English
Related papers

Related papers: Probabilistic representations of solutions to the …

200 papers

We obtain necessary conditions and sufficient conditions on the existence of solutions to the Cauchy problem for a fractional semilinear heat equation with an inhomogeneous term. We identify the strongest spatial singularity of the…

Analysis of PDEs · Mathematics 2019-10-29 Kotaro Hisa , Kazuhiro Ishige , Jin Takahashi

In this paper, we study the stochastic heat equation with a general multiplicative Gaussian noise that is white in time and colored in space. Both regularity and strict positivity of the densities of the solution have been established. The…

Probability · Mathematics 2019-02-08 Le Chen , Jingyu Huang

By using Duhamel's formula, we prove sharp two-sided estimates for the heat kernel of spectral fractional Laplacian with time-dependent gradient perturbation in bounded $C^{1,1}$ domains. Moreover, we also obtain gradient estimate as well…

Probability · Mathematics 2017-12-21 Renming Song , Longjie Xie , Yingchao Xie

The purpose of this article is to introduce for dispersive partial differential equations with random initial data, the notion of well-posedness (in the Hadamard-probabilistic sense). We restrict the study to one of the simplest examples of…

Analysis of PDEs · Mathematics 2011-03-14 Nicolas Burq , Nikolay Tzvetkov

The linearized of the Poisson-Nernst-Planck (PNP) equation under closed ends around a neutral state is studied. It is reduced to a damped heat equation under non-local boundary conditions, which leads to a stochastic interpretation of the…

Mathematical Physics · Physics 2023-03-28 Gershon Wolansky

We give sharp conditions for the large time asymptotic simplification of aggregation-diffusion equations with linear diffusion. As soon as the interaction potential is bounded and its first and second derivatives decay fast enough at…

Analysis of PDEs · Mathematics 2021-05-28 José A. Carrillo , David Gómez-Castro , Yao Yao , Chongchun Zeng

We investigate heat propagation in rigidly rotating bodies within the theory of general relativity. Using a first-order gradient expansion, we derive a universal partial differential equation governing the temperature evolution. This…

General Relativity and Quantum Cosmology · Physics 2025-11-21 Lorenzo Gavassino , Marco Antonelli

In this work, we obtain the numerical temperature field to a thermally developing fluid flow inside parallel plates problem with a quantum computing method. The physical problem deals with the heat transfer of a steady state,…

This work studies the heat equation in a two-phase material with spherical inclusions. Under some appropriate scaling on the size, volume fraction and heat capacity of the inclusions, we derive a coupled system of partial differential…

Analysis of PDEs · Mathematics 2019-02-20 Laurent Desvillettes , François Golse , Valeria Ricci

This article extends the work on stochastic constrained heat equation in \cite{brzezniak2020global}. We will show the existence of Martingale solutions to the stochastic-constrained heat equations. The proof is based on compactness,…

Probability · Mathematics 2024-11-08 Javed Hussain , Abdul Fatah , Saeed Ahmed

The variational heat equation is a nonlinear, parabolic equation not in divergence form that arises as a model for the dynamics of the director field in a nematic liquid crystal. We present a finite difference scheme for a transformed,…

Numerical Analysis · Mathematics 2017-10-25 G. M. Coclite , J. Ridder , N. H. Risebro

Generalization of the heat conduction equation is obtained by considering the system of equations consisting of the energy balance equation and fractional-order constitutive heat conduction law, assumed in the form of the distributed-order…

Numerical Analysis · Mathematics 2018-04-19 Velibor Želi , Dušan Zorica

We study by means of numerical simulations the model of dissipative particle dynamics with energy conservation for the simple case of thermal conduction. It is shown that the model displays correct equilibrium fluctuations and reproduces…

Statistical Mechanics · Physics 2016-08-31 Marisol Ripoll , Pep Español , Matthieu H. Ernst

The purpose of this paper consists in proposing a generalized solution for a porous media type equation on a half-line with Neumann boundary condition and prove a probabilistic representation of this solution in terms of an associated…

Probability · Mathematics 2013-04-16 Ioana Ciotir , Francesco Russo

The stochastic differential equations for a model of dissipative particle dynamics with both total energy and total momentum conservation in the particle-particle interactions are presented. The corresponding Fokker-Planck equation for the…

Statistical Mechanics · Physics 2009-10-30 J. Bonet Avalos , A. D. Mackie

The main purpose of this paper is to consider new sandwich pairs and investigate the existence of solution for a new class of fractional differential equations with $p$-Laplacian via variational methods in $\psi$-fractional space…

General Mathematics · Mathematics 2023-11-03 J. Vanterler da C. Sousa

We study the time-fractional stochastic heat equation driven by time-space white noise with space dimension $d\in\mathbb{N}=\{1,2,...\}$ and the fractional time-derivative is the Caputo derivative of order $\alpha \in (0,2)$. We consider…

Probability · Mathematics 2022-11-24 Rahma Yasmina Moulay Hachemi , Bernt Øksendal

This paper provides a finite difference discretization for the backward Feynman-Kac equation, governing the distribution of functionals of the path for a particle undergoing both reaction and diffusion [Hou and Deng, J. Phys. A: Math.…

Numerical Analysis · Mathematics 2019-11-01 Daxin Nie , Jing Sun , Weihua Deng

We address the inverse problem of identifying a time-dependent source coefficient in a one-dimensional heat equation with a fractional Laplacian subject to Dirichlet boundary conditions and an integral nonlocal data. An a priori estimate is…

Numerical Analysis · Mathematics 2025-11-21 Arshyn Altybay , Niyaz Tokmagambetov , Gulzat Nalzhupbayeva

In a recent paper, we have introduced a new model to describe front propagation in bushfires. This model describes temperature diffusion in view of an ignition process induced by an interaction kernel, the effect of the environmental wind…

Analysis of PDEs · Mathematics 2024-02-27 Serena Dipierro , Enrico Valdinoci , Glen Wheeler , Valentina-Mira Wheeler