Related papers: Heat equation with general stochastic measure colo…
We consider the non-classical heat conduction equation, in the domain $D=\br^{n-1}\times\br^{+}$, for which the internal energy supply depends on an integral function in the time variable of % $(y , t)\mapsto \int_{0}^{t} u_{x}(0 , y , s)…
Structure-preserving integrators are in the focus of ongoing research because of their distinguished features of robustness and long time stability. In particular, their formulation for coupled problems that include dissipative mechanisms…
We establish that the family of polymer measures $M^{\theta}_{[s,t]}$ associated with the Stochastic Heat Flow (SHF), indexed by $\theta\in\mathbb{R}$, has a conditional Gaussian Multiplicative Chaos (GMC) structure. Namely, taking the…
We study the existence and uniqueness of source-type solutions to the Cauchy problem for the heat equation with fast convection under certain tail control assumptions. We allow the solutions to change sign, but we will in fact show that…
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…
We consider the heat equation on the $N$-dimensional cube $(0,1)^N$ and impose different classes of integral conditions, instead of usual boundary ones. Well-posedness results for the heat equation under the condition that the moments of…
We prove the existence of density for the solution to the multiplicative semilinear stochastic heat equation on an unbounded spatial domain, with drift term satisfying a half-Lipschitz type condition. The methodology is based on a careful…
The Critical 2D Stochastic Heat Flow (SHF) provides a natural candidate solution to the ill-posed 2D Stochastic Heat Equation with multiplicative space-time white noise. In this paper, we initiate the investigation of the spatial properties…
We consider the generic divergence form second order parabolic equation with coefficients that are regular in the spatial variables and just measurable in time. We show that the spatial derivatives of its fundamental solution admit upper…
We investigate the stochastic heat equation driven by space-time white noise defined on an abstract Hilbert space, assuming that the drift and diffusion coefficients are both merely H\"older continuous. Random field SPDEs are covered as…
Generalization of the heat conduction equation is obtained by considering the system of equations consisting of the energy balance equation and fractional-order constitutive heat conduction law, assumed in the form of the distributed-order…
The new generalized kinetic equation is offered. This equation represents a hybrid Shakhov's equation and ellipsoidal statistical Holway's equation. Equation constants are expressed through such physically significant quantities, as…
We consider the existence and pathwise uniqueness of the stochastic heat equation with a multiplicative colored noise term on IR^d for d greater or equal to 1. We focus on the case of non-Lipschitz noise coefficients and singular spatial…
Consider the solution $\mathcal{Z}(t,x)$ of the one-dimensional stochastic heat equation, with a multiplicative spacetime white noise, and with the delta initial data $\mathcal{Z}(0,x) = \delta(x)$. For any real $p>0$, we obtained detailed…
Consider the stochastic heat equation $\partial_t u = (\frac{\varkappa}{2})\Delta u+\sigma(u)\dot{F}$, where the solution $u:=u_t(x)$ is indexed by $(t,x)\in (0, \infty)\times\R^d$, and $\dot{F}$ is a centered Gaussian noise that is white…
We present the Walsh theory of stochastic integrals with respect to martingale measures, alongside of the Da Prato and Zabczyk theory of stochastic integrals with respect to Hilbert-space-valued Wiener processes and some other approaches to…
A new method to compute Schauder Estimates for multidimensional fourth order heat-type equations is proposed. In particular, we show how knowing Schauder or Sobolev estimates for the one-dimensional fourth order heat equation allows to…
Consider the linear stochastic biharmonic heat equation on a $d$-dimensional torus ($d=1,2,3$), driven by a space-time white noise and with periodic boundary conditions: \begin{equation} \label{0} \left(\frac{\partial}{\partial…
For the stochastic heat equation with multiplicative noise we consider the problem of estimating the diffusivity parameter in front of the Laplace operator. Based on local observations in space, we first study an estimator that was derived…
We study a change point model based on a stochastic partial differential equation (SPDE) corresponding to the heat equation governed by the weighted Laplacian $\Delta_\vartheta = \nabla\vartheta\nabla$, where $\vartheta=\vartheta(x)$ is a…