Related papers: Spatial asymptotics for the parabolic Anderson mod…
The asymptotic behavior of a nonlinear oscillator subject to a multiplicative Ornstein-Uhlenbeck noise is investigated. When the dynamics is expressed in terms of energy-angle coordinates, it is observed that the angle is a fast variable as…
We are dealing with the Navier-Stokes equation in a bounded regular domain $D$ of $\mathbb{R}^2$, perturbed by an additive Gaussian noise $\partial w^{Q_\delta}/\partial t$, which is white in time and colored in space. We assume that the…
In this paper, we study the stochastic heat equation with a general multiplicative Gaussian noise that is white in time and colored in space. Both regularity and strict positivity of the densities of the solution have been established. The…
We consider the generalized Korteweg-de Vries equation $$ \partial_t u + \partial_x (\partial_x^2 u + f(u))=0, \quad (t,x)\in [0,T)\times \mathbb{R}$$ with general $C^2$ nonlinearity $f$. Under an explicit condition on $f$ and $c>0$, there…
Consider estimation of the regression function based on a model with equidistant design and measurement errors generated from a fractional Gaussian noise process. In previous literature, this model has been heuristically linked to an…
In this note we focus our attention on a stochastic heat equation defined on the Heisenberg group $\mathbf{H}^{n}$ of order $n$. This equation is written as $\partial_t u=\frac{1}{2}\Delta u+u\dot{W}_\alpha$, where $\Delta$ is the…
In this paper we deal with the asymptotic behavior as $t$ tends to infinity of solutions for linear parabolic equations whose model is $$ \begin{cases} u_{t}-\Delta u = \mu & \text{in}\ (0,T)\times\Omega,\\[0.7 ex] u(0,x)=u_0 & \text{in}\…
A metric measure space equipped with a Dirichlet form is called recurrent if its Hausdorff dimension is less than its walk dimension. In bounded domains of such spaces we study the parabolic Anderson models \[ \partial_{t} u(t,x) = \Delta…
We consider the Cauchy problem for the defocusing Schr$\ddot{\text{o}}$dinger (NLS) equation with a nonzero background $$\begin{align} &iq_t+q_{xx}-2(|q|^2-1)q=0, \nonumber\\ &q(x,0)=q_0(x), \quad \lim_{x \to \pm \infty}q_0(x)=\pm 1.…
The parabolic Anderson model is defined as the partial differential 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…
We derive precise late-time asymptotics for solutions to the wave equation on spherically symmetric, stationary and asymptotically flat spacetimes including as special cases the Schwarzschild and Reissner-Nordstrom families of black holes.…
We investigate the asymptotic behavior, as t goes to infinity, for a semilinear hyperbolic equation with asymptotically smal dissipation and convex potential. We prove that if the damping term behaves like K/t^\alpha for t large enough, k>0…
We develop in this work a general version of paracontrolled calculus that allows to treat analytically within this paradigm some singular partial differential equations with the same efficiency as regularity structures. This work deals with…
This is a survey on the intermittent behavior of the parabolic {Anderson} model, which is the Cauchy problem for the heat equation with random potential on the lattice $\Z^d$. We first introduce the model and give heuristic explanations of…
This paper analyzes a full discretization of a three-dimensional stochastic Allen-Cahn equation with multiplicative noise. The discretization combines the Euler scheme for temporal approximation and the finite element method for spatial…
The goal of the present paper is to present a new approach to the construction of asymptotic (approximating) solutions to parabolic PDE by using the characteristics.
The objective of the paper is to identify and investigate all possible types of asymptotic behavior for the maximum likelihood estimators of the unknown parameters in the second-order linear stochastic ordinary differential equation driven…
We study the asymptotic behaviour of both spherical $t$-designs and random uniform designs as the set of sampling points in non-parametric regression with spherical regressors of arbitrary dimension. We show that the corresponding…
Consider the following class of conformable time-fractional stochastic equation $$T_{\alpha,t}^a u(x,t)=\lambda\sigma(u(x,t))\dot{W}_t,\,\,\,\,x\in\mathbb{R},\,t\in[a,\infty), \,\,0<\alpha<1,$$ with a non-random initial condition…
We consider the stochastic heat equation driven by a multiplicative Gaussian noise that is white in time and spatially homogeneous in space. Assuming that the spatial correlation function is given by a Riesz kernel of order $\alpha \in…