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Consider the stochastic partial differential equation u_t=u_{xx}+u^gamma dot{W}, where x in [0,J], dot{W}=dot{W}(t,x) is 2-parameter white noise, and we assume that the initial function u(0,x) is nonnegative and not identically 0. We impose…

Probability · Mathematics 2011-02-18 Carl Mueller

In this article, we consider the following stochastic fractional diffusion equation \begin{equation*} \left(\partial^{\beta}+\dfrac{\nu}{2}\left(-\Delta\right)^{\alpha / 2}\right) u(t, x)= \lambda\: I_{0_+}^{\gamma}\left[u(t, x) \dot{W}(t,…

Probability · Mathematics 2023-03-22 Yuhui Guo , Jian Song , Xiaoming Song

This paper studies the linear stochastic partial differential equation of fractional orders both in time and space variables $\left(\partial^\beta + \frac{\nu}{2} (-\Delta)^{\alpha/2} \right) u(t,x)= \lambda u(t,x) \dot{W}(t,x)$, where…

Probability · Mathematics 2016-02-19 Le Chen , Guannan Hu , Yaozhong Hu , Jingyu Huang

In the present paper, we study the existence and blow-up behavior to the following stochastic non-local reaction-diffusion equation: \begin{equation*} \left\{ \begin{aligned} du(t,x)&=\left[(\Delta+\gamma) u(t,x)+\int_{D}u^{q}(t,y)dy…

Probability · Mathematics 2023-11-13 S. Sankar , Manil T. Mohan , S. Karthikeyan

Under general conditions we show an a priori probabilistic Harnack inequality for the non-negative solution of a stochastic partial differential equation of the following form d_tu = div (A\nabla u) + f (t, x, u;w) + g_i(t, x,…

Probability · Mathematics 2016-09-06 Zhenan Wang

An evolution problem for abstract differential equations is studied. The typical problem is: $$\dot{u}=A(t)u+F(t,u), \quad t\geq 0; \,\, u(0)=u_0;\quad \dot{u}=\frac {du}{dt}\qquad (*)$$ Here $A(t)$ is a linear bounded operator in a Hilbert…

Dynamical Systems · Mathematics 2010-10-01 A. G. Ramm

We consider systems of stochastic evolutionary equations of the type $$du=\mathrm{div}\,S(\nabla u)\,dt+\Phi(u)dW_t$$ where $S$ is a non-linear operator, for instance the $p$-Laplacian $$S(\xi)=(1+|\xi|)^{p-2}\xi,\quad \xi\in\mathbb…

Analysis of PDEs · Mathematics 2020-05-15 Dominic Breit

We consider a nonlinear stochastic heat equation $\partial_tu=\frac{1}{2}\partial_{xx}u+\sigma(u)\partial_{xt}W$, where $\partial_{xt}W$ denotes space-time white noise and $\sigma:\mathbf {R}\to \mathbf {R}$ is Lipschitz continuous. We…

Probability · Mathematics 2013-07-12 Daniel Conus , Mathew Joseph , Davar Khoshnevisan

In this paper we investigate a discrete approximation in time and in space of a Hilbert space valued stochastic process $\{u(t)\}_{t\in [0,T]}$ satisfying a stochastic linear evolution equation with a positive-type memory term driven by an…

Numerical Analysis · Mathematics 2014-11-07 Mihály Kovács , Jacques Printems

We study the following quasilinear partial differential equation with two subdifferential operators: $${\frac{\partial u}{\partial s}(s,x)} + (\mathcal{L}u)(s,x,u(s,x),(\nabla u(s,x))^\ast\sigma(s,x,u(s,x))) + f(s,x,u(s,x),(\nabla…

Probability · Mathematics 2012-03-26 Tianyang Nie

We establish the $L_p$-regularity theory for a semilinear stochastic partial differential equation with multiplicative white noise: $$ du = (a^{ij}u_{x^ix^j} + b^{i}u_{x^i} + cu + \bar b^{i}|u|^\lambda u_{x^i})dt + \sigma^k(u)dw_t^k,\quad…

Probability · Mathematics 2022-05-24 Beom-Seok Han

We prove existence of variational solutions for a class of nonlocal evolution equations whose prototype is the double phase equation \begin{align*} \partial_t u &+ \text{P.V.}\int_{\mathbb{R}^N}…

Analysis of PDEs · Mathematics 2022-01-06 Harsh Prasad , Vivek Tewary

We consider a linear equation $\partial_t u = \mathcal{L}u$, where $\mathcal{L}$ is a generator of a semigroup of linear operators on a certain Hilbert space related to an initial condition $u(0)$ being a generalised stationary random field…

Analysis of PDEs · Mathematics 2015-01-07 Miłosz Krupski

In this research, we would like to study the global (in time) existence of small data solutions to the following damped $\sigma$-evolution equations with nonlocal (in space) nonlinearity: \begin{equation*}…

Analysis of PDEs · Mathematics 2021-07-30 Khaldi Said

We consider the stochastic partial differential equation, $\partial_t u = \tfrac12 \partial^2_x u + b(u) + \sigma(u) \dot{W},$ where $u=u(t\,,x)$ is defined for $(t\,,x)\in(0\,,\infty)\times\mathbb{R}$, and $\dot{W}$ denotes space-time…

Probability · Mathematics 2025-09-16 Mohammud Foondun , Davar Khoshnevisan , Eulalia Nualart

We study the nonlocal nonlinear problem \begin{equation}\label{ppp} \left\{ \begin{array}[c]{lll} (-\Delta)^s u = \lambda f(u) & \mbox{in }\Omega, \\ u=0&\mbox{on } \mathbb{R}^N\setminus\Omega, \end{array} \right. \tag{$P_{\lambda}$}…

Analysis of PDEs · Mathematics 2019-09-10 Salomón Alarcón , Leonelo Iturriaga , Antonella Ritorto

We consider non-linear time-fractional stochastic heat type equation $$\frac{\partial^\beta u}{\partial t^\beta}+\nu(-\Delta)^{\alpha/2} u=I^{1-\beta}_t \bigg[\int_{\mathbb{R}^d}\sigma(u(t,x),h) \stackrel{\cdot}{\tilde N }(t,x,h)\bigg]$$…

Probability · Mathematics 2020-02-17 Xiangqian Meng , Erkan Nane

Consider the following stochastic partial differential equation, \begin{equation*} \partial_t u_t(x)= \mathcal{L}u_t(x)+ \sigma (u_t(x))\dot F(t,x)\quad{t>0}\quad\text{and}\quad x\in R^d. \end{equation*} The operator $\mathcal{L}$ is the…

Probability · Mathematics 2016-11-23 Mohammud Foondun , Wei Liu , Erkan Nane

We prove the existence of infinitely many nonnegative solutions to the following nonlocal elliptic partial differential equation involving singularities \begin{align} (-\Delta)_{p(\cdot)}^{s}…

Analysis of PDEs · Mathematics 2021-08-26 Sekhar Ghosh , Debajyoti Choudhuri , Ratan Kr. Giri

We present uniqueness and existence in weighted Sobolev spaces of the equation $$ u_t=(au_{xx}+bu_x+cu)+ \xi |u|^{1+\lambda} {\dot{B}}, \quad\,\, t>0, \, x\in (0,1) $$ with initial data $u(0,\cdot)=u_0$ and zero boundary data. Here…

Probability · Mathematics 2019-05-29 Beom-seok Han , Kyeong-hun Kim