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We consider a class of singular perturbations to the stochastic heat equation or semilinear variations thereof. The interesting feature of these perturbations is that, as the small parameter epsilon tends to zero, their solutions converge…

Probability · Mathematics 2010-09-21 Martin Hairer

The aim of this paper is twofold. The first is to study the asymptotics of a parabolically scaled, continuous and space-time stationary in time version of the well-known Funaki-Spohn model in Statistical Physics. After a change of unknowns…

Analysis of PDEs · Mathematics 2020-04-09 Pierre Cardaliaguet , Nicolas Dirr , Panagiotis E. Souganidis

We introduce and study a new class of non-Archimedean stochastic pseudodifferential equations. These equations are the non-Archimedean counterparts of the classical stochastic heat equations. We show the existence and uniqueness of mild…

Probability · Mathematics 2014-06-25 W. A. Zúñiga-Galindo

The article studies the almost surely asymptotics of extreme values $\bar{\xi}_n = \max_{1\leq i \leq n} \xi_i$, where $ \xi , \xi_1 , \xi_2 , \ldots$ are discrete identically distributed random variables. One of the main results on this…

Probability · Mathematics 2025-03-27 Kateryna Akbash , Ivan Matsak

We study the parabolic Anderson problem, that is, the heat equation $\partial_tu=\Delta u+\xi u$ on $(0,\infty)\times{\mathbb{Z}}^d$ with independent identically distributed random potential $\{\xi(z):z\in{\mathbb{Z}}^d\}$ and localized…

Probability · Mathematics 2009-09-29 Remco van der Hofstad , Peter Mörters , Nadia Sidorova\tsup

We analyze a class of linear shell models subject to stochastic forcing in finitely many degrees of freedom. The unforced systems considered formally conserve energy. Despite being formally conservative, we show that these dynamical systems…

Mathematical Physics · Physics 2009-11-11 Jonathan C. Mattingly , Toufic Suidan , Eric Vanden-Eijnden

We investigate the asymptotic behaviors of the solution $u(t, \cdot)$ to a stochastic heat equation with a periodic, gradient-type nonlinear term. We extend the central limit theorem for finite-dimensional diffusions to infinite-dimensional…

Probability · Mathematics 2018-09-12 Lu Xu

We consider a nonlinear parabolic equation with an exponential nonlinearity which is critical with respect to the growth of the nonlinearity and the regularity of the initial data. After showing the equivalence of the notions of weak and…

Analysis of PDEs · Mathematics 2017-12-01 Giulia Furioli , Tatsuki Kawakami , Bernhard Ruf , Elide Terraneo

We consider the group of permutations of the vertices of a lattice. A random walk is generated by unit steps that each interchange two nearest neighbor vertices of the lattice. We study the heat equation on the permutation group, using the…

Mathematical Physics · Physics 2007-05-23 Paul Federbush

Consider the following stochastic heat equation, \begin{align*} \frac{\partial u_t(x)}{\partial t}=-\nu(-\Delta)^{\alpha/2} u_t(x)+\sigma(u_t(x))\dot{F}(t,\,x), \quad t>0, \; x \in R^d. \end{align*} Here $-\nu(-\Delta)^{\alpha/2}$ is the…

Probability · Mathematics 2019-12-03 Mohammud Foondun , Eulalia Nualart

In this paper, we consider the asymptotic behavior of traveling wave solutions of the degenerate nonlinear parabolic equation: $u_{t}=u^{p}(u_{xx}+u)-\delta u$ ($\delta = 0$ or $1$) for $\xi \equiv x - ct \to - \infty$ with $c>0$. We give a…

Dynamical Systems · Mathematics 2020-08-04 Yu Ichida , Kaname Matsue , Takashi Okuda Sakamoto

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…

Probability · Mathematics 2014-02-04 Mohammud Foondun , Mathew Joseph

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}…

Probability · Mathematics 2022-02-02 Davar Khoshnevisan , Kunwoo Kim , Carl Mueller

We study the two-dimensional stochastic nonlinear heat equation (SNLH) and stochastic damped nonlinear wave equation (SdNLW) with an exponential nonlinearity $\lambda\beta e^{\beta u }$, forced by an additive space-time white noise. We…

Analysis of PDEs · Mathematics 2021-10-04 Tadahiro Oh , Tristan Robert , Yuzhao Wang

We are concerned with solutions to the nonlinear heat equation $u_t=\Delta u+|u|^{p-1}u$, $x\in \mathbb{R}^N$, that are defined for all positive and negative time. If the exponent $p$ is greater or equal to the Joseph-Lundgren exponent…

Analysis of PDEs · Mathematics 2022-04-26 Christos Sourdis

The current series of three papers is concerned with the asymptotic dynamics in the following chemotaxis model $$\partial_tu=\Delta u-\chi\nabla(u\nabla v)+u(a(x,t)-ub(x,t))\ ,\ 0=\Delta v-\lambda v+\mu u \ \ (1)$$where $\chi, \lambda, \mu$…

Analysis of PDEs · Mathematics 2018-04-10 Rachidi B. Salako , Wenxian Shen

We consider time-independent solutions of hyperbolic equations such as $\d_{tt}u -\Delta u= f(x,u)$ where $f$ is convex in $u$. We prove that linear instability with a positive eigenfunction implies nonlinear instability. In some cases the…

Analysis of PDEs · Mathematics 2007-05-23 Paschalis Karageorgis , Walter A. Strauss

In this paper we consider non-local (in time) heat equations on time-increasing parabolic sets whose boundary is determined by a suitable curve. We provide a notion of solution for these equations and we study well-posedness under Dirichlet…

Probability · Mathematics 2026-05-26 Giacomo Ascione , Pierre Patie , Bruno Toaldo

We prove the existence and uniqueness of global solutions to the semilinear stochastic heat equation on an unbounded spatial domain with forcing terms that grow superlinearly and satisfy an Osgood condition $\int 1/|f(u)|du = +\infty$ along…

Probability · Mathematics 2022-08-12 Michael Salins

In this paper we investigate the propagation of singularities in a nonlinear parabolic equation with strong absorption when the absorption potential is strongly degenerate following some curve in the $(x,t)$ space. As a very simplified…

Analysis of PDEs · Mathematics 2011-03-31 Andrey Shishkov , Laurent Veron