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We study the law of the solution to the stochastic heat equation with additive Gaussian noise which behaves as the fractional Brownian motion in time and is white in space. We prove a decomposition of the solution in terms of the…

Probability · Mathematics 2011-10-13 Solesne Bourguin , Ciprian A. Tudor

When $P$ is the fractional Laplacian $(-\Delta )^a$, $0<a<1$, or a pseudodifferential generalization thereof, the Dirichlet problem for the associated heat equation over a smooth set $\Omega \subset{\Bbb R}^n$:…

Analysis of PDEs · Mathematics 2018-12-18 Gerd Grubb

In this article, we consider the stochastic heat equation $du=(\Delta u+f(t,x))dt+ \sum_{k=1}^{\infty} g^{k}(t,x) \delta \beta_t^k, t \in [0,T]$, with random coefficients $f$ and $g^k$, driven by a sequence $(\beta^k)_k$ of i.i.d.…

Probability · Mathematics 2009-05-14 Raluca Balan

This paper has two primary objectives. The first one is to demonstrate that the solutions of master equation \begin{equation*} (\partial_t-\Delta)^s u(x,t) =f(u(x, t)), \,\,(x, t)\in B_1(0)\times \mathbb{R}, \end{equation*} subject to the…

Analysis of PDEs · Mathematics 2023-06-21 Lingwei Ma , Yahong Guo , Zhenqiu Zhang

This paper studies the stochastic heat equation with multiplicative noises of the form uW, where W is a mean zero Gaussian noise and the differential element uW is interpreted both in the sense of Skorohod and Stratonovich. The existence…

Probability · Mathematics 2014-02-12 Yaozhong Hu , Jingyu Huang , David Nualart , Samy Tindel

In the first part of this paper, we prove the global regularity, in an adequate parabolic Bessel-Potential space and then in the corresponding parabolic fractional Sobolev space, of the unique solution to following fractional heat equation…

Analysis of PDEs · Mathematics 2025-06-10 Boumediene Abdellaoui , Somia Atmani , Kheireddine Biroud , El-Haj Laamri

This paper studies the stochastic heat equation driven by time fractional Gaussian noise with Hurst parameter $H\in(0,1/2)$. We establish the Feynman-Kac representation of the solution and use this representation to obtain matching lower…

Probability · Mathematics 2016-02-19 Le Chen , Yaozhong Hu , Kamran Kalbasi , David Nualart

We study stochastic reaction--diffusion equation $$ \partial_tu_t(x)=\frac12 \partial^2_{xx}u_t(x)+b(u_t(x))+\dot{W}_{t}(x), \quad t>0,\, x\in D $$ where $b$ is a generalized function in the Besov space…

Probability · Mathematics 2022-02-14 Siva Athreya , Oleg Butkovsky , Khoa Lê , Leonid Mytnik

We study the heat equation $\frac{\partial u}{\partial t}-\Delta u=0,\ u(x,0)=\omega (x),$ where $\Delta :=dd^{*}+d^{*}d$ is the Hodge laplacian and $u(\cdot ,t)$ and $\omega $ are $p$-differential forms in the complete Riemannian manifold…

Analysis of PDEs · Mathematics 2022-07-01 Eric Amar

We consider weak solutions of the fractional heat equation posed in the whole $n$-dimensional space, and establish their asymptotic convergence to the fundamental solution as $t\to\infty$ under the assumption that the initial datum is an…

Analysis of PDEs · Mathematics 2017-10-18 Juan Luis Vázquez

In this paper we prove the global in time well-posedness of the following non-local diffusion equation with $\alpha \in[0,2/3)$: $$ \partial_t u = {(-\triangle)^{-1}u} \triangle u + \alpha u^2, \quad u(t=0) = u_0. $$ The initial condition…

Analysis of PDEs · Mathematics 2016-02-22 Joachim Krieger , Robert M. Strain

In this paper, we study the stochastic heat equation in the spatial domain $\mathbb{R}^d$ subject to a Gaussian noise which is white in time and colored in space. The spatial correlation can be any symmetric, nonnegative and…

Probability · Mathematics 2015-10-22 Le Chen , Kunwoo Kim

In this paper, we discuss the maximum principle for a time-fractional diffusion equation $$ \partial_t^\alpha u(x,t) = \sum_{i,j=1}^n \partial_i(a_{ij}(x)\partial_j u(x,t)) + c(x)u(x,t) + F(x,t),\ t>0,\ x \in \Omega \subset {\mathbb R}^n$$…

Analysis of PDEs · Mathematics 2021-03-12 Yuri Luchko , Masahiro Yamamoto

For the time-space fractional degenerate Keller-Segel equation \begin{equation*} \begin{cases} \partial _{t}^{\beta }u=-(-\Delta )^{\frac{\alpha}{2}}(\rho (v)u),& t>0\\ (-\Delta )^{\frac{\alpha}{2}} v+v=u,& t>0 \end{cases} \end{equation*}…

Analysis of PDEs · Mathematics 2022-11-17 Fei Gao , Hui Zhan

A generalized Neumann solution for the two-phase fractional Lam\'e--Clapeyron--Stefan problem for a semi--infinite material with constant initial temperature and a particular heat flux condition at the fixed face is obtained, when a…

Analysis of PDEs · Mathematics 2018-05-24 Sabrina Roscani , Domingo Tarzia

We consider the fractional stochastic heat equation on the $d$-dimensional torus $\mathbb{T}^d:=\left[-\frac{1}{2},\frac{1}{2}\right]^d$, $d\geq 1$, with periodic boundary conditions: \[ \partial_t u(t,\textbf{x})=…

Probability · Mathematics 2025-02-24 Jiaming Chen

This contribution considers the time-fractional subdiffusion with a time-dependent variable-order fractional operator of order $\beta(t)$. It is assumed that $\beta(t)$ is a piecewise constant function with a finite number of jumps. A proof…

Analysis of PDEs · Mathematics 2025-04-04 Yavar Kian , Marián Slodička , Éric Soccorsi , Karel Van Bockstal

In this article, we consider the nonlinear stochastic partial differential equation of fractional order in both space and time variables with constant initial condition: \begin{equation*}…

Probability · Mathematics 2022-06-22 Le Chen , Yuhui Guo , Jian Song

A complete family of solutions for the one-dimensional reaction-diffusion equation \[ u_{xx}(x,t)-q(x)u(x,t) = u_t(x,t) \] with a coefficient $q$ depending on $x$ is constructed. The solutions represent the images of the heat polynomials…

Analysis of PDEs · Mathematics 2018-03-09 Vladislav V. Kravchenko , Josafath A. Otero , Sergii M. Torba

In this paper we obtain the precise description of the asymptotic behavior of the solution $u$ of $$ \partial_t u+(-\Delta)^{\frac{\theta}{2}}u=0\quad\mbox{in}\quad{\bf R}^N\times(0,\infty), \qquad u(x,0)=\varphi(x)\quad\mbox{in}\quad{\bf…

Analysis of PDEs · Mathematics 2017-12-01 Kazuhiro Ishige , Tatsuki Kawakami , Hironori Michihisa