We are interested in Gaussian versions of the classical Brunn-Minkowski inequality. We prove in a streamlined way a semigroup version of the Ehrhard inequality for m Borel or convex sets based on a previous work by Borell. Our method also yields semigroup proofs of the geometric Brascamp-Lieb inequality and of its reverse form, which follow exactly the same lines.
We give asymptotic formulae for the propagation of an initial disturbance of the Burgers’ equation.
The backward Euler algorithm for the multidimensional nonhomogeneous heat equation is analyzed, based on the finite element method. The existence and uniqueness of the numerical solution is investigated. Also, the convergence of the numerical solutions is studied.
We give explicit formulas for Hadamard's coefficients in terms of the tau-function of the Korteweg-de Vries hierarchy. We show that some of the basic properties of these coefficients can be easily derived from these formulas.