Related papers: Heat equation with general stochastic measure colo…
Our goal in this paper is to solve the 1-D heat equation by an hybrid deterministic-stochastic iterative procedure . The deterministic side consists in discretizing the equation by the Crank-Nicolson method and the stochastic side consists…
We consider a stochastic heat equation of the type, $\partial_t u = \partial^2_x u + \sigma(u)\dot{W}$ on $(0\,,\infty)\times[-1\,,1]$ with periodic boundary conditions and on-degenerate positive initial data, where $\sigma:\mathbb{R}…
In this work, we present sufficient conditions for the existence of a stationary solution of an abstract stochastic Cauchy problem driven by an arbitrary cylindrical L\'evy process, and show that these conditions are also necessary if the…
We investigate Gevrey order and 1-summability properties of the formal solution of a general heat equation in two variables. In particular, we give necessary and sufficient conditions for the 1-summability of the solution in a given…
We consider fractional stochastic heat equations of the form $\frac{\partial u_t(x)}{\partial t} = -(-\Delta)^{\alpha/2} u_t(x)+\lambda \sigma (u_t(x)) \dot F(t,\, x)$. Here $\dot F$ denotes the noise term. Under suitable assumptions, we…
The paper introduces a novel Ito's formula for time dependent tempered generalized functions. As an application, we study the heat equation when initial conditions are allowed to be a generalized tempered function. A new proof of the…
Consider the stochastic heat equation $\partial_t u = \sL u + \dot{W}$, where $\sL$ is the generator of a [Borel right] Markov process in duality. We show that the solution is locally mutually absolutely continuous with respect to a smooth…
We establish the path integral approach for the time-dependent heat exchange of an externally driven quantum system coupled to a thermal reservoir. We derive the relevant influence functional and present an exact formal expression for the…
The formalism of Kundu et al. [J. Stat. Mech. (2011) P03007], for computing the large deviations of heat flow in harmonic systems, is applied to the case of single Brownian particle in a harmonic trap and coupled to two heat baths at…
We present a generalization of the Green-Kubo expressions for thermal transport coefficients $\mu$ in complex fluids of the generic form, $\mu= \mu_\infty +\int^\infty_0 dt V^{-1} < J_\epsilon \exp(t {\cal L}) J >_0$, i.e. a sum of an…
This paper studies the state observation problems for the semilinear heat equation in R^n. We derive observation estimates for the equation using the logarithmic convexity property of the frequency function (see [12]). As an application, we…
In this paper, we consider a linear heat equation with constant coefficients and a single constant delay. Such equations are commonly used to model and study various problems arising in ecology and population biology when describing the…
In this work, we study the gradient discretisation method (GDM) of the time-dependent Navier-Stokes equations coupled with the heat equation, where the viscosity depends on the temperature. We design the discrete method and prove its…
We consider the solution of $\partial_t u=\partial_x^2 u+\partial_x\partial_t B,\,(x,t)\in R\times(0,\infty)$, subject to $u(x,0)=0,\,x\in R$, where $B$ is a Brownian sheet. We show that $u$ also satisfies $\partial_x^2 u…
The standard approach in solving stochastic equations is eigenvector decomposition. Using separation ansatz $P(i,t)=u(i)e^{\mu t}$ one obtains standard equation for eigenvectors $Ku=\mu u$, where $K$ is the rate matrix of the master…
We give two different simple proofs for the removable singularities of the heat equation in $(\Omega\setminus\{x_0\})\times (0,T)$ with $n\ge 3$. We also give a necessary and sufficient condition for removable singularities of the heat…
The applicability of stochastic differential equations to thermodynamics is considered and a new form, different from the classical Ito and Stratonovich forms, is introduced. It is shown that the new presentation is more appropriate for the…
In this paper, we study the Cauchy problem for a heat equation governed by a mixed local--nonlocal diffusion operator with spatially irregular coefficients. We first establish classical well-posedness in an energy framework for bounded,…
We develop a new method to uniquely solve a large class of heat equations, so-called Kolmogorov equations in infinitely many variables. The equations are analyzed in spaces of sequentially weakly continuous functions weighted by proper…
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…