Related papers: On a modelled rough heat equation
We consider the stochastically forced Burgers equation with an emphasis on spatially rough driving noise. We show that the law of the process at a fixed time $t$, conditioned on no explosions, is absolutely continuous with respect to the…
We consider data assimilation for the heat equation using a finite element space semi-discretization. The approach is optimization based, but the design of regularization operators and parameters rely on techniques from the theory of…
In this paper, we consider the KPZ equation driven by space-time white noise replaced with its fractional derivatives of order $\gamma>0$ in spatial variable. A well-posedness theory for the KPZ equation is established by Hairer [3] as an…
We study a time-fractional stochastic heat inclusion driven by additive time-space Brownian and L\'evy white noise. The fractional time derivative is interpreted as the Caputo derivative of order $\alpha \in (0,2).$ We show the following:…
In this paper, we consider the numerical approximation of a time-fractional stochastic Cahn--Hilliard equation driven by an additive fractionally integrated Gaussian noise. The model involves a Caputo fractional derivative in time of order…
We consider non-linear time-fractional stochastic heat type equation $$\frac{\partial^\beta u}{\partial t^\beta}+\nu(-\Delta)^{\alpha/2} u=I^{1-\beta}_t \bigg[\int_{\mathbb{R}^d}\sigma(u(t,x),h) \stackrel{\cdot}{\tilde N }(t,x,h)\bigg]$$…
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…
We consider nonlinear parabolic stochastic equations of the form $\partial_t u=\sL u + \lambda \sigma(u)\dot \xi$ on the ball $B(0,\,R)$, where $\dot \xi$ denotes some Gaussian noise and $\sigma$ is Lipschitz continuous. Here $\sL$…
This paper is concerned with analysis of coupled fractional reaction-diffusion equations. It provides analytical comparison for the fractional and regular reaction-diffusion systems. As an example, the reaction-diffusion model with cubic…
We study the effect of thermal noise on the propagation speed of a planar flame. We show that this out of equilibrium greatly amplifies the effect of thermal noise to yield macroscopic reductions in the flame speed over what is predicted by…
In this note we consider stochastic heat equation with general additive Gaussian noise. Our aim is to derive some necessary and sufficient conditions on the Gaussian noise in order to solve the corresponding heat equation. We investigate…
In this work, we introduce a new discretization to the fractional Laplacian and use it to elaborate an approximation scheme for fractional heat equations perturbed by a multiplicative cylindrical white noise. In particular, we estimate the…
This paper presents a computational framework for modeling wave propagation in geometrically linear elastic materials characterized by algebraically nonlinear constitutive relations. We derive a specific form of the nonlinear wave equation…
This paper addresses a nonstationary flow of heat-conductive incompressible Newtonian fluid with temperature-dependent viscosity coupled with linear heat transfer with advection and a viscous heat source term, under Navier/Dirichlet…
We present an algorithm for solving stochastic heat equations, whose key ingredient is a non-uniform time discretization of the driving Brownian motion $W$. For this algorithm we derive an error bound in terms of its number of evaluations…
We investigate the H\"older continuity of solutions to stochastic partial differential equations of the form $\frac{\partial u}{\partial t}=\mathcal{L}u+\sigma(u)\dot{F}$, subject to a suitable initial condition. The noise term $\dot{F}$ is…
We derive a posteriori error estimate for a fully discrete adaptive finite element approximation of the stochastic Cahn-Hilliard equation with rough noise. The considered model is derived from the stochastic Cahn-Hilliard equation with…
We study the linear stochastic fractional heat equation $$ \frac{\partial}{\partial t}u(t,x)=-(-\Delta)^{\frac{\alpha}2}u (t,x)+\dot{W}(t,x),\ \ t> 0,\ \ x\in\RR, $$ where $-(-\Delta)^{\frac{\alpha}{2}}$ denotes the fractional Laplacian…
This paper studies the long time stability of both stochastic heat equations on a bounded domain driven by a correlated noise and their approximations. It is popular for researchers to prove the intermittency of the solution which means…
We construct a piecewise linear approximation for the dynamical $\Phi_3^4$ model on $\mathbb{T}^3$ by the theory of regularity structures in [Hai14]. For the dynamical $\Phi^4_3$ model it is proved in [Hai14] that a renormalisation has to…