in that here we additionally estimate the mixed second-order derivative…
Linear singularly perturbed convection-diffusion problems with characteristic layers are considered in three dimensions. We demonstrate the sharpness of our recently obtained upper bounds for the associated Green's function and its…
A diffusion spider is a strong Markov process with continuous paths taking values on a graph with one vertex and a finite number of edges (of infinite length). An example is Walsh's Brownian spider where the process on each edge behaves as…
We consider a transient Brownian motion reflected obliquely in a two-dimensional wedge. A precise asymptotic expansion of Green's functions is found in all directions. To this end, we first determine a kernel functional equation connecting…
Starting with the Green's functions found for normal diffusion, we construct exact time-dependent Green's functions for subdiffusive equation (with fractional time derivatives), with the boundary conditions involving a linear combination of…
Several classic problems for particles diffusing outside an arbitrary configuration of non-overlapping partially reactive spherical traps in three dimensions are revisited. For this purpose, we describe the generalized method of separation…
Layered media have been studied extensively both for their importance in imaging technologies and as an example of a hyperbolic PDE with discontinuous coefficients. From the perspective of acoustic imaging, the time limited impulse response…
The Brownian motion over the space of fluid velocity configurations driven by the hydrodynamical equations is considered. The Green function is computed in the form of an asymptotic series close to the standard diffusion kernel. The high…
We consider a diffusion process with coefficients that are periodic outside of an "interface region" of finite thickness. The question investigated in this article is the limiting long time/large scale behavior of such a process under…
We explore the connections between Green's functions for certain differential equations, covariance functions for Gaussian processes, and the smoothing splines problem. Conventionally, the smoothing spline problem is considered in a setting…
We consider subdiffusion in a system which consists of two media separated by a thin membrane. The subdiffusion parameters may be different in each of the medium. Using the new method presented in this paper we derive the probabilities (the…
We develop a description of diffusion limited growth in solid-solid transformations, which are strongly influenced by elastic effects. Density differences and structural transformations provoke stresses at interfaces, which affect the phase…
For a regular transient diffusion, we provide a decomposition of its last passage time to a certain state $\alpha$. This is accomplished by transforming the original diffusion into two diffusions using the occupation time of the area above…