Related papers: On a modelled rough heat equation
Let $\{u(t,x)\}_{t>0,x\in{{\mathbb R}^{d}}}$ denote the solution to the linear (fractional) stochastic heat equation. We establish rates of convergence with respect to the uniform distance between the density of spatial averages of solution…
The question of the volatility roughness is interpreted in the framework of a data-reconstructed fractional volatility model, where volatility is driven by fractional noise. Some examples are worked out and also, using Malliavin calculus…
In this paper, we establish existence and uniqueness of strong solutions for a stochastic differential equation driven by an additive noise given by the sum of two correlated fractional Brownian sheets with different Hurst parameters. Our…
We study pathwise regularization by noise for equations on the plane in the spirit of the framework outlined by Catellier and Gubinelli (Stochastic Process. Appl., 2016). To this end, we extend the notion of non-linear Young equations to a…
We consider a numerical approximation of a linear quadratic control problem constrained by the stochastic heat equation with non-homogeneous Neumann boundary conditions. This involves a combination of distributed and boundary control, as…
It has been observed in many numerical simulations, experiments and from various theoretical treatments that heat transport in one-dimensional systems of interacting particles cannot be described by the phenomenological Fourier's law. The…
In this paper, we regularize the nonlinear inverse time heat problem in the unbounded region by Fourier method. Some new convergence rates are obtained. Meanwhile, some quite sharp error estimates between the approximate solution and exact…
We investigate the Cauchy problem for a heat equation involving a fractional harmonic oscillator and an exponential nonlinearity. We establish local well-posedness within the appropriate Orlicz spaces. Through the examination of small…
We give a Wong-Zakai type characterisation of the solutions of quasilinear heat equations driven by space-time white noise in $1+1$ dimensions. In order to show that the renormalisation counterterms are local in the solution, a careful…
We consider the rough differential equation with drift driven by a Gaussian geometric rough path. Under natural conditions on the rough path, namely non-determinism, and uniform ellipticity conditions on the diffusion coefficient, we prove…
We investigate the stationary nonequilibrium states of a quasi one-dimensional system of heavy particles whose interaction is mediated by purely elastic collisions with light particles, in contact at the boundary with two heat baths with…
We study the full Navier--Stokes--Fourier system governing the motion of a general viscous, heat-conducting, and compressible fluid subject to stochastic perturbation. Stochastic effects are implemented through (i) random initial data, (ii)…
In this work, we obtain the numerical temperature field to a thermally developing fluid flow inside parallel plates problem with a quantum computing method. The physical problem deals with the heat transfer of a steady state,…
A new class of fractional-order stochastic evolution equations of the form $(\partial_t + A)^\gamma X(t) = \dot{W}^Q(t)$, $t\in[0,T]$, $\gamma \in (0,\infty)$, is introduced, where $-A$ generates a $C_0$-semigroup on a separable Hilbert…
In this paper, we study the Moderate Deviation Principle for a perturbed stochastic heat equation in the whole space $\rr^d, d\ge1$. This equation is driven by a Gaussian noise, white in time and correlated in space, and the differential…
Webster's horn equation (1919) offers a one-dimensional approximation for low-frequency sound waves along a rigid tube with a variable cross-sectional area. It can be thought as a wave equation with a source term that takes into account the…
In this article, we consider fractional stochastic wave equations on $\mathbb R$ driven by a multiplicative Gaussian noise which is white/colored in time and has the covariance of a fractional Brownian motion with Hurst parameter…
We study the properties of a stochastic heat equation with a generalized mixed fractional Brownian noise. We obtain the covariance structure, stationarity and obtain bounds for the asymptotic behaviour of the solution. We suggest estimators…
A linear stability analysis of the hydrodynamic equations with respect to the homogeneous cooling state is carried out to identify the conditions for stability of a granular gas of rough hard spheres. The description is based on the results…
We show that perturbing ill-posed differential equations with (potentially very) smooth random processes can restore well-posedness -- even if the perturbation is (potentially much) more regular than the drift component of the solution. The…