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We study the asymptotic behavior of Lipschitz continuous solutions of nonlinear degenerate parabolic equations in the periodic setting. Our results apply to a large class of Hamilton-Jacobi-Bellman equations. Defining S as the set where the…

Analysis of PDEs · Mathematics 2013-06-05 Olivier Ley , Vinh Duc Nguyen

In this article we present an $L_p$-theory ($p\geq 2$) for the time-fractional quasi-linear stochastic partial differential equations (SPDEs) of type $$ \partial^{\alpha}_tu=L(\omega,t,x)u+f(u)+\partial^{\beta}_t \sum_{k=1}^{\infty}\int^t_0…

Probability · Mathematics 2016-05-09 Ildoo Kim , Kyeong-Hun Kim , Sungbin Lim

In this paper, we are concerned with regularity of nonlocal stochastic partial differential equations of parabolic type. By using Companato estimates and Sobolev embedding theorem, we first show the H\"{o}lder continuity (locally in the…

Probability · Mathematics 2018-02-13 Guangying Lv , Hongjun Gao , Jinlong Wei , Jiang-Lun Wu

We establish the local Lipschitz regularity in space for the viscosity solutions to the parabolic double phase equation of the form \[ \smash{\partial_{t}u-\operatorname{div} \left(|Du|^{p-2}D u+a(z)|D u|^{q-2}D u\right)=f(z, Du)} \] by…

Analysis of PDEs · Mathematics 2025-08-25 Abhrojyoti Sen , Jarkko Siltakoski

This paper studies the nonlinear stochastic partial differential equation of fractional orders both in space and time variables: \[ \left(\partial^\beta+\frac{\nu}{2}(-\Delta)^{\alpha/2}\right)u(t,x) =…

Probability · Mathematics 2015-09-28 Le Chen , Yaozhong Hu , David Nualart

We prove universality of a macroscopic behavior of solutions of a large class of semi-linear parabolic SPDEs on $\mathbb{R}_+\times\mathbb{T}$ with fractional Laplacian $(-\Delta)^{\sigma/2}$, additive noise and polynomial non-linearity,…

Probability · Mathematics 2025-03-19 Paweł Duch

We consider the fractional stochastic heat type equation \begin{align*} \frac{\partial}{\partial t} u_t(x)=-(-\Delta)^{\alpha/2}u_t(x)+\xi\sigma(u_t(x))\dot{F}(t,x),\ \ \ x\in D, \ \ t>0, \end{align*} with nonnegative bounded initial…

Probability · Mathematics 2020-05-13 Ngartelbaye Guerngar , Erkan Nane

We establish new estimates for the size and structure of the nodal set $\{u=0\}$ and the singular set $\{u=|\nabla u|=0\}$ of solutions $u$ to parabolic inequalities with parabolic Lipschitz coefficients. In particular, we show that almost…

Analysis of PDEs · Mathematics 2025-11-21 Max Hallgren , Robert Koirala , Zilu Ma

In this paper we study the linear stochastic heat equation, also known as parabolic Anderson model, in multidimension driven by a Gaussian noise which is white in time and it has a correlated spatial covariance. Examples of such covariance…

Probability · Mathematics 2016-03-22 Jingyu Huang , Khoa Lê , David Nualart

We study the notions of mild solution and generalized solution to a linear stochastic partial differential equation driven by a pure jump symmetric L\'evy white noise. We identify conditions for existence for these two kinds of solutions,…

Probability · Mathematics 2018-09-27 Robert C. Dalang , Thomas Humeau

We consider a general class of $L^2$-valued stochastic processes that arise primarily as solutions of parabolic SPDEs on p.c.f. fractals. Using a Kolmogorov-type continuity theorem, conditions are found under which these processes admit…

Probability · Mathematics 2018-04-30 Ben Hambly , Weiye Yang

In this article we prove the existence and uniqueness of a (weak) solution $u$ in $L_p\left((0,T) , \Lambda_{\gamma+m}\right)$ to the Cauchy problem \begin{align} \notag &\frac{\partial u}{\partial t}(t,x)=\psi(t,i\nabla)u(t,x)+f(t,x),\quad…

Analysis of PDEs · Mathematics 2017-07-18 Ildoo Kim

Stochastic incompleteness of a Riemannian manifold $M$ amounts to the nonconservation of probability for the heat semigroup on $M$. We show that this property is equivalent to the existence of nonnegative, nontrivial, bounded (sub)solutions…

Analysis of PDEs · Mathematics 2025-11-21 Gabriele Grillo , Kazuhiro Ishige , Matteo Muratori , Fabio Punzo

We study the parabolic fractional $p-$Laplace equation $$\p_t u+(-\Delta_p)^su = 0$$ in the degenerate range \(2 \leq p < 2/(1-s)\). We show that weak solutions are Lipschitz continuous in space and, if \(p > 1/(1-s)\), also in time. We…

Analysis of PDEs · Mathematics 2026-03-13 David Jesus , Aelson Sobral , José Miguel Urbano

We obtain new estimates for the existence time of the maximal solutions to the nonlinear heat equation $\partial_tu-\Delta u=|u|^\alpha u,\;\alpha>0$ with initial values in Lebesgue, weighted Lebesgue spaces or measures. Non-regular,…

Analysis of PDEs · Mathematics 2022-11-22 Slim Tayachi , Fred B. Weissler

We study the doubly nonlinear PDE $$ |\partial_t u|^{p-2}\,\partial_t u-\textrm{div}(|\nabla u|^{p-2}\nabla u)=0. $$ This equation arises in the study of extremals of Poincar\'e inequalities in Sobolev spaces. We prove spatial Lipschitz…

Analysis of PDEs · Mathematics 2018-12-18 Ryan Hynd , Erik Lindgren

A metric measure space equipped with a Dirichlet form is called recurrent if its Hausdorff dimension is less than its walk dimension. In bounded domains of such spaces we study the parabolic Anderson models \[ \partial_{t} u(t,x) = \Delta…

Probability · Mathematics 2024-01-04 Fabrice Baudoin , Li Chen , Che-Hung Huang , Cheng Ouyang , Samy Tindel , Jing Wang

We analyze the nonlinear stochastic heat equation driven by heavy-tailed noise in free space and arbitrary dimension. The existence of a solution is proved even if the noise only has moments up to an order strictly smaller than its…

Probability · Mathematics 2019-03-26 Carsten Chong

In this paper, we consider the following nonlocal parabolic equation \begin{equation*} u_{t}-\Delta u=\left( \int_{\Omega}\frac{|u(y,t)|^{2^{\ast}_{\mu}}}{|x-y|^{\mu}}dy\right) |u|^{2^{\ast}_{\mu}-2}u,\ \text{in}\ \Omega\times(0,\infty),…

Analysis of PDEs · Mathematics 2024-05-28 Jian Zhang , Jacques Giacomoni , Vicentiu Radulescu , Minbo Yang

In this paper we study the parabolic Anderson equation \partial u(x,t)/\partial t=\kappa\Delta u(x,t)+\xi(x,t)u(x,t), x\in\Z^d, t\geq 0, where the u-field and the \xi-field are \R-valued, \kappa \in [0,\infty) is the diffusion constant, and…

Probability · Mathematics 2013-03-04 Dirk Erhard , Frank den Hollander , Grégory Maillard