English
Related papers

Related papers: Probabilistic representations of solutions to the …

200 papers

The prime aim of the present paper is to continue developing the theory of tempered fractional integrals and derivatives of a function with respect to another function. This theory combines the tempered fractional calculus with the…

Classical Analysis and ODEs · Mathematics 2022-11-23 Ashwini D. Mali , Kishor D. Kucche , Arran Fernandez , Hafiz Muhammad Fahad

In Lipschitz domains, we study a Darcy-Forchheimer problem coupled with a singular heat equation by a nonlinear forcing term depending on the temperature. By singular we mean that the heat source corresponds to a Dirac measure. We establish…

Numerical Analysis · Mathematics 2023-04-25 Alejandro Allendes , Gilberto Campaña , Enrique Otarola

We obtain the global well-posedness of classical solutions to a tropical climate model derived by Feireisl-Majda-Pauluis in \cite{FMP} with only the dissipation of the first baroclinic model of the velocity ($-\eta \Delta v$) under small…

Analysis of PDEs · Mathematics 2016-02-17 Renhui Wan

We prove that any given function can be smoothly approximated by functions lying in the kernel of a linear operator involving at least one fractional component. The setting in which we work is very general, since it takes into account…

Analysis of PDEs · Mathematics 2018-10-22 Alessandro Carbotti , Serena Dipierro , Enrico Valdinoci

An initial-boundary value problem for the time-fractional diffusion equation is discretized in space using continuous piecewise-linear finite elements on a polygonal domain with a re-entrant corner. Known error bounds for the case of a…

Numerical Analysis · Mathematics 2017-12-21 Kim Ngan Le , William McLean , Bishnu Lamichhane

We consider the initial boundary value problem of non-homogeneous stochastic heat equation. The derivative of the solution with respect to time receives heavy random perturbation. The space boundary is Lipschitz and we impose non-zero…

Analysis of PDEs · Mathematics 2011-07-01 Tongkeun Chang , Kijung Lee , Minsuk Yang

We consider the fractional stochastic heat equation on the $d$-dimensional torus $\mathbb{T}^d:=\left[-\frac{1}{2},\frac{1}{2}\right]^d$, $d\geq 1$, with periodic boundary conditions: \[ \partial_t u(t,\textbf{x})=…

Probability · Mathematics 2025-02-24 Jiaming Chen

We extend the recently developed non-gaussian thermodynamic formalism \cite{tre98} of a (presumably strongly turbulent) non-Markovian medium to its most general form that allows for the formulation of a consistent thermodynamic theory. All…

Space Physics · Physics 2009-10-31 R. A. Treumann

In this paper we study the influence of the Hardy potential in the fractional heat equation. In particular, we consider the problem $$(P_\theta)\quad \left\{ \begin{array}{rcl} u_t+(-\Delta)^{s} u&=&\l\dfrac{\,u}{|x|^{2s}}+\theta u^p+ c…

Analysis of PDEs · Mathematics 2015-10-14 Boumediene Abdellaoui , María Medina , Ireneo Peral , Ana Primo

We introduce a fractional Kramers equation for a particle interacting with a thermal heat bath and external non-linear force field. For the force free case the velocity damping follows the Mittag-Leffler relaxation and the diffusion is…

Statistical Mechanics · Physics 2007-05-23 E. Barkai , R. Silbey

Stochastic incompleteness of a Riemannian manifold $M$ amounts to the nonconservation of probability for the heat semigroup on $M$. We show that this property is equivalent to the existence of nonnegative, nontrivial, bounded (sub)solutions…

Analysis of PDEs · Mathematics 2025-11-21 Gabriele Grillo , Kazuhiro Ishige , Matteo Muratori , Fabio Punzo

This paper is divided into three parts. The first part focuses on periodic layer heat potentials, demonstrating their smooth dependence on regular perturbations of the support of integration. In the second part, we present an application of…

Analysis of PDEs · Mathematics 2023-11-30 Matteo Dalla Riva , Paolo Luzzini , Riccardo Molinarolo , Paolo Musolino

Exceptionally elegant formulae exist for the fractional Laplacian operator applied to weighted classical orthogonal polynomials. We utilize these results to construct a solver, based on frame properties, for equations involving the…

Numerical Analysis · Mathematics 2025-07-24 Ioannis P. A. Papadopoulos , Timon S. Gutleb , José A. Carrillo , Sheehan Olver

A kind of nonlocal reaction-diffusion equations on an unbounded domain containing fractional Laplacian operator is analyzed. To be precise, we prove the convergence of solutions of the equation governed by the fractional Laplacian to the…

Analysis of PDEs · Mathematics 2023-06-13 Jiaouhui Xu , Tomás Caraballo , José Valero

In this paper, we investigate stochastic heat equation with sublinear diffusion coefficients. By assuming certain concavity of the diffusion coefficient, we establish non-trivial moment upper bounds and almost sure spatial asymptotic…

Probability · Mathematics 2023-06-13 Le Chen , Panqiu Xia

We propose a new fractional Laplacian for bounded domains, expressed as a conservation law and thus particularly suited to finite-volume schemes. Our approach permits the direct prescription of no-flux boundary conditions. We first show the…

Numerical Analysis · Mathematics 2025-03-19 Rafael Bailo , José A. Carrillo , Stefano Fronzoni , David Gómez-Castro

In this paper we study the approximation of the distribution of $X_t$ Hilbert--valued stochastic process solution of a linear parabolic stochastic partial differential equation written in an abstract form as $$ dX_t+AX_t dt = Q^{1/2} d W_t,…

Numerical Analysis · Mathematics 2007-10-30 Arnaud Debussche , Jacques Printems

We present a derivation of power law canonical distributions from first principle statistical mechanics, including the exponential distribution as a It is presented a derivation of power law canonical distributions from first principle…

Statistical Mechanics · Physics 2014-10-13 M. P. Almeida

We study a Bayesian approach to recovering the initial condition for the heat equation from noisy observations of the solution at a later time. We consider a class of prior distributions indexed by a parameter quantifying "smoothness" and…

Statistics Theory · Mathematics 2013-03-04 B. T. Knapik , A. W. van der Vaart , J. H. van Zanten

We show how statistical thermodynamics can be formulated in situations in which thermodynamics applies, while equilibrium statistical mechanics does not. A typical case is, in the words of Landau and Lifshitz, that of partial (or…

Statistical Mechanics · Physics 2013-04-16 A. Carati , A. Maiocchi , L. Galgani