Related papers: On the Stochastic Heat Equation with Spatially-Col…

We investigate the H\"older continuity of solutions to stochastic partial differential equations of the form $\frac{\partial u}{\partial t}=\mathcal{L}u+\sigma(u)\dot{F}$, subject to a suitable initial condition. The noise term $\dot{F}$ is…

This paper studies the finite time explosion of the stochastic heat equation $\frac{\partial u}{\partial t}(t,x)=\frac{\partial^2}{\partial x^2} u(t,x)+(u(t,x))^{\beta}+\sigma(u(t,x))\dot{W}(t,x)$. We consider an interval $D=[-\pi,\pi]$…

The solution of Kardar-Parisi-Zhang equation (KPZ equation) is solved formally via Cole-Hopf transformation $h=\log u$, where $u$ is the solution of multiplicative stochastic heat equation(SHE). In earlier works by Chatterjee and Dunlap,…

We consider the stochastic fractional heat equation $\partial_{t}u=\triangle^{\alpha/2}u+\lambda\sigma(u)\dot{w}$ on $[0,L]$ with Dirichlet boundary conditions, where $\dot{w}$ denotes the space-time white noise. For any $\lambda>0$, we…

This paper studies the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise which is white in time and which has the covariance of a fractional Brownian motion with Hurst parameter 1/4\textless{}H\textless{}1/2 in…

The following stochastic Cauchy initial-value problem is studied for the parabolic heat equation on a domain $ \mathbf{Q}\subset{\mathbf{R}}^{n}$ with random field initial data. \begin{align} &{\square}\widehat{u(x,t)} \equiv…

Consider the stochastic heat equation $\dot{u}=\frac12 u"+\sigma(u)\xi$ on $(0\,,\infty)\times\mathbb{R}$ subject to $u(0)\equiv1$, where $\sigma:\mathbb{R}\to\mathbb{R}$ is a Lipschitz (local) function that does not vanish at $1$, and…

In this article, we consider the stochastic wave and heat equations on $\mathbb{R}$ with non-vanishing initial conditions, driven by a Gaussian noise which is white in time and behaves in space like a fractional Brownian motion of index…

Motivated by the regularization by noise phenomenon for SDEs we prove existence and uniqueness of the flow of solutions for the non-Lipschitz stochastic heat equation $$\frac{\partial u}{\partial t}=\frac12\frac{\partial^2 u}{\partial z^2}…

We consider the stochastic heat equation with a multiplicative white noise forcing term under standard "intermitency conditions." The main finding of this paper is that, under mild regularity hypotheses, the a.s.-boundedness of the solution…

We consider the solution of $\partial_t u=\partial_x^2 u+\partial_x\partial_t B,\,(x,t)\in R\times(0,\infty)$, subject to $u(x,0)=0,\,x\in R$, where $B$ is a Brownian sheet. We show that $u$ also satisfies $\partial_x^2 u…

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…

Let $\left(u(t,x), t\geq 0, x\in \mathbb{R}^d\right)$ be the solution to the stochastic heat or wave equation driven by a Gaussian noise which is white in time and white or correlated with respect to the spatial variable. We consider the…

We study stochastic reaction--diffusion equation $$ \partial_tu_t(x)=\frac12 \partial^2_{xx}u_t(x)+b(u_t(x))+\dot{W}_{t}(x), \quad t>0,\, x\in D $$ where $b$ is a generalized function in the Besov space…

We consider one-dimensional stochastic heat equation with nonlinear drift, $\displaystyle \partial_t u=\frac{1}{2}\Delta u+b(u)u+\sigma(u)\dot{W}(t,x)$, where $b:\mathbb{R}_{+}\to \mathbb{R}$ is a continuous function and…

We study the asymptotic speed of a random front for solutions $u_t(x)$ to stochastic reaction-diffusion equations of the form \[ \partial_tu=\farc{1}{2}\partial_x^2u+f(u)+\sigma\sqrt{u(1-u)}\dot{W}(t,x),~t\ge 0,~x\in\Rm, \] arising in…

Consider a parabolic stochastic PDE of the form $\partial_t u=\frac{1}{2}\Delta u + \sigma(u)\eta$, where $u=u(t\,,x)$ for $t\ge0$ and $x\in\mathbb{R}^d$, $\sigma:\mathbb{R}\to\mathbb{R}$ is Lipschitz continuous and non random, and $\eta$…

This paper studies the stochastic heat equation with multiplicative noises of the form uW, where W is a mean zero Gaussian noise and the differential element uW is interpreted both in the sense of Skorohod and Stratonovich. The existence…

We consider the following stochastic partial differential equation on $t \geq 0, x\in[0,J], J \geq 1$ where we consider $[0,J]$ to be the circle with end points identified: \begin{equation*} \partial_t{\mathbf u}(t,x)…

We study the mild Skorohod solution to the following fractional stochastic heat equation on $\mathbb{R}$: \begin{equation} \begin{cases} \partial_t u(t,x)=-(-\Delta)^{\rho/2} u(t,x) +\beta u(t,x)\delta_0(x)\xi(t),\\ u(0,\cdot)=u_0(x),…