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We establish a unique continuation property for stochastic heat equations evolving in a bounded domain $G$. Our result shows that the value of the solution can be determined uniquely by means of its value on an arbitrary open subdomain of…

Analysis of PDEs · Mathematics 2014-05-06 Qi Lu , Zhongqi Yin

Semiclassical perturbations to the Reissner-Nordstrom metric caused by the presence of a quantized massive scalar field with arbitrary curvature coupling are found to first order in \epsilon = \hbar/M^2. The DeWitt-Schwinger approximation…

General Relativity and Quantum Cosmology · Physics 2009-10-31 Brett E. Taylor , William A. Hiscock , Paul R. Anderson

The work is devoted to the construction of the asymptotic behavior of the solution of a singularly perturbed system of equations of parabolic type, in the case when the limit equation has a regular singularity as the small parameter tends…

Analysis of PDEs · Mathematics 2020-09-17 Asan Omuraliev , Peiil Esengul Kyzy

By applying Rohlin's result on the classification of homomorphisms of Lebesgue space, the random inertial manifold of a stochastic damped nonlinear wave equations with singular perturbation is proved to be approximated almost surely by that…

Analysis of PDEs · Mathematics 2012-09-04 Yan Lv , Wei Wang , Anthony Roberts

We investigate the effective behaviour of a small transversal perturbation of order $\epsilon$ to a completely integrable stochastic Hamiltonian system, by which we mean a stochastic differential equation whose diffusion vector fields are…

Probability · Mathematics 2021-10-11 Xue-Mei Li

We consider boundary value problems for stochastic differential equations of second order with a small parameter. For this case we prove a special existence and unicity theorem for strong solutions. The asymptotic behavior of these…

Probability · Mathematics 2015-07-08 Mikhail Kamenskii , Marc Quincampoix , Serguei Pergamenchtchikov

Motivated by the recent contribution \cite{BB17} we study the scaling limit behavior of a class of one-dimensional stochastic differential equations which has a unique attracting point subject to a small additional repulsive perturbation.…

Mathematical Physics · Physics 2019-06-26 Martin Kolb , Matthias Liesenfeld

We study discrete nonlinear parabolic stochastic heat equations of the form, $u_{n+1}(x)-u_n(x)=(\mathcal {L}u_n)(x)+\sigma(u_n(x))\xi_n(x)$, for $n\in {\mathbf{Z}}_+$ and $x\in {\mathbf{Z}}^d$, where $\boldsymbol \xi:=\{\xi_n(x)\}_{n\ge…

Probability · Mathematics 2012-08-02 Mohammud Foondun , Davar Khoshnevisan

We consider parabolic PDEs with randomly switching boundary conditions. In order to analyze these random PDEs, we consider more general stochastic hybrid systems and prove convergence to, and properties of, a stationary distribution.…

Probability · Mathematics 2020-03-13 Sean D. Lawley , Jonathan C. Mattingly , Michael C. Reed

We study the critical behaviour of solutions to weakly dispersive Hamiltonian systems considered as perturbations of elliptic and hyperbolic systems of hydrodynamic type with two components. We argue that near the critical point of gradient…

Mathematical Physics · Physics 2013-12-02 B. Dubrovin , T. Grava , C. Klein , A. Moro

Boundary value problem for complete second order elliptic equation is considered in Banach space. The equation and boundary conditions involve a small and spectral parameter. The uniform L_{p}-regularity properties with respect to space…

Analysis of PDEs · Mathematics 2017-06-06 Veli Shakhmurov

This paper is devoted to a study of the unique continuation property for stochastic parabolic equations. Due to the adapted nature of solutions in the stochastic situation, classical approaches to treat the the unique continuation problem…

Analysis of PDEs · Mathematics 2007-05-23 Xu Zhang

It has long been understood that the inclusion of temperature in the perturbative treatment of quantum field theories leads to complications that are not present at zero temperature. In these proceedings we report on the non-perturbative…

High Energy Physics - Phenomenology · Physics 2025-02-21 Peter Lowdon , Owe Philipsen

We study a singular perturbation problem for second-order Hamilton-Jacobi equations in the Wasserstein space. Specifically, we characterize the behavior of the solutions as the perturbation parameter $\varepsilon$ tends to zero. The notion…

Optimization and Control · Mathematics 2025-08-21 Antonios Zitridis

Unlike many deterministic PDEs, stochastic equations are not amenable to the classical variational theory of Euler-Lagrange. In this paper, we show how self-dual variational calculus leads to solutions of various stochastic partial…

Analysis of PDEs · Mathematics 2018-02-08 Shirin Boroushaki , Nassif Ghoussoub

We consider the nonlinear stochastic heat equation in one dimension. Under some conditions on the nonlinearity, we show that the "peaks" of the solution are rare, almost fractal like. We also provide an upper bound on the length of the…

Probability · Mathematics 2011-10-14 Daniel Conus , Mathew Joseph , Davar Khoshnevisan

In this paper, we consider a quasi-linear stochastic heat equation on $[0,1]$, with Dirichlet boundary conditions and controlled by the space-time white noise. We formally replace the random perturbation by a family of noisy inputs…

Probability · Mathematics 2009-07-16 Xavier Bardina , Maria Jolis , Lluis Quer-Sardanyons

Scalar conservation laws sit at the intersection between being simple enough to study analytically, while being complex enough to exhibit a wide range of nonlinear phenomena. We introduce a novel stochastic perturbation of scalar…

Analysis of PDEs · Mathematics 2025-10-30 Ulrik S. Fjordholm , Magnus C. Ørke

We consider singular perturbations of elliptic systems depending on a parameter ? such that, for ? = 0 the boundary conditions are not adapted to the equation (they do not satisfy the Shapiro - Lopatinskii condition). The limit holds only…

Analysis of PDEs · Mathematics 2016-11-25 Yuri Egorov , Nicolas Meunier , Evariste Sanchez-Palencia

Our work concerns the study of inverse problems of heat and wave equations involving the fractional Laplacian operator with zeroth order nonlinear perturbations. We recover nonlinear terms in the semilinear equations from the knowledge of…

Analysis of PDEs · Mathematics 2023-08-10 Pu-Zhao Kow , Shiqi Ma , Suman Kumar Sahoo