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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 prove a weighted $L_p$-estimate for the stochastic convolution associated to the stochastic heat equation with zero Dirichlet boundary condition on a planar angular domain $\mathcal{D}_{\kappa_0}\subset\mathbb{R}^2$ with angle…

Probability · Mathematics 2019-07-24 Petru A. Cioica-Licht , Kyeong-Hun Kim , Kijung Lee , Felix Lindner

In this paper, we extend the Hamilton's gradient estimates \cite{har93} and a monotonicity formula of entropy \cite{ni04} for heat flows from smooth Riemannian manifolds to (non-smooth) metric measure spaces with appropriate Riemannian…

Metric Geometry · Mathematics 2015-12-29 Renjin Jiang , Huichun Zhang

Upper bounds are obtained for the heat content of an open set D in a geodesically complete Riemannian manifold M with Dirichlet boundary condition on bd(D), and non-negative initial condition. We show that these upper bounds are close to…

Spectral Theory · Mathematics 2011-06-03 M. van den Berg , P. Gilkey , K. Kirsten , A. Grigor'yan

The stochastic heat equation on the sphere driven by additive L\'evy random field is approximated by a spectral method in space and forward and backward Euler-Maruyama schemes in time, in analogy to the Wiener case. New regularity results…

Probability · Mathematics 2025-07-08 Annika Lang , Andrea Papini , Verena Schwarz

We study some qualitative properties of ancient solutions of superlinear heat equations on a Riemannian manifold, with particular interest in positivity and constancy in space.

Analysis of PDEs · Mathematics 2020-05-22 Daniele Castorina , Carlo Mantegazza

We consider a stochastic nonlinear defocusing Schr\"{o}dinger equation with zero-order linear damping, where the stochastic forcing term is given by a combination of a linear multiplicative noise in the Stratonovich form and a nonlinear…

Probability · Mathematics 2023-07-10 Zdzisław Brzeźniak , Benedetta Ferrario , Margherita Zanella

We consider the initial boundary value problem of non-homogeneous stochastic heat equation. The derivative of the solution with respect to time receives heavy random perturbation. The space boundary is Lipschitz and we impose non-zero…

Analysis of PDEs · Mathematics 2011-07-01 Tongkeun Chang , Kijung Lee , Minsuk Yang

In this paper, we establish a large deviation principle for the solutions to the stochastic heat equations with logarithmic nonlinearity driven by Brownian motion, which is neither locally Lipschitz nor locally monotone. Nonlinear versions…

Probability · Mathematics 2022-07-07 Tianyi Pan , Shijie Shang , Tusheng Zhang

In this paper, we establish a result for existence and uniqueness of stochastic differential equations on Riemannian manifolds, for regular inhomogeneous tensor coefficients with stochastic drift, under geometrical hypothesis on the…

Probability · Mathematics 2025-05-07 Matthias Rakotomalala

In this paper, on Riemannian manifolds with boundary, we establish a Yau type gradient estimate and Liouville theorem for harmonic functions under Dirichlet boundary condition. Under a similar setting, we also formulate a Souplet-Zhang type…

Differential Geometry · Mathematics 2021-07-30 Keita Kunikawa , Yohei Sakurai

We prove global and local upper bounds for the Hessian of log positive solutions of the heat equation on a Riemannian manifold. The metric is either fixed or evolves under the Ricci flow. These upper bounds supplement the well-known global…

Analysis of PDEs · Mathematics 2012-12-13 Qing Han , Qi S Zhang

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 prove an estimate for solutions to the linearized Ricci flow system on closed 3-manifolds. This estimate is a generalization of Hamilton's pinching is preserved estimate for the Ricci curvatures of solutions to the Ricci flow on…

Differential Geometry · Mathematics 2007-05-23 Greg Anderson , Bennett Chow

An approach to analysis on path spaces of Riemannian manifolds is described. The spaces are furnished with `Brownian motion' measure which lies on continuous paths, though differentiation is restricted to directions given by tangent paths…

Probability · Mathematics 2023-03-07 K. D. Elworthy , Xue-Mei Li

We introduce a new concept of dissipative measure-valued martingale solutions to the stochastic compressible Euler equations. These solutions are weak in the probabilistic sense i.e., the probability space and the driving Wiener process are…

Analysis of PDEs · Mathematics 2020-12-15 Martina Hofmanova , Ujjwal Koley , Utsab Sarkar

In this paper, we prove sharp gradient estimates for positive solutions to the weighted heat equation on smooth metric measure spaces with compact boundary. As an application, we prove Liouville theorems for ancient solutions satisfying the…

Differential Geometry · Mathematics 2021-05-14 Ha Tuan Dung , Nguyen Thac Dung , Jia-Yong Wu

We prove that there exists a strong solution to the Dirichlet boundary value problem for the steady Navier-Stokes equations of a compressible heat-conductive fluid with large external forces in a bounded domain $R^d (d = 2, 3)$, provided…

Analysis of PDEs · Mathematics 2014-08-08 Changsheng Dou , Fei Jiang , Song Jiang , Yong-Fu Yang

In this paper, we establish a new global Hessian matrix estimate for heat-type equations on Riemannian manifolds using a Bismut-type Hessian formula. Our results feature fully explicit coefficients as well as delay / growth rate functions.…

Analysis of PDEs · Mathematics 2025-06-16 Li-Juan Cheng , Rui-Yu Yang

We study self-similar solutions of a multi-phase Stefan problem for a heat equation on the half-line $x>0$ with a constant initial data and with Dirichlet or Neumann boundary conditions. In the case of Dirichlet boundary condition we prove…

Analysis of PDEs · Mathematics 2024-05-22 E. Yu. Panov