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We present a new explicit and stable numerical algorithm to solve the homogeneous heat equation. We illustrate the performance of the new method in the cases of two 2D systems with highly inhomogeneous random parameters. Spatial…

Computational Engineering, Finance, and Science · Computer Science 2019-09-02 Endre Kovács , András Gilicz

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…

Probability · Mathematics 2013-06-28 Makoto Nakashima

A class of models of heat transfer processes in a multilayer domain is considered. The governing equation is a nonlinear heat-transfer equation with different temperature-dependent densities and thermal coefficients in each layer.…

Numerical Analysis · Mathematics 2018-04-30 Milena Veneva , Alexander Ayriyan

In this paper a solution of the direct Cauchy problems for heat equation is founded in the Hermite polynomial series form. A well-known classical solution of direct problem is represented in the Poisson integral form. The author shows the…

Classical Analysis and ODEs · Mathematics 2013-11-19 N. Yaremko , O. Yaremko

We investigate the Cauchy problem for a heat equation involving a fractional harmonic oscillator and an exponential nonlinearity. We establish local well-posedness within the appropriate Orlicz spaces. Through the examination of small…

Analysis of PDEs · Mathematics 2025-03-07 Divyang G. Bhimani , Mohamed Majdoub , Ramesh Manna

Exceptionally elegant formulae exist for the fractional Laplacian operator applied to weighted classical orthogonal polynomials. We utilize these results to construct a solver, based on frame properties, for equations involving the…

Numerical Analysis · Mathematics 2025-07-24 Ioannis P. A. Papadopoulos , Timon S. Gutleb , José A. Carrillo , Sheehan Olver

Let $L = -{\rm div}( A(x) \cdot \nabla ) + V(x)$ be a second-order uniformly elliptic operator on $\mathbb{ R }^{n}$ $(n\geq 3)$, where $A(x)$ is a real symmetric matrix satisfying standard ellipticity conditions, and $V$ is a nonnegative…

Functional Analysis · Mathematics 2025-05-09 Honglei Shi , Pengtao Li , Kai Zhao

We study the higher-order heat-type equation with first time and M-th spatial partial derivatives, M = 2, 3, ... . We demonstrate that its exact solutions for M even can be constructed with the help of signed Levy stable functions. For M…

Statistical Mechanics · Physics 2015-06-16 K. Gorska , A. Horzela , K. A. Penson , G. Dattoli

In this paper, we consider a linear heat equation with constant coefficients and a single constant delay. Such equations are commonly used to model and study various problems arising in ecology and population biology when describing the…

Analysis of PDEs · Mathematics 2014-01-23 Denys Khusainov , Michael Pokojovy , Elvin Azizbayov

We consider the stochastic heat equation on the integer lattice $\mathbb{Z}^d$ in dimension $d \geq 3$ and with small coupling constant. We show uniqueness of global solutions within the class of positive functions that are stationary in…

Probability · Mathematics 2026-05-25 Tobias Hurth , Konstantin Khanin , Beatriz Navarro Lameda

We give a Wong-Zakai type characterisation of the solutions of quasilinear heat equations driven by space-time white noise in $1+1$ dimensions. In order to show that the renormalisation counterterms are local in the solution, a careful…

Probability · Mathematics 2020-05-11 Máté Gerencsér

This article is devoted to define and solve an evolution equation of the form $dy_t=\Delta y_t dt+ dX_t(y_t)$, where $\Delta$ stands for the Laplace operator on a space of the form $L^p(\mathbb{R}^n)$, and $X$ is a finite dimensional noisy…

Probability · Mathematics 2009-11-04 A. Deya , M. Gubinelli , S. Tindel

This paper deals with the heat equation posed in a bounded regular domain coupled with a dynamical boundary condition of reactive-diffusive type, involving the Laplace-Beltrami operator. We prove well-posedness of the problem together with…

Analysis of PDEs · Mathematics 2016-01-28 Juan Luis Vázquez , Enzo Vitillaro

We study the existence of sign-changing solutions to the nonlinear heat equation $\partial _t u = \Delta u + |u|^\alpha u$ on ${\mathbb R}^N $, $N\ge 3$, with $\frac {2} {N-2} < \alpha <\alpha _0$, where $\alpha _0=\frac {4} {N-4+2\sqrt{…

Analysis of PDEs · Mathematics 2020-12-18 Thierry Cazenave , Flávio Dickstein , Ivan Naumkin , Fred B. Weissler

We use the nonstandard Fourier transform method, along with an established nonstandard approach to ODE's, to find a solution to the heat equation, on $(0,\infty)\times\mathcal{R}$, with a given boundary condition $g$ at $t=0$. We use this…

Analysis of PDEs · Mathematics 2014-04-16 Tristram de Piro

An explicit representation formula for all positive ancient solutions of the heat equation in the Euclidean case is found. In the Riemannian case with nonnegative Ricci curvature, a similar but less explicit formula is also found. Here it…

Analysis of PDEs · Mathematics 2018-08-29 Fanghua Lin , Qi S. Zhang

We establish both the existence and uniqueness of non-negative global solutions for the nonlinear heat equation $u_t-\Delta u=|x|^{-\gamma}\,u^q$, $0<q<1$, $\gamma>0$ in the whole space $\mathbb{R}^N$, and for non-negative initial data…

Analysis of PDEs · Mathematics 2026-01-21 Miguel Loayza , Mohamed Majdoub

There was proposed the method of a factorization of PDE. The method is based on reduction of complicated systems to more easy ones (for example, due to dimension decrease). This concept is proposed in general case for the arbitrary PDE…

Analysis of PDEs · Mathematics 2007-05-23 Marina Prokhorova

New problem is considered that is to find nonlinear differential equations with special solutions. Method is presented to construct nonlinear ordinary differential equations with exact solution. Crucial step to the method is the assumption…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 N. A. Kudryashov

The variational heat equation is a nonlinear, parabolic equation not in divergence form that arises as a model for the dynamics of the director field in a nematic liquid crystal. We present a finite difference scheme for a transformed,…

Numerical Analysis · Mathematics 2017-10-25 G. M. Coclite , J. Ridder , N. H. Risebro