scholarly journals Bounds on Rate of Convergence for the Shuffled Discrete Heat Equation in Zd

2020 ◽  
Vol 13 ◽  
Author(s):  
Luciano Vinas
Keyword(s):  
Heat Equation ◽  
Rate Of Convergence

On Simulating Wiener Integrals and Their Expectations

1991 ◽  
Vol 5 (1) ◽  
pp. 101-112 ◽  
Author(s):  
A. Korzeniowski ◽  
D.L. Hawkins
Keyword(s):  
Brownian Motion ◽  
Heat Equation ◽  
Rate Of Convergence ◽  
Approximation Scheme ◽  
Numerical Results

An approximation scheme for evaluating Wiener integrals by simulating Brownian motion is studied. The rate of convergence and numerical results are given, including an application to the heat equation by using the Feynman-Kac formula.

scholarly journals Rate of convergence in the large diffusion limit for the heat equation with a dynamical boundary condition

2019 ◽  
Vol 114 (1-2) ◽  
pp. 37-57 ◽  
Author(s):  
Marek Fila ◽  
Kazuhiro Ishige ◽  
Tatsuki Kawakami ◽  
Johannes Lankeit
Keyword(s):  
Boundary Condition ◽  
Heat Equation ◽  
Rate Of Convergence ◽  
Diffusion Limit ◽  
Dynamical Boundary Condition ◽  
Large Diffusion

Products of 2 × 2 stochastic matrices with random entries

1986 ◽  
Vol 23 (04) ◽  
pp. 1019-1024
Author(s):  
Walter Van Assche
Keyword(s):  
Rate Of Convergence ◽  
Beta Distribution ◽  
Stopping Time ◽  
Stochastic Matrices

The limit of a product of independent 2 × 2 stochastic matrices is given when the entries of the first column are independent and have the same symmetric beta distribution. The rate of convergence is considered by introducing a stopping time for which asymptotics are given.

The Resolvent Operator

2017 ◽  
Author(s):  
Charles L. Epstein ◽  
Rafe Mazzeo
Keyword(s):  
Cauchy Problem ◽  
Heat Equation ◽  
Laplace Transform ◽  
Heat Kernel ◽  
Resolvent Operator ◽  
Contour Integration ◽  
Resolvent Kernel ◽  
The Laplace Transform ◽  
Elliptic Estimates ◽  
The Resolvent Operator

This chapter describes the construction of a resolvent operator using the Laplace transform of a parametrix for the heat kernel and a perturbative argument. In the equation (μ‎-L) R(μ‎) f = f, R(μ‎) is a right inverse for (μ‎-L). In Hölder spaces, these are the natural elliptic estimates for generalized Kimura diffusions. The chapter first constructs the resolvent kernel using an induction over the maximal codimension of bP, and proves various estimates on it, along with corresponding estimates for the solution operator for the homogeneous Cauchy problem. It then considers holomorphic semi-groups and uses contour integration to construct the solution to the heat equation, concluding with a discussion of Kimura diffusions where all coefficients have the same leading homogeneity.

Conserved Quantities for the General Linear Heat Equation

2016 ◽  
pp. 4437-4439
Author(s):  
Adil Jhangeer ◽  
Fahad Al-Mufadi
Keyword(s):  
Evolution Equation ◽  
Heat Equation ◽  
Conservation Laws ◽  
Exact Solutions ◽  
Lagrangian Approach ◽  
General Linear ◽  
Conserved Quantities ◽  
Linear Heat ◽  
The Family ◽  
Partial Lagrangian

In this paper, conserved quantities are computed for a class of evolution equation by using the partial Noether approach [2]. The partial Lagrangian approach is applied to the considered equation, infinite many conservation laws are obtained depending on the coefficients of equation for each n. These results give potential systems for the family of considered equation, which are further helpful to compute the exact solutions.

Sign in / Sign up

Export Citation Format

Share Document