Related papers: A Boundedness Trichotomy for the Stochastic Heat E…
We study a three-dimensional Boussinesq-type temperature-velocity system on a bounded smooth domain $\mathcal D\subset\mathbb R^3$, where the velocity $u^\varepsilon$ solves the Navier-Stokes equations and the temperature…
Motivated by the regularization by noise phenomenon for SDEs we prove existence and uniqueness of the flow of solutions for the non-Lipschitz stochastic heat equation $$\frac{\partial u}{\partial t}=\frac12\frac{\partial^2 u}{\partial z^2}…
In the paper, we investigate the nonlinear thermoelasticity model in two- and three-dimensional convex and bounded domains. We propose new boundary conditions for the displacement. These conditions are not usual in thermoelasticity.…
We consider a Cauchy problem for stochastic heat equation driven by a real harmonizable fractional stable process $Z$ with Hurst parameter $H>1/2$ and stability index $\alpha>1$. It is shown that the approximations for its solution, which…
Consider the stochastic partial differential equation u_t=u_{xx}+u^gamma dot{W}, where x in [0,J], dot{W}=dot{W}(t,x) is 2-parameter white noise, and we assume that the initial function u(0,x) is nonnegative and not identically 0. We impose…
We consider $u(t,x)=(u_1(t,x),\cdots,u_d(t,x))$ the solution to a system of non-linear stochastic heat equations in spatial dimension one driven by a $d$-dimensional space-time white noise. We prove that, when $d\leq 3$, the local time…
Consider the stochastic heat equation $\partial_tu=\mathscr{L}u+\lambda\sigma(u)\xi$, where $\mathscr{L}$ denotes the generator of a L\'{e}vy process on a locally compact Hausdorff Abelian group $G$, $\sigma:\mathbf{R}\to\mathbf{R}$ is…
In this paper, we consider the one-dimensional stochastic heat equation driven by a space time white noise. In two different scenarios: {\it (i)} initial condition $u_0=1$ and general nonlinear coefficient $\sigma$ and {\it (ii)}: initial…
We use the theory of regularity structures to develop an It\^o formula for $u$, the solution of the one dimensional stochastic heat equation driven by space-time white noise with periodic boundary conditions. In particular for any smooth…
This paper studies the stochastic heat equation with multiplicative noises of the form uW, where W is a mean zero Gaussian noise and the differential element uW is interpreted both in the sense of Skorohod and Stratonovich. The existence…
We consider a system of d non-linear stochastic heat equations in spatial dimension 1 driven by d-dimensional space-time white noise. The non-linearities appear both as additive drift terms and as multipliers of the noise. Using techniques…
We study the regularity up to the boundary of solutions to fractional heat equation in bounded $C^{1,1}$ domains. More precisely, we consider solutions to $\partial_t u + (-\Delta)^s u=0 \textrm{ in }\Omega,\ t > 0$, with zero Dirichlet…
We consider the stochastic heat equation on $[0,\,1]$ with periodic boundary conditions and driven by space-time white noise. Under various natural conditions, we study small ball probabilities for the H\"older semi-norms of the solutions,…
We consider the one-dimensional stochastic heat equation driven by a multiplicative space-time white noise. We show that the spatial integral of the solution from $-R$ to $R$ converges in total variance distance to a standard normal…
We consider nonlinear parabolic stochastic equations of the form $\partial_t u=\sL u + \lambda \sigma(u)\dot \xi$ on the ball $B(0,\,R)$, where $\dot \xi$ denotes some Gaussian noise and $\sigma$ is Lipschitz continuous. Here $\sL$…
We consider nonlinear parabolic SPDEs of the form $\partial_t u=\Delta u + \lambda \sigma(u)\dot w$ on the interval $(0, L)$, where $\dot w$ denotes space-time white noise, $\sigma$ is Lipschitz continuous. Under Dirichlet boundary…
In a domain of the Euclidean space, we estimate from below the distance to the boundary of global maximum points of solutions of elliptic and parabolic equations with homogeneous Dirichlet boundary values. As reference cases, we first…
We consider a class of stochastic heat equations driven by truncated $\alpha$-stable white noises for $1<\alpha<2$ with noise coefficients that are continuous but not necessarily Lipschitz and satisfy globally linear growth conditions. We…
We consider a system of $d$ non-linear stochastic fractional heat equations in spatial dimension $1$ driven by multiplicative $d$-dimensional space-time white noise. We establish a sharp Gaussian-type upper bound on the two-point…
In this paper we study the randomized heat equation with homogeneous boundary conditions. The diffusion coeffcient is assumed to be a random variable and the initial condition is treated as a stochastic process. The solution of this…