相关论文: About classical solutions of the path-dependent he…
We prove the necessary and sufficient condition for the removability of the fundamental singularity, and equivalently for the unique solvability of the singular Dirichlet problem for the heat equation. In the measure-theoretical context the…
In this paper we construct a stochastic process, more precisely, a (nonlinear) Markov process, which is related to the parabolic $p$-Laplace equation in the same way as Brownian motion is to the classical heat equation given by the (2-)…
We show how using a special relativistic kinetic equation with a BGK- like collision operator the ensuing expression for the heat flux can be casted in the form required by Classical Irreversible Thermodynamics. Indeed, it is linearly…
The Klein-Kramers equation, governing the Brownian motion of a classical particle in quantum environment under the action of an arbitrary external potential, is derived. Quantum temperature and friction operators are introduced and at large…
Motivated by the recent proof of Newman's conjecture \cite{R-T} we study certain properties of entire caloric functions, namely solutions of the heat equation $\partial_t F = \partial_z^2 F$ which are entire in $z$ and $t$. As a…
We establish the path integral approach for the time-dependent heat exchange of an externally driven quantum system coupled to a thermal reservoir. We derive the relevant influence functional and present an exact formal expression for the…
Owing to the Chapman-Kolmogorov equation for Markovian dynamics,any equilibrium trajectory of a Brownian particle in a solvent fluid can be viewed as the superposition of an uncountable number of non-equilibrium states. This property…
Combining fractional calculus and the Rough Path Theory we study the existence and uniqueness of mild solutions to evolutions equations driven by a H\"older continuous function with H\"older exponent in $(1/3,1/2)$. Our stochastic integral…
A generical formalism for the discussion of Brownian processes with non-constant particle number is developed, based on the observation that the phase space of heat possesses a product structure that can be encoded in a commutative unit…
By considering an ensemble of Brownian particles suspended in a heat bath as a thermodynamic system with an internal degree of freedom it is possible to obtain the Fokker-Planck equation for Brownian motion in a temperature gradient, by…
Quantum Brownian motion, described by the Caldeira-Leggett model, brings insights to understand phenomena and essence of quantum thermodynamics, especially the quantum work and heat associated with their classical counterparts. By employing…
In this short communication we present an original way to couple the Brownian motion and the heat equation. More in general, we suggest a way for coupling the Langevin equation for a particle, which describes a single realization of its…
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,…
In this paper we address again the problem of the connection between multitime Brownian sheet and heat type PDEs. The main results include: the volumetric character of the solutions of the forward (backward) diffusion-like PDEs; the forward…
Multivariate Bessel and Jacobi processes describe Calogero-Moser-Sutherland particle models. They depend on a parameter $k$ and are related to time-dependent classical random matrix models like Dysom Brownian motions, where $k$ has the…
This paper investigates existence results for path-dependent differential equations driven by a H{\"o}lder function where the integrals are understood in the Young sense. The two main results are proved via an application of Schauder…
A unified description of i) classical phase transitions and their remnants in finite systems and ii) quantum phase transitions is presented. The ensuing discussion relies on the interplay between, on the one hand, the thermodynamic concepts…
A new proof of a pathwise uniqueness result of Krylov and R\"{o}ckner is given. It concerns SDEs with drift having only certain integrability properties. In spite of the poor regularity of the drift, pathwise continuous dependence on…
In this paper we study the effect of stochastic perturbations on a common type of moving boundary value PDE's which endorse Stefan boundary conditions, or Stefan problems, and show the existence and uniqueness of the solutions to a number…
Work belongs to the most basic notions in thermodynamics but it is not well understood in quantum systems, especially in open quantum systems. By introducing a novel concept of work functional along individual Feynman path, we invent a new…