Related papers: Unique Continuation for Stochastic Heat Equations
We consider unsteady ballistic heat transport in a semi-infinite Hooke chain with a free end and an arbitrary heat source. An analytical description of the evolution of the kinetic temperature is proposed in both discrete (exact) and…
We establish near-optimal quantitative uniqueness of continuation for solutions of evolution equations vanishing on the lateral boundary. These results were obtained simply by combining existing observability inequalities and energy…
We study the solutions of the stochastic heat equation driven by spatially inhomogeneous multiplicative white noise based on a fractal measure. We prove pathwise uniqueness for solutions of this equation when the noise coefficient is…
We introduce a mass conserving stochastic perturbation of the discrete nonlinear Schr\"odinger equation that models the action of a heat bath at a given temperature. We prove that the corresponding canonical Gibbs distribution is the unique…
We introduce a time-implicit, finite-element based space-time discretization scheme for the backward stochastic heat equation, and for the forward-backward stochastic heat equation from stochastic optimal control, and prove strong rates of…
In this paper, we consider the exponential stabilization and observation of an unstable heat equation in a general multi-dimensional domain by combining the finite-dimensional spectral truncation technique and the recently developed…
A Carleman estimate and the unique continuation property of solutions for a multi-terms time fractional diffusion equation up to order $\alpha\,\,(0<\alpha<2)$ and general time dependent second order strongly elliptic time elliptic operator…
We investigate uniqueness in the inverse problem of reconstructing simultaneously a spacewise conductivity function and a heat source in the parabolic heat equation from the usual conditions of the direct problem and additional information…
We derive the stochastic master equations which describe the evolution of open quantum systems in contact with a heat bath and undergoing indirect measurements. These equations are obtained as a limit of a quantum repeated measurement model…
We consider a unique continuation problem for the wave equation given data in a volumetric subset of the space time domain. In the absence of data on the lateral boundary of the space-time cylinder we prove that the solution can be…
We consider the stochastic heat equation of the following form \frac{\partial}{\partial t}u_t(x) = (\sL u_t)(x) +b(u_t(x)) + \sigma(u_t(x))\dot{F}_t(x)\quad \text{for}t>0, x\in \R^d, where $\sL$ is the generator of a L\'evy process and…
In this article, we investigate the asymptotic behavior of the solution to a one-dimensional stochastic heat equation with random nonlinear term generated by a stationary, ergodic random field. We extend the well-known central limit theorem…
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…
We study the diffusion (or heat) equation on a finite 1-dimensional spatial domain, but we replace one of the boundary conditions with a "nonlocal condition", through which we specify a weighted average of the solution over the spatial…
In this paper, we study continuous properties of adapted solutions for backward stochastic differential equations with constraints (CBSDEs in short). Comparing with many existing literatures about this topic, our case is very general in the…
We consider the heat equation with spatially variable thermal conductivity and homogeneous Dirichlet boundary conditions. Using the Method of Fokas or Unified Transform Method, we derive solution representations as the limit of solutions of…
We consider a boundary-value problem describing the steady motion of a two-component mixture of viscous compressible heat-conducting fluids in a bounded domain. We make no simplifying assumptions except for postulating the coincidence of…
We prove an inequality of H\"older type traducing the unique continuation property at one time for the heat equation with a potential and Neumann boundary condition. The main feature of the proof is to overcome the propagation of smallness…
We show that a large class of stochastic heat equations can be approximated by systems of interacting stochastic differential equations. As a consequence, we prove various comparison principles extending earlier results. Among other things,…
We study the existence and uniqueness of source-type solutions to the Cauchy problem for the heat equation with fast convection under certain tail control assumptions. We allow the solutions to change sign, but we will in fact show that…