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We develop an asymptotic limit theory for nonparametric estimation of the noise covariance kernel in linear parabolic stochastic partial differential equations (SPDEs) with additive colored noise, using space-time infill asymptotics. The…

Statistics Theory · Mathematics 2025-08-29 Andreas Petersson , Dennis Schroers

This paper devoted to study of fractional elliptic equations driven a multiplicative noise. By combining the eigenfunction expansion method for symmetry elliptic operators, the variation of constant formula for strong solutions to scalar…

Analysis of PDEs · Mathematics 2020-02-17 H. T. Tuan

Let $K_n$ be the convex hull of i.i.d. random variables distributed according to the standard normal distribution on $\R^d$. We establish variance asymptotics as $n \to \infty$ for the re-scaled intrinsic volumes and $k$-face functionals of…

Probability · Mathematics 2014-09-30 Pierre Calka , J. E. Yukich

It is known that the Swift-Hohenberg equation $\partial u/\partial t = -(\partial_x^2 + 1)^2u + \varepsilon (u-u^3)$ can be reduced to the Ginzburg-Landau equation (amplitude equation) $\partial A/\partial t = 4\partial_x^2 A + \varepsilon…

Analysis of PDEs · Mathematics 2015-06-12 Hayato Chiba

We consider the non-linear equation $T^{-1} u+\partial_tu-\partial_x^2\pi(u)=\xi$ driven by space-time white noise $\xi$, which is uniformly parabolic because we assume that $\pi'$ is bounded away from zero and infinity. Under the further…

Analysis of PDEs · Mathematics 2015-12-21 Felix Otto , Hendrik Weber

The parabolic Anderson problem with a random potential obtained by attaching a long tailed potential around a randomly perturbed lattice is studied. The moment asymptotics of the total mass of the solution is derived.The results show that…

Probability · Mathematics 2010-12-14 Ryoki Fukushima , Naomasa Ueki

We study the space-time concentration or blow-up asymptotics of radially decreasing solutions of the parabolic-elliptic Keller-Segel system in the whole space or in a ball. We show that, for any solution in dimensions $3\le n\le 9$…

Analysis of PDEs · Mathematics 2026-01-22 Loth Damagui Chabi , Philippe Souplet

We study the large time behavior of solutions to the wave equation with space-dependent damping in an exterior domain. We show that if the damping is effective, then the solution is asymptotically expanded in terms of solutions of…

Analysis of PDEs · Mathematics 2024-03-12 Motohiro Sobajima , Yuta Wakasugi

We prove the nonlinear stability of the asymptotic behavior of perturbations of subfamilies of Kasner solutions in the contracting time direction within the class of polarised $T^2$-symmetric solutions of the vacuum Einstein equations with…

General Relativity and Quantum Cosmology · Physics 2022-05-20 Ellery Ames , Florian Beyer , James Isenberg , Todd Oliynyk

We study the large-time behaviour of the solutions $u$ of the evolution equation involving nonlinear diffusion and gradient absorption $\partial_t u - \Delta_p u + |\nabla u|^q=0$. We consider the problem posed for $x\in {\mathbb R}^N $ and…

Analysis of PDEs · Mathematics 2009-11-13 Philippe Laurençot , Juan Luis Vázquez

Consider non-linear time-fractional stochastic heat type equations of the following type, $$\partial^\beta_tu_t(x)=-\nu(-\Delta)^{\alpha/2} u_t(x)+I^{1-\beta}_t[\lambda \sigma(u)\stackrel{\cdot}{F}(t,x)]$$ in $(d+1)$ dimensions, where…

Probability · Mathematics 2015-05-19 Mohammud Foondun , Erkan Nane

In this article, we consider the stochastic wave equation in spatial dimension $d=1$, with linear term $\sigma(u)=u$ multiplying the noise. This equation is driven by a Gaussian noise which is white in time and fractional in space with…

Probability · Mathematics 2023-07-04 Raluca M. Balan , Jingyu Huang , Xiong Wang , Panqiu Xia , Wangjun Yuan

We construct asymptotically self-similar global solutions to the Hardy-H\'enon parabolic equation $\partial_t u - \Delta u = \pm |x|^{\gamma} |u|^{\alpha-1} u$, $\alpha>1$, $\gamma \in \mathbb{R}$ for a large class of initial data belonging…

Analysis of PDEs · Mathematics 2025-11-18 Noboru Chikami , Masahiro Ikeda , Koichi Taniguchi , Slim Tayachi

In this paper we study 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 the u-field and the \xi-field are \R-valued, \kappa \in [0,\infty) is the diffusion constant, and…

Probability · Mathematics 2013-03-04 Dirk Erhard , Frank den Hollander , Grégory Maillard

We investigate the long time behavior of solutions to semilinear hyperbolic equation (E$_{\alpha}$): $ u^{\prime\prime}(t)+\gamma(t)u^{\prime}(t)+Au(t)+f(u(t))=g(t),~t\geq0, $ where $A$ is a self-adjoint nonnegative operator, $f$ a function…

Optimization and Control · Mathematics 2022-07-05 Mounir Balti , Ramzi May

In this paper, we study one-dimensional hyperbolic Anderson models (HAM) driven by space-time pure-jump L\'evy white noise in a finite-variance setting. Motivated by recent active research on limit theorems for stochastic partial…

Probability · Mathematics 2024-03-04 Raluca M. Balan , Guangqu Zheng

In this paper, we present an almost sure central limit theorem (ASCLT) for the hyperbolic Anderson model (HAM) with a L\'evy white noise in a finite-variance setting, complementing a recent work by Balan and Zheng…

Probability · Mathematics 2025-10-16 Raluca M. Balan , Panqiu Xia , Guangqu Zheng

Consider the stochastic PDE, $\partial_tu = \partial^2_x u + \sigma(u) \dot{W}$ on $\mathbb{R}_+\times\mathbb{R}$, subject to $u(0)\equiv1$, where $\dot{W}$ denotes space-time white noise on $\mathbb{R}_+\times\mathbb{R}$ and…

Probability · Mathematics 2025-12-18 Davar Khoshnevisan , Cheuk Yin Lee

Consider a Parabolic Anderson model (PAM) with Gaussian noise that is white in time and colored in space, where the spatial correlation decays polynomially with order $\alpha$. In Euclidean spaces with dimension greater than $2$, it is…

Probability · Mathematics 2025-07-09 Xi Geng , Cheng Ouyang

In this work, we employ the $\bar{\partial}$-steepest descent method to investigate the Cauchy problem of the nonlocal nonlinear Schr\"{o}dinger (NNLS) equation with finite density type initial conditions in weighted Sobolev space…

Exactly Solvable and Integrable Systems · Physics 2022-06-22 Shou-Fu Tian , Zhi-Qiang Li , Jin-Jie Yang
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