Related papers: On stochastic heat equation with measure initial d…
This article extends the work on stochastic constrained heat equation in \cite{brzezniak2020global}. We will show the existence of Martingale solutions to the stochastic-constrained heat equations. The proof is based on compactness,…
We study the existence and uniqueness of source-type solutions to the Cauchy problem for the heat equation with fast convection under certain tail control assumptions. We allow the solutions to change sign, but we will in fact show that…
This paper considerers the problem of computing the value of a solution of the heat equation at a given point inside a bounded domain after the initial time. It is assumed that the initial value of the solution inside the domain (possibly…
In this paper, we establish the well-posedness of stochastic heat equations on moving domains, which amounts to a study of infinite dimensional interacting systems. The main difficulty is to deal with the problems caused by the time-varying…
Classification theory on the existence and non-existence of local in time solutions for initial value problems of nonlinear heat equations are investigated. Without assuming a concrete growth rate on a nonlinear term, we reveal the…
We derive the stochastic master equations which describe the evolution of open quantum systems in contact with a heat bath and undergoing indirect measurements. These equations are obtained as a limit of a quantum repeated measurement model…
In this paper, we establish the existence and uniqueness of solutions to stochastic heat equations with logarithmic nonlinearity driven by Brownian motion on a bounded domain $D$ in the setting of $L^2(D)$ space. The result is valid for all…
This paper considers the initial-boundary value problem for the heat equation with a dynamic type boundary condition. Under some regularity, consistency and orthogonality conditions, the existence, uniqueness and continuous dependence upon…
Generalizing an idea of Davie and Gaines (2001), we present a method for the simulation of fully discrete samples of the solution to the stochastic heat equation on an interval. We provide a condition for the validity of the approximation,…
A fully discrete approximation of the one-dimensional stochastic heat equation driven by multiplicative space-time white noise is presented. The standard finite difference approximation is used in space and a stochastic exponential method…
In this paper, we study the stochastic heat equation in the spatial domain $\mathbb{R}^d$ subject to a Gaussian noise which is white in time and colored in space. The spatial correlation can be any symmetric, nonnegative and…
We establish the strong comparison principle and strict positivity of solutions to the following nonlinear stochastic heat equation on $\mathbb{R}^d$ \[ \left(\frac{\partial }{\partial t} -\frac{1}{2}\Delta \right) u(t,x) = \rho(u(t,x))…
A new iterative technique is presented for solving of initial value problem for certain classes of multidimensional linear and nonlinear partial differential equations. Proposed iterative scheme does not require any discretization,…
We consider a finite element discretization for the reconstruction of the final state of the heat equation, when the initial data is unknown, but additional data is given in a sub domain in the space time. For the discretization in space we…
We introduce a time-implicit, finite-element based space-time discretization scheme for the backward stochastic heat equation, and for the forward-backward stochastic heat equation from stochastic optimal control, and prove strong rates of…
We establish the stochastic comparison principles, including moment comparison principle as a special case, for solutions to the following nonlinear stochastic heat equation on $\mathbb{R}^d$ \[ \left(\frac{\partial }{\partial t}…
We consider necessary conditions and sufficient conditions on the solvability of the Cauchy--Dirichlet problem for a fractional semilinear heat equation in open sets (possibly unbounded and disconnected) with a smooth boundary. Our…
We consider a stochastic heat equation driven by a space-time white noise and with a singular drift, where a local-time in space appears. The process we study has an explicit invariant measure of Gibbs type, with a non-convex potential. We…
We consider the solution to a stochastic heat equation. This solution is a random function of time and space. For a fixed point in space, the resulting random function of time, $F(t)$, has a nontrivial quartic variation. This process,…
In this article, we derive the stochastic master equations corresponding to the statistical model of a heat bath. These stochastic differential equations are obtained as continuous time limits of discrete models of quantum repeated…