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We study stochastic heat equations in the sense of Walsh defined by fractal Laplacians on Cantor-like sets. For this purpose, we first investigate the corresponding heat kernels. Then, we prove existence and uniqueness of mild solutions to…

Probability · Mathematics 2019-10-25 Tim Ehnes

In this paper we study the asymptotic behavior of solutions of fractional differential equations of the form $ D^{\alpha}_Cu(t)=Au(t)+f(t), u(0)=x, 0<\alpha\le1, ( *) $ where $D^{\alpha}_Cu(t)$ is the derivative of the function $u$ in the…

Classical Analysis and ODEs · Mathematics 2025-09-05 Vu Trong Luong , Nguyen Duc Huy , Nguyen Van Minh , Nguyen Ngoc Vien

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

We study the solutions of the stochastic heat equation driven by spatially inhomogeneous multiplicative white noise based on a fractal measure. We prove pathwise uniqueness for solutions of this equation when the noise coefficient is…

Probability · Mathematics 2014-03-19 Eyal Neuman

We investigate nonnegative solutions $u(x,t)$ and $v(x,t)$ of the nonlinear system of inequalities \[0\leq(\partial_t -\Delta)^\alpha u\leq v^\lambda\] \[ 0\leq (\partial_t -\Delta)^\beta v\leq u^\sigma\] in $\mathbb{R}^n \times\mathbb{R}$,…

Analysis of PDEs · Mathematics 2019-04-01 Steven Taliaferro

In this article, we consider the quasi-linear stochastic wave and heat equations on the real line and with an additive Gaussian noise which is white in time and behaves in space like a fractional Brownian motion with Hurst index $H\in…

Probability · Mathematics 2018-10-10 Luca M. Giordano , Maria Jolis , Lluís Quer-Sardanyons

This paper studies the stochastic heat equation with multiplicative noises of the form uW, where W is a mean zero Gaussian noise and the differential element uW is interpreted both in the sense of Skorohod and Stratonovich. The existence…

Probability · Mathematics 2014-02-12 Yaozhong Hu , Jingyu Huang , David Nualart , Samy Tindel

Under general conditions we show that the solution of a stochastic parabolic partial differential equation of the form \[ \partial_t u = \mathrm{div} (A \nabla u) + f(t,x, u) + g_i (t,x,u) \dot{w}^i_t \] is almost surely H\"older continuous…

Analysis of PDEs · Mathematics 2016-01-12 Elton P. Hsu , Yu Wang , Zhenan Wang

In this paper, we investigate stochastic heat equation with sublinear diffusion coefficients. By assuming certain concavity of the diffusion coefficient, we establish non-trivial moment upper bounds and almost sure spatial asymptotic…

Probability · Mathematics 2023-06-13 Le Chen , Panqiu Xia

The following stochastic Cauchy initial-value problem is studied for the parabolic heat equation on a domain $ \mathbf{Q}\subset{\mathbf{R}}^{n}$ with random field initial data. \begin{align} &{\square}\widehat{u(x,t)} \equiv…

Probability · Mathematics 2021-06-15 Steven D Miller

We deal with complex spatial diffusion equations with time-fractional derivative and study their stochastic solutions. In particular, we complexify the integral operator solution to the heat-type equation where the time derivative is…

Probability · Mathematics 2021-12-20 Luisa Beghin , Alessandro De Gregorio

When $P$ is the fractional Laplacian $(-\Delta )^a$, $0<a<1$, or a pseudodifferential generalization thereof, the Dirichlet problem for the associated heat equation over a smooth set $\Omega \subset{\Bbb R}^n$:…

Analysis of PDEs · Mathematics 2018-12-18 Gerd Grubb

Given a connected compact Riemannian manifold $(M,g)$ without boundary, $\dim M\ge 2$, we consider a space--time fractional diffusion equation with an interior source that is supported on an open subset $V$ of the manifold. The…

Analysis of PDEs · Mathematics 2019-03-12 Tapio Helin , Matti Lassas , Lauri Ylinen , Zhidong Zhang

We establish some fixed-time decay estimates in Lebesgue spaces for the fractional heat propagator $e^{-tH^{\beta}}$, $t, \beta>0$, associated with the harmonic oscillator $H=-\Delta + |x|^2$. We then prove some local and global…

Analysis of PDEs · Mathematics 2022-10-17 Divyang G. Bhimani , Ramesh Manna , Fabio Nicola , Sundaram Thangavelu , S. Ivan Trapasso

This paper studies the inhomogeneous fractional Sch\"odinger equation $$i\dot u-(-\Delta)^s u=\pm(I_\alpha *|\cdot|^b|u|^p)|x|^b|u|^{p-2}u.$$ In the mass super-critical and energy sub-critical regimes, using a Gagliardo-Nirenberg adapted to…

Analysis of PDEs · Mathematics 2020-10-15 Tarek Saanouni

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

For every $R>0$, consider the stochastic heat equation $\partial_{t} u_{R}(t\,,x)=\tfrac12 \Delta_{S_{R}^{2}}u_{R}(t\,,x)+\sigma(u_{R}(t\,,x)) \xi_{R}(t\,,x)$ on $S_{R}^{2}$, where $\xi_{R}=\dot{W_{R}}$ are centered Gaussian noises with the…

Probability · Mathematics 2018-12-03 Weicong Su

Some qualitative properties of radially symmetric solutions to the non-homogeneous heat equation with critical density and weighted source $$ |x|^{-2}\partial_tu=\Delta u+|x|^{\sigma}u^p, \quad (x,t)\in\mathbb{R}^N\times(0,T), $$ are…

Analysis of PDEs · Mathematics 2026-01-14 Razvan Gabriel Iagar , Ariel Sánchez

Consider the stochastic heat equation $\dot{u}=\frac12 u"+\sigma(u)\xi$ on $(0\,,\infty)\times\mathbb{R}$ subject to $u(0)\equiv1$, where $\sigma:\mathbb{R}\to\mathbb{R}$ is a Lipschitz (local) function that does not vanish at $1$, and…

Probability · Mathematics 2017-08-07 Jingyu Huang , Davar Khoshnevisan

We study the regularity of the bounded self-similar solution to the one-phase Stefan problem with fractional diffusion posed on the whole line. In terms of the enthalpy $h(x,t)$, the evolution problem reads \[ \begin{cases} \partial_t h +…

Analysis of PDEs · Mathematics 2025-12-22 Marcos Llorca , Juan Luis Vázquez