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We consider an ordinary differential equation with a unique hyperbolic attractor at the origin, to which we add a small random perturbation. It is known that under general conditions, the solution of this stochastic differential equation…

Probability · Mathematics 2023-05-05 Gerardo Barrera , Milton Jara

We describe some general results that constrain the dynamical fluctuations that can occur in non-equilibrium steady states, with a focus on molecular dynamics. That is, we consider Hamiltonian systems, coupled to external heat baths, and…

Statistical Mechanics · Physics 2017-11-22 Robert L. Jack , Marcus Kaiser , Johannes Zimmer

We study invariant random fields of nonlinear multiplicative stochastic heat equations in the weak disorder regime. Under a natural second-moment condition, we show that positive invariant fields are in one-to-one correspondence with…

Probability · Mathematics 2026-05-04 Hongyi Chen

We consider a parameter estimation problem for one dimensional stochastic heat equations, when data is sampled discretely in time or spatial component. We prove that, the real valued parameter next to the Laplacian (the drift), and the…

Probability · Mathematics 2019-07-17 Igor Cialenco , Yicong Huang

We explore the relation between fast waves, damping and imposed noise for different scalings by considering the singularly perturbed stochastic nonlinear wave equations \nu u_{tt}+u_t=\D u+f(u)+\nu^\alpha\dot{W} on a bounded spatial domain.…

Analysis of PDEs · Mathematics 2011-09-15 Wei Wang , Yan Lv , A. J. Roberts

We consider the semilinear heat equation with a superlinear power nonlinearity in the Sobolev subcritical range. We construct a solution which blows up in finite time only at the origin, with a completely new blow-up profile, which is…

Analysis of PDEs · Mathematics 2022-05-16 Frank Merle , Hatem Zaag

We consider two steady-state heat conduction systems called, $S$ and $S_\alpha$, in a multidimensional bounded domain $D$ for the Poisson equation with source energy $g$. In one system, we impose mixed boundary conditions (temperature $b$…

Numerical Analysis · Mathematics 2026-03-13 Julieta Bollati , Mariela C. Olguin , Domingo A. Tarzia

We construct a singular solution of a stationary nonlinear Schr\"{o}dinger equation on $\mathbb{R}^2$ with square-exponential nonlinearity having linear behavior around zero. In view of Trudinger-Moser inequality, this type of nonlinearity…

Analysis of PDEs · Mathematics 2019-03-19 Slim Ibrahim , Hiroaki Kikuchi , Kenji Nakanishi , Juncheng Wei

This paper is concerned with the blowup phenomenon of stochastic parabolic equations both on bounded domain and in the whole space. We introduce a new method to study the blowup phenomenon on bounded domain. Comparing with the existing…

Analysis of PDEs · Mathematics 2019-02-21 Guangying Lv , Jinlong Wei

We consider a class of semilinear stochastic evolution equations driven by an additive cylindrical stable noise.We investigate structural properties of the solutions like Markov, irreducibility, stochastic continuity, Feller and strong…

Analysis of PDEs · Mathematics 2011-10-06 Enrico Priola , Jerzy Zabczyk

We study a general class of singular degenerate parabolic stochastic partial differential equations (SPDEs) which include, in particular, the stochastic porous medium equations and the stochastic fast diffusion equation. We propose a fully…

Numerical Analysis · Mathematics 2020-12-23 Ľubomír Baňas , Benjamin Gess , Christian Vieth

This paper investigates the well-posedness and small-noise asymptotics of a class of stochastic partial differential equations defined on a bounded domain of $\mathbb{R}^d$, where the diffusion coefficient depends nonlinearly and…

Probability · Mathematics 2025-06-23 Sandra Cerrai , Giuseppina Guatteri , Gianmario Tessitore

The Riemann-Hilbert problem associated with the integrable PDE is used as a nonlinear transformation of the nearly integrable PDE to the spectral space. The temporal evolution of the spectral data is derived with account for arbitrary…

Exactly Solvable and Integrable Systems · Physics 2015-06-26 V. S. Shchesnovich

In this paper we study the Cauchy problem for the semilinear heat and Schr\"odinger equations, with the nonlinear term $ f ( u ) = \lambda |u|^\alpha u$. We show that low regularity of $f$ (i.e., $\alpha >0$ but small) limits the regularity…

Analysis of PDEs · Mathematics 2016-09-20 Thierry Cazenave , Flávio Dickstein , Fred B. Weissler

We study mild solutions of a class of stochastic partial differential equations, involving operators with polynomially bounded coefficients. We consider semilinear equations under suitable hyperbolicity hypotheses on the linear part. We…

Analysis of PDEs · Mathematics 2018-09-27 Alessia Ascanelli , Sandro Coriasco , André Süß

In this paper, classical small perturbations against a stationary solution of the nonlinear Schrodinger equation with the general form of nonlinearity are examined. It is shown that in order to obtain correct (in particular, conserved over…

Mathematical Physics · Physics 2022-06-16 Mikhail N. Smolyakov

We consider the solution to a stochastic heat equation. This solution is a random function of time and space. For a fixed point in space, the resulting random function of time, $F(t)$, has a nontrivial quartic variation. This process,…

Probability · Mathematics 2009-09-29 Jason Swanson

We address the homogenization of a semilinear hyperbolic stochastic partial differential equation with highly oscillating coefficients, in the context of ergodic algebras with mean value. To achieve our goal, we use a suitable variant of…

Analysis of PDEs · Mathematics 2017-05-02 Gabriel Deugoue , Jean Louis Woukeng

Motivated by problems from statistical analysis for discretely sampled SPDEs, first we derive central limit theorems for higher order finite differences applied to stochastic process with arbitrary finitely regular paths. These results are…

Probability · Mathematics 2021-03-09 Igor Cialenco , Hyun-Jung Kim , Gregor Pasemann

The behavior of sufficiently regular solutions to semilinear hyperbolic equations has attracted a great deal of attention in the past decades, concerning local/global existence, finite time blow-up, critical exponents, and propagation of…

Analysis of PDEs · Mathematics 2022-08-15 Michael Oberguggenberger