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We consider an outward degenerate drifted Brownian motion in the quarter plane with oblique reflections on the boundaries. In this article, we explicitly compute the Laplace transforms of the Green's functions associated with the process.…

概率论 · 数学 2026-05-08 Maxence Petit

We consider a transient Brownian motion reflected obliquely in a two-dimensional wedge. A precise asymptotic expansion of Green's functions is found in all directions. To this end, we first determine a kernel functional equation connecting…

概率论 · 数学 2024-09-30 Sandro Franceschi , Irina Kourkova , Maxence Petit

In this paper, new representations of the Green's function for an acoustic d-dimensional half-space problem with impedance boundary conditions are presented. The main features of the new representation are: a) in addition to additive terms…

数值分析 · 数学 2025-07-24 C. Lin , J. M. Melenk , S. Sauter

The stationary reflected Brownian motion in a three-quarter plane has been rarely analyzed in the probabilistic literature, in comparison with the quarter plane analogue model. In this context, our main result is to prove that the…

概率论 · 数学 2022-11-07 Guy Fayolle , Sandro Franceschi , Kilian Raschel

We construct obliquely reflected Brownian motions in all bounded simply connected planar domains, including non-smooth domains, with general reflection vector fields on the boundary. Conformal mappings and excursion theory are our main…

概率论 · 数学 2015-12-09 Krzysztof Burdzy , Zhen-Qing Chen , Donald Marshall , Kavita Ramanan

We consider a two-dimensional diffusion process in a two-layered plane, governed by distinct covariance matrices in the upper and lower half-planes and by two drift vectors pointed away from the $x$-axis. We first analyze the case where the…

概率论 · 数学 2025-12-11 Sandro Franceschi , Irina Kourkova , Maxence Petit

A free non-relativistic particle moving in two dimensions on a half-plane can be described by self-adjoint Hamiltonians characterized by boundary conditions imposed on the systems. The most general boundary condition is parameterized in…

高能物理 - 理论 · 物理学 2009-10-22 Michel Carreau

It has been known for some time that the Green's function of a planar domain can be defined in terms of the exit time of Brownian motion, and this definition has been extended to stopping times more general than exit times. In this paper,…

概率论 · 数学 2017-01-25 Greg Markowsky

We investigate a first boundary value problem for a second-order partial differential equation involving the Prabhakar fractional derivative in time. Using structural properties of the Prabhakar kernel and generalized Mittag-Leffler…

偏微分方程分析 · 数学 2026-05-20 Erkinjon Karimov , Doniyor Usmonov , Maftuna Mirzaeva

We study a space-time Brownian motion with drift B(t)=(t_0+t,y_0+W(t)+t) killed at the moving boundary of the cone {(t,x):0<x<t}. This article determines the parabolic Martin boundary and all harmonic functions associated with this process.…

概率论 · 数学 2025-01-31 Sandro Franceschi

This article is devoted to deduce the expression of the Green's function related to a general constant coefficients fractional difference equation coupled to Dirichlet conditions. In this case, due to the points where some of the fractional…

经典分析与常微分方程 · 数学 2022-12-20 Alberto Cabada , Nikolay D. Dimitrov , Jagan Mohan Jonnalagadda

Green's functions for Neumann boundary conditions have been considered in Math Physics and Electromagnetism textbooks, but special constraints and other properties required for Neumann boundary conditions have generally not been noticed or…

经典物理 · 物理学 2014-06-17 Jerrold Franklin

In this paper we study the moment generating function and the moments of occupation time functionals of one-dimensional diffusions. Assuming, specifically, that the process lives on $\mathbb{R}$ and starts at~0, we apply Kac's moment…

概率论 · 数学 2023-07-06 Paavo Salminen , David Stenlund

We consider the problem of strong existence and uniqueness of a Brownian motion forced to stay in the quadrant by an electrostatic repulsion from the sides that works obliquely. The results are reminiscent of the study of a Brownian motion…

概率论 · 数学 2013-02-14 Dominique Lépingle

In this paper we study the time dependent Schr\"odinger equation with all possible self-adjoint singular interactions located at the origin, which include the $\delta$ and $\delta'$-potentials as well as boundary conditions of Dirichlet,…

偏微分方程分析 · 数学 2020-05-25 Yakir Aharonov , Jussi Behrndt , Fabrizio Colombo , Peter Schlosser

A general formula for the orbital magnetic moment of interacting electrons in solids is derived using the many-electron Green function method. The formula factorizes into two parts, a part that contains the information about the…

材料科学 · 物理学 2016-04-20 F. Aryasetiawan , K. Karlsson , T. Miyake

The pointwise space-time behavior of the Green's function of the three-dimensional relativistic Boltzmann equation is studied in this paper. It is shown that the Green's function has a decomposition of the macroscopic diffusive waves and…

偏微分方程分析 · 数学 2024-05-13 Yanchao Li , Mingying Zhong

We show that the Green's function of a two dimensional fermion with a modified dispersion relation and short distance parameter $a$ is given by the Lerch zeta function. The Green's function is defined on a cylinder of radius R and we show…

数学物理 · 物理学 2007-05-23 Michael McGuigan

In this paper it is shown how the generating functional for Green's functions in relativistic quantum field theory and in thermal field theory can be evaluated in terms of a standard quantum mechanical path integral. With this calculational…

高能物理 - 理论 · 物理学 2011-07-19 D. G. C. McKeon , A. Rebhan

We study the one-dimensional Schr\"odinger equation and derive exact expressions for the Green function in terms of reflection coefficients which are defined for semi-infinite intervals. We also discuss the relation between our results and…

数学物理 · 物理学 2011-12-30 Toru Miyazawa
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