Related papers: Finite time extinction for stochastic sign fast di…

We study small random perturbations by additive white-noise of a spatial discretization of a reaction-diffusion equation with a stable equilibrium and solutions that blow up in finite time. We prove that the perturbed system blows up with…

This study is motivated by the question of how singularity formation and other forms of extreme behavior in nonlinear dissipative partial differential equations are affected by stochastic excitations. To address this question we consider…

We investigate the Cauchy problem for a semilinear spatio--temporal fractional diffusion equation with a time-dependent forcing term: \[ \partial_t^\alpha u + (-\Delta)^{\mathsf{s}} u = |u|^p + t^{\sigma}\,\mathbf{w}(x), \quad (t,x) \in…

We examine the short and long-time behaviors of time-fractional diffusion equations with variable space-dependent order. More precisely, we describe the time-evolution of the solution to these equations as the time parameter goes either to…

We start by providing an explicit characterization and analytical properties, including the persistence phenomena, of the distribution of the extinction time $\mathbb{T}$ of a class of non-Markovian self-similar stochastic processes with…

Consider the stochastic reaction-diffusion equation with logarithmic nonlinearity driven by space-time white noise: \begin{align}\label{1.a} \left\{ \begin{aligned} & \mathrm{d}u(t,x) = \frac{1}{2}\Delta u(t,x)\,\mathrm{d}t+ b(u(t,x))…

The time decay of fully discrete finite-volume approximations of porous-medium and fast-diffusion equations with Neumann or periodic boundary conditions is proved in the entropy sense. The algebraic or exponential decay rates are computed…

We provide explicit classical solutions and stochastic analogues for distributed-order space-time fractional diffusion equations on bounded domains with zero exterior boundary conditions. We also show that our results still hold when the…

A mass-conservative high-order unfitted finite element method for convection-diffusion equations in evolving domains is proposed. The space-time method presented in [P. Hansbo, M. G. Larson, S. Zahedi, Comput. Methods Appl. Mech. Engrg. 307…

Physical notions of stochastic resonance for potential diffusions in periodically changing double-well potentials such as the spectral power amplification have proved to be defective. They are not robust for the passage to their effective…

We are concerned with a nonlinear nonautonomous model represented by an equation describing the dynamics of an age-structured population diffusing in a space habitat $O,$ governed by local Lipschitz vital factors and by a stochastic…

In this work we are interested in the study of a class of anisotropic porous medium-type equations whose prototype is \[ u_t =\sum_{i=1}^N \left( m_i u^{m_i-1} u_{x_i} \right)_{x_i} \ , \qquad 0<m_1 \leq \cdots \leq m_N <1 \ , \] for which…

This paper is devoted to the study of noise effects on blow-up solutions to stochastic nonlinear Schr\"odinger equations. It is a continuation of our recent work \cite{BRZ14}, where the (local) well-posedness is established in $H^1$, also…

We consider the inhomogeneous Landau equation with $\gamma \in (\sqrt{3},2]$ and construct smooth, strictly positive initial data that develop a finite time singularity. The $C^{\alpha}$-norm of the distribution function blows up for every…

We suggest an explanation of typical incubation times statistical features based on the universal behavior of exit times for diffusion models. We give a mathematically rigorous proof of the characteristic right skewness of the incubation…

Motivated by studies of indirect measurements in quantum mechanics, we investigate stochastic differential equations with a fixed point subject to an additional infinitesimal repulsive perturbation. We conjecture, and prove for an important…

We study time evolution of critical fluctuations of conserved charges near the QCD critical point in the context of relativistic heavy ion collisions. A stochastic diffusion equation is employed in order to describe the diffusion property…

We prove finite speed of propagation for the multiplicative stochastic wave equation in two and three dimensions which leads us to a global space-time well-posedness result for the cubic nonlinear equation in the analogue of the energy…

We study the effects of time-varying environmental noise on nonequilibrium phase transitions in spreading and growth processes. Using the examples of the logistic evolution equation as well as the contact process, we show that such temporal…

We construct a planar diffusion process whose infinitesimal generator depends only on the order of the components of the process. Speaking informally and a bit imprecisely for the moment, imagine you run two Brownian-like particles on the…