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We derive exact asymptotics of time correlation functions for the parabolic Anderson model with homogeneous initial condition and time-independent tails that decay more slowly than those of a double exponential distribution and have a…

Probability · Mathematics 2011-11-01 Jürgen Gärtner , Adrian Schnitzler

We analyze the spatial asymptotic properties of the solution to the stochastic heat equation driven by an additive L\'evy space-time white noise. For fixed time $t > 0$ and space $x \in \mathbb{R}^d$ we determine the exact tail behavior of…

Probability · Mathematics 2022-03-14 Carsten Chong , Péter Kevei

We study spatio-temporal increments of the solutions to nonlinear parabolic SPDEs on a bounded interval with Dirichlet, Neumann, or Robin boundary conditions. We identify the exact local and uniform spatio-temporal moduli of continuity for…

Probability · Mathematics 2026-04-14 Jingwu Hu , Cheuk Yin Lee

In this article, we consider the Parabolic Anderson Model with constant initial condition, driven by a space-time homogeneous Gaussian noise, with general covariance function in time and spatial spectral measure satisfying Dalang's…

Probability · Mathematics 2018-07-17 Raluca M. Balan , Lluís Quer-Sardanyons , Jian Song

The present article considers time symmetric initial data sets for the vacuum Einstein field equations which in a neighbourhood of infinity have the same massless part as that of some static initial data set. It is shown that the solutions…

General Relativity and Quantum Cosmology · Physics 2015-05-20 J. A. Valiente Kroon

Optimal upper and lower error estimates for strong full-discrete numerical approximations of the stochastic heat equation driven by space-time white noise are obtained. In particular, we establish the optimality of strong convergence rates…

Probability · Mathematics 2021-11-02 Sebastian Becker , Benjamin Gess , Arnulf Jentzen , Peter E. Kloeden

In this article, we study the Parabolic Anderson Model driven by a space-time homogeneous Gaussian noise on $\mathbb{R}_{+} \times \mathbb{R}^d$, whose covariance kernels in space and time are locally integrable non-negative functions,…

Probability · Mathematics 2016-06-30 Raluca M. Balan , Le Chen

We study the stochastic heat equation in two spatial dimensions with a multiplicative white noise, as the limit of the equation driven by a noise that is mollified in space and white in time. As the mollification radius $ \varepsilon\to 0…

Probability · Mathematics 2021-03-17 Yu Gu , Jeremy Quastel , Li-Cheng Tsai

We study the compact support property for solutions of the following stochastic partial differential equations: $$\partial_t u = a^{ij}u_{x^ix^j}(t,x)+b^{i}u_{x^i}(t,x)+cu+h(t,x,u(t,x))\dot{F}(t,x),\quad (t,x)\in…

Probability · Mathematics 2023-03-07 Beom-Seok Han , Kunwoo Kim , Jaeyun Yi

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 study formal expansions of asymptotically flat solutions to the static vacuum field equations which are determined by minimal sets of freely specifyable data referred to as `null data'. These are given by sequences of symmetric trace…

General Relativity and Quantum Cosmology · Physics 2011-07-19 Helmut Friedrich

In this paper, we investigate stochastic heat equation with sublinear diffusion coefficients. By assuming certain concavity of the diffusion coefficient, we establish non-trivial moment upper bounds and almost sure spatial asymptotic…

Probability · Mathematics 2023-06-13 Le Chen , Panqiu Xia

Let $\{u(t,x)\}_{t>0,x\in{{\mathbb R}^{d}}}$ denote the solution to the linear (fractional) stochastic heat equation. We establish rates of convergence with respect to the uniform distance between the density of spatial averages of solution…

Probability · Mathematics 2023-08-08 Wanying Zhang , Yong Zhang , Jingyu Li

A representation of spatial infinity based in the properties of conformal geodesics is used to obtain asymptotic expansions of the gravitational field near the region where null infinity touches spatial infinity. These expansions show that…

General Relativity and Quantum Cosmology · Physics 2015-06-25 Juan A. Valiente Kroon

The convergence of polyhomogeneous expansions of zero-rest-mass fields in asymptotically flat spacetimes is discussed. An existence proof for the asymptotic characteristic initial value problem for a zero-rest-mass field with…

General Relativity and Quantum Cosmology · Physics 2009-10-31 Juan A. Valiente-Kroon

We consider nonlinear parabolic SPDEs of the form $\partial_t u=\sL u + \sigma(u)\dot w$, where $\dot w$ denotes space-time white noise, $\sigma:\R\to\R$ is [globally] Lipschitz continuous, and $\sL$ is the $L^2$-generator of a L\'evy…

Probability · Mathematics 2008-05-06 Mohammud Foondun , Davar Khoshnevisan

Recent numerical and analytic work has highlighted some shortcomings in our understanding of the dynamics of H II region expansion, especially at late times, when the H II region approaches pressure equilibrium with the ambient medium. Here…

Astrophysics of Galaxies · Physics 2018-06-21 Robin J. R. Williams , Thomas G. Bisbas , Thomas J. Haworth , Jonathan Mackey

A parameter estimation problem is considered for a linear stochastic hyperbolic equation driven by additive space-time Gaussian white noise. The damping/amplification operator is allowed to be unbounded. The estimator is of spectral type…

Probability · Mathematics 2009-06-25 W. Liu , S. V. Lototsky

We consider weak non-negative solutions to the stochastic partial differential equation \[ \partial_t Y(t,x) = \Delta Y(t,x) + Y(t,x)^\gamma \dot{L}(t,x), \] for $(t,x) \in \mathbb{R}_+ \times \mathbb{R}^d$, where $\gamma > 0$ and $\dot{L}$…

Probability · Mathematics 2025-08-12 Thomas Hughes

We consider a family of nonlinear stochastic heat equations of the form $\partial_t u=\mathcal{L}u + \sigma(u)\dot{W}$, where $\dot{W}$ denotes space-time white noise, $\mathcal{L}$ the generator of a symmetric L\'evy process on $\R$, and…

Probability · Mathematics 2011-10-19 Daniel Conus , Mathew Joseph , Davar Khoshnevisan , Shang-Yuan Shiu