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We study the positive stationary solutions of a standard finite-difference discretization of the semilinear heat equation with nonlinear Neumann boundary conditions. We prove that, if the absorption is large enough, compared with the flux…

Numerical Analysis · Mathematics 2011-03-03 Ezequiel Dratman

Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite…

Numerical Analysis · Mathematics 2021-06-30 Yukun Li , Shuonan Wu , Yulong Xing

We consider the flow of a generalized non-Newtonian incompressible heat-conducting fluid in a~bounded two-dimensional domain, subject to Dirichlet boundary conditions for velocity and temperature. The fluid obeys a power-law constitutive…

Analysis of PDEs · Mathematics 2026-03-18 Miroslav Bulíček , Petr Kaplický , Lucie Wintrová

We consider weak non-negative solutions to the stochastic partial differential equation \[ \partial_t Y(t,x) = \Delta Y(t,x) + Y(t,x)^\gamma \dot{L}(t,x), \] for $(t,x) \in \mathbb{R}_+ \times \mathbb{R}^d$, where $\gamma > 0$ and $\dot{L}$…

Probability · Mathematics 2025-08-12 Thomas Hughes

In this work we are going to show weak convergence of a probability measure corresponding to the solution of the following nonlinear stochastic heat equation $\frac{\partial}{\partial t} u_{t}(x) = \frac{\kappa}{2} \Delta u_{ t}(x) +…

Probability · Mathematics 2015-07-21 Pavel Bezdek

The laser flash method is highly regarded due to its applicability to a wide temperature range, from cryogenic temperatures to the melting point of refractory metals, and to extreme environments involving radioactive or hazardous materials.…

Applied Physics · Physics 2020-06-05 Artem Lunev , Robert Heymer

A mathematical model of the heat process in one-dimensional domain governed by a cylindrical heat equation with a heat source on the axis $z=0$ and nonlinear thermal coefficients is considered. The developed model is particularly applicable…

Analysis of PDEs · Mathematics 2023-11-07 Julieta Bollati , Adriana C. Briozzo , Stanislav N. Kharin , Targyn A. Nauryz

The (1+1)-dimensional nonlinear boundary value problem, modeling the process of melting and evaporation of metals, is studied by means of the classical Lie symmetry method. All possible Lie operators of the nonlinear heat equation, which…

Mathematical Physics · Physics 2012-11-30 Roman Cherniha , Sergii Kovalenko

We consider sample path properties of the solution to the stochastic heat equation, in $\mathbb{R}^d$ or bounded domains of $\mathbb{R}^d$, driven by a L\'evy space-time white noise. When viewed as a stochastic process in time with values…

Probability · Mathematics 2019-03-26 Carsten Chong , Robert C. Dalang , Thomas Humeau

We consider a natural class of $\mathbf{R}^d$-valued one-dimensional stochastic PDEs driven by space-time white noise that is formally invariant under the action of the diffeomorphism group on $\mathbf{R}^d$. This class contains in…

Probability · Mathematics 2021-09-16 Yvain Bruned , Franck Gabriel , Martin Hairer , Lorenzo Zambotti

This article extends the work on stochastic constrained heat equation in \cite{brzezniak2020global}. We will show the existence of Martingale solutions to the stochastic-constrained heat equations. The proof is based on compactness,…

Probability · Mathematics 2024-11-08 Javed Hussain , Abdul Fatah , Saeed Ahmed

We investigate the quality of space approximation of a class of stochastic integral equations of convolution type with Gaussian noise. Such equations arise, for example, when considering mild solutions of stochastic fractional order partial…

Numerical Analysis · Mathematics 2022-01-05 Erika Hausenblas , Mihály Kovács

A new method is described for constructing a generalized solution for stochastic differential equations. The method is based on the Cameron-Martin version of the Wiener Chaos expansion and provides a unified framework for the study of…

Probability · Mathematics 2007-05-23 S. V. Lototsky , B. L. Rozovskii

We are interested in the uniqueness of solutions of a nonlinear, pseudomonotone, stochastic diffusion evolution problem with homogeneous Dirichlet boundary conditions with reflection, where the noise term is additive and given by a…

Analysis of PDEs · Mathematics 2025-04-07 Niklas Sapountzoglou

In this paper we consider a stochastic thin-film equation with a one dimensional Gaussian Stratonovych noise. We establish the existence of non-negative global weak martingale solution, and study its long time asymptotic properties. In…

Analysis of PDEs · Mathematics 2023-11-29 Oleksiy Kapustyan , Olha Martynyuk , Oleksandr Misiats , Oleksandr Stanzhytskyi

We prove existence of martingale solutions to a class of stochastic thin-film equations for mobility exponents $n \in (2,3)$ and compactly supported initial data. With the perspective to study free-boundary problems related to stochastic…

Analysis of PDEs · Mathematics 2024-06-13 Günther Grün , Lorenz Klein

We study the small-mass limit, also known as the Smoluchowski-Kramers diffusion approximation (see \cite{kra} and \cite{smolu}), for a system of stochastic damped wave equations, whose solution is constrained to live in the unitary sphere…

Probability · Mathematics 2024-09-13 Sandra Cerrai , Mengzi Xie

A moderately thick spray can be described by a coupled system of equations consisting of the incompressible Navier-Stokes equations and the Vlasov-Boltzmann equation. We investigate this kind of mathematical model in this paper. In…

Analysis of PDEs · Mathematics 2017-10-17 Lei Yao , Cheng Yu

We study the kinetic Fokker-Planck equation perturbed by a stochastic Vlasov force term. When the noise intensity is not too large, we solve the Cauchy Problem in a class of well-localized (in velocity) functions. We also show that, when…

Analysis of PDEs · Mathematics 2017-06-20 Sylvain De Moor , Julien Vovelle , Luis Miguel Rodrigues

We consider a nonlinear stochastic heat equation in spatial dimension $d=2$, forced by a white-in-time multiplicative Gaussian noise with spatial correlation length $\varepsilon>0$ but divided by a factor of $\sqrt{\log\varepsilon^{-1}}$.…

Probability · Mathematics 2022-04-29 Alexander Dunlap , Yu Gu
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