Related papers: Heat equation with a general stochastic measure on…
We study the stochastic heat flow with constant initial data and analyze its spatial average on the scale of $\varepsilon\ll1$. We prove that the logarithm of the averaged process satisfies a pointwise central limit theorem: After being…
A sharp double-sided Harnack bound is derived for positive solutions of a fractional order heat equation.
We consider a fractal with a variable fractal dimension, which is a generalization of the well known triadic Cantor set. In contrast with the usual Cantor set, the fractal dimension is controlled using a scaling factor, and can vary from…
The grand partition function of a model of confined quarks is exactly calculated at arbitrary temperatures and quark chemical potentials. The model is inspired by a softly BRST-broken version of QCD and possesses a quark mass function…
Consider the solution $\mathcal{Z}(t,x)$ of the one-dimensional stochastic heat equation, with a multiplicative spacetime white noise, and with the delta initial data $\mathcal{Z}(0,x) = \delta(x)$. For any real $p>0$, we obtained detailed…
In this work, we present sufficient conditions for the existence of a stationary solution of an abstract stochastic Cauchy problem driven by an arbitrary cylindrical L\'evy process, and show that these conditions are also necessary if the…
In this paper, we study fractional order heat equation in higher space-time dimensions and offer specific role of heat flows in various fractional dimensions. We offer fractional solutions of the heat equations thus obtained, and examine…
We consider a model of chemically reacting heat conducting compressible mixture. We investigate the corresponding system of partial differential equations in the steady regime with slip boundary conditions for the velocity and, in…
In this work, we consider solutions to (fully nonlinear) parabolic integro-differential equations with integrable interaction kernels. A typical equation would be that obtained by starting with, for $s\in(0,1)$, the $s$-fractional heat…
We study the propagation of high peaks (intermittency front) of the solution to a stochastic heat equation driven by multiplicative centered Gaussian noise in $\mathbb{R}^d$. The noise is assumed to have a general homogeneous covariance in…
We introduce a fractional Kramers equation for a particle interacting with a thermal heat bath and external non-linear force field. For the force free case the velocity damping follows the Mittag-Leffler relaxation and the diffusion is…
We consider the stochastic heat equation (SHE) on the torus $\mathbb{T}=[0,1]$, driven by space-time white noise $\dot W$, with an initial condition $u_0$ that is nonnegative and not identically zero: \begin{equation*} \frac{\partial…
Discrete multiplicative turbulent cascades are described using a formalism involving infinitely divisible random measures. This permits to consider the continuous limit of a cascade developed on a continuum of scales, and to provide the…
In the paper, we construct conservative Markov processes corresponding to the martingale solutions to the stochastic heat equation on $\mathbb{R}^+$ or $\mathbb{R}$ with values in a general Riemannian maifold, which is only assumed to be…
Determination of temperature from experimental data has become important in searches for critical phenomena in heavy ion collisions. Widely used methods are ratios of isotopes (which rely on chemical and thermal equilibrium), population…
Solutions to the stochastic wave equation on the unit sphere are approximated by spectral methods. Strong, weak, and almost sure convergence rates for the proposed numerical schemes are provided and shown to depend only on the smoothness of…
The electrostatics properties of composite materials with fractal geometry are studied in the framework of fractional calculus. An electric field in a composite dielectric with a fractal charge distribution is obtained in the spherical…
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,…
We prove a theorem of unique continuation in measure for nonlocal equations of the type $(\partial_t - \Delta)^s u= V(x,t) u$, for $0<s <1$. Our main result, Theorem 1.1, establishes a delicate nonlocal counterpart of the unique…
Unlike the heat equation or the Laplace equation, solutions of the wave equation on general domains have no known stochastic representation. This short note gives a simple solution to this well known problem in arbitrary dimensions. The…