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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…

Probability · Mathematics 2021-02-12 Michael Salins

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…

Probability · Mathematics 2009-06-24 Raluca Balan , Ciprian Tudor

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)…

Probability · Mathematics 2021-02-16 Siva Athreya , Mathew Joseph , Carl Mueller

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…

Analysis of PDEs · Mathematics 2023-02-21 Michael Ruzhansky , Mohammed Elamine Sebih , Niyaz Tokmagambetov

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…

Analysis of PDEs · Mathematics 2025-12-30 Tianhao Liu , Juncheng Wei , Wenming Zou

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)…

Analysis of PDEs · Mathematics 2012-05-23 Tongkeun Chang , Minsuk Yang

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 $\sigma(u) \approx C(1 + |u|^\gamma)$…

Probability · Mathematics 2023-09-11 Michael Salins

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…

Analysis of PDEs · Mathematics 2022-02-08 Stéphane Menozzi , Zhang Xicheng

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…

Analysis of PDEs · Mathematics 2020-07-28 Jarosław Mederski

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…

Analysis of PDEs · Mathematics 2022-01-10 Daniele Castorina , Giovanni Catino , Carlo Mantegazza

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}…

Probability · Mathematics 2019-12-12 Le Chen , Kunwoo Kim

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)…

Mathematical Physics · Physics 2013-09-20 Sergei B. Kuksin

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,…

Probability · Mathematics 2019-05-21 Ildoo Kim , Kyeong-hun Kim

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,…

Analysis of PDEs · Mathematics 2025-10-31 Kensho Araya , Kazuhiro Ishige

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.…

Probability · Mathematics 2014-10-03 Le Chen , Kunwoo Kim

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…

Analysis of PDEs · Mathematics 2020-02-11 Z. Balanov , E. Hooton , W. Krawcewicz , D. Rachinskii

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…

Analysis of PDEs · Mathematics 2015-06-15 Begoña Barrios , Ireneo Peral , Fernando Soria , Enrico Valdinoci

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…

Analysis of PDEs · Mathematics 2012-11-01 Weiwei Ao , Juncheng Wei

: 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…

patt-sol · Physics 2008-02-03 Joseph Iaia , Henry Warchall

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…

Analysis of PDEs · Mathematics 2016-01-12 Elton P. Hsu , Yu Wang , Zhenan Wang