Related papers: Nonnegative solutions to stochastic heat equation …

We consider the semilinear heat equation $u_t=\Delta u+|u|^{p-1}u-|u|^{q-1}u$ in $\mathbb{R}^n\times(0,T)$, where $n=5$, $p=\frac{n+2}{n-2}$ and $q\in(0,1)$. By the presence of $-|u|^{q-1}u$, this equation has a finite time extinction…

We consider time fractional stochastic heat type equation $$\partial^\beta_tu(t,x)=-\nu(-\Delta)^{\alpha/2} u_t(x)+I^{1-\beta}_t[\sigma(u)\stackrel{\cdot}{W}(t,x)]$$ in $(d+1)$ dimensions, where $\nu>0$, $\beta\in (0,1)$, $\alpha\in (0,2]$,…

The goal of the present note is to study intermittency properties for the solution to the fractional heat equation $$\frac{\partial u}{\partial t}(t,x) = -(-\Delta)^{\beta/2} u(t,x) + u(t,x)\dot{W}(t,x), \quad t>0,x \in \bR^d$$ with initial…

We consider a stochastic heat equation driven by a space-time white noise and with a singular drift, where a local-time in space appears. The process we study has an explicit invariant measure of Gibbs type, with a non-convex potential. We…

We study discrete nonlinear parabolic stochastic heat equations of the form, $u_{n+1}(x)-u_n(x)=(\mathcal {L}u_n)(x)+\sigma(u_n(x))\xi_n(x)$, for $n\in {\mathbf{Z}}_+$ and $x\in {\mathbf{Z}}^d$, where $\boldsymbol \xi:=\{\xi_n(x)\}_{n\ge…

Under general conditions we show an a priori probabilistic Harnack inequality for the non-negative solution of a stochastic partial differential equation of the following form d_tu = div (A\nabla u) + f (t, x, u;w) + g_i(t, x,…

We consider the semilinear heat equation $$ u_t-\Delta u=|u|^{p-1}u,\ \ (t,x)\in\mathbb{R}^+\times\mathbb{R}^n. $$ The well-known difficulty with this problem is that the potential well method cannot be applied directly, due to the scaling…

In this paper, we consider the following indefinite fully fractional heat equation involving the master operator \begin{equation} (\partial_t -\Delta)^{s} u(x,t) = x_1u^p(x,t)\ \ \mbox{in}\ \R^n\times\R , \end{equation} where $s\in(0,1)$,…

We investigate the nonlinear Schr\"{o}dinger equation $iu_{t}+\Delta u+|u|^{p-1}u=0$ with $1+\frac{4}{N}<p<1+\frac{4}{N-2}$ (when $N=1, 2$, $1+\frac{4}{N}<p<\infty$) in energy space $H^1$ and study the divergent property of…

We consider the following nonlinear fractional Schr\"{o}dinger equation $$ (-\Delta)^su+u=K(|x|)u^p,\ \ u>0 \ \ \hbox{in}\ \ R^N, $$ where $K(|x|)$ is a positive radial function, $N\ge 2$, $0<s<1$, $1<p<\frac{N+2s}{N-2s}$. Under some…

In this paper, we will study the following parabolic problem $u_t - div(\omega(x) \nabla u)= h(t) f(u) + l(t) g(u)$ with non-negative initial conditions pertaining to $C_b(\mathbb{R}^N)$, where the weight $\omega$ is an appropriate function…

For every $R>0$, consider the stochastic heat equation $\partial_{t} u_{R}(t\,,x)=\tfrac12 \Delta_{S_{R}^{2}}u_{R}(t\,,x)+\sigma(u_{R}(t\,,x)) \xi_{R}(t\,,x)$ on $S_{R}^{2}$, where $\xi_{R}=\dot{W_{R}}$ are centered Gaussian noises with the…

In this article we consider the stochastic heat equation $u_{t}-\Delta u=\dot B$ in $(0,T) \times \bR^d$, with vanishing initial conditions, driven by a Gaussian noise $\dot B$ which is fractional in time, with Hurst index $H \in (1/2,1)$,…

Parabolic partial differential equations (PDEs) and backward stochastic differential equations (BSDEs) have a wide range of applications. In particular, high-dimensional PDEs with gradient-dependent nonlinearities appear often in the…

A semilinear heat equation $u_{t}=\Delta u+f(u)$ with nonnegative initial data in a subset of $L^{1}(\Omega)$ is considered under the assumption that $f$ is nonnegative and nondecreasing and $\Omega\subseteq \R^{n}$. A simple technique for…

We consider the stochastic heat equation with multiplicative white noise: $\partial_t u =\partial_x^2u + b(u) +\sigma(u) \dot W$, both on $[0,1]$ and $\mathbf{R}$. In the case of $[0,1]$ we show that the finite Osgood criterion on $b$ is a…

A stochastic heat equation on an unbounded nested fractal driven by a general stochastic measure is investigated. Existence, uniqueness and continuity of the mild solution are proved provided that the spectral dimension of the fractal is…

We study fractional parabolic equations with indefinite nonlinearities $$ \frac{\partial u} {\partial t}(x,t) +(-\Delta)^s u(x,t)= x_1 u^p(x, t),\,\, (x, t) \in \mathbb{R}^n \times \mathbb{R}, $$ where $0<s<1$ and $1<p<\infty$. We first…

Classical and nonclassical symmetries of the nonlinear heat equation $$u_t=u_{xx}+f(u),\eqno(1)$$ are considered. The method of differential Gr\"obner bases is used both to find the conditions on $f(u)$ under which symmetries other than the…

Let $u(t,x)$ be the solution to a stochastic heat equation $$ \frac{\partial}{\partial t}u=\frac12\frac{\partial^2}{\partial x^2}u+\frac{\partial^2}{\partial t\partial x}X(t,x),\quad t\geq 0, x\in {\mathbb R} $$ with initial condition…