Related papers: Stochastic Heat Equations for infinite strings wit…
We use the stochastic quantization method to obtain the free scalar propagator of a finite temperature field theory formulated in Minkowski spacetime. First we use the Markovian stochastic quantization approach to present the two-point…
We study extrema of solutions to the heat equation (i.e. hot spots) on a class of warped product manifolds of the form $([0,L]\times M,dr^2+f(r)^2h)$ where $(M,h)$ is a closed Riemannian manifold. We prove that, under certain conditions on…
We start by considering infinite dimensional Markovian dynamics in R^m generated by operators of hypocoercive type and for such models we obtain short and long time pointwise estimates for all the derivatives, of any order and in any…
We consider the stochastic heat equation on $\mathbb R^d$ with multiplicative space-time white noise noise smoothed in space. For $d\geq 3$ and small noise intensity, the solution is known to converge to a strictly positive random variable…
For integers $n\geq r$, we treat the $r$th largest of a sample of size $n$ as an $\mathbb{R}^\infty$-valued stochastic process in $r$ which we denote $\mathbf{M}^{(r)}$. We show that the sequence regarded in this way satisfies the Markov…
We say that a Riemannian manifold satisfies the $L^p$-positivity preserving property if $(-\Delta + 1)u\ge 0$ in a distributional sense implies $u \ge 0$ for all $ u \in L^p$.While geodesic completeness of the manifold at hand ensures the…
In this paper we develop a method to compute the solution to a countable (finite or infinite) set of equations that occurs in many different fields including Markov processes that model queueing systems, birth-and-death processes and…
Let $E$ be the class of finite (resp. probability) measures absolutely continuous with respect to a $\sigma$-finite Radon measure on a Polish space. We present a criterion on the quasi-regularity of Dirichlet forms on $E$ in terms of upper…
In this paper, we study the spatially homogeneous inelastic Boltzmann equation for the angular cutoff pseudo-Maxwell molecules with an additional term of linear deformation. We establish the existence of non-Maxwellian self-similar profiles…
We generalise the martingale-coboundary representation of discrete time stochastic processes to the non-stationary case and to random variables in Orlicz spaces. Related limit theorems (CLT, invariance principle, log log law, probabilities…
Stochastic conservation laws are often challenging when it comes to proving existence of non-negative solutions. In a recent work by J. Fischer and G. Gr\"un (2018, Existence of positive solutions to stochastic thin-film equations, SIAM J.…
We prove the existence of a global martingale solution of a stochastic Hall-magnetohydrodynamics equations on $\mathbb{R}^3$ with multiplicative noise. Using the Fourier analysis we construct a sequence of approximate solutions. The…
This paper investigates some properties of entropy solutions of hyperbolic conservation laws on a Riemannian manifold. First, we generalize the Total Variation Diminishing (TVD) property to manifolds, by deriving conditions on the flux of…
In a preceding article, we have studied a generalization of the problem of finding a martingale on a manifold whose terminal value is known. This article completes the results obtained in the first article by providing uniqueness and…
We consider a class of semilinear stochastic evolution equations driven by an additive cylindrical stable noise.We investigate structural properties of the solutions like Markov, irreducibility, stochastic continuity, Feller and strong…
A fully discrete approximation of the one-dimensional stochastic heat equation driven by multiplicative space-time white noise is presented. The standard finite difference approximation is used in space and a stochastic exponential method…
The housekeeping heat is the energy exchanged between a system and its environment in a nonequilibrium process that results from the violation of detailed balance. We describe fluctuations of the housekeeping heat in mesoscopic systems…
In this paper, we consider the stochastic %equations of incompressible non-Newtonian fluids driven by a cylindrical Wiener process $W$ with shear rate dependent on viscosity in a bounded Lipschitz domain $D\in \mathbb{R}^n$ during the time…
We study m-corotational solutions to the Harmonic Map Heat Flow from $\mathbb{R}^2$ to $\mathbb{S}^2$. We first consider maps of zero topological degree, with initial energy below the threshold given by twice the energy of the harmonic map…
In this paper, we are concerned with the dynamical behavior of the stochastic nonclassical parabolic equation, more precisely, it is shown that the inviscid limits of the stochastic nonclassical diffusion equations reduces to the stochastic…