Related papers: Unique Continuation for Stochastic Heat Equations
We consider a simple model of a stochastic heat engine, which consists of a single Brownian particle moving in a one-dimensional periodically breathing harmonic potential. Overdamped limit is assumed. Expressions of second moments…
This paper considerers the problem of computing the value of a solution of the heat equation at a given point inside a bounded domain after the initial time. It is assumed that the initial value of the solution inside the domain (possibly…
We consider a parameter estimation problem for one dimensional stochastic heat equations, when data is sampled discretely in time or spatial component. We prove that, the real valued parameter next to the Laplacian (the drift), and the…
This article considers the initial boundary value problem for the heat equation with the time-dependent Sturm-Liouville operator with singular potentials. To obtain a solution by the method of separation of variables, the problem is reduced…
Generalizing an idea of Davie and Gaines (2001), we present a method for the simulation of fully discrete samples of the solution to the stochastic heat equation on an interval. We provide a condition for the validity of the approximation,…
The paper provides a direct proof the uniqueness of solutions to the Camassa-Holm equation, based on characteristics. Given a conservative solution $u=u(t,x)$, an equation is introduced which singles out a unique characteristic curve…
We consider a family of nonlinear stochastic heat equations of the form $\partial_t u=\mathcal{L}u + \sigma(u)\dot{W}$, where $\dot{W}$ denotes space-time white noise, $\mathcal{L}$ the generator of a symmetric L\'evy process on $\R$, and…
We study the large-time behavior of strong solutions to the one-dimensional, compressible Navier-Stokes system for a viscous and heat conducting ideal polytropic gas, when the viscosity is constant and the heat conductivity is proportional…
We propose the concept of global temperature for spatially non-uniform heat conduction systems. With this novel quantity, we present an extended framework of thermodynamics for the whole system such that the fundamental relation of…
We are concerned with the large-time behavior of solutions to the initial and initial boundary value problems with large initial data for the compressible Navier-Stokes system with degenerate heat-conductivity describing the one-dimensional…
We consider fractional stochastic heat equations of the form $\frac{\partial u_t(x)}{\partial t} = -(-\Delta)^{\alpha/2} u_t(x)+\lambda \sigma (u_t(x)) \dot F(t,\, x)$. Here $\dot F$ denotes the noise term. Under suitable assumptions, we…
In this paper we consider a class of continuity equations that are conditioned to stay in general space-time domains, which is formulated as a continuum limit of interacting particle systems. Firstly, we study the well-posedness of the…
We investigate the steady state of heat conduction in general relativity using a variational approach for two-fluid dynamics. We adopt coordinates based on the Landau-Lifschitz observer because it allows us to describe thermodynamics with…
We investigate the properties of a harmonic chain in contact with a thermal bath at one end and subjected, at its other end, to a periodic force. The particles also undergo a random velocity reversal action, which results in a finite heat…
In this article we deal with different forms of the unique continuation property for second order elliptic equations with nonlinear potentials of sublinear growth. Under suitable regularity assumptions, we prove the weak and the strong…
We consider a class of stationary viscous Hamilton--Jacobi equations as $$ \left\{\begin{array}{l} \la u-{\rm div}(A(x) \nabla u)=H(x,\nabla u)\mbox{in }\Omega, u=0{on}\partial\Omega\end{array} \right. $$ where $\la\geq 0$, $A(x)$ is a…
For Gaussian random fields with values in $\mathbb{R}^d$, sharp upper and lower bounds on the probability of hitting a fixed set have been available for many years. These apply in particular to the solutions of systems of linear SPDEs. For…
It is shown that if $\,u(x,t)\,$ is a solution of the initial value problem for the Camassa-Holm equation which vanishes in an open set $\,\Omega\subset \mathbb R\times [0,T]$, then $\,u(x,t)=0,\,(x,t)\in\mathbb R\times [0,T]$. This result…
The main purpose of this article is to prove a logarithmic convexity estimate for the solution of a linear heat equation subject to dynamic boundary conditions in a bounded convex domain. As an application, we prove the impulsive null…
Stochastic diffusion equations are crucial for modeling a range of physical phenomena influenced by uncertainties. We introduce the generalized finite difference method for solving these equations. Then, we examine its consistency,…