Related papers: On stochastic heat equation with measure initial d…
In this article, we study the asymptotic behavior of the stochastic heat equation for large times.
The Stochastic Heat Flow (SHF) emerges as the scaling limit of directed polymers in random environments and the noise-mollified Stochastic Heat Equation (SHE), specifically at the critical dimension of two and near the critical temperature.…
We introduce a novel explicit and stable numerical algorithm to solve the spatially discretized heat or diffusion equation. We compare the performance of the new method with analytical and numerical solutions. We show that the method is…
We show among other things how knowing Schauder or Sobolev-space estimates for the one-dimensional heat equation allows one to derive their multidimensional analogs for equations with coefficients depending only on time variable with the…
In this paper, we propose and analyze a new semi-implicit stochastic multiscale method for the radiative heat transfer problem with additive noise fluctuation in composite materials. In the proposed method, the strong nonlinearity term…
The applicability of stochastic differential equations to thermodynamics is considered and a new form, different from the classical Ito and Stratonovich forms, is introduced. It is shown that the new presentation is more appropriate for the…
This paper studies the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise which is white in time and which has the covariance of a fractional Brownian motion with Hurst parameter 1/4\textless{}H\textless{}1/2 in…
A recent paper of Tsai shows how the first few moments of a stochastic flow in the space of measures can completely determine its law. Here we give another proof of this result for the particular case of the one-dimensional multiplicative…
The paper is concerned with a kind of minimal time control problem for the heat equation with impulse controls. The purpose of such a problem is to find an optimal impulse control (among certain control constraint set) steering the solution…
An inverse source problem for the heat equation is considered. Extraction formulae for information about the time and location when and where the unknown source of the equation firstly appeared are given from a single lateral boundary…
This paper studies the sampling observability for the heat equations with memory in the lower-order term, where the observation is conducted at a finite number of time instants and on a small open subset at each time instant. We present a…
We give a rigorous proof of the contour integral formulas of the moments of the stochastic heat equation (SHE) started from the delta initial measure at the origin. These formulas were conjectured in [BC14] (see also [CDR10, Dot10]). Our…
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…
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,…
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 establish a Chung-type law of the iterated logarithm for the solutions of a class of stochastic heat equations driven by a multiplicative noise whose coefficient depends on the solution, and this dependence takes us away from Gaussian…
Consider the solution $\mathcal{Z}(t,x)$ of the one-dimensional stochastic heat equation, with a multiplicative spacetime white noise, and with the delta initial data $\mathcal{Z}(0,x) = \delta(x)$. For any real $p>0$, we obtained detailed…
We study the nonlinear stochastic heat equation in the spatial domain $\mathbb {R}$, driven by space-time white noise. A central special case is the parabolic Anderson model. The initial condition is taken to be a measure on $\mathbb {R}$,…
Stochastic heating is a well-known mechanism through which magnetized particles may be energized by low-frequency electromagnetic waves. In its simplest version, under spatially homogeneous conditions, it is known to be operative only above…
We prove that the initial-value problem for the fractional heat equation admits a solution provided that the (possibly unbounded) initial datum has a conveniently moderate growth at infinity. Under the same growth condition we also prove…