Related papers: Stochastic heat equations driven by L\'evy process…
Via a Bismut-Elworthy-Li formula from [KPP23], we derive uniform gradient estimates for transition semigroups associated with stochastic differential equations driven by a large class of cylindrical L\'{e}vy processes which includes the…
Consider the stochastic heat equation \begin{equation*} \partial_t u_t(x)=\frac12 \partial^2_{xx}u_t(x) +b(u_t(x))+\dot{W}_{t}(x),\quad t\in(0,T],\, x\in D, \end{equation*} where $b$ is a generalized function, $D$ is either $[0,1]$ or…
We explore two- and three-state Markov models driven out of thermal equilibrium by non-potential forces to demonstrate basic properties of the steady heat capacity based on the concept of quasistatic excess heat. It is shown that large…
We consider a system of $d$ non-linear stochastic heat equations in spatial dimension $k \geq 1$, whose solution is an $\R^d$-valued random field $u= \{u(t\,,x),\, (t,x) \in \R_+ \times \R^k\}$. The $d$-dimensional driving noise is white in…
We use LVDSMC simulations to calculate the second-order temperature jump coefficient for a dilute gas whose temperature is governed by the Poisson equation with a constant forcing term. Both the hard sphere gas and the BGK model of the…
We consider the linear heat equation on a bounded domain and on an exterior domain. We study estimates of any order derivatives of the solution locally in time in the Lebesgue spaces. We give a proof of the estimates in the end-point cases…
We describe an Euler scheme to approximate solutions of L\'evy driven Stochastic Differential Equations (SDE) where the grid points are random and given by the arrival times of a Poisson process. This result extends a previous work of the…
For the damped-driven KdV equation $$ \dot u-\nu{u_{xx}}+u_{xxx}-6uu_x=\sqrt\nu \eta(t,x), x\in S^1, \int u dx\equiv \int\eta dx\equiv0, $$ with $0<\nu\le1$ and smooth in $x$ white in $t$ random force $\eta$, we study the limiting long-time…
Langevin (stochastic differential) equations are routinely used to describe particle-laden flows. They predict Gaussian probability density functions (PDFs) of a particle's trajectory and velocity, even though experimentally observed…
Marcus stochastic differential equations (SDEs) often are appropriate models for stochastic dynamical systems driven by non-Gaussian Levy processes and have wide applications in engineering and physical sciences. The probability density of…
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…
A stochastic heat equation on an unbounded nested fractal driven by a general stochastic measure is investigated. Existence, uniqueness and continuity of the mild solution are proved provided that the spectral dimension of the fractal is…
This paper studies the stochastic heat equation driven by time fractional Gaussian noise with Hurst parameter $H\in(0,1/2)$. We establish the Feynman-Kac representation of the solution and use this representation to obtain matching lower…
We consider a general class of integro-differential evolution equations which includes the governing equation of the generalized grey Brownian motion and the time- and space-fractional heat equation. We present a general relation between…
We consider a system of $d$ non-linear stochastic fractional heat equations in spatial dimension $1$ driven by multiplicative $d$-dimensional space-time white noise. We establish a sharp Gaussian-type upper bound on the two-point…
We study the heat equation $\frac{\partial u}{\partial t}-\Delta u=0,\ u(x,0)=\omega (x),$ where $\Delta :=dd^{*}+d^{*}d$ is the Hodge laplacian and $u(\cdot ,t)$ and $\omega $ are $p$-differential forms in the complete Riemannian manifold…
In this paper we give an $L_p$-theory for stochastic parabolic equations with random fractional Laplacian operator. The driving noises are general L\'evy processes.
We study sums of independent and identically distributed random velocities in special relativity. We show that the resulting one-dimensional velocity distributions are not only stable under relativistic velocity addition but define a…
A refracted L\'evy process is a L\'evy process whose dynamics change by subtracting off a fixed linear drift (of suitable size) whenever the aggregate process is above a pre-specified level. More precisely, whenever it exists, a refracted…
We establish a sharp estimate on the negative moments of the smallest eigenvalue of the Malliavin matrix $\gamma_Z$ of $Z := (u(s, y), u(t, x) - u(s, y))$, where $u$ is the solution to system of $d$ non-linear stochastic heat equations in…