相关论文: On Schr\"odinger's equation, 3-dimensional Bessel …

We obtained a new representation of a solution of the heat conduction equation with boundary condition of the third kind for a layer. The result is presented as a superposition of fundamental solutions for an unbounded system with variable…

Given a deterministically time-changed Brownian motion $Z$ starting from 1, whose time-change $V(t)$ satisfies $V(t) > t$ for all $t > 0$, we perform an explicit construction of a process $X$ which is Brownian motion in its own filtration…

We establish kinetic Hamiltonian flows in density space embedded with the $L^2$-Wasserstein metric tensor. We derive the Euler-Lagrange equation in density space, which introduces the associated Hamiltonian flows. We demonstrate that many…

A heat exchanger can be modeled as a closed domain containing an incompressible fluid. The moving fluid has a temperature distribution obeying the advection-diffusion equation, with zero temperature boundary conditions at the walls.…

We present the analysis of the first passage time problem on a finite interval for the generalized Wiener process that is driven by L\'evy stable noises. The complexity of the first passage time statistics (mean first passage time,…

The time-fractional diffusion equation is considered, where the time derivative is either of Caputo or Riemann-Liouville type. The solution of a general initial-boundary value problem with time-dependent boundary conditions over bounded and…

We consider compressible fluid flow on an evolving surface with a piecewise Lipschitz-continuous boundary from an energetic point of view. We employ both an energetic variational approach and the first law of thermodynamics to make a…

This work studies the Schr\"odinger bridge problem for the kinematic equation on a compact connected Lie group. The objective is to steer a controlled diffusion between given initial and terminal densities supported over the Lie group while…

We prove strong invariance principle between a transient Bessel process and a certain nearest neighbor (NN) random walk that is constructed from the former by using stopping times. It is also shown that their local times are close enough to…

We consider the incompressible Euler equations in a bounded domain in three space dimensions. Recently, the first two authors proved Onsager's conjecture for bounded domains, i.e., that the energy of a solution to these equations is…

We obtain analytic expressions for the time correlation functions of a liquid of spherical particles, exact in the limit of high dimensions $d$. The derivation is long but straightforward: a dynamic virial expansion for which only the first…

This work is part of a general study on the long-term safety of the geological repository of nuclear wastes. A diffusion equation with a moving free boundary in one dimension is introduced and studied. The model describes some mechanisms…

In this paper, we study the 1D steady Boltzmann flow in a channel. The walls of the channel are assumed to have vanishing velocity and given temperatures $\theta_0$ and $\theta_1$. This problem was studied by Esposito et al [13,14] where…

We study sample path deviations of the Wiener process from three different representations of its bridge: anticipative version, integral representation and space-time transform. Although these representations of the Wiener bridge are equal…

For the one-dimensional linear kinetic equations with collisional frequency of the molecules, proportional to the module velocity of molecules, analytical solutions of problems about temperature jump and weak evaporation (condensation) in…

Systems where resource availability approaches a critical threshold are common to many engineering and scientific applications and often necessitate the estimation of first passage time statistics of a Brownian motion (Bm) driven by…

Smoothness and asymptotic behaviors are studied for the densities of the law of the occupation time on the positive line for Bessel bridges and the normalized excursion of strictly stable processes. The key role is played by these…

Motivated by cell adhesion in hydrodynamic flow, here we study bond formation between a spherical Brownian particle in linear shear flow carrying receptors for ligands covering the boundary wall. We derive the appropriate Langevin equation…

We derive the incompressible Euler equations with heat convection with the no-penetration boundary condition from the Boltzmann equation with the diffuse boundary in the hydrodynamic limit for the scale of large Reynold number. Inspired by…

We study the fundamental problem of two gas species in two dimensional velocity space whose molecules collide as hard circles in the presence of a flat boundary and with dependence on only one space dimension. The case of three-dimensional…