Related papers: Second Order PDEs with Dirichlet White Noise Bound…
Partial Differential Equations (PDEs) are central to modeling complex systems across physical, biological, and engineering domains, yet traditional numerical methods often struggle with high-dimensional or complex problems. Physics-Informed…
Various effects of the noise intensity upon the solution $u(t,x)$ of the stochastic heat equation with Dirichlet boundary conditions on $[0,1]$ are investigated. We show that for small noise intensity, the $p$-th moment of $\sup_{x \in…
We study the smoothness of the density of a semilinear heat equation with multiplicative spacetime white noise. Using Malliavin calculus, we reduce the problem to a question of negative moments of solutions of a linear heat equation with…
We consider nonlinear parabolic SPDEs of the form $\partial_t u=\Delta u + \lambda \sigma(u)\dot w$ on the interval $(0, L)$, where $\dot w$ denotes space-time white noise, $\sigma$ is Lipschitz continuous. Under Dirichlet boundary…
Even though the heat equation with random potential is a well-studied object, the particular case of time-independent Gaussian white noise in one space dimension has yet to receive the attention it deserves. The paper investigates the…
In this paper, we study the stochastic heat equation (SHE) on $\mathbb{R}^d$ subject to a centered Gaussian noise that is white in time and colored in space. We establish the existence and uniqueness of the random field solution in the…
The probabilistic representation of weak solutions to a parabolic boundary value problem is established in the following framework. The boundary value problem consists of a second order parabolic equation defined on a time-varying Lipschitz…
We study spaces of modelled distributions with singular behaviour near the boundary of a domain that, in the context of the theory of regularity structures, allow one to give robust solution theories for singular stochastic PDEs with…
We study existence and regularity of the density for the solution $u(t,x)$ (with fixed $t > 0$ and $x \in D$) of the heat equation in a bounded domain $D \subset \mathbb R^d$ driven by a stochastic inhomogeneous Neumann boundary condition…
We deal with a linear hyperbolic differential operator of the second order on a bounded planar domain with a smooth boundary. We establish a well-posedness result in case where a mixed, Dirichlet-Neumann, condition is prescribed on the…
In this paper, we extend Walsh's stochastic integral with respect to a Gaussian noise, white in time and with some homogeneous spatial correlation, in order to be able to integrate some random measure-valued processes. This extension turns…
We establish a central limit theorem and large deviations principle that characterises small noise fluctuations of the generalised Dean--Kawasaki stochastic PDE. The fluctuations agree to first order with fluctuations of certain interacting…
We present high-order numerical schemes for linear stochastic heat and wave equations with Dirichlet boundary conditions, driven by additive noise. Standard Euler schemes for SPDEs are limited to an order convergence between 1/2 and 1 due…
The diffuse domain method for partial differential equations on complicated geometries recently received strong attention in particular from practitioners, but many fundamental issues in the analysis are still widely open. In this paper we…
We study the statistical properties of jump processes in a bounded domain that are driven by Poisson white noise. We derive the corresponding Kolmogorov-Feller equation and provide a general representation for its stationary solutions.…
This work is a continuation of [E. Bonnetier, D.Bresch, V. Milisic, submitted]; it deals with rough boundaries in the simplified context of a Poisson equation. We impose Dirichlet boundary conditions on the periodic microscopic perturbation…
We consider the homogeneous heat equation in a domain $\Omega$ in $\mathbb{R}^n$ with vanishing initial data and the Dirichlet boundary condition. We are looking for solutions in $W^{r,s}_{p,q}(\Omega\times(0,T))$, where $r < 2$, $s < 1$,…
In this paper we consider non-local (in time) heat equations on time-increasing parabolic sets whose boundary is determined by a suitable curve. We provide a notion of solution for these equations and we study well-posedness under Dirichlet…
In this paper, we study intermittency properties for various stochastic PDEs with varieties of space time Gaussian noises via matching upper and lower moment bounds of the solution. Due to the absence of the powerful Feynman Kac formula,…
We consider the stochastic heat equation on $\mathbb R^d$ with multiplicative space-time white noise noise smoothed in space. For $d\geq 3$ and small noise intensity, the solution is known to converge to a strictly positive random variable…