Related papers: Dirichlet problems and exit distributions for the …
Two boundary value problems for the Helmholtz equation in a semi-infinite strip are considered. The main feature of these problems is that, in addition to the function and its normal derivative on the boundary, the functionals of the…
In this paper, we introduce a mathematical apparatus that is relevant for understanding a dynamical system with small random perturbations and coupled with the so-called transmutation process -- where the latter jumps from one mode to…
A solution is developed for a convection-diffusion equation describing chemical transport with sorption, decay, and production. The problem is formulated in a finite domain where the appropriate conservation law yields Robin conditions at…
We study diffusions, variational principles and associated boundary value problems on directed graphs with natural weightings. Using random walks and exit times, we associate to certain subgraphs (domains) a pair of sequences, each of which…
Random motions on the line and on the plane with space-varying velocities are considered and analyzed in this paper. On the line we investigate symmetric and asymmetric telegraph processes with space-dependent velocities and we are able to…
We propose a boundary integral formulation for the dynamic problem of electromagnetic scattering and transmission by homogeneous dielectric obstacles. In the spirit of Costabel and Stephan, we use the transmission conditions to reduce the…
A system of drift-diffusion equations with electric field under Dirichlet boundary conditions is analyzed. The system of strongly coupled parabolic equations for particle density and spin density vector describes the spin-polarized…
We prove the existence of unique solutions to the Dirichlet boundary value problems for linear second-order uniformly parabolic operators in either divergence or non-divergence form with boundary blowup low-order coefficients. The domain is…
Freidlin and Wentzell characterized the logarithmic asymptotics of the exit time from a basin of attraction for a finite dimensional diffusion with small noise. After that, several authors studied the same properties for exit problems…
In this paper we present a finite element analysis for a Dirichlet boundary control problem governed by the Stokes equation. The Dirichlet control is considered in a convex closed subset of the energy space $\mathbf{H}^1(\Omega).$ Most of…
The statistics of the slowest first-passage time among a large population of $N$ searchers is crucial for determining the completion time of many stochastic processes. Classical extreme-value theory predicts that for diffusing particles in…
We study the long-time dynamics of the nonlinear processes modeled by diffusion-transport partial differential equations in non-divergence form with drifts. The solutions are subject to some inhomogeneous Dirichlet boundary condition.…
Turbulent relative dispersion is studied theoretically with a focus on the evolution of probability distribution of the relative separation of two passive particles. A finite separation speed and a finite correlation of relative velocity,…
In this paper, we study the Dirichlet boundary value problem of steady-state relativistic Boltzmann equation in half-line with hard potential model, given the data for the outgoing particles at the boundary and a relativistic global…
This paper is concerned with eigenvalue problems for non-symmetric elliptic operators with large drifts in bounded domains under Dirichlet boundary conditions. We consider the minimal principal eigenvalue and the related principal…
We study whether the solutions of a parabolic equation with diffusion given by the fractional Laplacian and a dominating gradient term satisfy Dirichlet boundary data in the classical sense or in the generalized sense of viscosity…
We consider a class of exit time stochastic control problems for diffusion processes with discounted criterion, where the controller can utilize a given amount of resource, called "fuel". In contrast to the vast majority of existing…
Calculating the mean exit time (MET) for models of diffusion is a classical problem in statistical physics, with various applications in biophysics, economics and heat and mass transfer. While many exact results for MET are known for…
In this paper, we investigate the problem of finding minimal graphs in $M^n\times\mathbb R$ with general boundary conditions using a variational approach. We look at so called generalized solutions of the Dirichlet Problem that minimize a…
In this paper, we are interested in numerical solution of some linear boundary value problems with Dirichlet boundary part, by the means of simulation of random walks. We use a probabilistic interpretation of solution $u$, assuming that the…