Related papers: Comparison principle for stochastic heat equation …

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, &…

In this paper, we obtain the existence and uniqueness of the strong solution to one spatial dimension stochastic wave equation $\frac{\partial^2 u(t,x)}{\partial t^2}=\frac{\partial^2 u(t,x)}{\partial x^2}+\sigma(t,x,u(t,x))\dot{W}(t,x)$…

We study the existence of sign-changing solutions to the nonlinear heat equation $\partial _t u = \Delta u + |u|^\alpha u$ on ${\mathbb R}^N $, $N\ge 3$, with $\frac {2} {N-2} < \alpha <\alpha _0$, where $\alpha _0=\frac {4} {N-4+2\sqrt{…

In this paper, we investigate the pointwise time analyticity of three differential equations. They are the biharmonic heat equation, the heat equation with potentials and some nonlinear heat equations with power nonlinearity of order $p$.…

Let $D$ be a domain in $R^d$ and $u$ be the solution to the stochastic heat equation $$ du=\Delta u dt+ g\,dW_t, \quad t>0, x\in D, $$ with zero initial and boundary data. Here $W_t$ is a one-dimensional Wiener process on a probability…

We establish a sharp estimate on the negative moments of the smallest eigenvalue of the Malliavin matrix $\gamma_Z$ of $Z := (u(s, y), u(t, x) - u(s, y))$, where $u$ is the solution to system of $d$ non-linear stochastic heat equations in…

The aim of this paper is to study the $d$-dimensional stochastic heat equation with a multiplicative Gaussian noise which is white in space and it has the covariance of a fractional Brownian motion with Hurst parameter $% H\in (0,1)$ in…

We consider the smoothed multiplicative noise stochastic heat equation $$d u_{\eps,t}= \frac 12 \Delta u_{\eps,t} d t+ \beta \eps^{\frac{d-2}{2}}\, \, u_{\eps, t} \, d B_{\eps,t} , \;\;u_{\eps,0}=1,$$ in dimension $d\geq 3$, where…

We consider the following Cauchy problem for the semi linear heat equation on the hyperbolic space: \begin{align}\label{abs:eqn} \left\{\begin{array}{ll} \partial_{t}u=\Delta_{\mathbb{H}^{n}} u+ f(u, t) &\hbox{ in }~ \mathbb{H}^{n}\times…

We show that a large class of stochastic heat equations can be approximated by systems of interacting stochastic differential equations. As a consequence, we prove various comparison principles extending earlier results. Among other things,…

In this paper, we study the stochastic partial differential equation with multiplicative noise $\frac{\partial u}{\partial t} =\mathcal L u+u\dot W$, where $\mathcal L$ is the generator of a symmetric L\'evy process $X$ and $\dot W$ is a…

We use the theory of regularity structures to develop an It\^o formula for $u$, the solution of the one dimensional stochastic heat equation driven by space-time white noise with periodic boundary conditions. In particular for any smooth…

Let $u,v \in \mathbb{R}^\Omega_+$ be positive unit vectors and $S\in\mathbb{R}^{\Omega\times\Omega}_+$ be a symmetric substochastic matrix. For an integer $t\ge 0$, let $m_t = \smash{\left\langle v,S^tu\right\rangle}$, which we view as the…

This paper studies the linear stochastic partial differential equation of fractional orders both in time and space variables $\left(\partial^\beta + \frac{\nu}{2} (-\Delta)^{\alpha/2} \right) u(t,x)= \lambda u(t,x) \dot{W}(t,x)$, where…

We study existence and regularity of the density for the solution $u(t,x)$ (with fixed $t > 0$ and $x \in D$) of the heat equation in a bounded domain $D \subset \mathbb R^d$ driven by a stochastic inhomogeneous Neumann boundary condition…

In this paper, we discuss the maximum principle for a time-fractional diffusion equation $$ \partial_t^\alpha u(x,t) = \sum_{i,j=1}^n \partial_i(a_{ij}(x)\partial_j u(x,t)) + c(x)u(x,t) + F(x,t),\ t>0,\ x \in \Omega \subset {\mathbb R}^n$$…

We find the weak rate of convergence of the spatially semidiscrete finite element approximation of the nonlinear stochastic heat equation. Both multiplicative and additive noise is considered under different assumptions. This extends an…

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…

We consider the family of stochastic partial differential equations indexed by a parameter $\eps\in(0,1]$, \begin{equation*} Lu^{\eps}(t,x) = \eps\sigma(u^\eps(t,x))\dot{F}(t,x)+b(u^\eps(t,x)), \end{equation*} $(t,x)\in(0,T]\times\Rd$ with…

We consider fractional stochastic heat equations with space-time L\'evy white noise of the form $$\frac{\partial X}{\partial t}(t,x)={\cal L}_{\alpha}X(t,x)+\sigma(X(t,x))\dot{\Lambda}(t,x).$$ Here, the principal part ${\cal…