We are interested in the law of the first passage time of an Ornstein–Uhlenbeck process to time-varying thresholds. We show that this problem is connected to the laws of the first passage time of the process to members of a two-parameter family of functional transformations of a time-varying boundary. For specific values of the parameters, these transformations appear in a realisation of a standard Ornstein–Uhlenbeck bridge. We provide three different proofs of this connection. The first is based on a similar result for Brownian motion, the second uses a generalisation of the so-called Gauss–Markov processes, and the third relies on the Lie group symmetry method. We investigate the properties of these transformations and study the algebraic and analytical properties of an involution operator which is used in constructing them. We also show that these transformations map the space of solutions of Sturm–Liouville equations into the space of solutions of the associated nonlinear ordinary differential equations. Lastly, we interpret our results through the method of images and give new examples of curves with explicit first passage time densities.

For $s\in [\tfrac {1}{2},\, 1)$, let $u$ solve $(\partial _t - \Delta )^s u = Vu$ in $\mathbb {R}^{n} \times [-T,\, 0]$ for some $T>0$ where $||V||_{ C^2(\mathbb {R}^n \times [-T, 0])} < \infty$. We show that if for some $0<\mathfrak {K} < T$ and $\epsilon >0$

\[ {\unicode{x2A0D}}-_{[-\mathfrak{K},\, 0]} u^2(x, t) {\rm d}t \leq Ce^{-|x|^{2+\epsilon}}\ \forall x \in \mathbb{R}^n, \]

$u \equiv 0$

$\mathbb {R}^{n} \times [-T,\, 0]$

This paper focuses on the Cauchy problem for a one-dimensional quasilinear hyperbolic–parabolic coupled system with initial data given on a line of parabolicity. The coupled system is derived from the Poiseuille flow of full Ericksen–Leslie model in the theory of nematic liquid crystals, which incorporates the crystal and liquid properties of the materials. The main difficulty comes from the degeneracy of the hyperbolic equation, which makes that the system is not continuously differentiable and then the classical methods for the strictly hyperbolic–parabolic coupled systems are invalid. With a choice of a suitable space for the unknown variable of the parabolic equation, we first solve the degenerate hyperbolic problem in a partial hodograph plane and express the smooth solution in terms of the original variables. Based on the smooth solution of the hyperbolic equation, we then construct an iterative sequence for the unknown variable of the parabolic equation by the fundamental solution of the heat equation. Finally, we verify the uniform convergence of the iterative sequence in the selected function space and establish the local existence and uniqueness of classical solutions to the degenerate coupled problem.

In this paper, we consider a semi-classical version of the nonhomogeneous heat equation with singular time-dependent coefficients on the lattice $\hbar \mathbb {Z}^n$. We establish the well-posedness of such Cauchy problems in the classical sense when regular coefficients are considered, and analyse how the notion of very weak solution adapts in such equations when distributional coefficients are regarded. We prove the well-posedness of both the classical and the very weak solution in the weighted spaces $\ell ^{2}_{s}(\hbar \mathbb {Z}^n)$, $s \in \mathbb {R}$, which is enough to prove the well-posedness in the space of tempered distributions $\mathcal {S}'(\hbar \mathbb {Z}^n)$. Notably, when $s=0$, we show that for $\hbar \rightarrow 0$, the classical (resp. very weak) solution of the heat equation in the Euclidean setting $\mathbb {R}^n$ is recaptured by the classical (resp. very weak) solution of it in the semi-classical setting $\hbar \mathbb {Z}^n$.

The dynamics of interfaces in slow diffusion equations with strong absorption are studied. Asymptotic methods are used to give descriptions of the behaviour local to a comprehensive range of possible singular events that can occur in any evolution. These events are: when an interface changes its direction of propagation (reversing and anti-reversing), when an interface detaches from an absorbing obstacle (detaching), when two interfaces are formed by film rupture (touchdown) and when the solution undergoes extinction. Our account of extinction and self-similar reversing and anti-reversing is built upon previous work; results on non-self-similar reversing and anti-reversing and on the various types of detachment and touchdown are developed from scratch. In all cases, verification of the asymptotic results against numerical solutions to the full PDE is provided. Self-similar solutions, both of the full equation and of its asymptotic limits, play a central role in the analysis.

We apply capacities to explore the space–time fractional dissipative equation: (0.1)

$$ \begin{align} \left\{\begin{aligned} &\partial^{\beta}_{t}u(t,x)=-\nu(-\Delta)^{\alpha/2}u(t,x)+f(t,x),\quad (t,x)\in\mathbb R^{1+n}_{+},\\ &u(0,x)=\varphi(x),\ x\in\mathbb R^{n}, \end{aligned}\right. \end{align} $$

where $\alpha>n$ and $\beta \in (0,1)$. In this paper, we focus on the regularity and the blow-up set of mild solutions to (0.1). First, we establish the Strichartz-type estimates for the homogeneous term $R_{\alpha ,\beta }(\varphi )$ and inhomogeneous term $G_{\alpha ,\beta }(g)$, respectively. Second, we obtain some space–time estimates for $G_{\alpha ,\beta }(g).$ Based on these estimates, we prove that the continuity of $R_{\alpha ,\beta }(\varphi )(t,x)$ and the Hölder continuity of $G_{\alpha ,\beta }(g)(t,x)$ on $\mathbb {R}^{1+n}_+,$ which implies a Moser–Trudinger-type estimate for $G_{\alpha ,\beta }.$ Then, for a newly introduced $L^{q}_{t}L^p_{x}$-capacity related to the space–time fractional dissipative operator $\partial ^{\beta }_{t}+(-\Delta )^{\alpha /2},$ we perform the geometric-measure-theoretic analysis and establish its basic properties. Especially, we estimate the capacity of fractional parabolic balls in $\mathbb {R}^{1+n}_+$ by using the Strichartz estimates and the Moser–Trudinger-type estimate for $G_{\alpha ,\beta }.$ A strong-type estimate of the $L^{q}_{t}L^p_{x}$-capacity and an embedding of Lorentz spaces are also derived. Based on these results, especially the Strichartz-type estimates and the $L^{q}_{t}L^p_{x}$-capacity of fractional parabolic balls, we deduce the size, i.e., the Hausdorff dimension, of the blow-up set of solutions to (0.1).

Let E and D be open subsets of $\mathbb {R}^{n+1}$ such that $\overline {D}$ is a compact subset of E, and let v be a supertemperature on E. A temperature u on D is called extendable by v if there is a supertemperature w on E such that $w=u$ on D and $w=v$ on $E\backslash \overline D$ . From earlier work of N. A. Watson, [‘Extendable temperatures’, Bull. Aust. Math. Soc.100 (2019), 297–303], either there is a unique temperature extendable by v, or there are infinitely many; a necessary condition for uniqueness is that the generalised solution of the Dirichlet problem on D corresponding to the restriction of v to $\partial _eD$ is equal to the greatest thermic minorant of v on D. In this paper we first give a condition for nonuniqueness and an example to show that this necessary condition is not sufficient. We then give a uniqueness theorem involving the thermal and cothermal fine topologies and deduce a corollary involving only parabolic and coparabolic tusks.

We consider the Cauchy problem for a general class of parabolic partial differential equations in the Euclidean space ℝN. We show that given a weighted Lp-space $L_w^p({\mathbb {R}}^N)$ with 1 ⩽ p < ∞ and a fast growing weight w, there is a Schauder basis $(e_n)_{n=1}^\infty$ in $L_w^p({\mathbb {R}}^N)$ with the following property: given an arbitrary positive integer m there exists nm > 0 such that, if the initial data f belongs to the closed linear span of en with n ⩾ nm, then the decay rate of the solution of the problem is at least t−m for large times t.

The result generalizes the recent study of the authors concerning the classical linear heat equation. We present variants of the result having different methods of proofs and also consider finite polynomial decay rates instead of unlimited m.

The work in this paper concerns the study of different approximations for one-dimensional one-phase Stefan-like problems with a space-dependent latent heat. It is considered two different problems, which differ from each other in their boundary condition imposed at the fixed face: Dirichlet and Robin conditions. The approximate solutions are obtained by applying the heat balance integral method (HBIM), the modified HBIM and the refined integral method (RIM). Taking advantage of the exact analytical solutions, we compare and test the accuracy of the approximate solutions. The analysis is carried out using the dimensionless generalised Stefan number (Ste) and Biot number (Bi). It is also studied the case when Bi goes to infinity in the problem with a convective condition, recovering the approximate solutions when a temperature condition is imposed at the fixed face. Some numerical simulations are provided in order to assert which of the approximate integral methods turns out to be optimal. Moreover, we pose an approximate technique based on minimising the least-squares error, obtaining also approximate solutions for the classical Stefan problem.

We show that a class of area-preserving flows can deform every starshaped curve into a circle.

An inverse problem of determining unknown source parameter in a parabolic equation is considered. The variational iteration method (VIM) is presented to solve inverse problems. The solution gives good approximations by VIM. A numerical example shows that the VIM works effectively for an inverse problem.

This paper is concerned with the asymptotic behaviour of the lifespan of solutions for a semilinear heat equation with initial datum λφ(x) in hyperbolic space. The growth rates for both λ → 0 and λ → ∞ are determined.

We extend the Atiyah, Patodi, and Singer index theorem for first-order differential operators from the context of manifolds with cylindrical ends to manifolds with periodic ends. This theorem provides a natural complement to Taubes’ Fredholm theory for general end-periodic operators. Our index theorem is expressed in terms of a new periodic eta-invariant that equals the Atiyah–Patodi–Singer eta-invariant in the cylindrical setting. We apply this periodic eta-invariant to the study of moduli spaces of Riemannian metrics of positive scalar curvature.

Let L be a divergence form elliptic operator with complex bounded measurable coefficients, let ω be a positive Musielak-Orlicz function on (0, ∞) of uniformly strictly critical lower-type pω ∈ (0, 1], and let ρ(x,t) = t−1/ω−1 (x,t−1) for x ∈ ℝn, t ∊ (0, ∞). In this paper, we study the Musielak-Orlicz Hardy space Hω,L(ℝn) and its dual space BMOρ,L* (ℝ n), where L* denotes the adjoint operator of L in L2 (ℝ n). The ρ-Carleson measure characterization and the John-Nirenberg inequality for the space BMOρ,L (ℝn) are also established. Finally, as applications, we show that the Riesz transform ∇L−1/2 and the Littlewood–Paley g-function gL map Hω,L(ℝn) continuously into L(ω).

In this paper, a meshless regularization method of fundamental solutions is proposed for a two-dimensional, two-phase linear inverse Stefan problem. The numerical implementation and analysis are challenging since one needs to handle composite materials in higher dimensions. Furthermore, the inverse Stefan problem is ill-posed since small errors in the input data cause large errors in the desired output solution. Therefore, regularization is necessary in order to obtain a stable solution. Numerical results for several benchmark test examples are presented and discussed.

In this paper, the Crank-Nicolson linear finite volume element method is applied to solve the distributed optimal control problems governed by a parabolic equation. The optimal convergent order O(h2+k2) is obtained for the numerical solution in a discrete L2-norm. A numerical experiment is presented to test the theoretical result.

In this paper, a new discontinuous Galerkin method is developed for the parabolic equation with jump coefficients satisfying the continuous flow condition. Theoretical analysis shows that this method is L2 stable. When the finite element space consists of interpolative polynomials of degrees k, the convergent rate of the semi-discrete discontinuous Galerkin scheme has an order of . Numerical examples for both 1-dimensional and 2-dimensional problems demonstrate the validity of the new method.

In this paper, we consider the Cauchy problem

$$\left\{ \begin{align} & {{u}_{t}}=\Delta ({{u}^{m}}),\,\,\,\,\,x\in {{\mathbb{R}}^{N}},t>0,N\ge 3, \\ & u(x,0)={{u}_{0}}(x),\,\,\,\,\,x\in {{\mathbb{R}}^{N}}. \\ \end{align} \right.$$

We will prove that

(i) for ${{m}_{c}}\,<\,m,\,{{m}_{0}}\,<\,1,\,\left| u(x,\,t,m)-u(x,\,t,{{m}_{0}}) \right|\,\to \,0$ as $m\,\to \,{{m}_{0}}$ uniformly on every compact subset of ${{\mathbb{R}}^{N}}\,\times \,{{\mathbb{R}}^{+}}$, where ${{m}_{c}}\,=\,\frac{{{(N-2)}_{+}}}{N}$;

(ii) there is a ${{C}^{*}}$ that explicitly depends on $m$ such that

$${{\left\| u(\cdot ,\cdot ,m)-u(\cdot ,\cdot ,1) \right\|}_{{{L}^{2}}({{\mathbb{R}}^{N}}\times {{\mathbb{R}}^{+}})}}\le {{C}^{*}}\left| m-1 \right|.$$

The numerical modeling of a binary solidification with a mushy layer mechanism is considered in this manuscript. The nonlinear coupled system of equations describes the heat and mass diffusions of a one-dimensional spatial variable in the semi-infinite interval. Also formulated is a transformed system in a finite interval. We propose numerical methods for solving the nonlinear system using a threshold strategy based on fixed computation-domain approach. Our calculated results and those from the LeadEx field experiment are well-matched in their tendencies.

There are many ways to define how long diffusive processes take, and an appropriate “critical time” is highly dependent on the specific application. In particular, we are interested in diffusive processes through multilayered materials, which have applications to a wide range of areas. Here we perform a comprehensive comparison of six critical time definitions, outlining their strengths, weaknesses, and potential applications. A further four definitions are also briefly considered. Equivalences between appropriate definitions are determined in the asymptotic limit as the number of layers becomes large. Relatively simple approximations are obtained for the critical time definitions. The approximations are more accessible than inverting the analytical solution for time, and surprisingly accurate. The key definitions, their behaviour and approximations are summarized in tables.