相关论文: The Heat Equation on the Finite Poincar\'e Upper H…
Partial Differential Equations (PDEs) are widely used for modeling the physical phenomena and analyzing the dynamical behavior of many engineering and physical systems. The heat equation is one of the most well-known PDEs that captures the…
In this article I present a fast and direct method for solving several types of linear finite difference equations (FDE) with constant coefficients. The method is based on a polynomial form of the translation operator and its inverse, and…
By expanding the Dirac delta function in terms of the eigenfunctions of the corresponding Sturm-Liouville problem, we construct some new (oscillating) integral transforms. These transforms are then used to solve various finance, physics,…
We present a simple analytical method to solve master equations for finite temperatures and any initial conditions, which consists in the expansion of the density operator into normal modes. These modes and the expansion coefficients are…
We present a family of integral equation-based solvers for the linear or semilinear heat equation in complicated moving (or stationary) geometries. This approach has significant advantages over more standard finite element or finite…
Let $L = -{\rm div}( A(x) \cdot \nabla ) + V(x)$ be a second-order uniformly elliptic operator on $\mathbb{ R }^{n}$ $(n\geq 3)$, where $A(x)$ is a real symmetric matrix satisfying standard ellipticity conditions, and $V$ is a nonnegative…
This article concerns the basic understanding of parabolic final value problems, and a large class of such problems is proved to be well posed. The clarification is obtained via explicit Hilbert spaces that characterise the possible data,…
We consider heat kernel for higher-order operators with constant coefficients in $d$-dimensio\-nal Euclidean space and its asymptotic behavior. For arbitrary operators which are invariant with respect to $O(d)$-rotations we obtain exact…
For every $R>0$, consider the stochastic heat equation $\partial_{t} u_{R}(t\,,x)=\tfrac12 \Delta_{S_{R}^{2}}u_{R}(t\,,x)+\sigma(u_{R}(t\,,x)) \xi_{R}(t\,,x)$ on $S_{R}^{2}$, where $\xi_{R}=\dot{W_{R}}$ are centered Gaussian noises with the…
The aim of this paper is to construct (explicit) heat kernels for some hybrid evolution equations which arise in physics, conformal geometry and subelliptic PDEs. Hybrid means that the relevant partial differential operator appears in the…
The purpose of this article is to establish upper and lower estimates for the integral kernel of the semigroup exp(-tP) associated to a classical, strongly elliptic pseudodifferential operator P of positive order on a closed manifold. The…
We study the heat equation on a half-space with a linear dynamical boundary condition. Our main aim is to show that, if the diffusion coefficient tends to infinity, then the solutions converge (in a suitable sense) to solutions of the…
It is shown how to define difference operators and equations on particular lattices $\{x_n\}$, $2n\in\mathbb{Z}$, such that the divided difference operator $(\mathcal{D}f)(x_{n+1/2})= (f(x_{n+1})-f(x_n))/(x_{n+1}-x_n)$ has the property that…
We establish sharp higher-order heat estimates with complete bound on the noncommutative tori \(\mathbb{T}_{\theta}^{n}\) and show the optimality in the small-time order. As an application in polynomial semilinear heat equations on…
Let $L=-\Delta+V$ be a Schr\"odinger operator, where the potential $V$ belongs to the reverse H\"older class. By the subordinative formula, we introduce the fractional heat semigroup $\{e^{-t{L}^\alpha}\}_{t>0}, \alpha>0$, associated with…
In this paper we develop a way of obtaining Green's functions for partial differential equations with linear involutions by reducing the equation to a higher-order PDE without involutions. The developed theory is applied to a model of heat…
The theory of pseudo-differential operators is a powerful tool to deal with differential equations involving differential operators under the square root sign. These type of equations are pivotal elements to treat problems in anomalous…
We develop an arithmetic analogue of linear partial differential equations in two independent ``space-time'' variables. The spatial derivative is a Fermat quotient operator, while the time derivative is the usual derivation. This allows us…
In this paper, we analyze an operator splitting scheme of the nonlinear heat equation in $\Omega\subset\mathbb{R}^d$ ($d\geq 1$): $\partial_t u = \Delta u + \lambda |u|^{p-1} u$ in $\Omega\times(0,\infty)$, $u=0$ in…
We provide a stochastic fractional diffusion equation description of energy transport through a finite one-dimensional chain of harmonic oscillators with stochastic momentum exchange and connected to Langevian type heat baths at the…