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We investigate the Cauchy problem for a semilinear spatio--temporal fractional diffusion equation with a time-dependent forcing term: \[ \partial_t^\alpha u + (-\Delta)^{\mathsf{s}} u = |u|^p + t^{\sigma}\,\mathbf{w}(x), \quad (t,x) \in…

Analysis of PDEs · Mathematics 2026-01-27 Rihab Ben Belgacem , Mohamed Majdoub

This paper studies the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise which is white in time and which has the covariance of a fractional Brownian motion with Hurst parameter 1/4\textless{}H\textless{}1/2 in…

Probability · Mathematics 2015-05-20 Yaozhong Hu , Jingyu Huang , Khoa Lê , David Nualart , Samy Tindel

In this paper, we study a class of nonlinear space-time fractional stochastic kinetic equations in $\mathbb{R}^d$ with Gaussian noise which is white in time and homogeneous in space. This type of equation constitutes an extension of the…

Probability · Mathematics 2022-01-19 Junfeng Liu

We study stochastic reaction--diffusion equation $$ \partial_tu_t(x)=\frac12 \partial^2_{xx}u_t(x)+b(u_t(x))+\dot{W}_{t}(x), \quad t>0,\, x\in D $$ where $b$ is a generalized function in the Besov space…

Probability · Mathematics 2022-02-14 Siva Athreya , Oleg Butkovsky , Khoa Lê , Leonid Mytnik

Let u = {u(t, x), t $\in$ [0, T ], x $\in$ R d } be the solution to the linear stochastic heat equation driven by a fractional noise in time with correlated spatial structure. We study various path properties of the process u with respect…

Probability · Mathematics 2015-01-28 Ciprian A. Tudor , Yimin Xiao

Consider the linear stochastic fractional heat equation with vanishing initial condition: $$ \frac{\partial u (t,x)}{\partial t}=-(-\Delta)^{\frac{\alpha}2}u (t,x) + \dot{W}(t,x),\quad t> 0,\, x\in \mathbb R, $$ where…

Probability · Mathematics 2025-11-20 Liu Chang , Wang Ran

This paper investigates the (fractional) heat equation with a nonlocal nonlinearity involving a Riesz potential: \begin{equation*} u_{t}+(-\Delta)^{\frac{\beta}{2}} u= I_\alpha(|u|^{p}),\qquad x\in \mathbb{R}^n,\,\,\,t>0, \end{equation*}…

Analysis of PDEs · Mathematics 2026-03-05 Ahmad Z. Fino , Berikbol T. Torebek

We consider a family of nonlinear stochastic heat equations of the form $\partial_t u=\mathcal{L}u + \sigma(u)\dot{W}$, where $\dot{W}$ denotes space-time white noise, $\mathcal{L}$ the generator of a symmetric L\'evy process on $\R$, and…

Probability · Mathematics 2011-10-19 Daniel Conus , Mathew Joseph , Davar Khoshnevisan , Shang-Yuan Shiu

The numerical approximation of solutions to stochastic partial differential equations with additive spatial white noise on bounded domains in $\mathbb{R}^d$ is considered. The differential operator is given by the fractional power…

Numerical Analysis · Mathematics 2019-11-18 David Bolin , Kristin Kirchner , Mihály Kovács

We study the regularity up to the boundary of solutions to fractional heat equation in bounded $C^{1,1}$ domains. More precisely, we consider solutions to $\partial_t u + (-\Delta)^s u=0 \textrm{ in }\Omega,\ t > 0$, with zero Dirichlet…

Analysis of PDEs · Mathematics 2014-12-02 Xavier Fernández-Real , Xavier Ros-Oton

In this paper, we investigate the semilinear equation with a time-space fractional structural damping and a nonlocal in time nonlinearity \begin{equation*} {\mathbf{D}}_{0|t}^{1+\alpha_1}u + (-\Delta)^\sigma u+(-\Delta…

Analysis of PDEs · Mathematics 2020-02-25 K. Bouguetof

This paper studies the finite time explosion of the stochastic heat equation $\frac{\partial u}{\partial t}(t,x)=\frac{\partial^2}{\partial x^2} u(t,x)+(u(t,x))^{\beta}+\sigma(u(t,x))\dot{W}(t,x)$. We consider an interval $D=[-\pi,\pi]$…

Probability · Mathematics 2026-05-29 Michael Salins , Yuyang Zhang

For the fractional heat equation $\frac{\partial}{\partial t} u(t,x) = -(-\Delta)^{\frac{\alpha}{2}}u(t,x)+ u(t,x)\dot W(t,x)$ where the covariance function of the Gaussian noise $\dot W$ is defined by the heat kernel, we establish…

Probability · Mathematics 2023-12-14 Jian Song , Meng Wang , Wangjun Yuan

We consider the fractional stochastic heat equation on the $d$-dimensional torus $\mathbb{T}^d:=\left[-\frac{1}{2},\frac{1}{2}\right]^d$, $d\geq 1$, with periodic boundary conditions: \[ \partial_t u(t,\textbf{x})=…

Probability · Mathematics 2025-02-24 Jiaming Chen

We produce a finite time blow-up solution for nonlinear fractional heat equation ($\partial_t u + (-\Delta)^{\beta/2}u=u^k$) in modulation and Fourier amalgam spaces on the torus $\mathbb T^d$ and the Euclidean space $\mathbb R^d.$ This…

Analysis of PDEs · Mathematics 2022-12-09 Divyang G. Bhimani

We consider the stochastic heat equation (SHE) on the torus $\mathbb{T}=[0,1]$, driven by space-time white noise $\dot W$, with an initial condition $u_0$ that is nonnegative and not identically zero: \begin{equation*} \frac{\partial…

Probability · Mathematics 2025-08-01 Le Chen , Jingyu Huang , Wenxuan Tao

This paper deals with the long term behavior of the solution to the nonlinear stochastic heat equation $\partial u /\partial t - \frac{1}{2}\Delta u = b(u)\dot{W}$, where $b$ is assumed to be a globally Lipschitz continuous function and the…

Probability · Mathematics 2022-09-13 Le Chen , Nicholas Eisenberg

For the nonlinear stochastic partial differential equation which is driven by multiplicative noise of the form \[D_t^\beta u = \left[ { - {{\left( { - \Delta } \right)}^s}u + \zeta \left( u \right)} \right]dt + A\sum\limits_{m \in Z_0^d}…

Probability · Mathematics 2022-11-18 Fei Gao , Xinyi Xie , Hui Zhan

We consider the fractional order integral equation with a time nonlocal nonlinearity $$^{c}\mathbf{D}_{0\mid t}^{\beta}\left( u \right) +\left(-\Delta_{\mathbb{H}} \right)^{m} \left( u \right) = \frac{1}{\Gamma(\alpha)}\int_{0}^{t}\left(…

General Mathematics · Mathematics 2022-06-14 Abd Elhakim Lamairia

In this paper we consider the general fractional equation \sum_{j=1}^m \lambda_j \frac{\partial^{\nu_j}}{\partial t^{\nu_j}} w(x_1,..., x_n ; t) = -c^2 (-\Delta)^\beta w(x_1,..., x_n ; t), for \nu_j \in (0,1], \beta \in (0,1] with initial…

Probability · Mathematics 2015-09-14 Enzo Orsingher , Bruno Toaldo