Related papers: Intermittence and nonlinear parabolic stochastic p…

We consider nonlinear parabolic SPDEs of the form $\partial_t u=\Delta u + \lambda \sigma(u)\dot w$ on the interval $(0, L)$, where $\dot w$ denotes space-time white noise, $\sigma$ is Lipschitz continuous. Under Dirichlet boundary…

We consider nonlinear parabolic SPDEs of the form $\partial_t u=-(-\Delta)^{\alpha/2} u + b(u) +\sigma(u)\dot w$, where$\dot w$ denotes space-time white noise. The functions $b$ and $\sigma$ are both locally Lipschitz continuous. Under some…

A study of a non-linear parabolic SPDEs of the form $\partial_{t}u=\mathcal{L}\,u + \sigma(u)f(B_t^x,t)\dot{w}$ with $\dot{w}$ as the space-time white noise and $f(B_t^x,t)$ a space-time harmonic function was done. The function…

We consider non-linear time-fractional stochastic heat type equation $$\frac{\partial^\beta u}{\partial t^\beta}+\nu(-\Delta)^{\alpha/2} u=I^{1-\beta}_t \bigg[\int_{\mathbb{R}^d}\sigma(u(t,x),h) \stackrel{\cdot}{\tilde N }(t,x,h)\bigg]$$…

The main result of this paper is that there are examples of stochastic partial differential equations [hereforth, SPDEs] of the type $$ \partial_t u=\frac12\Delta u +\sigma(u)\eta \qquad\text{on $(0\,,\infty)\times\mathbb{R}^3$}$$ such that…

We consider a stochastic heat equation of the type, $\partial_t u = \partial^2_x u + \sigma(u)\dot{W}$ on $(0\,,\infty)\times[-1\,,1]$ with periodic boundary conditions and on-degenerate positive initial data, where $\sigma:\mathbb{R}…

We consider time fractional stochastic heat type equation $$\partial^\beta_tu(t,x)=-\nu(-\Delta)^{\alpha/2} u_t(x)+I^{1-\beta}_t[\sigma(u)\stackrel{\cdot}{W}(t,x)]$$ in $(d+1)$ dimensions, where $\nu>0$, $\beta\in (0,1)$, $\alpha\in (0,2]$,…

We consider non-linear time-fractional stochastic heat type equation $$\partial^\beta_tu_t(x)=-\nu(-\Delta)^{\alpha/2} u_t(x)+I^{1-\beta}_t[\sigma(u)\stackrel{\cdot}{W}(t,x)]$$ in $(d+1)$ dimensions, where $\nu>0, \beta\in (0,1)$,…

Consider the stochastic heat equation $\partial_tu=\mathscr{L}u+\lambda\sigma(u)\xi$, where $\mathscr{L}$ denotes the generator of a L\'{e}vy process on a locally compact Hausdorff Abelian group $G$, $\sigma:\mathbf{R}\to\mathbf{R}$ is…

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 $(t\,,x)\in(0\,,\infty)\times\mathbb{R}$,…

In this article, we continue the investigations initiated by the first author in Balan (2015) related to the study of stochastic partial differential equations (SPDEs) with L\'evy colored noise on $\mathbb{R}_{+} \times \mathbb{R}^d$. This…

We consider nonlinear parabolic stochastic equations of the form $\partial_t u=\sL u + \lambda \sigma(u)\dot \xi$ on the ball $B(0,\,R)$, where $\dot \xi$ denotes some Gaussian noise and $\sigma$ is Lipschitz continuous. Here $\sL$…

In this paper we work with parabolic SPDEs of the form $$ \partial_t u(t,x)=\partial_x^2 u(t,x)+g(t,x,u)+\sigma(t,x,u)\dot{W}(t,x) $$ with Neumann boundary conditions, where $x\in[0,1]$, $\dot{W}(t,x)$ is the space-time white noise on…

Consider an infinite system \[\partial_tu_t(x)=(\mathscr{L}u_t)(x)+ \sigma\bigl(u_t(x)\bigr)\partial_tB_t(x)\] of interacting It\^{o} diffusions, started at a nonnegative deterministic bounded initial profile. We study local and global…

We study spatio-temporal increments of the solutions to nonlinear parabolic SPDEs on a bounded interval with Dirichlet, Neumann, or Robin boundary conditions. We identify the exact local and uniform spatio-temporal moduli of continuity for…

In this article, we consider the nonlinear stochastic partial differential equation of fractional order in both space and time variables with constant initial condition: \begin{equation*}…

Consider the semilinear heat equation $\partial_t u = \partial^2_x u + \lambda\sigma(u)\xi$ on the interval $[0\,,1]$ with Dirichlet zero boundary condition and a nice non-random initial function, where the forcing $\xi$ is space-time white…

This is a preliminary announcement of results in the PhD. thesis of the first author concerning the nonlinear stochastic heat equation in the spatial domain $\R$, driven by space-time white noise. A central special case is the parabolic…

We consider a family of nonlinear stochastic heat equations of the form $\partial_t u=\mathcal{L}u + \sigma(u)\dot{W}$, where $\dot{W}$ denotes space-time white noise, $\mathcal{L}$ the generator of a symmetric L\'evy process on $\R$, and…

We consider the stochastic partial differential equation, $\partial_t u = \tfrac12 \partial^2_x u + b(u) + \sigma(u) \dot{W},$ where $u=u(t\,,x)$ is defined for $(t\,,x)\in(0\,,\infty)\times\mathbb{R}$, and $\dot{W}$ denotes space-time…