Related papers: Comparison principle for stochastic heat equation …
We approximate the white-noise driven stochastic heat equation by replacing the fractional Laplacian by the generator of a discrete time random walk on the one dimensional lattice, and approximating white noise by a collection of i.i.d.…
We consider the scalar semilinear heat equation $u_t-\Delta u=f(u)$, where $f\colon[0,\infty)\to[0,\infty)$ is continuous and non-decreasing but need not be convex. We completely characterise those functions $f$ for which the equation has a…
We study the nonlinear fractional stochastic heat equation in the spatial domain $\mathbb{R}$ driven by space-time white noise. The initial condition is taken to be a measure on $\mathbb{R}$, such as the Dirac delta function, but this…
In this paper, we are considering the Cauchy problem of the nonlinear heat equation $u\_t -\Delta u= u^{3 },\ u(0,x)=u\_0$. After extending Y. Meyer's result establishing the existence of global solutions, under a smallness condition of the…
We study a class of stochastic time-fractional equations on $\mathbb{R}^d$ driven by a centered Gaussian noise, involving a Caputo time derivative of order $\beta>0$, a fractional (power) Laplacian of order $\alpha>0$, and a…
We study the Cauchy problem for the semilinear fractional heat equation $u_{t}=\triangle^{\alpha/2}u+f(u)$ with non-negative initial value $u_{0}\in L^{q}(\mathbb{R}^{n})$ and locally Lipschitz, non-negative source term $f$. For $f$…
Let $N\ge 1$ and let $f\in C[0,\infty)$ be a nonnegative nondecreasing function and $u_0$ be a possibly singular nonnegative initial function. We are concerned with existence and nonexistence of a local in time nonnegative solution in a…
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 $$\frac{\partial u}{\partial t}=\frac12\frac{\partial^2 u}{\partial z^2}…
This paper is devoted to investigating Freidlin-Wentzell's large deviation principle for one (spatial) dimensional nonlinear stochastic wave equation $\frac{\partial^2 u^{\e}(t,x)}{\partial t^2}=\frac{\partial^2 u^{\e}(t,x)}{\partial…
We investigate pointwise upper bounds for nonnegative solutions $u(x,t)$ of the nonlinear initial value problem \begin{equation}\label{0.1} 0\leq(\partial_t-\Delta)^\alpha u\leq u^\lambda \quad\text{ in }\mathbb{R}^n…
We study the nonlinear stochastic heat equation driven by space-time white noise in the case that the initial datum $u_0$ is a (possibly signed) measure. In this case, one cannot obtain a mild random-field solution in the usual sense. We…
We study the two-dimensional stochastic nonlinear heat equation (SNLH) and stochastic damped nonlinear wave equation (SdNLW) with an exponential nonlinearity $\lambda\beta e^{\beta u }$, forced by an additive space-time white noise. We…
We consider nonnegative solutions of the quasilinear heat equation $\partial_t u = \tfrac{1}{2} u \partial_x^2 u$ in one dimension. Our solutions may vanish and may be unbounded. The equation is then degenerate, and weak solutions are…
In this paper, we establish a necessary and sufficient condition for the existence and regularity of the density of the solution to a semilinear stochastic (fractional) heat equation with measure-valued initial conditions. Under a mild cone…
We consider the initial boundary value problem of non-homogeneous stochastic heat equation. The derivative of the solution with respect to time receives heavy random perturbation. The space boundary is Lipschitz and we impose non-zero…
The goal of this paper is to obtain estimates for nonnegative solutions of the differential inequality $$\left(\frac{\partial}{\partial t} - \Delta\right) u \leq A u^p + B u $$ with small initial data in borderline Morrey norms over a…
Let $u(t,x)$ be the solution to a stochastic heat equation $$ \frac{\partial}{\partial t}u=\frac12\frac{\partial^2}{\partial x^2}u+\frac{\partial^2}{\partial t\partial x}X(t,x),\quad t\geq 0, x\in {\mathbb R} $$ with initial condition…
Consider the $[0,1]$-valued continuous random field solution $(u_t(x))_{t\geq 0, x\in \mathbb R}$ to the one-dimensional stochastic heat equation \[ \partial_t u_t = \frac{1}{2}\Delta u_t + b(u_t) + \sqrt{u_t(1-u_t)} \dot W, \] where…
We establish nonuniqueness of solutions for Cauchy problems of semilinear heat equations with a wide class of nonlinearities. Specifically, we consider \[ \begin{cases} \partial_tu-\Delta u=f(u), & x\in\mathbb{R}^N,\ t>0,\\ u(x,0)=u_0(x), &…
We study stochastic reaction--diffusion equation $$ \partial_tu_t(x)=\frac12 \partial^2_{xx}u_t(x)+b(u_t(x))+\dot{W}_{t}(x), \quad t>0,\, x\in D $$ where $b$ is a generalized function in the Besov space…