Related papers: Probabilistic representations of solutions to the …
In this note we present some gradient estimates for the diffusion equation $\partial_t u=\Delta u-\nabla \phi \cdot \nabla u $ on Riemannian manifolds, where $\phi $ is a C^2 function, which generalize estimates of R. Hamilton's and Qi S.…
We propose a simple method to obtain semigroup representation of solutions to the heat equation using a local $L^2$ condition with prescribed growth and a boundedness condition within tempered distributions. This applies to many functional…
We give sharp estimates for the heat kernel of the fractional Laplacian with Dirichlet condition for a general class of domains including Lipschitz domains.
We consider an approximate solution to the heat equation which consists of the derivatives of heat kernel. Some conditions in the initial value, under which the approximation converges to the solution of the heat equation or diverges when…
We study a nonlinear evolutionary partial differential equation that can be viewed as a generalization of the heat equation where the temperature gradient is a~priori bounded but the heat flux provides merely \mbox{$L^1$-coercivity}.…
In this work, we introduce a new discretization to the fractional Laplacian and use it to elaborate an approximation scheme for fractional heat equations perturbed by a multiplicative cylindrical white noise. In particular, we estimate the…
In this paper, we establish existence and uniqueness of weak solutions to general time fractional equations and give their probabilistic representations. We then derive sharp two-sided estimates for fundamental solutions of a family of time…
This work introduces novel numerical algorithms for computational quantum mechanics, grounded in a representation of the Laplace operator -- frequently used to model kinetic energy in quantum systems -- via the heat semigroup. The key…
Consider the following nonlinear one-dimensional stochastic fractional heat equation $$\frac{\partial }{\partial t}u(t, x)= -(-\Delta)^{\alpha/2}u(t, x) +\sigma(t,x,u(t,x)) \dot{W}(t, x), $$ where $-(-\Delta)^{\alpha/2}$ is the fractional…
This paper is devoted to global well-posedness, self-similarity and symmetries of solutions for a superdiffusive heat equation with superlinear and gradient nonlinear terms with initial data in new homogeneous Besov-Morrey type spaces.…
We introduce and study an extension of the heat equation relevant to relativistic energy formula involving square root of differential operators. We furnish exact solutions of corresponding Cauchy (initial) problem using the operator…
We introduce a fractional stochastic heat equation with second order elliptic operator in divergence form, having a piecewise constant diffusion coefficient, and driven by an infinite-dimensional fractional Brownian motion. We characterize…
We consider the stochastic heat equation of the following form \frac{\partial}{\partial t}u_t(x) = (\sL u_t)(x) +b(u_t(x)) + \sigma(u_t(x))\dot{F}_t(x)\quad \text{for}t>0, x\in \R^d, where $\sL$ is the generator of a L\'evy process and…
We establish a probabilistic representation for a wide class of linear deterministic p.d.e.s with potential term, including the wave equation in spatial dimensions 1 to 3. Our representation applies to the heat equation, where it is related…
Integro-partial differential equations occur in many contexts in mathematical physics. Typical examples include time-dependent diffusion equations containing a parameter (e.g., the temperature) that depends on integrals of the unknown…
This paper is concerned with the Cauchy problem of a multivalued ordinary differential equation governed by the hypergraph Laplacian, which describes the diffusion of ``heat'' or ``particles'' on the vertices of hypergraph. We consider the…
We consider the fractional heat equation associated with the Dunkl Laplacian and prove that the weak solutions to this equation converge to the fundamental solution as time becomes large, provided the initial data is an integrable function…
We give a new proof of the fact that the solutions of the stochastic heat equation, started with non-negative initial conditions, are strictly positive at positive times. The proof uses concentration of measure arguments for discrete…
In this paper, we formulate the relativistic heat equation and the relativistic kinetic Fokker-Planck equations into the GENERIC (General Equation for Non-Equilibrium Reversible-Irreversible Coupling) framework. We also show that the…
The exact evolution in time and space of a distribution of the temperature (or density of diffusing matter) in an isotropic homogeneous medium is determined where the initial distribution is described by a piecewise polynomial. In two…