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We examine the almost-sure asymptotics of the solution to the stochastic heat equation driven by a L\'evy space-time white noise. When a spatial point is fixed and time tends to infinity, we show that the solution develops unusually high…

Probability · Mathematics 2020-06-18 Carsten Chong , Péter Kevei

In this work we study permanence of hyperbolicity for autonomous differential equations under nonautonomous random/stochastic perturbations. For the linear case, we study robustness and existence of exponential dichotomies for nonautonomous…

Analysis of PDEs · Mathematics 2021-04-06 Tomás Caraballo , Alexandre N. de Carvalho , José A. Langa , Alexandre N. Oliveira-Sousa

We consider the generic divergence form second order parabolic equation with coefficients that are regular in the spatial variables and just measurable in time. We show that the spatial derivatives of its fundamental solution admit upper…

Analysis of PDEs · Mathematics 2020-04-20 Marina Kleptsyna , Andrey Piatnitski , Alexandre Popier

We study the three-dimensional cubic nonlinear wave equation (NLW) with random initial data below $L^2(\mathbb{T}^3)$. By considering the second order expansion in terms of the random linear solution, we prove almost sure local…

Analysis of PDEs · Mathematics 2020-12-15 Tadahiro Oh , Oana Pocovnicu , Nikolay Tzvetkov

In this paper we develop a new approach to nonlinear stochastic partial differential equations with Gaussian noise. Our aim is to provide an abstract framework which is applicable to a large class of SPDEs and includes many important cases…

Functional Analysis · Mathematics 2022-05-02 Antonio Agresti , Mark Veraar

We consider a family of nonlinear stochastic heat equations of the form $\partial_t u=\mathcal{L}u + \sigma(u)\dot{W}$, where $\dot{W}$ denotes space-time white noise, $\mathcal{L}$ the generator of a symmetric L\'evy process on $\R$, and…

Probability · Mathematics 2011-10-19 Daniel Conus , Mathew Joseph , Davar Khoshnevisan , Shang-Yuan Shiu

We study inhomogeneous heat equation with inverse square potential, namely, \[\partial_tu + \mathcal{L}_a u= \pm |\cdot|^{-b} |u|^{\alpha}u,\] where $\mathcal{L}_a=-\Delta + a |x|^{-2}.$ We establish some fixed-time decay estimate for…

Analysis of PDEs · Mathematics 2022-10-19 Divyang G. Bhimani , Saikatul Haque

In this paper, we establish the existence and uniqueness of solutions to stochastic heat equations with logarithmic nonlinearity driven by Brownian motion on a bounded domain $D$ in the setting of $L^2(D)$ space. The result is valid for all…

Probability · Mathematics 2019-07-10 Shijie Shang , Tusheng Zhang

Switched linear hyperbolic partial differential equations are considered in this paper. They model infinite dimensional systems of conservation laws and balance laws, which are potentially affected by a distributed source or sink term. The…

Optimization and Control · Mathematics 2014-10-01 Christophe Prieur , Antoine Girard , Emmanuel Witrant

We consider the following stochastic heat equation \begin{equation*} \partial_t u(t\,,x) = \tfrac12 \partial^2_x u(t\,,x) + b(u(t\,,x)) + \sigma(u(t\,,x)) \dot{W}(t\,,x), \end{equation*} defined for $(t\,,x)\in(0\,,\infty)\times\mathbb{R}$,…

Probability · Mathematics 2023-05-16 Mohammud Foondun , Davar Khoshnevisan , Eulalia Nualart

In classical shallow water wave (SWW) theory, there exist two integrable one-dimensional SWW equation [Hirota-Satsuma (HS) type and Ablowitz-Kaup-Newell-Segur (AKNS) type] in the Boussinesq approximation. In this paper, we mainly focus on…

Exactly Solvable and Integrable Systems · Physics 2017-03-29 Junchao Chen , Zhengyi Ma , Yahong Hu

We prove the existence and uniqueness of global solutions to the semilinear stochastic heat equation on an unbounded spatial domain with forcing terms that grow superlinearly and satisfy an Osgood condition $\int 1/|f(u)|du = +\infty$ along…

Probability · Mathematics 2022-08-12 Michael Salins

We consider a nonlinear stochastic heat equation $\partial_tu=\frac{1}{2}\partial_{xx}u+\sigma(u)\partial_{xt}W$, where $\partial_{xt}W$ denotes space-time white noise and $\sigma:\mathbf {R}\to \mathbf {R}$ is Lipschitz continuous. We…

Probability · Mathematics 2013-07-12 Daniel Conus , Mathew Joseph , Davar Khoshnevisan

We study strictly parabolic stochastic partial differential equations on $\R^d$, $d\ge 1$, driven by a Gaussian noise white in time and coloured in space. Assuming that the coefficients of the differential operator are random, we give…

Probability · Mathematics 2007-05-23 Marco Ferrante , Marta Sanz-Solé

We study the focusing stochastic nonlinear Schr\"odinger equation in 1D in the $L^2$-critical and supercritical cases with an additive or multiplicative perturbation driven by space-time white noise. Unlike the deterministic case, the…

Analysis of PDEs · Mathematics 2022-10-11 Annie Millet , Svetlana Roudenko , Kai Yang

We consider the smoothed multiplicative noise stochastic heat equation $$d u_{\eps,t}= \frac 12 \Delta u_{\eps,t} d t+ \beta \eps^{\frac{d-2}{2}}\, \, u_{\eps, t} \, d B_{\eps,t} , \;\;u_{\eps,0}=1,$$ in dimension $d\geq 3$, where…

Probability · Mathematics 2016-01-08 Chiranjib Mukherjee , Alexander Shamov , Ofer Zeitouni

We consider the stochastic heat equation $$\frac{\partial Y_t(x)}{\partial t} = \frac{1}{2} \Delta_x Y_t(x) + Y_{t-}(x)^{\beta} \dot{L}^{\alpha}$$ with $t \ge 0$, $x \in \mathbb{R}$ and $L^{\alpha}$ being an $\alpha$-stable white noise…

Probability · Mathematics 2022-12-13 Sayantan Maitra

We consider the non-linear equation $T^{-1} u+\partial_tu-\partial_x^2\pi(u)=\xi$ driven by space-time white noise $\xi$, which is uniformly parabolic because we assume that $\pi'$ is bounded away from zero and infinity. Under the further…

Analysis of PDEs · Mathematics 2015-12-21 Felix Otto , Hendrik Weber

We set up a dual variational framework to detect real standing wave solutions of the nonlinear Helmholtz equation $$ -\Delta u-k^2 u =Q(x)|u|^{p-2}u,\qquad u \in W^{2,p}(\mathbb{R}^N) $$ with $N\geq 3$, $\frac{2(N+1)}{(N-1)}<…

Analysis of PDEs · Mathematics 2015-10-29 Gilles Evequoz , Tobias Weth

This article is devoted to the study of several estimations for a positive solution to a nonlinear weighted parabolic equation on a weighted Riemannian manifold. We therefore derive new Li-Yau type and Hamilton type gradient estimates…

Analysis of PDEs · Mathematics 2023-03-27 Shyamal Kumar Hui , Abimbola Abolarinwa , Sujit Bhattacharyya