Related papers: Unique Continuation for Stochastic Heat Equations
We study stochastic heat equations in the sense of Walsh defined by fractal Laplacians on Cantor-like sets. For this purpose, we first investigate the corresponding heat kernels. Then, we prove existence and uniqueness of mild solutions to…
We consider the stochastic heat equation with a multiplicative white noise forcing term under standard "intermitency conditions." The main finding of this paper is that, under mild regularity hypotheses, the a.s.-boundedness of the solution…
In this paper, we mainly focus on the set-valued (stochastic) analysis on the space of convex, closed, but possibly unbounded sets, and try to establish a useful theoretical framework for studying the set-valued stochastic differential…
We attempt to characterize irreversibility of a dynamical system from the existence of different forward and backward mathematical representations depending on the direction of the time arrow. Such different representations have been…
We introduce an arbitrary order, stabilized finite element method for solving a unique continuation problem subject to the time-harmonic elastic wave equation with variable coefficients. Based on conditional stability estimates we prove…
We attempt to characterize irreversibility of a dynamical system from the existence of different forward and backward mathematical representations depending on the direction of the time arrow. Such different representations have been…
We study anomalous transport in a one-dimensional system with two conserved quantities in presence of thermal baths. In this system we derive exact expressions of the temperature profile and the two point correlations in steady state as…
In this work, we study convection-diffusion equations in the cases of bounded drifts and drifts induced by the gradient of a potential. We define a new notion of solution and prove its existence and uniqueness. Furthermore, we show the…
We present a new explicit and stable numerical algorithm to solve the homogeneous heat equation. We illustrate the performance of the new method in the cases of two 2D systems with highly inhomogeneous random parameters. Spatial…
In the present paper, we give some examples of stochastic differential equations which have delicateness in the Markov and strong Markov properties, the uniqueness locally in time and globally in time, and initial conditions. Moreover, we…
The Initial-Boundary Value Problem for the heat equation is solved by using a new algorithm based on a random walk on heat balls. Even if it represents a sophisticated generalization of the Walk on Spheres (WOS) algorithm introduced to…
We consider a stabilized finite element method based on a spacetime formulation, where the equations are solved on a global (unstructured) spacetime mesh. A unique continuation problem for the wave equation is considered, where data is…
A solution of the heat equation with a distribution-valued potential is constructed by regularization. When the potential is the generalized derivative of a H\"{o}lder continuous function, regularity of the resulting solution is in line…
In this paper, we prove the unique continuation property for the weak solution of the plate equation with non-smooth coefficients. Then, we apply this result to study the global attractor for the semilinear plate equation with a localized…
We derive a macroscopic heat equation for the temperature of a pinned harmonic chain subject to a periodic force at its right side and in contact with a heat bath at its left side. The microscopic dynamics in the bulk is given by the…
In this paper, we investigate stochastic heat equation with sublinear diffusion coefficients. By assuming certain concavity of the diffusion coefficient, we establish non-trivial moment upper bounds and almost sure spatial asymptotic…
Let $u_t=\nabla^2 u-q(x)u:=Lu$ in $D\times [0,\infty)$, where $D\subset R^3$ is a bounded domain with a smooth connected boundary $S$, and $q(x)\in L^2(S)$ is a real-valued function with compact support in $D$. Assume that $u(x,0)=0$, $u=0$…
In this paper, we present first-order accurate numerical methods for solution of the heat equation with uncertain temperature-dependent thermal conductivity. Each algorithm yields a shared coefficient matrix for the ensemble set improving…
For a mixed stochastic differential equation involving standard Brownian motion and an almost surely H\"older continuous process $Z$ with H\"older exponent $\gamma>1/2$, we establish a new result on its unique solvability. We also establish…
In this paper, we consider the heat equation with strongly singular potentials and prove that it has a "very weak solution". Moreover, we show the uniqueness and consistency results in some appropriate sense. The cases of positive and…