English
Related papers

Related papers: On stochastic heat equation with measure initial d…

200 papers

This paper studies the stochastic heat equation driven by time fractional Gaussian noise with Hurst parameter $H\in(0,1/2)$. We establish the Feynman-Kac representation of the solution and use this representation to obtain matching lower…

Probability · Mathematics 2016-02-19 Le Chen , Yaozhong Hu , Kamran Kalbasi , David Nualart

The energetics of the stochastic process has shown the balance of energy on the mesoscopic level. The heat and the energy defined there are, however, generally different from their macroscopic counterpart. We show that this discrepancy can…

Statistical Mechanics · Physics 2009-11-13 Ken Sekimoto

This work explores the use of a forward-backward martingale method together with a decoupling argument and entropic estimates between the conditional and averaged measures to prove a strong averaging principle for stochastic differential…

Probability · Mathematics 2017-09-18 Bob Pepin

This thesis is devoted to the theoretical study of slow thermodynamic processes in non-equilibrium stochastic systems. Its main result is a physically and mathematically consistent construction of relevant thermodynamic quantities in the…

Statistical Mechanics · Physics 2014-07-29 Jiří Pešek

We study the existence of global-in-time solutions for a nonlinear heat equation with nonlocal diffusion, power nonlinearity and suitably small data (either compared pointwisely to the singular solution or in the norm of a critical Morrey…

Analysis of PDEs · Mathematics 2018-07-11 Piotr Biler , Dominika Pilarczyk

This article is concerned with the solution of a time-dependent shape identification problem. Specifically we consider the heat equation in a domain, which contains a time-dependent inclusion of zero temperature. The objective is to detect…

Optimization and Control · Mathematics 2019-06-17 Rahel Brügger , Helmut Harbrecht , Johannes Tausch

A heat equation with uncertain domains is thoroughly investigated. Statistical moments of the solution is approximated by the counterparts of the shape derivative. A rigorous proof for the existence of the shape derivative is presented.…

Analysis of PDEs · Mathematics 2020-09-30 Duong Thanh Pham , Thanh Tran

We study space-time regularity of the solution of the nonlinear stochastic heat equation in one spatial dimension driven by space-time white noise, with a rough initial condition. This initial condition is a locally finite measure $\mu$…

Probability · Mathematics 2013-10-25 Le Chen , Robert C. Dalang

We prove a logarithmic stability estimate for the inverse problem of determining the potential in a wave equation from boundary measurements obtained by varying the first component of the initial condition. The novelty of the present work…

Analysis of PDEs · Mathematics 2015-10-01 Kais Ammari , Mourad Choulli , Faouzi Triki

In this paper, we discuss an initial boundary value problem for the stochastic wave equation involving the nonlinear damping term $|u_t|^{q-2}u_t$ and a source term of the type $|u|^{p-2}u$. We firstly establish the local existence and…

Analysis of PDEs · Mathematics 2011-04-26 Hongjun Gao , Boling Guo , Fei Liang

We present a method to estimate the probabilities of outcomes of a quantum observable, its mean value, and higher moments by measuring any other observable. This method is general and can be applied to any quantum system. In the case of…

Quantum Physics · Physics 2023-08-16 Dominik Šafránek , Dario Rosa

We study the existence of solutions to the fractional semilinear heat equation with a singular inhomogeneous term. For this aim, we establish decay estimates of the fractional heat semigroup in several uniformly local Zygumnd spaces.…

Analysis of PDEs · Mathematics 2026-01-14 Kazuhiro Ishige , Tatsuki Kawakami , Ryo Takada

In this work, we present sufficient conditions for the existence of a stationary solution of an abstract stochastic Cauchy problem driven by an arbitrary cylindrical L\'evy process, and show that these conditions are also necessary if the…

Probability · Mathematics 2019-04-08 Umesh Kumar , Markus Riedle

We consider the stochastic heat equation on $[0,\,1]$ with periodic boundary conditions and driven by space-time white noise. Under various natural conditions, we study small ball probabilities for the H\"older semi-norms of the solutions,…

Probability · Mathematics 2022-06-02 Mohammud Foondun , Mathew Joseph , Kunwoo Kim

We consider the white-noise driven stochastic heat equation on $[0,\infty)\times[0,1]$ with Lipschitz-continuous drift and diffusion coefficients $b$ and $\sigma$. We derive an inequality for the $L^1([0,1])$-norm of the difference between…

Probability · Mathematics 2010-07-07 Nicolas Fournier , Jacques Printems

Let u = {u(t, x), t $\in$ [0, T ], x $\in$ R d } be the solution to the linear stochastic heat equation driven by a fractional noise in time with correlated spatial structure. We study various path properties of the process u with respect…

Probability · Mathematics 2015-01-28 Ciprian A. Tudor , Yimin Xiao

This paper shows how the enclosure method which was originally introduced for elliptic equations can be applied to inverse initial boundary value problems for parabolic equations. For the purpose a prototype of inverse initial boundary…

Analysis of PDEs · Mathematics 2021-03-30 Masaru Ikehata , Mishio Kawashita

We consider the stochastic heat equation on a compact smooth Riemannian manifold without boundary satisfying \begin{equation*} \partial_tu(t,x)=\frac{1}{2}\Delta_Mu(t,x)+\sigma(t,x,u)\dot{W}(t,x),\quad (t,x)\in\mathbb{R}_+\times M,…

Probability · Mathematics 2026-01-29 Jiaming Chen

We set up a framework for quantum stochastic thermodynamics based solely on experimentally controllable, but otherwise arbitrary interventions at discrete times. Using standard assumptions about the system-bath dynamics and insights from…

Quantum Physics · Physics 2019-08-22 Philipp Strasberg

We consider a Cauchy problem for stochastic heat equation driven by a real harmonizable fractional stable process $Z$ with Hurst parameter $H>1/2$ and stability index $\alpha>1$. It is shown that the approximations for its solution, which…

Probability · Mathematics 2016-07-14 Larysa Pryhara , Georgiy Shevchenko
‹ Prev 1 4 5 6 7 8 10 Next ›