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Related papers: Unique Continuation for Stochastic Heat Equations

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In this paper, a quantitative estimate of unique continuation for the stochastic heat equation with bounded potentials on the whole Euclidean space is established. This paper generalizes the earlier results in [29] and [17] from a bounded…

Analysis of PDEs · Mathematics 2024-02-21 Yuanhang Liu , Donghui Yang , Xingwu Zeng , Can Zhang

The goal of this paper is to prove a uniqueness result for a stochastic heat equation with a randomly perturbed potential, which can be considered as a variant of Hardy's uncertainty principle for stochastic heat evolutions.

Analysis of PDEs · Mathematics 2016-05-06 Aingeru Fernández-Bertolin , Jie Zhong

This article is concerned with the unique continuation property of a forward differential inequality abstracted from parabolic equations proposed on a convex domain $\Omega$ prescribed with some regularity and growth conditions. Our result…

Optimization and Control · Mathematics 2020-01-08 Guojie Zheng , Dihong Xu , Taige Wang

In this paper, we establish a H\"older-type quantitative estimate of unique continuation for solutions to the heat equation with Coulomb potentials in either a bounded convex domain or a $C^2$-smooth bounded domain. The approach is based on…

Analysis of PDEs · Mathematics 2017-07-26 Can Zhang

In this paper, we derive a local unique continuation property for stochastic hyperbolic equations without boundary conditions. This result is proved by a global Carleman estimate.

Analysis of PDEs · Mathematics 2018-01-03 Qi Lu , Zhongqi Yin

This paper investigates an inverse random source problem for stochastic evolution equations, including stochastic heat and wave equations, with the unknown source modeled as $g(x)f(t)\dot{W}(t)$. The research commences with the…

Analysis of PDEs · Mathematics 2025-09-22 Xu Wang , Guanlin Yang , Zhidong Zhang

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…

Probability · Mathematics 2012-08-03 Vadym Radchenko , Martina Zähle

In this paper we establish an observability inequality for the heat equation with bounded potentials on the whole space. Roughly speaking, such a kind of inequality says that the total energy of solutions can be controlled by the energy…

Analysis of PDEs · Mathematics 2019-10-11 Yueliang Duan , Lijuan Wang , Can Zhang

This paper studies the long time stability of both stochastic heat equations on a bounded domain driven by a correlated noise and their approximations. It is popular for researchers to prove the intermittency of the solution which means…

Numerical Analysis · Mathematics 2024-02-09 Xiaochen Yang , Yaozhong Hu

In this paper, we establish the well-posedness of stochastic heat equations on moving domains, which amounts to a study of infinite dimensional interacting systems. The main difficulty is to deal with the problems caused by the time-varying…

Probability · Mathematics 2023-01-25 Tianyi Pan , Wei Wang , Jianliang Zhai , Tusheng Zhang

This paper is devoted to a study of the unique continuation property for stochastic parabolic equations. Due to the adapted nature of solutions in the stochastic situation, classical approaches to treat the the unique continuation problem…

Analysis of PDEs · Mathematics 2007-05-23 Xu Zhang

We consider a stochastic heat equation driven by a space-time white noise and with a singular drift, where a local-time in space appears. The process we study has an explicit invariant measure of Gibbs type, with a non-convex potential. We…

Probability · Mathematics 2011-10-24 Said Karim Bounebache , Lorenzo Zambotti

We study the stochastic heat equation driven by an additive infinite dimensional fractional Brownian noise on the unit sphere $\mathbb{S}^{2}$. The existence and uniqueness of its solution in certain Sobolev space is investigated and sample…

Probability · Mathematics 2018-07-17 Xiaohong Lan , Yimin Xiao

We obtain unique continuation results for Schrodinger equations with time dependent gradient vector potentials. This result with an appropriate modification also yields unique continuation properties for solutions of certain nonlinear…

Analysis of PDEs · Mathematics 2007-05-23 Hongjie Dong , Wolfgang Staubach

We establish a strong unique continuation property for stochastic parabolic equations. Our method is based on a suitable stochastic version of Carleman estimate. As far as we know, this is the first result for strong unique continuation…

Analysis of PDEs · Mathematics 2022-10-25 Zhonghua Liao , Qi Lü

In this paper, we establish the existence and uniqueness of solutions to stochastic heat equations with logarithmic nonlinearity driven by Brownian motion on a bounded domain $D$ in the setting of $L^2(D)$ space. The result is valid for all…

Probability · Mathematics 2019-07-10 Shijie Shang , Tusheng Zhang

We prove the existence and uniqueness of the mild solution for a nonlinear stochastic heat equation defined on an unbounded spatial domain. The nonlinearity is not assumed to be globally, or even locally, Lipschitz continuous. Instead the…

Probability · Mathematics 2021-02-12 Michael Salins

We consider the initial boundary value problem of non-homogeneous stochastic heat equation. The derivative of the solution with respect to time receives heavy random perturbation. The space boundary is Lipschitz and we impose non-zero…

Analysis of PDEs · Mathematics 2011-07-01 Tongkeun Chang , Kijung Lee , Minsuk Yang

In this paper, we investigate properties of unique continuation for hyperbolic Schr\"odinger equations with time-dependent complex-valued electric fields and time-independent real magnetic fields. We show that positive masses inside of a…

Analysis of PDEs · Mathematics 2023-06-09 Juan Antonio Barceló , Biagio Cassano , Luca Fanelli

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…

Analysis of PDEs · Mathematics 2024-12-05 Agnid Banerjee , Nicola Garofalo
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