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Related papers: Unique Continuation for Stochastic Heat Equations

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In this paper, we study the long-time behavior of a stochastic heat equation with multiplicative noise and localized control. We begin by analyzing the uncontrolled dynamics and derive explicit decay rates for both mean-square and almost…

Optimization and Control · Mathematics 2026-04-13 Víctor Hernández-Santamaría , Kévin Le Balc'h , Liliana Peralta

In this article we deal with the backward uniqueness property of the heat equation in conical domains in two spatial dimensions via Carleman inequality techniques. Using a microlocal interpretation of the pseudoconvexity condition, we…

Analysis of PDEs · Mathematics 2015-09-29 Angkana Rüland

The aim of this short note is to obtain the existence, uniqueness and moment upper bounds of the solution to a stochastic heat equation with measure initial data, without using the iteration method in Chen and Dalang(2015), Chen and…

Probability · Mathematics 2016-12-15 Jingyu Huang

We consider a class of singular perturbations to the stochastic heat equation or semilinear variations thereof. The interesting feature of these perturbations is that, as the small parameter epsilon tends to zero, their solutions converge…

Probability · Mathematics 2010-09-21 Martin Hairer

This paper considers the initial-boundary value problem for the heat equation with a dynamic type boundary condition. Under some regularity, consistency and orthogonality conditions, the existence, uniqueness and continuous dependence upon…

Mathematical Physics · Physics 2013-06-21 Nazim B. Kerimov , Mansur I. Ismailov

In this paper, we study the impulse controllability of a multi-dimensional heat equation with dynamic boundary conditions in a bounded smooth domain. Using a recent approach based on finite-time stabilization, we show that the system is…

Optimization and Control · Mathematics 2023-10-31 Salah-Eddine Chorfi , Ghita El Guermai , Lahcen Maniar , Walid Zouhair

Let $U,H$ be two separable Hilbert spaces. The main goal of this paper is to study the weak uniqueness of the Stochastic Differential Equation evolving in $H$ \begin{align*} dX(t)=AX(t)dt+\mathcal{V}B(X(t))dt+GdW(t), \quad t>0, \quad X(0)=x…

Probability · Mathematics 2025-02-28 Davide Addona , Davide Augusto Bignamini

This paper establishes a fundamental and surprising phenomenon in the theory of stochastic wave equations: the restoration of the unique continuation property (UCP) across characteristic hypersurfaces, a property that is known to fail…

Analysis of PDEs · Mathematics 2026-01-30 Qi Lü , Zhonghua Liao

We prove that the initial-value problem for the fractional heat equation admits a solution provided that the (possibly unbounded) initial datum has a conveniently moderate growth at infinity. Under the same growth condition we also prove…

Analysis of PDEs · Mathematics 2017-08-23 Antonio Greco , Antonio Iannizzotto

This paper aims to provide directly the observability inequality of backward stochastic heat equations for measurable sets. As an immediate application, the null controllability of the forward heat equations is obtained. Moreover, an…

Optimization and Control · Mathematics 2016-04-14 Donghui Yang , Jie Zhong

In this paper, we prove pathwise uniqueness for stochastic differential equations in infinite dimension. Under our assumptions, we are able to consider the stochastic heat equation up to dimension $3$, the stochastic damped wave equation in…

Probability · Mathematics 2025-09-22 Davide Addona , Davide A. Bignamini

We introduce a fractional stochastic heat equation with second order elliptic operator in divergence form, having a piecewise constant diffusion coefficient, and driven by an infinite-dimensional fractional Brownian motion. We characterize…

Probability · Mathematics 2019-10-29 Yuliya Mishura , Kostiantyn Ralchenko , Mounir Zili , Eya Zougar

In this paper, we continue the study of some controllability issues for the forward stochastic heat equation with dynamic boundary conditions. The main novelty in the present paper consists of considering only one control without extra…

Optimization and Control · Mathematics 2024-12-02 Mahmoud Baroun , Said Boulite , Abdellatif Elgrou , Omar Oukdach

We present a new stochastic analysis for steady and transient one-dimensional heat conduction problem based on the homogenization approach. Thermal conductivity is assumed to be a random field K consisting of random variables of a total…

Statistical Mechanics · Physics 2018-09-05 Zhijie Xu

We report on a time regularity result for stochastic evolutionary PDEs with monotone coefficients. If the diffusion coefficient is bounded in time without additional space regularity we obtain a fractional Sobolev type time regularity of…

Analysis of PDEs · Mathematics 2015-10-07 Dominic Breit , Martina Hofmanova

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

The problem of heat conduction in one-dimensional piecewise homogeneous composite materials is examined by providing an explicit solution of the one-dimensional heat equation in each domain. The location of the interfaces is known, but…

Mathematical Physics · Physics 2016-04-11 Bernard Deconinck , Beatrice Pelloni , Natalie Sheils

We study the uniqueness of solutions to a class of heat equations with positive density posed on infinite weighted graphs. We separately consider the case when the density is bounded from below by a positive constant and the case of…

Analysis of PDEs · Mathematics 2025-01-20 Giulia Meglioli

In Stochastic Thermodynamics, heat is a random variable with a probability distribution associated. Studies of the distribution of heat are mostly in the overdamped regime and in one dimension. Here we solve the heat distribution in the…

Statistical Mechanics · Physics 2023-02-28 Pedro V. Paraguassú , Rui Aquino , Welles A. M. Morgado

In this paper, we study the heat equation with an irregular spatially dependent thermal conductivity coefficient. We prove that it has a solution in an appropriate very weak sense. Moreover, the uniqueness result and consistency with the…

Analysis of PDEs · Mathematics 2023-02-21 Michael Ruzhansky , Mohammed Elamine Sebih , Niyaz Tokmagambetov