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Related papers: On a modelled rough heat equation

200 papers

This article introduces the splitting method to systems responding to rough paths as external stimuli. The focus is on nonlinear partial differential equations with rough noise but we also cover rough differential equations. Applications to…

Probability · Mathematics 2010-08-04 Peter Friz , Harald Oberhauser

A non-Fourier thermal transport regime characterizes the heat conduction in solids with internal structure. Several thermodynamic theories attempt to explain the separation from the Fourier regime in such kind of systems. Here we develop a…

Classical Physics · Physics 2021-06-03 R. E. Gonzalez-Narvaez , M. López de Haro , F. Vázquez

We study the time-fractional stochastic heat equation driven by time-space white noise with space dimension $d\in\mathbb{N}=\{1,2,...\}$ and the fractional time-derivative is the Caputo derivative of order $\alpha \in (0,2)$. We consider…

Probability · Mathematics 2022-11-24 Rahma Yasmina Moulay Hachemi , Bernt Øksendal

In this paper we develop an existence theory for the Cauchy problem to the stochastic Hunter-Saxton equatio, and prove several properties of the blow-up of its solutions. An important part of the paper is the continuation of solutions to…

Analysis of PDEs · Mathematics 2022-10-18 Helge Holden , Kenneth H. Karlsen , Peter H. C. Pang

In this article, we study the hyperbolic Anderson model in dimension 1, driven by a time-independent rough noise, i.e. the noise associated with the fractional Brownian motion of Hurst index $H \in (1/4,1/2)$. We prove that, with…

Probability · Mathematics 2023-05-10 Raluca M. Balan , Wangjun Yuan

We consider in this paper a perturbation of the standard semilinear heat equation by a term involving the space derivative and a non-local term. We prove the existence of a blow-up solution, and give its blow-up profile. Our proof relies on…

Analysis of PDEs · Mathematics 2020-07-03 Bouthaina Abdelhedi , Hatem Zaag

We study existence and regularity of the density for the solution $u(t,x)$ (with fixed $t > 0$ and $x \in D$) of the heat equation in a bounded domain $D \subset \mathbb R^d$ driven by a stochastic inhomogeneous Neumann boundary condition…

Probability · Mathematics 2018-12-27 Stefano Bonaccorsi , Margherita Zanella

We construct solutions to Burgers type equations perturbed by a multiplicative space-time white noise in one space dimension. Due to the roughness of the driving noise, solutions are not regular enough to be amenable to classical methods.…

Probability · Mathematics 2016-06-02 Martin Hairer , Hendrik Weber

We give a novel characterization of the centered model in regularity structures which persists for rough drivers even as a mollification fades away. We present our result for a class of quasilinear equations driven by noise, however we…

Probability · Mathematics 2025-06-10 Markus Tempelmayr

In this article, we establish a probabilistic representation for the second-order moment of the solution of stochastic heat equation in $[0,1] \times \bR^d$, with multiplicative noise, which is fractional in time and colored in space. This…

Probability · Mathematics 2009-05-19 Raluca Balan

We study the mild Skorohod solution to the following fractional stochastic heat equation on $\mathbb{R}$: \begin{equation} \begin{cases} \partial_t u(t,x)=-(-\Delta)^{\rho/2} u(t,x) +\beta u(t,x)\delta_0(x)\xi(t),\\ u(0,\cdot)=u_0(x),…

Probability · Mathematics 2026-03-03 Zi'an Li , Jian Song , Ran Wei , Hang Zhang

Cell proliferation and diffusion can be modeled through reaction-diffusion systems describing the space-time evolution of a density variable. In this work, we present non-linear transformations of heat equation solutions to model cellular…

Chaotic Dynamics · Physics 2025-06-02 Preet Mishra , Shyam Kumar , Sapna Ratan Shah , R. K. Brojen Singh

The stochastic heat equation on the sphere driven by additive isotropic Wiener noise is approximated by a spectral method in space and forward and backward Euler-Maruyama schemes in time. The spectral approximation is based on a truncation…

Numerical Analysis · Mathematics 2024-02-05 Annika Lang , Ioanna Motschan-Armen

In this paper, we propose and analyze a new semi-implicit stochastic multiscale method for the radiative heat transfer problem with additive noise fluctuation in composite materials. In the proposed method, the strong nonlinearity term…

Numerical Analysis · Mathematics 2026-05-12 Shan Zhang , Yajun Wang , Xiaofei Guan

Consider the heat equation driven by a smooth, Gaussian random potential: \begin{align*} \partial_t u_{\varepsilon}=\tfrac12\Delta u_{\varepsilon}+u_{\varepsilon}(\xi_{\varepsilon}-c_{\varepsilon}), \ \ t>0, x\in\mathbb{R}, \end{align*}…

Probability · Mathematics 2019-03-05 Yu Gu , Li-Cheng Tsai

The purpose of this work is to produce a family of equations describing the evolution of the temperature in a rigid heat conductor. This is obtained by means of successive approximations of the Fourier law, via memory relaxations and…

Analysis of PDEs · Mathematics 2022-07-05 Filippo Dell'Oro , Vittorino Pata

We use nonequilibrium molecular dynamics (NEMD) to explore the effect of shear flow on heat flux. By simulating a simple fluid in a channel bounded by tethered atoms, the heat flux is computed for two systems: a temperature driven one with…

Soft Condensed Matter · Physics 2019-02-13 E. R. Smith , P. J. Daivis , B. D. Todd

We consider the stochastic heat equation on $\mathbb R^d$ with multiplicative space-time white noise noise smoothed in space. For $d\geq 3$ and small noise intensity, the solution is known to converge to a strictly positive random variable…

Probability · Mathematics 2019-05-16 Francis Comets , Clément Cosco , Chiranjib Mukherjee

We develop the regularity theory for solutions to space-time nonlocal equations driven by fractional powers of the heat operator $$(\partial_t-\Delta)^su(t,x)=f(t,x),\quad\hbox{for}~0<s<1.$$ This nonlocal equation of order $s$ in time and…

Analysis of PDEs · Mathematics 2017-04-14 P. R. Stinga , J. L. Torrea

We study model spaces, in the sense of Hairer, for stochastic partial differential equations involving the fractional Laplacian. We prove that the fractional Laplacian is a singular kernel suitable to apply the theory of regularity…

Probability · Mathematics 2017-07-03 Nils Berglund , Christian Kuehn