English
Related papers

Related papers: Unique Continuation for Stochastic Heat Equations

200 papers

For a class of non-autonomous parabolic stochastic partial differential equations defined on a bounded open subset $D\subset \mathbb {R}^d$ and driven by an $L^2(D)$-valued fractional Brownian motion with the Hurst index $H>1/2$, a new…

Probability · Mathematics 2020-01-17 Kostiantyn Ralchenko , Georgiy Shevchenko

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,…

Probability · Mathematics 2009-09-29 Jason Swanson

We study nodal lines of solutions to the heat equations. We are interested in the global geometry of nodal sets, in the whole domain of definition of the solution. The local structure of nodal sets is a well understander subject, while the…

Analysis of PDEs · Mathematics 2014-07-03 Nikolai Nadirashvili , Nadezda Varkentina

We study the heat equation with a random potential term. The potential is a one-sided stable noise, with positive jumps, which does not depend on time. To avoid singularities, we define the equation in terms of a construction similar to the…

Probability · Mathematics 2011-02-18 Carl Mueller , Leonid Mytnik , Aurel Stan

In this article, we derive the stochastic master equations corresponding to the statistical model of a heat bath. These stochastic differential equations are obtained as continuous time limits of discrete models of quantum repeated…

Quantum Physics · Physics 2010-06-17 Ion Nechita , Clément Pellegrini

Stochastic thermodynamics is formulated for variables that are odd under time reversal. The invariance under spatial rotation of the collision rates due to the isotropy of the heat bath is shown to be a crucial ingredient. An alternative…

Statistical Mechanics · Physics 2015-07-29 C. Van den Broeck , R. Toral

From the viewpoint of operator theory, we deal with the temperature dependence of the solution to the BCS gap equation for superconductivity. When the potential is a positive constant, the BCS gap equation reduces to the simple gap…

Functional Analysis · Mathematics 2013-10-30 Shuji Watanabe

The Stochastic Heat Flow (SHF) emerges as the scaling limit of directed polymers in random environments and the noise-mollified Stochastic Heat Equation (SHE), specifically at the critical dimension of two and near the critical temperature.…

Probability · Mathematics 2026-03-17 Li-Cheng Tsai

We obtain monotonicity and convexity results for the heat content of domains in Riemannian manifolds and in Euclidean space subject to various initial temperature conditions. We introduce the notion of a strictly decreasing temperature set,…

Analysis of PDEs · Mathematics 2025-04-23 Michiel van den Berg , Katie Gittins

We study the tracking or sidewise controllability of the heat equation. More precisely, we seek for controls that, acting on part of the boundary of the domain where the heat process evolves, aim to assure that the normal trace or flux on…

Optimization and Control · Mathematics 2024-12-24 Jon Asier Bárcena Petiso , Enrique Zuazua

In this work we shall review some of our recent results concerning unique continuation properties of solutions of Schr\"odinger equations. In this equations we include linear ones with a time depending potential and semi-linear ones.

Analysis of PDEs · Mathematics 2011-12-12 Luis Escauriaza , Carlos E. Kenig , Gustavo Ponce , Luis Vega

We define a deterministic ``scattering'' model for heat conduction which is continuous in space, and which has a Boltzmann type flavor, obtained by a closure based on memory loss between collisions. We prove that this model has, for…

Mathematical Physics · Physics 2009-11-13 Pierre Collet , Jean-Pierre Eckmann

We address the question of existence of nonconstant stable stationary solution to the heat equation on a class of convex domains subject to nonlinear boundary flux involving a positive parameter. Such solutions which were known to exist in…

Analysis of PDEs · Mathematics 2010-03-16 Arnaldo Simal do Nascimento

We consider nonnegative solutions of the quasilinear heat equation $\partial_t u = \tfrac{1}{2} u \partial_x^2 u$ in one dimension. Our solutions may vanish and may be unbounded. The equation is then degenerate, and weak solutions are…

Analysis of PDEs · Mathematics 2024-07-16 Alexander Dunlap , Cole Graham

This paper studies the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise which is white in time and which has the covariance of a fractional Brownian motion with Hurst parameter 1/4\textless{}H\textless{}1/2 in…

Probability · Mathematics 2015-05-20 Yaozhong Hu , Jingyu Huang , Khoa Lê , David Nualart , Samy Tindel

A stochastic heat equation on $[0,T]\times{\mathbb{R}}$ driven by a general stochastic measure $d\mu(t)$ is investigated in this paper. For the integrator $\mu$, we assume the $\sigma$-additivity in probability only. The existence,…

Probability · Mathematics 2015-03-19 Vadym Radchenko

We define linear stochastic heat equations (SHE) on p.c.f.s.s. sets equipped with regular harmonic structures. We show that if the spectral dimension of the set is less than two, then function-valued "random-field" solutions to these SPDEs…

Probability · Mathematics 2018-02-28 Ben Hambly , Weiye Yang

We consider the stochastically forced Burgers equation with an emphasis on spatially rough driving noise. We show that the law of the process at a fixed time $t$, conditioned on no explosions, is absolutely continuous with respect to the…

Probability · Mathematics 2021-04-16 Jonathan C. Mattingly , Marco Romito , Langxuan Su

We investigate the asymptotic behaviors of the solution $u(t, \cdot)$ to a stochastic heat equation with a periodic, gradient-type nonlinear term. We extend the central limit theorem for finite-dimensional diffusions to infinite-dimensional…

Probability · Mathematics 2018-09-12 Lu Xu

We prove unique continuation properties for solutions of the evolution Schr\"odinger equation with time dependent potentials. As an application of our method we also obtain results concerning the possible concentration profiles of blow up…

Analysis of PDEs · Mathematics 2015-05-20 L. Escauriaza , C. E. Kenig , G. Ponce , L. Vega