Related papers: Heat equation with general stochastic measure colo…

We study existence and regularity of the density for the solution $u(t,x)$ (with fixed $t > 0$ and $x \in D$) of the heat equation in a bounded domain $D \subset \mathbb R^d$ driven by a stochastic inhomogeneous Neumann boundary condition…

Generalizing an idea of Davie and Gaines (2001), we present a method for the simulation of fully discrete samples of the solution to the stochastic heat equation on an interval. We provide a condition for the validity of the approximation,…

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…

We introduce a fractional stochastic heat equation with second order elliptic operator in divergence form, having a piecewise constant diffusion coefficient, and driven by an infinite-dimensional fractional Brownian motion. We characterize…

We study the solution to a nonlinear stochastic heat equation in $d\geq 3$. The equation is driven by a Gaussian multiplicative noise that is white in time and smooth in space. For a small coupling constant, we prove (i) the solution…

We introduce a mass conserving stochastic perturbation of the discrete nonlinear Schr\"odinger equation that models the action of a heat bath at a given temperature. We prove that the corresponding canonical Gibbs distribution is the unique…

Motivated by the modeling of temperature regulation in some mediums, we consider the non-classical heat conduction equation in the domain $D=\mathbb{R}^{n-1}\times\br^{+}$ for which the internal energy supply depends on an average in the…

We investigate the strict positivity and the compact support property of solutions to the one-dimensional nonlinear stochastic heat equation: $$\partial_t u(t,x) = \frac{1}{2}\partial^2_x u(t,x) + \sigma(u(t,x))\dot{W}(t,x), \quad (t,x)\in…

We consider the stochastic heat equation whose solution is observed discretely in space and time. An asymptotic analysis of power variations is presented including the proof of a central limit theorem. It generalizes the theory from…

In this investigation, symmetry properties of the nonlinear heat conductivity equations of general form $u_t = [E(x, u)u_x]_x + H(x, u)$ are studied. The point symmetry analysis of these equations is considered as well as an equivalence…

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…

We show how statistical thermodynamics can be formulated in situations in which thermodynamics applies, while equilibrium statistical mechanics does not. A typical case is, in the words of Landau and Lifshitz, that of partial (or…

We derive the heat equation for the thermal energy under diffusive space-time scaling for a purely deterministic microscopic dynamics satisfying Newton equations perturbed by an external chaotic force acting like a magnetic field.

We study a time-fractional stochastic heat inclusion driven by additive time-space Brownian and L\'evy white noise. The fractional time derivative is interpreted as the Caputo derivative of order $\alpha \in (0,2).$ We show the following:…

We consider one-dimensional stochastic heat equation with nonlinear drift, $\displaystyle \partial_t u=\frac{1}{2}\Delta u+b(u)u+\sigma(u)\dot{W}(t,x)$, where $b:\mathbb{R}_{+}\to \mathbb{R}$ is a continuous function and…

In this article, we derive the stochastic master equations corresponding to the statistical model of a heat bath. These stochastic differential equations are obtained as continuous time limits of discrete models of quantum repeated…

In this paper, we study the Moderate Deviation Principle for a perturbed stochastic heat equation in the whole space $\rr^d, d\ge1$. This equation is driven by a Gaussian noise, white in time and correlated in space, and the differential…

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 $D=[-\pi,\pi]$…

In this paper, a quantitative estimate of unique continuation for the stochastic heat equation with bounded potentials on the whole Euclidean space is established. This paper generalizes the earlier results in [29] and [17] from a bounded…

In this paper, we establish associativity, spatial ergodicity and a central limit theorem for certain nonnegative solutions to the stochastic heat equation $\partial_t u=\frac12\partial_x^2 u+ u^\gamma \xi$ with $\gamma\in (0, 1)$. When…