Related papers: Dissipation in parabolic SPDEs
Lower bounds for persistence probabilities of stationary Gaussian processes in discrete time are obtained under various conditions on the spectral measure of the process. Examples are given to show that the persistence probability can decay…
We consider semilinear parabolic stochastic PDEs driven by additive noise. The question addressed in this note is that of the regularity of transition probabilities. If the equation satisfies a Hormander 'bracket condition', then any…
We investigate the asymptotic behavior at time infinity of solutions close to a non-zero constant equilibrium for the Gross-Pitaevskii (or Ginzburg-Landau Schroedinger) equation. We prove that, in dimensions larger than 3, small…
This note focuses on the properties of two blocks of elements of the probability mass function (pmf) of the Poisson distribution of order $k\ge2$. The first block is the elements for $n\in[1,k]$ and the second block is the elements for…
A semilinear initial-boundary value problem with a Caputo time derivative of fractional order $\alpha\in(0,1)$ is considered, solutions of which typically exhibit a singular behaviour at an initial time. For L1-type discretizations of this…
In this paper, we study the diffusion approximation for singularly perturbed stochastic reaction-diffusion equation with a fast oscillating term. The asymptotic limit for the original system is obtained, where an extra Gaussian term…
This paper considers a certain doubly singular parabolic equations with one singularity occurs in the time derivative, whose model is \begin{equation*} \partial_t\beta(u)-\operatorname{div}|Du|^{p-2}Du\ni0,\qquad \text{in}\quad…
In this paper, the moment problem for symmetric probability measures is characterized in terms of associated sequences called Jacobi sequences $\{\omega_n\}$. A notion named property (SC), which is proved to be a necessary and sufficient…
We unify and extend the semigroup and the PDE approaches to stochastic maximal regularity of time-dependent semilinear parabolic problems with noise given by a cylindrical Brownian motion. We treat random coefficients that are only…
In this paper we consider nonlinear parabolic systems with elliptic part which can be also degenerate. We prove optimal error estimates for smooth enough solutions. The main novelty, with respect to previous results, is that we obtain the…
In the theory and practice of inverse problems for partial differential equations (PDEs) much attention is paid to the problem of the identification of coefficients from some additional information. This work deals with the problem of…
The present article investigates the convergence of a class of space-time discretization schemes for the Cauchy problem for linear parabolic stochastic partial differential equations (SPDEs) defined on the whole space. Sufficient conditions…
In this paper, we study intermittency properties for various stochastic PDEs with varieties of space time Gaussian noises via matching upper and lower moment bounds of the solution. Due to the absence of the powerful Feynman Kac formula,…
A bifurcating system subject to multiplicative noise can exhibit on-off intermittency close to the instability threshold. For a canonical system, we discuss the dependence of this intermittency on the Power Spectrum Density (PSD) of the…
We study linear pseudoparabolic equations with unbounded and time-dependent coefficients. We solve the case which has remained open in several recent studies of pseudoparabolic equations with unbounded and time-dependent coefficients. In…
In this paper, we study the parabolic Anderson model of Skorohod type driven by a fractional Gaussian noise in time with Hurst parameter $H \in (0, 1/2)$. By using the Feynman-Kac representation for the $L^p(\Omega)$ moments of the…
This paper investigates the pathwise uniform convergence in probability of fully discrete finite-element approximations for the two-dimensional stochastic Navier-Stokes equations with multiplicative noise, subject to no-slip boundary…
We study the persistence probability for some discrete-time, time-reversible processes. In particular, we deduce the persistence exponent in a number of examples: first, we deal with random walks in random sceneries (RWRS) in any dimension…
We develop a provably efficient importance sampling scheme that estimates exit probabilities of solutions to small-noise stochastic reaction-diffusion equations from scaled neighborhoods of a stable equilibrium. The moderate deviation…
We discrete the ergodic semilinear stochastic partial differential equations in space dimension $d \leq 3$ with additive noise, spatially by a spectral Galerkin method and temporally by an exponential Euler scheme. It is shown that both the…