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We study stochastic wave equations in the sense of Walsh defined by fractal Laplacians on Cantor-like sets. For this purpose, we give an improved estimate on the uniform norm of eigenfunctions and approximate the wave propagator using the…

Probability · Mathematics 2019-10-21 Tim Ehnes

We define linear stochastic heat equations (SHE) on p.c.f.s.s. sets equipped with regular harmonic structures. We show that if the spectral dimension of the set is less than two, then function-valued "random-field" solutions to these SPDEs…

Probability · Mathematics 2018-02-28 Ben Hambly , Weiye Yang

We consider the stochastic heat equation of the following form \frac{\partial}{\partial t}u_t(x) = (\sL u_t)(x) +b(u_t(x)) + \sigma(u_t(x))\dot{F}_t(x)\quad \text{for}t>0, x\in \R^d, where $\sL$ is the generator of a L\'evy process and…

Probability · Mathematics 2010-03-02 Mohammud Foondun , Davar Khoshnevisan

We consider stochastic heat equations with fractional Laplacian on $\mathbb{R}^d$. Here, the driving noise is generalized Gaussian which is white in time but spatially homogenous and the spatial covariance is given by the Riesz kernels. We…

Probability · Mathematics 2015-10-13 Kunwoo Kim

We consider a stochastic partial differential equation with piecewise constant coefficients driven by a multiplicative space-time white noise. The existence and uniqueness of the mild solution in Walsh sense is established. We mainly study…

Probability · Mathematics 2025-11-18 Yongkang Li , Huisheng Shu , Litan Yan

We consider fractional stochastic heat equations with space-time L\'evy white noise of the form $$\frac{\partial X}{\partial t}(t,x)={\cal L}_{\alpha}X(t,x)+\sigma(X(t,x))\dot{\Lambda}(t,x).$$ Here, the principal part ${\cal…

Probability · Mathematics 2025-09-30 Yuichi Shiozawa , Jian Wang

This paper studies the stochastic heat equation with multiplicative noises of the form uW, where W is a mean zero Gaussian noise and the differential element uW is interpreted both in the sense of Skorohod and Stratonovich. The existence…

Probability · Mathematics 2014-02-12 Yaozhong Hu , Jingyu Huang , David Nualart , Samy Tindel

This article extends the work on stochastic constrained heat equation in \cite{brzezniak2020global}. We will show the existence of Martingale solutions to the stochastic-constrained heat equations. The proof is based on compactness,…

Probability · Mathematics 2024-11-08 Javed Hussain , Abdul Fatah , Saeed Ahmed

We consider the Cauchy problem for heat equation with fractional Laplacian and exponential nonlinearity. We establish local well-posedness result in Orlicz spaces. We derive the existence of global solutions for small initial data. We…

Analysis of PDEs · Mathematics 2020-01-29 Ahmad Fino , Mokhtar Kirane

In this paper we provide a new (probabilistic) proof of a classical result in partial differential equations, viz. if $\phi$ is a tempered distribution, then the solution of the heat equation for the Laplacian, with initial condition…

Probability · Mathematics 2007-05-23 B. Rajeev , S. Thangavelu

A stochastic heat equation on an unbounded nested fractal driven by a general stochastic measure is investigated. Existence, uniqueness and continuity of the mild solution are proved provided that the spectral dimension of the fractal is…

Probability · Mathematics 2012-08-03 Vadym Radchenko , Martina Zähle

We study space-time regularity of the solution of the nonlinear stochastic heat equation in one spatial dimension driven by space-time white noise, with a rough initial condition. This initial condition is a locally finite measure $\mu$…

Probability · Mathematics 2013-10-25 Le Chen , Robert C. Dalang

We consider non-linear time-fractional stochastic heat type equation $$\partial^\beta_tu_t(x)=-\nu(-\Delta)^{\alpha/2} u_t(x)+I^{1-\beta}_t[\sigma(u)\stackrel{\cdot}{W}(t,x)]$$ in $(d+1)$ dimensions, where $\nu>0, \beta\in (0,1)$,…

Probability · Mathematics 2016-11-29 Jebessa B. Mijena , Erkan Nane

We study the solutions of the stochastic heat equation with multiplicative space-time white noise. We prove a comparison theorem between the solutions of stochastic heat equations with the same noise coefficient which is H\"{o}lder…

Probability · Mathematics 2017-06-14 Leonid Mytnik , Eyal Neuman

This paper studies the stochastic heat equation driven by time fractional Gaussian noise with Hurst parameter $H\in(0,1/2)$. We establish the Feynman-Kac representation of the solution and use this representation to obtain matching lower…

Probability · Mathematics 2016-02-19 Le Chen , Yaozhong Hu , Kamran Kalbasi , David Nualart

For every $R>0$, consider the stochastic heat equation $\partial_{t} u_{R}(t\,,x)=\tfrac12 \Delta_{S_{R}^{2}}u_{R}(t\,,x)+\sigma(u_{R}(t\,,x)) \xi_{R}(t\,,x)$ on $S_{R}^{2}$, where $\xi_{R}=\dot{W_{R}}$ are centered Gaussian noises with the…

Probability · Mathematics 2018-12-03 Weicong Su

We study integral kernels of strongly continuous semigroups on Lebesgue spaces over metric measure spaces. Based on semigroup smoothing properties and abstract Morrey-type inequalities, we give sufficient conditions for H\"older or…

Functional Analysis · Mathematics 2024-01-18 Patrizio Bifulco , Delio Mugnolo

We study the linear stochastic fractional heat equation $$ \frac{\partial}{\partial t}u(t,x)=-(-\Delta)^{\frac{\alpha}2}u (t,x)+\dot{W}(t,x),\ \ t> 0,\ \ x\in\RR, $$ where $-(-\Delta)^{\frac{\alpha}{2}}$ denotes the fractional Laplacian…

Probability · Mathematics 2026-05-13 Chang Liu , Bin Qian , Ran Wang

We investigate the Cauchy problem for a heat equation involving a fractional harmonic oscillator and an exponential nonlinearity. We establish local well-posedness within the appropriate Orlicz spaces. Through the examination of small…

Analysis of PDEs · Mathematics 2025-03-07 Divyang G. Bhimani , Mohamed Majdoub , Ramesh Manna

We investigate a stochastic partial differential equation with second order elliptic operator in divergence form, having a piecewise constant diffusion coefficient, and driven by a space-time white noise. We introduce a notion of weak…

Probability · Mathematics 2020-09-28 Yuliya Mishura , Kostiantyn Ralchenko , Mounir Zili
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