Browsing Mathematics, Department of by Author "Sylvester, John"
Burdzy, Krzysztof; Chen, Zhen-Qing; Sylvester, John (Institute of Mathematical Statistics, 2004-01)The paper is concerned with reflecting Brownian motion (RBM) in domains with deterministic moving boundaries, also known as "non-cylindrical domains," and its connections with partial differential equations. Construction ...
Burdzy, Krzysztof; Chen, Zhen-Qing; Sylvester, John (Academic Press (Elsevier), 2004-10)The paper studies, among other things, two types of possible singularities of the solution to the heat equation at the boundary of a moving domain. Several explicit results on "heat atoms" and "heat singularities" are given.