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Related papers: Spatial asymptotics for the parabolic Anderson mod…

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In this paper, we study the spatial averages of the solution to the parabolic Anderson model driven by a space-time Gaussian homogeneous noise that is colored in time and space. We establish quantitative central limit theorems (CLT) of this…

Probability · Mathematics 2022-10-13 David Nualart , Panqiu Xia , Guangqu Zheng

This paper attempts to obtain necessary and sufficient conditions to solve the parabolic Anderson model with fractional Gaussian noises: $\frac{\partial}{\partial t}u(t,x)=\frac{1}{2}\Delta u(t,x)+u(t,x)\dot{W}(t,x)$, where $ {W}(t,x)$ is…

Probability · Mathematics 2024-08-01 Shuhui Liu , Yaozhong Hu , Xiong Wang

In this article, we investigate the asymptotic behaviour of the spatial integral of the solution to the parabolic Anderson model with time independent noise in dimension $d\geq 1$, as the domain of the integral becomes large. We consider 3…

Probability · Mathematics 2022-05-27 Raluca M. Balan , Wangjun Yuan

Consider the following stochastic heat equation, \begin{align*} \frac{\partial u_t(x)}{\partial t}=-\nu(-\Delta)^{\alpha/2} u_t(x)+\sigma(u_t(x))\dot{F}(t,\,x), \quad t>0, \; x \in R^d. \end{align*} Here $-\nu(-\Delta)^{\alpha/2}$ is the…

Probability · Mathematics 2019-12-03 Mohammud Foondun , Eulalia Nualart

This paper provides necessary as well as sufficient conditions on the Hurst parameters so that the continuous time parabolic Anderson model $\frac{\partial u}{\partial t}=\frac{1}{2}\frac{\partial^2 u}{\partial x^2}+u\dot{W}$ on $[0,…

Probability · Mathematics 2021-01-18 Zhen-Qing Chen , Yaozhong Hu

Suppose that $\{u(t\,, x)\}_{t >0, x \in\mathbb{R}^d}$ is the solution to a $d$-dimensional parabolic Anderson model with delta initial condition and driven by a Gaussian noise that is white in time and has a spatially homogeneous…

Probability · Mathematics 2021-04-27 Davar Khoshnevisan , David Nualart , Fei Pu

We prove an asymptotic stability result for a linear coupled hyperbolic-elliptic system on a large class of singular background spacetimes in CMC gauge on the n-torus. At each spatial point these background spacetimes are perturbations of…

General Relativity and Quantum Cosmology · Physics 2019-10-21 Ellery Ames , Florian Beyer , James Isenberg

In this paper, we investigate the hyperbolic Anderson equation generated by a time-independent Gaussian noise with two objectives: The solvability and intermittency. First, we prove that Dalang's condition is necessary and sufficient for…

Probability · Mathematics 2024-03-14 Xia Chen , Yaozhong Hu

We give a new example of a measure-valued process without a density, which arises from a stochastic partial differential equation with a multiplicative noise term. This process has some unusual properties. We work with the heat equation…

Probability · Mathematics 2011-02-18 Carl Mueller , Roger Tribe

Let $\{u(t\,, x)\}_{t >0, x \in\mathbb{R}}$ denote the solution to the parabolic Anderson model with initial condition $\delta_0$ and driven by space-time white noise on $\mathbb{R}_+\times\mathbb{R}$, and let $p_t(x):= (2\pi…

Probability · Mathematics 2023-01-20 Le Chen , Davar Khoshnevisan , David Nualart , Fei Pu

Let $\xi$ be a Gaussian white noise on $\mathbb R^d$ ($d=1,2,3$). Let $(\xi_\varepsilon)_{\varepsilon>0}$ be continuous Gaussian processes such that $\xi_\varepsilon\to\xi$ as $\varepsilon\to0$, defined by convolving $\xi$ against a…

Probability · Mathematics 2021-05-26 Pierre Yves Gaudreau Lamarre

We study the parabolic defocusing stochastic quantization equation with both mutliplicative spatial white noise and an independant space-time white noise forcing, on compact surfaces, with polynomial nonlinearity. After renormalizing the…

Analysis of PDEs · Mathematics 2024-01-24 Hugo Eulry , Antoine Mouzard , Tristan Robert

We investigate the sharp density $\rho(t,x; y)$ of the solution $u(t,x)$ to stochastic partial differential equation $\frac{\partial }{\partial t} u(t,x)=\frac12 \Delta u(t,x)+u\diamond \dot W(t,x)$, where $\dot W$ is a general Gaussian…

Probability · Mathematics 2018-01-11 Yaozhong Hu , Khoa Lê

Consider the parabolic Anderson model $\partial_tu=\frac{1}{2}\partial_x^2u+u\, \eta$ on the interval $[0, L]$ with Neumann, Dirichlet or periodic boundary conditions, driven by space-time white noise $\eta$. Using Malliavin-Stein method,…

Probability · Mathematics 2020-11-03 Fei Pu

We investigate the growth of the tallest peaks of random field solutions to the parabolic Anderson models over concentric balls as the radii approach infinity. The noise is white in time and correlated in space. The spatial correlation…

Probability · Mathematics 2017-03-02 Jingyu Huang , Khoa Lê

This paper is concerned with a wave equation in dimension $d\in \{1,2, 3\}$, with a multiplicative space-time Gaussian noise which is fractional in time and homogeneous in space. We provide necessary and sufficient conditions on the…

Probability · Mathematics 2021-12-10 Xia Chen , Aurélien Deya , Jian Song , Samy Tindel

Let $\left(u(t,x), t\geq 0, x\in \mathbb{R}^d\right)$ be the solution to the stochastic heat or wave equation driven by a Gaussian noise which is white in time and white or correlated with respect to the spatial variable. We consider the…

Probability · Mathematics 2024-04-18 Ciprian A Tudor , Jérémy Zurcher

We continue our study of the parabolic Anderson equation $\partial u(x,t)/\partial t = \kappa\Delta u(x,t) + \xi(x,t)u(x,t)$, $x\in\Z^d$, $t\geq 0$, where $\kappa \in [0,\infty)$ is the diffusion constant, $\Delta$ is the discrete…

Probability · Mathematics 2013-07-15 Dirk Erhard , Frank den Hollander , Gregory Maillard

In this article, we study the asymptotic behaviour of the spatial integral $F_R(t)$ of the solution to the hyperbolic Anderson model in dimension $d=1$, driven by the L\'evy colored noise introduced in Balan and Jim\'enez (2026). We assume…

Probability · Mathematics 2026-02-27 Raluca M. Balan , William D. Stephenson

In cosmology an important role is played by homogeneous and isotropic solutions of the Einstein-Euler equations and linearized perturbations of these. This paper proves results on the asymptotic behaviour of scalar perturbations both in the…

Analysis of PDEs · Mathematics 2009-06-16 Paul T. Allen , Alan D. Rendall