相关论文: On a new probabilistic representation for the solu…

In this article, we give some existence and smoothness results for the law of the solution to a stochastic heat equation driven by a finite dimensional fractional Brownian motion with Hurst parameter $H>1/2$. Our results rely on recent…

In this paper, we study the partial convexity of smooth solutions to the heat equation on a compact or complete non-compact Riemannian manifold M or Kahler-Ricci flow. We show that under a natural assumption, a new partial convexity…

Complex weights appear in Physics which are beyond a straightforward importance sampling treatment, as required in Monte Carlo calculations. This is the well-known sign problem. The complex Langevin approach amounts to effectively construct…

In this paper we provide a new (probabilistic) proof of a classical result in partial differential equations, viz. if $\phi$ is a tempered distribution, then the solution of the heat equation for the Laplacian, with initial condition…

We derive localized and global noncompact versions of Hamilton's gradient estimate for positive solutions to the heat equation on Riemannian manifolds with Ricci curvature bounded below. Our estimates are essentially optimal and…

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…

A mild formulation for stochastic parabolic Anderson model with time-homogeneous Gaussian potential suggests a way of defining a solution to obtain its optimal regularity. Two different interpretations in the equation or in the mild…

We propose a probabilistic construction for the solution of a general class of fractional high order heat-type equations in the one-dimensional case, by using a sequence of random walks in the complex plane with a suitable scaling. A time…

We study the heat equation with a random potential term. The potential is a one-sided stable noise, with positive jumps, which does not depend on time. To avoid singularities, we define the equation in terms of a construction similar to the…

In this paper, we remove the assumption on the gradient of the Ricci curvature in Hamilton's matrix Harnack estimate for the heat equation on all closed manifolds, answering a question which has been around since the 1990s. New ingredients…

Our goal in this paper is to solve the 1-D heat equation by an hybrid deterministic-stochastic iterative procedure . The deterministic side consists in discretizing the equation by the Crank-Nicolson method and the stochastic side consists…

In Stochastic Thermodynamics, heat is a random variable with a probability distribution associated. Studies of the distribution of heat are mostly in the overdamped regime and in one dimension. Here we solve the heat distribution in the…

We analyze a recent application of homotopy perturbation method to some heat-like and wave-like models and show that its main results are merely the Taylor expansions of exponential and hyperbolic functions. Besides, the authors require…

We present a new explicit and stable numerical algorithm to solve the homogeneous heat equation. We illustrate the performance of the new method in the cases of two 2D systems with highly inhomogeneous random parameters. Spatial…

In this paper we study the randomized heat equation with homogeneous boundary conditions. The diffusion coeffcient is assumed to be a random variable and the initial condition is treated as a stochastic process. The solution of this…

This paper is based on a formulation of the Navier-Stokes equations developed by Iyer and Constantin \cite{Cont} , where the velocity field of a viscous incompressible fluid is written as the expected value of a stochastic process. Our…

We study the smoothness of the density of a semilinear heat equation with multiplicative spacetime white noise. Using Malliavin calculus, we reduce the problem to a question of negative moments of solutions of a linear heat equation with…

In the present article a new method of deriving integral representations of combinations and partitions in terms of harmonic products has been established. This method may be relevant to statistical mechanics and to number theory.

We focus on mean-variance hedging problem for models whose asset price follows an exponential additive process. Some representations of mean-variance hedging strategies for jump type models have already been suggested, but none is suited to…

Basic derivative formulas are presented for hypoelliptic heat semigroups and harmonic functions extending earlier work in the elliptic case. Emphasis is placed on developing integration by parts formulas at the level of local martingales.…