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This paper investigates the asymptotic behaviour of solutions to certain infinite systems of coupled recurrence relations. In particular, we obtain a characterisation of those initial values which lead to a convergent solution, and for…

Functional Analysis · Mathematics 2019-02-14 L. Paunonen , D. Seifert

A closed mathematical model of the statistical self-gravitating system of scalar charged particles for conformal invariant scalar interactions is constructed on the basis of relativistic kinetics and gravitation theory. Asymptotic…

General Relativity and Quantum Cosmology · Physics 2015-08-13 Yurii Ignat'ev

The study of intermittency for the parabolic Anderson problem usually focuses on the moments of the solution which can describe the high peaks in the probability space. In this paper we set up the equation on a finite spatial interval, and…

Probability · Mathematics 2019-03-26 Davar Khoshnevisan , Kunwoo Kim , Carl Mueller , Shang-Yuan Shiu

In this paper, we present a rate of convergence in the uniform norm for the densities of spatial averages of the solution to the d-dimensional parabolic Anderson model driven by a Gaussian multiplicative noise, which is white in time and…

Probability · Mathematics 2022-05-30 Sefika Kuzgun , David Nualart

We consider nonlinear parabolic stochastic equations of the form $\partial_t u=\sL u + \lambda \sigma(u)\dot \xi$ on the ball $B(0,\,R)$, where $\dot \xi$ denotes some Gaussian noise and $\sigma$ is Lipschitz continuous. Here $\sL$…

Probability · Mathematics 2014-04-29 Mohammud Foondun , Wei Liu , Kuanhou Tian

We show that any polyhomogeneous asymptotically hyperbolic constant-mean-curvature solution to the vacuum Einstein constraint equations can be approximated, arbitrarily closely in H\"older norms determined by the physical metric, by…

Differential Geometry · Mathematics 2015-06-22 Paul T. Allen , Iva Stavrov Allen

We prove upper bounds on angular momentum and centre of mass in terms of the Hamiltonian mass and cosmological constant for non-singular asymptotically anti-de Sitter initial data sets satisfying the dominant energy condition. We work in…

General Relativity and Quantum Cosmology · Physics 2009-11-11 Piotr T. Chrusciel , Daniel Maerten , Paul Tod

We study the effect of curvature on the Parabolic Anderson model by posing it over a Cartan-Hadamard manifold. We first construct a family of noises white in time and colored in space parameterized by a regularity parameter $\alpha$, which…

Probability · Mathematics 2025-06-11 Fabrice Baudoin , Hongyi Chen , Cheng Ouyang

The paper starts by giving a motivation for this research and justifying the considered stochastic diffusion models for cosmic microwave background radiation studies. Then it derives the exact solution in terms of a series expansion to a…

Applications · Statistics 2019-11-05 Phil Broadbridge , Alexander D. Kolesnik , Nikolai Leonenko , Andriy Olenko

We consider a non-trapping $n$-dimensional Lorentzian manifold endowed with an end structure modeled on the radial compactification of Minkowski space. We find a full asymptotic expansion for tempered forward solutions of the wave equation…

Analysis of PDEs · Mathematics 2014-07-01 Dean Baskin , András Vasy , Jared Wunsch

In this work, we study the asymptotic behaviour of solutions to the heat equation in exterior domains, i.e., domains which are the complement of a smooth compact set in $\mathbb{R}^N$. Different homogeneous boundary conditions are…

Analysis of PDEs · Mathematics 2024-10-18 Joaquín Domínguez-de-Tena , Aníbal Rodríguez-Bernal

In this paper we focus on the initial value problem for a hyperbolic-elliptic coupled system of a radiating gas in multi-dimensional space. By using a time-weighted energy method, we obtain the global existence and optimal decay estimates…

Analysis of PDEs · Mathematics 2010-03-16 Yongqin Liu , Shuichi Kawashima

This thesis is concerned with the asymptotic behavior of solutions of stochastic $p$-Laplace equations driven by non-autonomous forcing on $\mathbb{R}^n$. Two cases are studied, with additive and multiplicative noise respectively. Estimates…

Analysis of PDEs · Mathematics 2014-08-05 Andrew Krause

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…

Probability · Mathematics 2015-05-20 Yaozhong Hu , Jingyu Huang , Khoa Lê , David Nualart , Samy Tindel

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…

Probability · Mathematics 2011-02-18 Carl Mueller , Roger Tribe

In this paper, we study the asymptotic behavior of solutions to the wave equation with damping depending on the space variable and growing at the spatial infinity. We prove that the solution is approximated by that of the corresponding heat…

Analysis of PDEs · Mathematics 2021-12-14 Motohiro Sobajima , Yuta Wakasugi

The parabolic Anderson model (PAM) is one of the most interesting and challenging SPDEs related to various physical phenomena, and can be described mathematically as a stochastic heat equation driven by linear multiplicative noise. In this…

Probability · Mathematics 2023-12-15 Xiao Liang

We consider the nonlinear stochastic heat equation in one dimension. Under some conditions on the nonlinearity, we show that the "peaks" of the solution are rare, almost fractal like. We also provide an upper bound on the length of the…

Probability · Mathematics 2011-10-14 Daniel Conus , Mathew Joseph , Davar Khoshnevisan

In this paper, we study the stochastic heat equation (SHE) on $\mathbb{R}^d$ subject to a centered Gaussian noise that is white in time and colored in space. We establish the existence and uniqueness of the random field solution in the…

Probability · Mathematics 2022-08-09 Le Chen , Jingyu Huang

The scientific literature contains a number of numerical approximation results for stochastic partial differential equations (SPDEs) with superlinearly growing nonlinearities but, to the best of our knowledge, none of them prove strong or…

Probability · Mathematics 2024-06-10 Sebastian Becker , Benjamin Gess , Arnulf Jentzen , Peter E. Kloeden