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We study the existence, uniqueness, and regularity of the solution to the stochastic reaction-diffusion equation (SRDE) with colored noise $\dot{F}$: $$ \partial_t u = a^{ij}u_{x^ix^j} + b^i u_{x^i} + cu - \bar{b} u^{1+\beta} + \xi…

Probability · Mathematics 2023-04-25 Beom-Seok Han , Jaeyun Yi

We study systems of nonlinear ordinary differential equations where the dominant term, with respect to large spatial variables, causes blow-ups and is positively homogeneous of a degree $1+\alpha$ for some $\alpha>0$. We prove that the…

Analysis of PDEs · Mathematics 2026-02-02 Luan Hoang

In this article, we consider the stochastic wave equation in spatial dimension $d=1$, with linear term $\sigma(u)=u$ multiplying the noise. This equation is driven by a Gaussian noise which is white in time and fractional in space with…

Probability · Mathematics 2023-07-04 Raluca M. Balan , Jingyu Huang , Xiong Wang , Panqiu Xia , Wangjun Yuan

We consider the following stochastic heat equation \begin{equation*} \partial_t u(t\,,x) = \tfrac12 \partial^2_x u(t\,,x) + b(u(t\,,x)) + \sigma(u(t\,,x)) \dot{W}(t\,,x), \end{equation*} defined for $(t\,,x)\in(0\,,\infty)\times\mathbb{R}$,…

Probability · Mathematics 2023-05-16 Mohammud Foondun , Davar Khoshnevisan , Eulalia Nualart

Solutions in self-similar form, either global in time or presenting finite time blow-up, to the supercritical fast diffusion equation with spatially inhomogeneous source $$ \partial_tu=\Delta u^m+|x|^{\sigma}u^p, \quad…

Analysis of PDEs · Mathematics 2025-02-11 Razvan Gabriel Iagar , Ariel Sánchez

We perturb with an additive Gaussian white noise the Hamiltonian system associated to a cubic anharmonic oscillator. The stochastic system is assumed to start from initial conditions that guarantee the existence of a periodic solution for…

Probability · Mathematics 2019-07-26 Enrico Bernardi , Alberto Lanconelli

The main object of this paper is the planar wave equation \[\bigg(\frac{\partial^2}{\partial t^2}-a^2\varDelta\bigg)U(x,t)=f(x,t),\quad t\ge0, x\in \mathbb {R}^2,\] with random source $f$. The latter is, in certain sense, a symmetric…

Probability · Mathematics 2016-11-21 Larysa Pryhara , Georgiy Shevchenko

We consider the stochastic heat equation driven by a multiplicative Gaussian noise that is white in time and spatially homogeneous in space. Assuming that the spatial correlation function is given by a Riesz kernel of order $\alpha \in…

Probability · Mathematics 2024-11-12 Carsten Chong

As an unusual type of anomalous diffusion behavior, (transient) superballistic transport is not well understood but it has been experimentally observed recently. We here calculate the white noise effect (in Markov approximation) on the…

Quantum Physics · Physics 2017-03-08 E. Gholami , Z. Mohammaddost-Lashkami

In this article, we give a new proof of the It\^o formula for some integral processes related to the space-time L\'evy white noise introduced in Balan (2015) as an alternative for the Gaussian white noise perturbing an SPDE. We discuss two…

Probability · Mathematics 2015-05-19 Raluca M. Balan , Cheikh B. Ndongo

We consider reaction-diffusion systems with multiplicative noise on a spatial domain of dimension two or higher. The noise process is white in time, coloured in space, and invariant under translations. In the deterministic setting,…

Analysis of PDEs · Mathematics 2024-06-07 Mark van den Bosch , Hermen Jan Hupkes

Blow-up rates are established for general solutions to the quasilinear diffusion equation $$ \partial_tu=\Delta u^m+|x|^{\sigma}u^p, \quad (x,t)\in\mathbb{R}^N\times(0,T), $$ in the range of exponents $1<p<m$, $\sigma>0$. More precisely, if…

Analysis of PDEs · Mathematics 2026-04-08 Raúl Ferreira , Razvan Gabriel Iagar , Ariel Sánchez

In this paper we consider the global qualitative properties of a stochastically perturbed logistic model of population growth. In this model, the stochastic perturbations are assumed to be of the white noise type and are proportional to the…

Dynamical Systems · Mathematics 2020-09-29 Andrei Korobeinikov , Leonid Shaikhet

Uniform-in-time bounds of nonnegative classical solutions to reaction-diffusion systems in all space dimension are proved. The systems are assumed to dissipate the total mass and to have locally Lipschitz nonlinearities of at most (slightly…

Analysis of PDEs · Mathematics 2019-06-18 Klemens Fellner , Jeff Morgan , Bao Quoc Tang

We illustrate the dispersive blow up phenomena of the solutions of three dimensional generalized Zakharov-Kuznetsov equations. In particular, we construct smooth initial data such that, the associated global solutions fail to be $C^{1}$ at…

Analysis of PDEs · Mathematics 2024-08-28 Yingzhe Ban , Minjie Shan

In this paper, we consider the 1D Euler equation with time and space dependent damping term $-a(t,x)v$. It has long been known that when $a(t,x)$ is a positive constant or $0$, the solution exists globally in time or blows up in finite…

Analysis of PDEs · Mathematics 2023-04-12 Yuusuke Sugiyama

We study the nonlinear stochastic heat equation driven by space-time white noise in the case that the initial datum $u_0$ is a (possibly signed) measure. In this case, one cannot obtain a mild random-field solution in the usual sense. We…

Probability · Mathematics 2010-04-19 Daniel Conus , Davar Khoshnevisan

The paper deals with reaction-diffusion equations involving a hysteretic discontinuity in the source term, which is defined at each spatial point. In particular, such problems describe chemical reactions and biological processes in which…

Analysis of PDEs · Mathematics 2014-04-17 Pavel Gurevich , Roman Shamin , Sergey Tikhomirov

The blowup in finite time of solutions to SPDEs \begin{equation*} \partial_tu_t(x)=-\phi(-\Delta)u_t(x) +\sigma(u_t(x))\dot{\xi}(t,x), \quad t>0,x\in\mathbb{R}^d, \end{equation*} { is} investigated, where $\dot{\xi}$ could be either a white…

Probability · Mathematics 2020-01-03 Chan-Song Deng , Wei Liu , Erkan Nane

In this work, exact solutions are derived for an integer- and fractional-order time-delayed diffusion equation with arbitrary initial conditions. The solutions are obtained using Fourier transform methods in conjunction with the known…