Related papers: Nonnegative solutions to stochastic heat equation …
We prove the existence and uniqueness of the mild solution for a nonlinear stochastic heat equation defined on an unbounded spatial domain. The nonlinearity is not assumed to be globally, or even locally, Lipschitz continuous. Instead the…
We consider the stochastic heat equation with multiplicative noise $u_t={1/2}\Delta u+ u \diamond \dot{W}$ in $\bR_{+} \times \bR^d$, where $\diamond$ denotes the Wick product, and the solution is interpreted in the mild sense. The noise…
We consider the following stochastic partial differential equation on $t \geq 0, x\in[0,J], J \geq 1$ where we consider $[0,J]$ to be the circle with end points identified: \begin{equation*} \partial_t{\mathbf u}(t,x)…
In this paper, we study the heat equation with an irregular spatially dependent thermal conductivity coefficient. We prove that it has a solution in an appropriate very weak sense. Moreover, the uniqueness result and consistency with the…
This paper investigates the existence of infinitely many positive solutions for the logarithmic scalar field equation \begin{equation} \tag{$P$} \label{equ1} -\Delta u+ V(x) u= u\log u^2, \quad u\in H^1(\mathbb{R}^N), \end{equation} and its…
We study stochastic heat equations driven by a class of L\'evy processes: du = \De u dt + g dX_t \quad in \quad \bR^d_T, \qquad u(0,x)= 0 \quad in \quad x \in \bR^d. We prove the corresponding estimate \[\norm{u}_{\bH_p^k(\RT)} \le c(p,T)…
We investigate the finite time explosion of the stochastic heat equation $\frac{\partial u}{\partial t} = \Delta u(t,x) + \sigma(u(t,x))\dot{W}(t,x)$ in the critical setting where $\sigma$ grows like $\sigma(u) \approx C(1 + |u|^\gamma)$…
Let $\alpha\in(0,2)$ and $d\in{\mathbb N}$. Consider the following SDE in ${\mathbb R}^d$:$${\rm d}X_t=b(t,X_t){\rm d} t+a(t,X_{t-}){\rm d} L^{(\alpha)}_t,\ \ X_0=x,$$where $L^{(\alpha)}$ is a $d$-dimensional rotationally invariant…
We prove new results concerning the nonlinear scalar field equation \begin{equation*} \left\{ \begin{array}{ll} -\Delta u = g(u)&\quad \hbox{in }\mathbb{R}^N,\; N\geq 3, u\in H^1(\mathbb{R}^N)& \end{array} \right. \end{equation*} with a…
We derive an adaptation of Li & Yau estimates for positive solutions of semilinear heat equations on Riemannian manifolds with nonnegative Ricci tensor. We then apply these estimates to obtain a Harnack inequality and to discuss…
We establish the stochastic comparison principles, including moment comparison principle as a special case, for solutions to the following nonlinear stochastic heat equation on $\mathbb{R}^d$ \[ \left(\frac{\partial }{\partial t}…
We consider the linear Schr\"odinger equation under periodic boundary condition, driven by a random force and damped by a quasilinear damping: $$ \frac{d}{dt}u+i\big(-\Delta+V(x)\big) u=\nu \Big(\Delta u-\gr |u|^{2p}u-i\gi |u|^{2q}u \Big)…
We present existence, uniqueness, and sharp regularity results of solution to the stochastic partial differential equation (SPDE) \begin{align} \label{abs eqn} du=(a^{ij}(\omega,t)u_{x^ix^j}+f)dt + (\sigma^{ik}(\omega,t)u_{x^i}+g^k)dw^k_t,…
We study the one-dimensional one-phase Stefan problem for the heat equation with a nonlinear boundary condition. We show that all solutions fall into one of three distinct types: global-in-time solutions with exponential decay,…
In this paper, we prove a sample-path comparison principle for the nonlinear stochastic fractional heat equation on $\mathbb{R}$ with measure-valued initial data. We give quantitative estimates about how close to zero the solution can be.…
In this paper, we prove the existence of non-radial solutions to the problem $-\triangle u=f(z,u)$, $u|_{\partial D}=0$ on the unit disc $D:=\{z\in \mathbb C : |z|<1\}$ with $u(z)\in \mathbb R^k$, where $f$ is a sub-linear continuous…
The main goal of this work is to prove that every non-negative {\it strong solution} $u(x,t)$ to the problem $$ u_t+(-\Delta)^{\alpha/2}u=0 \ \quad\mbox{for } (x,t)\in\mathbb{R}^{n}\times(0,T), \quad 0<\alpha<2, $$ can be written as…
We consider the following nonlinear Schrodinger equation [{l} \Delta u-(1+\delta V)u+f(u)=0 in \R^N, u>0 in \R^N, u\in H^1(\R^N).] where $V$ is a potential satisfying some decay condition and $ f(u)$ is a superlinear nonlinearity satisfying…
: We establish existence of an infinite family of exponentially-decaying non-radial $C^2$ solutions to the equation $\Delta u + f(u) = 0$ on $R^2$ for a large class of nonlinearities $f$. These solutions have the form $u(r,\theta )=e^{i…
Under general conditions we show that the solution of a stochastic parabolic partial differential equation of the form \[ \partial_t u = \mathrm{div} (A \nabla u) + f(t,x, u) + g_i (t,x,u) \dot{w}^i_t \] is almost surely H\"older continuous…