Related papers: Probabilistic representations of solutions to the …
In this paper, we study the Cauchy problem for a heat equation governed by a mixed local--nonlocal diffusion operator with spatially irregular coefficients. We first establish classical well-posedness in an energy framework for bounded,…
We consider the integral definition of the fractional Laplacian and analyze a linear-quadratic optimal control problem for the so-called fractional heat equation; control constraints are also considered. We derive existence and uniqueness…
We approximate the white-noise driven stochastic heat equation by replacing the fractional Laplacian by the generator of a discrete time random walk on the one dimensional lattice, and approximating white noise by a collection of i.i.d.…
We use the theory of regularity structures to develop an It\^o formula for $u$, the solution of the one dimensional stochastic heat equation driven by space-time white noise with periodic boundary conditions. In particular for any smooth…
We present a theoretical framework and numerical methods for predicting the large-scale properties of solutions of partial differential equations that are too complex to be properly resolved. We assume that prior statistical information…
We introduce a new Neumann problem for the fractional Laplacian arising from a simple probabilistic consideration, and we discuss the basic properties of this model. We can consider both elliptic and parabolic equations in any domain. In…
We derive an explicit representation of the fundamental solution to the heat equation in a half-space of ${\mathbb R}^N$ with a diffusive dynamical boundary condition, and establish sharp pointwise upper and lower bounds. We also…
We study the linear heat equation on a halfspace with a linear dynamical boundary condition. We are interested in an appropriate choice of the function space of initial functions such that the problem possesses a solution. It was known…
We derive the heat equation for the thermal energy under diffusive space-time scaling for a purely deterministic microscopic dynamics satisfying Newton equations perturbed by an external chaotic force acting like a magnetic field.
In this paper, we study the heat equation with an irregular spatially dependent thermal conductivity coefficient. We prove that it has a solution in an appropriate very weak sense. Moreover, the uniqueness result and consistency with the…
We establish three partial differential equation models describing the thermodynamics of the fluid, by combining the energetic variational approach, appropriate constitutive relations, and classical thermodynamics laws. What is more, by…
We describe a Hartree ensemble method to approximately solve the Heisenberg equations for the \phi^4 model in 1+1 dimensions. We compute the energies and number densities of the quantum particles described by the \phi field and find that…
We propose a Hilbert space solution theory for a nonhomogeneous heat equation with delay in the highest order derivatives with nonhomogeneous Dirichlet boundary conditions in a bounded domain. Under rather weak regularity assumptions on the…
We consider the stochastic heat equation which includes a fractional power of the Laplacian of order $\alpha \in (1, 2]$ and it is driven by a nonlinear space-time Gaussian white noise. We study two types of power variations for the…
We study the Fisher-KPP equation where the Laplacian is replaced by the generator of a Feller semigroup with power decaying kernel, an important example being the fractional Laplacian. In contrast with the case of the stan- dard Laplacian…
By a probabilistic method we provide an explicit fundamental solution of the Cauchy problem associated to the heat equation on the half-line with constant drift and Dirichlet boundary condition at zero.
Gradient inequalities of the Hamilton type and the Li-Yau type for positive solutions to the heat equation are established from a probabilistic viewpoint, which simplifies the proofs of some results of Sun [{\it Pacific J. Math.}, 253…
The equipartition theorem states that inverse temperature equals the log-derivative of the density of states. This relation can be generalized by introducing a proportionality factor involving an increasing positive function phi(x). It is…
We study in this note the Fisher-KPP equation where the Laplacian is replaced by the generator of a Feller semigroup with slowly decaying kernel, an important example being the fractional Laplacian. Contrary to what happens in the standard…
Consider the stochastic heat equation $\partial_t u = (\frac{\varkappa}{2})\Delta u+\sigma(u)\dot{F}$, where the solution $u:=u_t(x)$ is indexed by $(t,x)\in (0, \infty)\times\R^d$, and $\dot{F}$ is a centered Gaussian noise that is white…