Related papers: On a modelled rough heat equation
In this paper, we consider the exact fractional variation for the temporal process of the solution to the fractional stochastic heat equation on $\mathbb{R}$ driven by a space-time white noise, and as an application we give the estimate of…
In this paper we study the Cauchy problem for the semilinear heat and Schr\"odinger equations, with the nonlinear term $ f ( u ) = \lambda |u|^\alpha u$. We show that low regularity of $f$ (i.e., $\alpha >0$ but small) limits the regularity…
We derive Fourier's law for a completely coherent quasi one--dimensional chaotic quantum system coupled locally to two heat baths at different temperatures. We solve the master equation to first order in the temperature difference. We show…
The aim of the present paper is to estimate and control the Type I and Type II errors of a simple hypothesis testing problem of the drift/viscosity coefficient for stochastic fractional heat equation driven by additive noise. Assuming that…
We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…
In this paper, we consider the one-dimensional stochastic heat equation driven by a space time white noise. In two different scenarios: {\it (i)} initial condition $u_0=1$ and general nonlinear coefficient $\sigma$ and {\it (ii)}: initial…
This work focuses on the regularization by nonlinear noise for a class of partial differential equations that may only have local solutions. In particular, we obtain the global existence, uniqueness and the Feller property for stochastic 3D…
We study the nonlinear stochastic time-fractional diffusion equations in the spatial domain $\mathbb{R}$, driven by multiplicative space-time white noise. The fractional index $\beta$ varies continuously from $0$ to $2$. The case $\beta=1$…
In this article we study the two dimensional singularly perturbed heat equation in a circular domain. The aim is to develop a numerical method with a uniform mesh, avoiding mesh refinement at the boundary thanks to the use of a relatively…
We prove a priori bounds for solutions of singular stochastic porous media equations with multiplicative noise in their natural $L^1$-based regularity class. We consider the first singular regime, i.e.~noise of space-time regularity…
In this article, we consider the stochastic wave and heat equations on $\mathbb{R}$ with non-vanishing initial conditions, driven by a Gaussian noise which is white in time and behaves in space like a fractional Brownian motion of index…
We present a class of new explicit and stable numerical algorithms to solve the spatially discretized linear heat or diffusion equation. After discretizing the space and the time variables like conventional finite difference methods, we do…
In this paper, we study the stochastic heat equation driven by a multiplicative space-time $G$-white noise within the framework of sublinear expectations. The existence and uniqueness of the mild solution are proved. By generalizing the…
We study a singular stochastic equation driven by a regular noise of fractional Brownian type with Hurst index $H \in (1,\infty)\setminus\mathbb{Z}$ and drift coefficient $b \in \mathcal{C}^\alpha$, where $\alpha > 1 - \frac{1}{2H}$. The…
This paper discusses the fractional diffusion equation forced by a tempered fractional Gaussian noise. The fractional diffusion equation governs the probability density function of the subordinated killed Brownian motion. The tempered…
We are looking at the stochastic heat and wave equations with different types of fractional noise. We are interested in the intermittency property and Lyapunov exponent for the solution. First we look at the equation driven by the…
In this paper we construct a new type of noise of fractional nature that has a strong regularizing effect on differential equations. We consider an equation with this noise with a highly irregular coefficient. We employ a new method to…
We consider a finite element discretization for the reconstruction of the final state of the heat equation, when the initial data is unknown, but additional data is given in a sub domain in the space time. For the discretization in space we…
A general formulation is developed to study heat conduction in disordered harmonic chains with arbitrary heat baths that satisfy the fluctuation-dissipation theorem. A simple formal expression for the heat current J is obtained, from which…
Heat conduction phenomena are studied theoretically using computer simulation. The systems are crystal with nonlinear interaction, and fluid of hard-core particles. Quasi-one-dimensional system of the size of $L_x\times L_y\times L_z(L_z\gg…