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We provide some Liouville theorems for ancient nonnegative solutions of the heat equation on a complete non-compact Riemannian manifold with Ricci curvature bounded from below. We determine growth conditions ensuring triviality of the…
We explore two- and three-state Markov models driven out of thermal equilibrium by non-potential forces to demonstrate basic properties of the steady heat capacity based on the concept of quasistatic excess heat. It is shown that large…
The convective Brinkman-Forchheimer equations (CBFEs) \[ \frac{\partial \boldsymbol{X}}{\partial t} - \mu \Delta\boldsymbol{X} + (\boldsymbol{X}\cdot\nabla)\boldsymbol{X} + \alpha\boldsymbol{X} + \beta|\boldsymbol{X}|^{r-1}\boldsymbol{X} +…
We reinvestigate nonexistence and existence of global positive solutions to heat equation with a potential term on Riemannian manifolds. Especially, we give a very natural sharp condition only in terms of the volume of geodesic ball to…
In affine models, both the martingale property of stochastic exponentials and non-explosion of affine processes is characterized in terms of minimality of solutions to a system of generalized Riccati differential equations. This is the…
A formula for the transition density of a Markov process defined by an infinite-dimensional stochastic equation is given in terms of the Ornstein--Uhlenbeck bridge and a useful lower estimate on the density is provided. As a consequence,…
The extended phase space thermodynamics and heat engines for static spherically symmetric black hole solutions of four dimensional conformal gravity are studied in detail. It is argued that the equation of states (EOS) for such black holes…
We apply convergence results for discrete Markov chains, to prove the existence of an equilibrium limit in the nonstandard heat equation. We construct a nonstandard backward martingale from a nonstandard solution, and show, using the…
We introduce the local martingale problem associated to semilinear stochastic evolution equations driven by a cylindrical Wiener process and establish a one-to-one correspondence between solutions of the martingale problem and…
We introduce a concept of dissipative measure valued martingale solutions for stochastic compressible Navier-Stokes equations. These solutions are weak from a probabilistic perspective, since they include both the driving Wiener process and…
WE PRESENT THE RANDOM REPRESENTATIONS FOR THE NAVIER-STOKES VORTICITY EQUATIONS FOR AN INCOMPRESSIBLE FLUID IN A SMOOTH MANIFOLD WITH BOUNDARY AND REFLECTING BOUNDARY CONDITIONS FOR THE VORTICITY. WE SPECIALIZE OUR CONSTRUCTIONS TO…
In this work, we study ergodicity of continuous time Markov processes on state space $\mathbb{R}_{\geq 0} := [0,\infty)$ obtained as unique strong solutions to stochastic equations with jumps. Our first main result establishes exponential…
We carry out the construction of some ill-posed multiplicative stochastic heat equations on unbounded domains. The two main equations our result covers are, on the one hand the parabolic Anderson model on $\mathbf{R}^3$, and on the other…
We derive the main equations of irreversible thermodynamic including the expression for the Glansdorff-Prigogine extremal principle from stochastic thermodynamics. To this end, we analyze a system that is subject to gradients of temperature…
In this note, we prove some new entropy formula for linear heat equation on static Riemannian manifold with nonnegative Ricci curvature. The results are analogies of Cao and Hamilton's entropies for Ricci flow coupled with heat-type…
We study the triviality of the solutions of weighted superlinear heat equations on Riemannian manifolds with nonnegative Ricci tensor. We prove a Liouville--type theorem for solutions bounded from below with nonnegative initial data, under…
It is well known that generic solutions of the heat equation are not analytic in time in general. Here it is proven that ancient solutions with exponential growth are analytic in time in ${\M} \times (-\infty, 0]$. Here $\M=\R^n$ or is a…
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,…
In this article, we construct a global martingale solution to a general nonlinear Schr\"{o}dinger equation with linear multiplicative noise in the Stratonovich form. Our framework includes many examples of spatial domains like…
An explicit representation formula for all positive ancient solutions of the heat equation in the Euclidean case is found. In the Riemannian case with nonnegative Ricci curvature, a similar but less explicit formula is also found. Here it…