Related papers: Multiplicative stochastic heat equations on the wh…
In this paper, we study the stochastic heat equation with a general multiplicative Gaussian noise that is white in time and colored in space. Both regularity and strict positivity of the densities of the solution have been established. The…
We consider the stochastically forced Burgers equation with an emphasis on spatially rough driving noise. We show that the law of the process at a fixed time $t$, conditioned on no explosions, is absolutely continuous with respect to the…
This is a preliminary announcement of results in the PhD. thesis of the first author concerning the nonlinear stochastic heat equation in the spatial domain $\R$, driven by space-time white noise. A central special case is the parabolic…
We establish a refined $L_p$-estimate ($p\geq 2$) for the stochastic heat equation on angular domains in $\mathbb{R}^2$ with mixed weights based on both, the distance to the boundary and the distance to the vertex. This way we can capture…
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…
We study invariant random fields of nonlinear multiplicative stochastic heat equations in the weak disorder regime. Under a natural second-moment condition, we show that positive invariant fields are in one-to-one correspondence with…
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 $\mathbb {R}$,…
Existence and uniqueness of solutions to the stochastic heat equation with multiplicative spatial noise is studied. In the spirit of pathwise regularization by noise, we show that a perturbation by a sufficiently irregular continuous path…
We establish existence, uniqueness and higher order weighted $L_p$-Sobolev regularity for the stochastic heat equation with zero Dirichlet boundary condition on angular domains and on polygonal domains in $\mathbb{R}^2$. We use a system of…
Most recently, in arXiv:1907.05360 [math.AP], we introduced the theory of heatable currents and proved Onsager's conjecture on Riemannian manifolds with boundary, where the weak solution has $B_{3,1}^{\frac{1}{3}}$ spatial regularity. In…
In this paper, we establish the well-posedness of stochastic heat equations on moving domains, which amounts to a study of infinite dimensional interacting systems. The main difficulty is to deal with the problems caused by the time-varying…
We analyze the one-dimensional periodic Kardar-Parisi-Zhang equation in the language of paracontrolled distributions, giving an alternative viewpoint on the seminal results of Hairer. Apart from deriving a basic existence and uniqueness…
The Kardar-Parisi-Zhang (KPZ) equation is a stochastic partial differential equation which is ill-posed because the nonlinearity is marginally defined with respect to the roughness of the forcing noise. However, its Cole-Hopf solution,…
The focus of this work is the numerical approximation of time-dependent partial differential equations associated to initial-boundary value problems. This master dissertation is mostly concerned with the actual computation of the solution…
The relativistic extension of the classic stellar structure equations is investigated. It is pointed out that the Tolman-Oppenheimer-Volkov (TOV) equation with the gradient equation for local gravitational mass can be made complete as a…
We consider the $(1+1)$-dimensional stochastic heat equation (SHE) with multiplicative white noise and the Cole-Hopf solution of the Kardar-Parisi-Zhang (KPZ) equation. We show an exact way of computing the Lyapunov exponents of the SHE for…
We consider stochastic heat equations with fractional Laplacian on $\mathbb{R}^d$. Here, the driving noise is generalized Gaussian which is white in time but spatially homogenous and the spatial covariance is given by the Riesz kernels. We…
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…
For the class of stochastic partial differential equations studied in [Conus-Dalang,2008], we prove the existence of density of the probability law of the solution at a given point $(t,x)$, and that the density belongs to some Besov space.…
Via a Cole-Hopf transformation, the multicomponent linear heat hierarchy leads to a multicomponent Burgers hierarchy. We show in particular that any solution of the latter also solves a corresponding multicomponent (potential) KP hierarchy.…