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We consider a system of $d$ non-linear stochastic fractional heat equations in spatial dimension $1$ driven by multiplicative $d$-dimensional space-time white noise. We establish a sharp Gaussian-type upper bound on the two-point…

Probability · Mathematics 2018-10-15 Robert C. Dalang , Fei Pu

Suppose $(X_t)_{t \in T}$ is a Gaussian process indexed by some arbitrary set $T:$ the random variable $\sup_{t \in T}{X_t}$ can be very intricate and bounding its expectation is a natural step towards understanding it. Sudakov-Fernique…

Probability · Mathematics 2025-05-21 Simona Diaconu

We obtain necessary conditions and sufficient conditions for the solvability of the heat equation in a half-space of ${\bf R}^N$ with a nonlinear boundary condition. Furthermore, we study the relationship between the life span of the…

Analysis of PDEs · Mathematics 2017-04-27 Kotaro Hisa , Kazuhiro Ishige

Motivated by the study of systems of higher order boundary value problems with functional boundary conditions, we discuss, by topological methods, the solvability of a fairly general class of systems of perturbed Hammerstein integral…

Classical Analysis and ODEs · Mathematics 2021-02-09 Gennaro Infante

In this paper, we study fractional order heat equation in higher space-time dimensions and offer specific role of heat flows in various fractional dimensions. We offer fractional solutions of the heat equations thus obtained, and examine…

General Physics · Physics 2017-04-14 Dimple Singh , Bhupendra Nath Tiwari , Nunu Yadav

We consider the standard thermodynamic processes with constraints, but with additional uncertainty about the control parameters. Motivated by inductive reasoning, we assign prior distribution that provides a rational guess about likely…

Statistical Mechanics · Physics 2014-04-03 Preety Aneja , Ramandeep S. Johal

We establish the local existence and the uniqueness of solutions of the heat equation with a nonlinear boundary condition for the initial data in uniformly local $L^r$ spaces. Furthermore, we study the sharp lower estimates of the blow-up…

Analysis of PDEs · Mathematics 2014-04-29 Kazuhiro Ishige , Ryuichi Sato

We consider the statistical linear inverse problem of recovering the unknown initial heat state from noisy interior measurements over an inhomogeneous domain of the solution to the heat equation at a fixed time instant. We employ…

Methodology · Statistics 2025-06-18 Matteo Giordano

We consider necessary conditions and sufficient conditions on the solvability of the Cauchy--Dirichlet problem for a fractional semilinear heat equation in open sets (possibly unbounded and disconnected) with a smooth boundary. Our…

Analysis of PDEs · Mathematics 2023-12-21 Kotaro Hisa

We consider parabolic PDEs with randomly switching boundary conditions. In order to analyze these random PDEs, we consider more general stochastic hybrid systems and prove convergence to, and properties of, a stationary distribution.…

Probability · Mathematics 2020-03-13 Sean D. Lawley , Jonathan C. Mattingly , Michael C. Reed

We establish an analytical criterion for dynamical thermalization within harmonic systems, applicable to both classical and quantum models. Specifically, we prove that thermalization of various observables, such as particle energies in…

Statistical Mechanics · Physics 2025-07-29 Marco Cattaneo , Marco Baldovin , Dario Lucente , Paolo Muratore-Ginanneschi , Angelo Vulpiani

In this paper we develop non-asymptotic Gaussian approximation results for the sampling distribution of suprema of empirical processes when the indexing function class $\mathcal{F}_n$ varies with the sample size $n$ and may not be Donsker.…

Statistics Theory · Mathematics 2023-09-06 Alexander Giessing

In this paper we construct pseudo random walks (symmetric and asymmetric) which converge in law to compositions of pseudoprocesses stopped at stable subordinators. We find the higher-order space-fractional heat-type equations whose…

Probability · Mathematics 2013-05-29 Enzo Orsingher , Bruno Toaldo

In this paper, we study the stochastic heat equation in the spatial domain $\mathbb{R}^d$ subject to a Gaussian noise which is white in time and colored in space. The spatial correlation can be any symmetric, nonnegative and…

Probability · Mathematics 2015-10-22 Le Chen , Kunwoo Kim

We propose a probabilistic construction for the solution of a general class of fractional high order heat-type equations in the one-dimensional case, by using a sequence of random walks in the complex plane with a suitable scaling. A time…

Probability · Mathematics 2017-10-11 Stefano Bonaccorsi , Mirko D'Ovidio , Sonia Mazzucchi

We study qualitative properties of initial traces of nonnegative solutions to a semilinear heat equation in a smooth domain under the Dirichlet boundary condition. Furthermore, for the corresponding Cauchy--Dirichlet problem, we obtain…

Analysis of PDEs · Mathematics 2024-12-10 Kotaro Hisa , Kazuhiro Ishige

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

Boundary constraints in physical, environmental and engineering models restrict smooth states such as temperature to follow known physical laws at the edges of their spatio-temporal domain. Examples include fixed-state or fixed-derivative…

Methodology · Statistics 2025-12-05 Yue Ma , Oksana A. Chkrebtii , Stephen R. Niezgoda

We present a systematic study of higher-order Airy-type differential equations providing the explicit form of the solutions, deriving their power series expansions and a probabilistic interpretation. Under suitable convergence hypotheses,…

Probability · Mathematics 2024-10-11 Fabrizio Cinque , Enzo Orsingher

Applying techniques originally developed for systems lacking a variational structure, we establish conditions for the existence of solutions in systems that possess this property but their energy functional is unbounded both lower and…

Analysis of PDEs · Mathematics 2023-11-28 Andrei Stan