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We investigate the stochastic heat equation driven by space-time white noise defined on an abstract Hilbert space, assuming that the drift and diffusion coefficients are both merely H\"older continuous. Random field SPDEs are covered as…

Probability · Mathematics 2025-08-04 Yi Han

We consider nonnegative solutions of the quasilinear heat equation $\partial_t u = \tfrac{1}{2} u \partial_x^2 u$ in one dimension. Our solutions may vanish and may be unbounded. The equation is then degenerate, and weak solutions are…

Analysis of PDEs · Mathematics 2024-07-16 Alexander Dunlap , Cole Graham

Consider the stochastic heat equation $\partial_t u = (\frac{\varkappa}{2})\Delta u+\sigma(u)\dot{F}$, where the solution $u:=u_t(x)$ is indexed by $(t,x)\in (0, \infty)\times\R^d$, and $\dot{F}$ is a centered Gaussian noise that is white…

Probability · Mathematics 2011-11-22 Daniel Conus , Mathew Joseph , Davar Khoshnevisan , Shang-Yuan Shiu

A fully discrete approximation of the one-dimensional stochastic heat equation driven by multiplicative space-time white noise is presented. The standard finite difference approximation is used in space and a stochastic exponential method…

Numerical Analysis · Mathematics 2017-12-01 Rikard Anton , David Cohen , Lluis Quer-Sardanyons

We study stochastic heat equations driven by a class of L\'evy processes: du = \De u dt + g dX_t \quad in \quad \bR^d_T, \qquad u(0,x)= 0 \quad in \quad x \in \bR^d. We prove the corresponding estimate \[\norm{u}_{\bH_p^k(\RT)} \le c(p,T)…

Analysis of PDEs · Mathematics 2012-05-23 Tongkeun Chang , Minsuk Yang

In this article, we consider the stochastic heat equation $du=(\Delta u+f(t,x))dt+ \sum_{k=1}^{\infty} g^{k}(t,x) \delta \beta_t^k, t \in [0,T]$, with random coefficients $f$ and $g^k$, driven by a sequence $(\beta^k)_k$ of i.i.d.…

Probability · Mathematics 2009-05-14 Raluca Balan

We establish a unique continuation property for stochastic heat equations evolving in a bounded domain $G$. Our result shows that the value of the solution can be determined uniquely by means of its value on an arbitrary open subdomain of…

Analysis of PDEs · Mathematics 2014-05-06 Qi Lu , Zhongqi Yin

We investigate the influence of the thermal properties of the boundaries in turbulent Rayleigh-Benard convection on analytical bounds on convective heat transport. Using the Doering-Constantin background flow method, we systematically…

Fluid Dynamics · Physics 2008-11-20 Ralf W. Wittenberg

The goal of the present note is to study intermittency properties for the solution to the fractional heat equation $$\frac{\partial u}{\partial t}(t,x) = -(-\Delta)^{\beta/2} u(t,x) + u(t,x)\dot{W}(t,x), \quad t>0,x \in \bR^d$$ with initial…

Probability · Mathematics 2013-11-04 Raluca Balan , Daniel Conus

Small nonequilibrium systems in contact with a heat bath can be analyzed with the framework of stochastic thermodynamics. In such systems, fluctuations, which are not negligible, follow universal relations such as the fluctuation theorem.…

Statistical Mechanics · Physics 2018-10-29 Andre C Barato , Raphael Chetrite , Alessandra Faggionato , Davide Gabrielli

In this paper, we first prove the weak intermittency, and in particular the sharp exponential order $C\lambda^4t$ of the second moment of the exact solution of the stochastic heat equation with multiplicative noise and periodic boundary…

Numerical Analysis · Mathematics 2021-03-04 Chuchu Chen , Tonghe Dang , Jialin Hong

We consider the following stochastic heat equation \begin{equation*} \partial_t u(t\,,x) = \tfrac12 \partial^2_x u(t\,,x) + b(u(t\,,x)) + \sigma(u(t\,,x)) \dot{W}(t\,,x), \end{equation*} defined for $(t\,,x)\in(0\,,\infty)\times\mathbb{R}$,…

Probability · Mathematics 2023-05-16 Mohammud Foondun , Davar Khoshnevisan , Eulalia Nualart

We study a time-fractional stochastic heat inclusion driven by additive time-space Brownian and L\'evy white noise. The fractional time derivative is interpreted as the Caputo derivative of order $\alpha \in (0,2).$ We show the following:…

Probability · Mathematics 2025-12-01 Olfa Draouil , Rahma Yasmina Moulay Hachemi , Bernt Øksendal

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…

Probability · Mathematics 2020-03-24 Petru A. Cioica-Licht

We obtain (i) lower and upper bounds for the heat content of an open set in $\mathbb{R}^m$ with $R$-smooth boundary and finite Lebesgue measure, (ii) a necessary and sufficient geometric condition for finiteness of the heat content in…

Analysis of PDEs · Mathematics 2016-08-01 Michiel van den Berg , Katie Gittins

We prove the existence and uniqueness of the mild solution for a nonlinear stochastic heat equation defined on an unbounded spatial domain. The nonlinearity is not assumed to be globally, or even locally, Lipschitz continuous. Instead the…

Probability · Mathematics 2021-02-12 Michael Salins

This work studies the chemotaxis-haptotaxis system $$\left\{ \begin{array}{ll} u_t= \Delta u - \chi \nabla \cdot (u\nabla v) - \xi \nabla \cdot (u\nabla w) + \mu u(1-u-w), &\qquad x\in \Omega, \, t>0, \\[1mm] v_t=\Delta v-v+u, &\qquad x\in…

Analysis of PDEs · Mathematics 2014-07-29 Youshan Tao

In this paper, we consider the following nonlocal parabolic equation \begin{equation*} u_{t}-\Delta u=\left( \int_{\Omega}\frac{|u(y,t)|^{2^{\ast}_{\mu}}}{|x-y|^{\mu}}dy\right) |u|^{2^{\ast}_{\mu}-2}u,\ \text{in}\ \Omega\times(0,\infty),…

Analysis of PDEs · Mathematics 2024-05-28 Jian Zhang , Jacques Giacomoni , Vicentiu Radulescu , Minbo Yang

In this paper, we consider the semilinear heat equations under Dirichlet boundary condition \[ u_{t}\left(x,t\right)=\Delta u\left(x,t\right)+f(u(x,t)), & \left(x,t\right)\in \Omega\times\left(0,+\infty\right), u\left(x,t\right)=0, &…

Analysis of PDEs · Mathematics 2017-05-17 Soon-Yeong Chung , Min-Jun Choi

In this paper, we establish associativity, spatial ergodicity and a central limit theorem for certain nonnegative solutions to the stochastic heat equation $\partial_t u=\frac12\partial_x^2 u+ u^\gamma \xi$ with $\gamma\in (0, 1)$. When…

Probability · Mathematics 2025-10-02 Carl Mueller , Fei Pu