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Consider the following stochastic partial differential equation, \begin{equation*} \partial_t u_t(x)= \mathcal{L}u_t(x)+ \xi\sigma (u_t(x)) \dot F(t,x), \end{equation*} where $\xi$ is a positive parameter and $\sigma$ is a globally…

Probability · Mathematics 2017-10-11 Mohammud Foondun , Ngartelbaye Guerngar , Erkan Nane

We investigate the steady state of heat conduction in general relativity using a variational approach for two-fluid dynamics. We adopt coordinates based on the Landau-Lifschitz observer because it allows us to describe thermodynamics with…

General Relativity and Quantum Cosmology · Physics 2023-06-28 Hyeong-Chan Kim

In Stochastic Thermodynamics, heat is a random variable with a probability distribution associated. Studies of the distribution of heat are mostly in the overdamped regime and in one dimension. Here we solve the heat distribution in the…

Statistical Mechanics · Physics 2023-02-28 Pedro V. Paraguassú , Rui Aquino , Welles A. M. Morgado

In this article we give necessary and sufficient conditions providing regularity of solutions to stochastic Volterra equations with infinite delay on a $d$-dimensional torus. The harmonic analysis techniques and stochastic integration in…

Probability · Mathematics 2007-05-23 Anna Karczewska , Carlos Lizama

In this paper, we study the spatial behavior of the solution $\psi(x,t)$ to the stochastic heat equation $\partial_t\psi(x,t)-\frac{1}{2}\partial^2_{x^2} \psi(x,t)=g\, S(x,t)^2\, \psi(x,t)$, with $0\le t\le T$, $x\in\mathbb{R}$, and…

Mathematical Physics · Physics 2026-01-27 Philippe Mounaix

We study the following backward stochastic differential equation on finite time horizon driven by an integer-valued random measure $\mu$ on $\mathbb R_+\times E$, where $E$ is a Lusin space, with compensator $\nu(dt,dx)=dA_t\,\phi_t(dx)$:…

Probability · Mathematics 2015-06-09 Elena Bandini

We study the solutions of the stochastic heat equation with multiplicative space-time white noise. We prove a comparison theorem between the solutions of stochastic heat equations with the same noise coefficient which is H\"{o}lder…

Probability · Mathematics 2017-06-14 Leonid Mytnik , Eyal Neuman

A solution of the heat equation with a distribution-valued potential is constructed by regularization. When the potential is the generalized derivative of a H\"{o}lder continuous function, regularity of the resulting solution is in line…

Analysis of PDEs · Mathematics 2017-12-25 H. -J. Kim , S. V. Lototsky

We consider the stochastic heat equation with a multiplicative white noise forcing term under standard "intermitency conditions." The main finding of this paper is that, under mild regularity hypotheses, the a.s.-boundedness of the solution…

Probability · Mathematics 2015-10-16 Le Chen , Davar Khoshnevisan , Kunwoo Kim

We consider an inverse boundary value problem for the heat equation $\partial_t v = {\rm div}_x\,(\gamma\nabla_x v)$ in $(0,T)\times\Omega$, where $\Omega$ is a bounded domain of $R^3$, the heat conductivity $\gamma(t,x)$ admits a surface…

Analysis of PDEs · Mathematics 2015-06-15 Olivier Poisson

The goal of this paper is to prove a uniqueness result for a stochastic heat equation with a randomly perturbed potential, which can be considered as a variant of Hardy's uncertainty principle for stochastic heat evolutions.

Analysis of PDEs · Mathematics 2016-05-06 Aingeru Fernández-Bertolin , Jie Zhong

Let $\{u(t,x)\}_{t>0,x\in{{\mathbb R}^{d}}}$ denote the solution to the linear (fractional) stochastic heat equation. We establish rates of convergence with respect to the uniform distance between the density of spatial averages of solution…

Probability · Mathematics 2023-08-08 Wanying Zhang , Yong Zhang , Jingyu Li

We derive a macroscopic heat equation for the temperature of a pinned harmonic chain subject to a periodic force at its right side and in contact with a heat bath at its left side. The microscopic dynamics in the bulk is given by the…

Mathematical Physics · Physics 2023-05-03 Tomasz Komorowski , Joel L. Lebowitz , Stefano Olla

In this study, the internal energy and the specific heat of the one- dimensional Ising model obtained in the frame of the generalized statistical thermodynamics by Andrade [Physica A175 (1991) 285], have been extended somewhat and compared…

Statistical Mechanics · Physics 2008-02-03 Ugur Tirnakli , Dogan Demirhan , Fevzi Buyukkilic

Consider the following space-time fractional heat equation with Riemann-Liouville derivative of non-homogeneous time-fractional Poisson process \begin{eqnarray*} \partial^\beta_t u(x,t) =-\kappa(-\Delta)^{\alpha/2} u(x,t) +…

Probability · Mathematics 2017-08-27 Ejighikeme McSylvester Omaba

Understanding thermodynamics and statistical mechanics in the full general relativistic context is an open problem. I give tentative definitions of equilibrium state, mean values, mean geometry, entropy and temperature, which reduce to the…

General Relativity and Quantum Cosmology · Physics 2013-05-01 Carlo Rovelli

We study the regularity of the probability density function of the supremum of the solution to the linear stochastic heat equation. Using a general criterion for the smoothness of densities for locally nondegenerate random variables, we…

Probability · Mathematics 2018-12-14 Robert Dalang , Fei Pu

We consider the white-noise driven stochastic heat equation on $[0,\infty)\times[0,1]$ with Lipschitz-continuous drift and diffusion coefficients $b$ and $\sigma$. We derive an inequality for the $L^1([0,1])$-norm of the difference between…

Probability · Mathematics 2010-07-07 Nicolas Fournier , Jacques Printems

We consider here a generalized heat equation $\partial_t \rho=\frac{d}{dx}\frac{d}{dW}\rho$, where $W$ is a finite measure on the one dimensional torus, and $\frac{d}{dW}$ is the Radon-Nikodym derivative with respect to $W$. Such equation…

Analysis of PDEs · Mathematics 2013-12-12 Tertuliano Franco , Julián Haddad

In the standard form of the relativistic heat equation used in astrophysics, information propagates instantaneously, rather than being limited by the speed of light as demanded by relativity. We show how this equation nonetheless follows…

High Energy Astrophysical Phenomena · Physics 2018-07-13 S. K. Lander , N. Andersson
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