Related papers: Intermittence and time fractional stochastic parti…

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…

In this article, we consider the space-time fractional (nonlocal) equation characterizing the so-called "double-scale" anomalous diffusion $$\partial_t^\beta u(t, x) = -(-\Delta)^{\alpha/2}u(t,x) - (-\Delta)^{\gamma/2}u(t,x) \ \ t> 0, \…

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…

We establish the strong comparison principle and strict positivity of solutions to the following nonlinear stochastic heat equation on $\mathbb{R}^d$ \[ \left(\frac{\partial }{\partial t} -\frac{1}{2}\Delta \right) u(t,x) = \rho(u(t,x))…

For the fractional diffusion-wave equation with the Caputo-Dzhrbashyan fractional derivative of order $\alpha \in (1,2)$ with respect to the time variable, we prove an analog of the principle of limiting amplitude (well-known for the wave…

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 study the nonlinear stochastic heat equation in the spatial domain $\mathbb {R}$, driven by space-time white noise. A central special case is the parabolic Anderson model. The initial condition is taken to be a measure on $\mathbb {R}$,…

This paper examines the temporal evolution of a two-stage stochastic model for spherical random fields. The model uses a time-fractional stochastic hyperbolic diffusion equation, which describes the evolution of spherical random fields on…

We consider a stochastic partial differential equation with piecewise constant coefficients driven by a multiplicative space-time white noise. The existence and uniqueness of the mild solution in Walsh sense is established. We mainly study…

This paper explores the finite time explosion of the stochastic parabolic equation $\frac{\partial u}{\partial t}(t,x)=Au(t,x)+\sigma(u(t,x))\dot{W}(t,x)$ in arbitrary bounded spatial domain with a large class of space-time colored noise…

Lying between traditional parabolic and hyperbolic equations, time-fractional wave equations of order $\alpha\in(1,2)$ in time inherit both decaying and oscillating properties. In this article, we establish a long-time asymptotic estimate…

A fully discrete approximation of the one-dimensional stochastic heat equation driven by multiplicative space-time white noise is presented. The standard finite difference approximation is used in space and a stochastic exponential method…

We consider a nonlinear stochastic heat equation in spatial dimension $d=2$, forced by a white-in-time multiplicative Gaussian noise with spatial correlation length $\varepsilon>0$ but divided by a factor of $\sqrt{\log\varepsilon^{-1}}$.…

Consider the stochastic partial differential equation $\partial_t u = Lu+\sigma(u)\xi$, where $\xi$ denotes space-time white noise and $L:=-(-\Delta)^{\alpha/2}$ denotes the fractional Laplace operator of index…

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…

Let $\xi$ denote space-time white noise, and consider the following stochastic partial differential equations: (i) $\dot{u}=\frac{1}{2} u" + u\xi$, started identically at one; and (ii) $\dot{Z}=\frac12 Z" + \xi$, started identically at…

We analyze the fundamental solution of a time-fractional problem, establishing existence and uniqueness in an appropriate functional space. We also focus on the one-dimensional spatial setting in the case in which the time-fractional…

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…

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…

Consider a stochastic heat equation $\partial_t u = \kappa \partial^2_{xx}u+\sigma(u)\dot{w}$ for a space-time white noise $\dot{w}$ and a constant $\kappa>0$. Under some suitable conditions on the the initial function $u_0$ and $\sigma$,…