English
Related papers

Related papers: Multiplicative stochastic heat equations on the wh…

200 papers

We introduce the heat equation relative to a positive dd-bar-closed current and apply it to the invariant currents associated with Riemann surface laminations possibly with singularities. The main examples are holomorphic foliations by…

Dynamical Systems · Mathematics 2010-04-23 Tien-Cuong Dinh , Viet-Anh Nguyen , Nessim Sibony

Familiar nonlinear and in particular soliton equations arise as zero curvature conditions for GL(1,R) connections with noncommutative differential calculi. The Burgers equation is formulated in this way and the Cole-Hopf transformation for…

High Energy Physics - Theory · Physics 2016-09-06 A. Dimakis , F. Mueller-Hoissen

We study stochastic heat equations in the sense of Walsh defined by fractal Laplacians on Cantor-like sets. For this purpose, we first investigate the corresponding heat kernels. Then, we prove existence and uniqueness of mild solutions to…

Probability · Mathematics 2019-10-25 Tim Ehnes

We consider a system of $d$ coupled non-linear stochastic heat equations in spatial dimension 1 driven by $d$-dimensional additive space-time white noise. We establish upper and lower bounds on hitting probabilities of the solution $\{u(t,…

Probability · Mathematics 2007-05-23 Robert C. Dalang , Davar Khoshnevisan , Eulalia Nualart

We study the numerical approximation of the stochastic heat equation with a distributional reaction term. Under a condition on the Besov regularity of the reaction term, it was proven recently that a strong solution exists and is unique in…

Probability · Mathematics 2024-07-12 Ludovic Goudenège , El Mehdi Haress , Alexandre Richard

We propose a set of generalized incompressible fluid dynamical equations, which interpolates between the Burgers and Navier-Stokes equations in two dimensions and study their properties theoretically and numerically. It is well-known that…

Fluid Dynamics · Physics 2024-08-14 Koji Ohkitani

This paper is dedicated to the proof of new maximal regularity results involving Besov spaces for the heat equation in the half-space or in bounded or exterior domains of R^n. We strive for time independent a priori estimates in regularity…

Analysis of PDEs · Mathematics 2013-03-01 Raphaël Danchin , Piotr B. Mucha

We explore two- and three-state Markov models driven out of thermal equilibrium by non-potential forces to demonstrate basic properties of the steady heat capacity based on the concept of quasistatic excess heat. It is shown that large…

Statistical Mechanics · Physics 2012-05-11 Jiri Pesek , Eliran Boksenbojm , Karel Netocny

Inspired by Ogawa-Shimizu [JEE 2022] and Chen-Liang-Tsai [IMRN 2025] on the second and first order derivative estimates of solution of heat equation in the upper half space with boundary data in homogeneous Besov spaces, we extend the…

Analysis of PDEs · Mathematics 2026-02-03 Hui Chen , Su Liang , Tai-Peng Tsai

The aim of this paper is to study the wellposedness and $L^2$-regularity, firstly for a linear heat equation with dynamic boundary conditions by using the approach of sesquilinear forms, and secondly for its backward adjoint equation using…

Analysis of PDEs · Mathematics 2021-11-15 A. Khoutaibi , L. Maniar , D. Mugnolo , A. Rhandi

By constructing a coupling with unbounded time-dependent drift, dimension-free Harnack inequalities are established for a large class of stochastic differential equations with multiplicative noise. These inequalities are applied to the…

Probability · Mathematics 2012-11-20 Feng-Yu Wang

We study here the approximation by a finite-volume scheme of a heat equation forced by a Lipschitz continuous multiplicative noise in the sense of It\^o. More precisely, we consider a discretization which is semi-implicit in time and a…

Analysis of PDEs · Mathematics 2023-07-13 Caroline Bauzet , Flore Nabet , Kerstin Schmitz , Aleksandra Zimmermann

There have been recently several works studying the regularized stochastic heat equation (SHE) and Kardar-Parisi-Zhang (KPZ) equation in dimension $d\geq 3$ as the smoothing parameter is switched off, but most of the results did not hold in…

Probability · Mathematics 2020-05-27 Clément Cosco , Shuta Nakajima , Makoto Nakashima

We consider nonlinear parabolic SPDEs of the form $\partial_t u=\sL u + \sigma(u)\dot w$, where $\dot w$ denotes space-time white noise, $\sigma:\R\to\R$ is [globally] Lipschitz continuous, and $\sL$ is the $L^2$-generator of a L\'evy…

Probability · Mathematics 2008-05-06 Mohammud Foondun , Davar Khoshnevisan

We consider the problem of integrability of the Poisson equations describing spatial motion of a rigid body in the classical nonholonomic Suslov problem. We obtain necessary conditions for their solutions to be meromorphic and show that…

Mathematical Physics · Physics 2015-05-13 Yuri Fedorov , Andrzej J. Maciejewski , Maria Przybylska

Magnetohydrostatic models of the solar atmosphere are often based on idealized analytic solutions because the underlying equations are too difficult to solve in full generality. Numerical approaches, too, are often limited in scope and have…

Solar and Stellar Astrophysics · Physics 2016-10-28 S. A. Gilchrist , D. C. Braun , G. Barnes

This paper is concerned with the blowup phenomenon of stochastic parabolic equations both on bounded domain and in the whole space. We introduce a new method to study the blowup phenomenon on bounded domain. Comparing with the existing…

Analysis of PDEs · Mathematics 2019-02-21 Guangying Lv , Jinlong Wei

The partition function of the directed polymer model on Z^{2+1} undergoes a phase transition in a suitable continuum and weak disorder limit. In this paper, we focus on a window around the critical point. Exploiting local renewal theorems,…

Probability · Mathematics 2019-09-04 Francesco Caravenna , Rongfeng Sun , Nikos Zygouras

We derive two different generalized heat-transport equations: The most general one, of the first order in time and second order in space, encompasses some well known heat equations and describes the hyperbolic regime in the absence of…

Statistical Mechanics · Physics 2019-06-11 Patrizia Rogolino , Róbert Kovács , Péter Ván , Vito Antonio Cimmelli

We propose several constructions of commutative or cocommutative Hopf algebras based on various combinatorial structures, and investigate the relations between them. A commutative Hopf algebra of permutations is obtained by a general…

Combinatorics · Mathematics 2013-02-12 F. Hivert , J. -C. Novelli , J. -Y. Thibon
‹ Prev 1 3 4 5 6 7 10 Next ›