English
Related papers

Related papers: Spatial ergodicity and central limit theorems for …

200 papers

Auscher, McIntosh and Tchamitchian studied the heat kernels of second order elliptic operators in divergence form with complex bounded measurable coefficients on $\mathbb{R}^n$. In particular, in the case when $n=2$ they obtained Gaussian…

Analysis of PDEs · Mathematics 2008-07-22 Seick Kim

We consider the initial value problem for the thermal-diffusive combustion systems of the form: $u_{1,t}= Delta_{x}u_1 - u_1 u_2^m$, $u_{2,t}= d Delta_{x} u_2 + u_1 u_2^m$, $x in R^{n}$, $n geq 1$, $m geq 1$, $d > 1$, with bounded uniformly…

chao-dyn · Physics 2016-08-31 P. Collet , J. Xin

In this paper, the hyperbolic Anderson equation generated by a time-dependent Gaussian noise is under investigation in two fronts: The solvability and large-$t$ asymptotics. The investigation leads to a necessary and sufficient condition…

Probability · Mathematics 2025-10-03 Xia Chen

In this note we focus our attention on a stochastic heat equation defined on the Heisenberg group $\mathbf{H}^{n}$ of order $n$. This equation is written as $\partial_t u=\frac{1}{2}\Delta u+u\dot{W}_\alpha$, where $\Delta$ is the…

Probability · Mathematics 2022-06-29 Fabrice Baudoin , Cheng Ouyang , Samy Tindel , Jing Wang

We consider a nonlinear stochastic heat equation on $[0,T]\times [-L,L]$, driven by a space-time white noise $W$, with a given initial condition $u_0: \mathbb{R} \to \mathbb{R}$ and three different types of (vanishing) boundary conditions:…

Probability · Mathematics 2025-09-03 David Candil , Robert C. Dalang , Marta Sanz Solé

Fix $d\in\{1,2\}$, we consider a $d$-dimensional stochastic wave equation driven by a Gaussian noise, which is temporally white and colored in space such that the spatial correlation function is integrable and satisfies Dalang's condition.…

Probability · Mathematics 2021-08-18 David Nualart , Guangqu Zheng

We consider a stochastic heat equation of the type, $\partial_t u = \partial^2_x u + \sigma(u)\dot{W}$ on $(0\,,\infty)\times[-1\,,1]$ with periodic boundary conditions and on-degenerate positive initial data, where $\sigma:\mathbb{R}…

Probability · Mathematics 2022-02-02 Davar Khoshnevisan , Kunwoo Kim , Carl Mueller

This paper establishes a central limit theorem and an invariance principle for a wide class of stationary random fields under natural and easily verifiable conditions. More precisely, we deal with random fields of the form $X_k =…

Probability · Mathematics 2012-07-13 Mohamed El Machkouri , Dalibor Volny , Wei Biao Wu

We study the pointwise regularity of solutions to parabolic equations. As a first result, we prove that if the modulus of mean oscillation of $\Delta u -u_t$ at the origin is Dini (in $L^p$ average), then the origin is a Lebesgue point of…

Analysis of PDEs · Mathematics 2011-08-17 Erik Lindgren , Régis Monneau

We prove Li-Yau and Aronson-B\'enilan type estimates for the parabolic-elliptic Keller-Segel system with critical exponent $m=2-\frac 2d$, i.e. lower bounds on the Laplacian of a suitable notion of pressure in any dimension. We show that…

Analysis of PDEs · Mathematics 2025-12-22 Charles Elbar , Alejandro Fernández-Jiménez , Filippo Santambrogio

In this article, we study the continuity in law of the solutions of two linear multiplicative SPDEs (the parabolic Anderson model and the hyperbolic Anderson model) with respect to the spatial parameter of the noise. The solution is…

Probability · Mathematics 2023-05-18 Raluca M. Balan , Xiao Liang

We consider the parabolic Anderson model which is driven by a Gaussian noise fractional in time and having certain scaling property in the spatial variables. Recently, Xia Chen has obtained exact Lyapunov exponent for all moments of…

Probability · Mathematics 2015-09-29 Khoa Lê

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

We present in this note a local in time well-posedness result for the singular $2$-dimensional quasilinear generalized parabolic Anderson model equation $$ \partial_t u - a(u)\Delta u = g(u)\xi $$ The key idea of our approach is a simple…

Analysis of PDEs · Mathematics 2016-11-28 Ismael Bailleul , Arnaud Debussche , Martina Hofmanova

The parabolic Anderson model is the Cauchy problem for the heat equation with a random potential. We consider this model in a setting which is continuous in time and discrete in space, and focus on time-constant, independent and identically…

Probability · Mathematics 2009-10-30 Peter Mörters , Marcel Ortgiese , Nadia Sidorova

For the time-space fractional degenerate Keller-Segel equation \begin{equation*} \begin{cases} \partial _{t}^{\beta }u=-(-\Delta )^{\frac{\alpha}{2}}(\rho (v)u),& t>0\\ (-\Delta )^{\frac{\alpha}{2}} v+v=u,& t>0 \end{cases} \end{equation*}…

Analysis of PDEs · Mathematics 2022-11-17 Fei Gao , Hui Zhan

Let $\left(u(t,x), t\geq 0, x\in \mathbb{R}^d\right)$ be the solution to the stochastic heat or wave equation driven by a Gaussian noise which is white in time and white or correlated with respect to the spatial variable. We consider the…

Probability · Mathematics 2024-04-18 Ciprian A Tudor , Jérémy Zurcher

We study the effect of curvature on the Parabolic Anderson model by posing it over a Cartan-Hadamard manifold. We first construct a family of noises white in time and colored in space parameterized by a regularity parameter $\alpha$, which…

Probability · Mathematics 2025-06-11 Fabrice Baudoin , Hongyi Chen , Cheng Ouyang

We consider the solution $u\colon [0,\infty) \times\mathbb{Z}^d\rightarrow [0,\infty) $ to the parabolic Anderson model, where the potential is given by $(t,x)\mapsto\gamma\delta_{Y_t}(x)$ with $Y$ a simple symmetric random walk on…

Probability · Mathematics 2011-02-18 Adrian Schnitzler , Tilman Wolff

In this paper, we consider the following parabolic-parabolic-elliptic system } \begin{align*} \left\{\aligned & u_t=\Delta u-\nabla\cdot(u\nabla v)+\xi\nabla\cdot(u\nabla w)+au-\mu u^{\alpha}, && x\in\Omega, t>0,\\ & v_t=\Delta…

Analysis of PDEs · Mathematics 2024-05-28 Fengxiang Zhao , Jiashan Zheng , Kaiqiang Li
‹ Prev 1 3 4 5 6 7 10 Next ›