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We study the short-time asymptotics of conditional expectations of smooth and non-smooth functions of a (discontinuous) Ito semimartingale; we compute the leading term in the asymptotics in terms of the local characteristics of the…

Probability · Mathematics 2012-02-08 Amel Bentata , Rama Cont

Four problems about recovery of a high-frequency source in the one-dimension heat equation with homogeneous initial-boundary conditions by some information about partial asymptotic of its solution have solved. It is shown, that the source…

Analysis of PDEs · Mathematics 2017-04-19 Pavel V. Babich , Valeriy B. Levenshtam , Sergey P. Prika

We establish the asymptotics of blowup for nonlinear heat equations with superlinear power nonlinearities in arbitrary dimensions and we estimate the remainders.

Analysis of PDEs · Mathematics 2011-12-01 D. Egli , Z. Gang , W. Kong , I. M. Sigal

Bound-bound transitions can occur when localized atomic orbitals are thermally depleted, allowing excitations that would otherwise be forbidden at zero temperature. We predict signatures of bound-bound transitions in x-ray Thomson…

Plasma Physics · Physics 2021-09-21 Andrew D. Baczewski , Thomas Hentschel , Alina Kononov , Stephanie B. Hansen

An asymptotic low-temperature expansion is performed for an integrable bosonic lattice model and for the critical spin-1/2 Heisenberg chain in a magnetic field. The results apply to the integrable Bose gas as well. We also comment on a…

Statistical Mechanics · Physics 2009-11-11 Michael Bortz

We give large-time asymptotic estimates, both in uniform and $L^1$ norms, for solutions of the Dirichlet heat equation in the complement of a bounded open set of $\mathbb{R}^d$ satisfying certain technical assumptions. We always assume that…

Analysis of PDEs · Mathematics 2025-03-04 José A. Cañizo , Alejandro Gárriz , Fernando Quirós

Consider the following stochastic heat equation, \begin{align*} \frac{\partial u_t(x)}{\partial t}=-\nu(-\Delta)^{\alpha/2} u_t(x)+\sigma(u_t(x))\dot{F}(t,\,x), \quad t>0, \; x \in R^d. \end{align*} Here $-\nu(-\Delta)^{\alpha/2}$ is the…

Probability · Mathematics 2019-12-03 Mohammud Foondun , Eulalia Nualart

We review several properties of thermal states of spin Hamiltonians with short range interactions. In particular, we focus on those aspects in which the application of tools coming from quantum information theory has been specially…

Quantum Physics · Physics 2019-05-01 Martin Kliesch , Arnau Riera

We establish small-time asymptotic expansions for heat kernels of hypoelliptic H\"ormander operators in a neighborhood of the diagonal, generalizing former results obtained in particular by M\'etivier and by Ben Arous. The coefficients of…

Analysis of PDEs · Mathematics 2020-04-15 Yves Colin de Verdière , Luc Hillairet , Emmanuel Trélat

We study the asymptotic behavior of the solutions of a spectral problem for the Laplacian in a domain with rapidly oscillating boundary. We consider the case where the eigenvalue of the limit problem is multiple. We construct the leading…

Analysis of PDEs · Mathematics 2009-11-11 Youcef Amirat , Gregory A. Chechkin , Rustem R. Gadyl'shin

We prove a bound on the heat trace of the Neumann Laplacian on a convex domain that captures the first two terms in its small-time expansion, but is valid for all times and depends on the underlying domain only through very simple geometric…

Analysis of PDEs · Mathematics 2026-01-13 Rupert L. Frank , Simon Larson

We study the asymptotic behavior of a family of functionals which penalize a short-range interaction of convolution type between a finite perimeter set and its complement. We first compute the pointwise limit and we obtain a lower estimate…

Analysis of PDEs · Mathematics 2021-10-12 Michela Eleuteri , Luca Lussardi , Andrea Torricelli

In a series of papers, we will develop systematically the basic spectral theory of (self-adjoint) boundary value problems for operators of Dirac type. We begin in this paper with the characterization of (self-adjoint) boundary conditions…

Functional Analysis · Mathematics 2007-05-23 Jochen Brüning , Matthias Lesch

The problem of heat conduction in one-dimensional piecewise homogeneous composite materials is examined by providing an explicit solution of the one-dimensional heat equation in each domain. The location of the interfaces is known, but…

Mathematical Physics · Physics 2016-04-11 Bernard Deconinck , Beatrice Pelloni , Natalie Sheils

We study new invariants of elliptic partial differential operators acting on sections of a vector bundle over a closed Riemannian manifold that we call the relativistic heat trace and the quantum heat traces. We obtain some reduction…

Mathematical Physics · Physics 2017-02-28 Ivan G Avramidi

n this paper we study the asymptotic behavior for a nonlocal heat equation in an inhomogenous medium: $$\rho(x)u_t=J\ast u-u \text{in}\mathbb{R}^N\times (0,\infty)\,,$$ where $\rho$ is a continous positive function, $u$ is nonnegative and…

Analysis of PDEs · Mathematics 2011-12-06 Emmanuel Chasseigne , Raul Ferreira

We study the large-time behavior of the continuous-time heat kernel and of solutions to the heat equation on homogeneous trees. First, we derive sharp asymptotic formulas for the heat kernel as $t\to\infty$. Second, using them, we show that…

Analysis of PDEs · Mathematics 2026-03-13 Effie Papageorgiou

The trace of the heat kernel is expanded in a basis of nonlocal curvature invariants of $N$th order. The coefficients of this expansion (the nonlocal form factors) are calculated to third order in the curvature inclusive. The early-time and…

General Relativity and Quantum Cosmology · Physics 2016-08-31 A. O. Barvinsky , Yu. V. Gusev , G. A. Vilkovisky , V. V. Zhytnikov

In this paper we consider non-local (in time) heat equations on time-increasing parabolic sets whose boundary is determined by a suitable curve. We provide a notion of solution for these equations and we study well-posedness under Dirichlet…

Probability · Mathematics 2026-05-26 Giacomo Ascione , Pierre Patie , Bruno Toaldo

We obtained a new representation of a solution of the heat conduction equation with boundary condition of the third kind for a layer. The result is presented as a superposition of fundamental solutions for an unbounded system with variable…

Mathematical Physics · Physics 2007-05-23 A. S. Usenko