Related papers: Probabilistic representations of solutions to the …
In this paper we give Hamilton's Laplacian estimates for the heat equation on complete noncompact manifolds with nonnegative Ricci curvature. As an application, combining Li-Yau's lower and upper bounds of the heat kernel, we give an…
We consider difference equations in balanced, i.i.d. environments which are not necessary elliptic. In this setting we prove a parabolic Harnack inequality (PHI) for non-negative solutions to the discrete heat equation satisfying a (rather…
We examine the fractional heat diffusion equations $L_{\gamma,a}:=(-\Delta_a)^{\frac{\gamma}{2}}+\partial_t$, where $\Delta_a$ is the Laplace- or the Bessel-Laplace operator. We give conditions for removability which are sufficient and…
The appeal of thermodynamics to problems outside physics is undeniable, as is the growing recognition of its apparent universality, yet in the absence of a rigorous formalism divorced from the peculiarities of molecular systems all attempts…
We define power variation estimators for the drift parameter of the stochastic heat equation with the fractional Laplacian and an additive Gaussian noise which is white in time and white or correlated in space. We prove that these…
We prove that the initial-value problem for the fractional heat equation admits a solution provided that the (possibly unbounded) initial datum has a conveniently moderate growth at infinity. Under the same growth condition we also prove…
We describe the mathematical theory of diffusion and heat transport with a view to including some of the main directions of recent research. The linear heat equation is the basic mathematical model that has been thoroughly studied in the…
Consider the linear stochastic fractional heat equation with vanishing initial condition: $$ \frac{\partial u (t,x)}{\partial t}=-(-\Delta)^{\frac{\alpha}2}u (t,x) + \dot{W}(t,x),\quad t> 0,\, x\in \mathbb R, $$ where…
We present a class of new explicit and stable numerical algorithms to solve the spatially discretized linear heat or diffusion equation. After discretizing the space and the time variables like conventional finite difference methods, we do…
We consider the linear heat equation on a bounded domain and on an exterior domain. We study estimates of any order derivatives of the solution locally in time in the Lebesgue spaces. We give a proof of the estimates in the end-point cases…
A $\phi$-exponential distribution is a generalization of an exponential distribution associated to functions $\phi$ in an appropriate class, and the space of $\phi$-exponential distributions has a dually flat structure. We study features of…
We introduce a novel explicit and stable numerical algorithm to solve the spatially discretized heat or diffusion equation. We compare the performance of the new method with analytical and numerical solutions. We show that the method is…
This study introduces pre-orthogonal adaptive Fourier decomposition (POAFD) to obtain approximations and numerical solutions to the fractional Laplacian initial value problem and the extension problem of Caffarelli and Silvestre…
In this paper, we consider a linear heat equation with constant coefficients and a single constant delay. Such equations are commonly used to model and study various problems arising in ecology and population biology when describing the…
We study the diffusion (or heat) equation on a finite 1-dimensional spatial domain, but we replace one of the boundary conditions with a "nonlocal condition", through which we specify a weighted average of the solution over the spatial…
This article provides a case study for a recently introduced diffusion in the space of probability measures over the reals, namely rearranged stochastic heat, which solves a stochastic partial differential equation valued in the set of…
This note is concerned with two families of operators related to the fractional Laplacian, the first arising from the Caffarelli-Silvestre extension problem and the second from the fractional heat equation. They both include the Poisson…
We show that a large class of stochastic heat equations can be approximated by systems of interacting stochastic differential equations. As a consequence, we prove various comparison principles extending earlier results. Among other things,…
This report concerns the inverse problem of estimating a spacially dependent coefficient of a partial differential equation from observations of the solution at the boundary. Such a problem can be formulated as an optimal control problem…
Heuristic arguments and order of magnitude estimates for partial differential equations highlight essential features of the physics they describe. We present order of magnitude estimates, and their limitations, for the three classic second…