Related papers: Spatial ergodicity and central limit theorems for …
We establish two-sided Gaussian bounds on the heat kernel of divergence-form parabolic equation with singular time-inhomogeneous vector field satisfying some minimal assumptions.
This paper explores the finite time explosion of the stochastic parabolic equation $\frac{\partial u}{\partial t}(t,x)=Au(t,x)+\sigma(u(t,x))\dot{W}(t,x)$ in arbitrary bounded spatial domain with a large class of space-time colored noise…
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…
In this paper, we study a nonlinear one spatial dimensional stochastic heat equations driven by Gaussian noise: $\frac{\partial u }{\partial t}=\frac{\partial^2 u }{\partial x^2}+\sigma(u )\dot{W} $, where $\dot{W} $ is white in time and…
In this paper, we investigate the hyperbolic Anderson equation generated by a time-independent Gaussian noise with two objectives: The solvability and intermittency. First, we prove that Dalang's condition is necessary and sufficient for…
We establish the exact quenched asymptotic growth of the solution to the parabolic Anderson model (PAM) in the hyperbolic space with a regular, stationary, time-independent Gaussian potential. More precisely, we show that with probability…
In order to characterize the fluctuation between the ergodic limit and the time-averaging estimator of a full discretization in a quantitative way, we establish a central limit theorem for the full discretization of the parabolic stochastic…
This is a survey on the intermittent behavior of the parabolic {Anderson} model, which is the Cauchy problem for the heat equation with random potential on the lattice $\Z^d$. We first introduce the model and give heuristic explanations of…
We give an upper bound on the modulus of the ground-state overlap of two non-interacting fermionic quantum systems with $N$ particles in a large but finite volume $L^d$ of $d$-dimensional Euclidean space. The underlying one-particle…
We are concerned with solutions to the nonlinear heat equation $u_t=\Delta u+|u|^{p-1}u$, $x\in \mathbb{R}^N$, that are defined for all positive and negative time. If the exponent $p$ is greater or equal to the Joseph-Lundgren exponent…
In this paper, we observe how the heat equation in a non-cylindrical domain can arise as the asymptotic limit of a parabolic problem in a cylindrical domain, by adding a potential that vanishes outside the limit domain. This can be seen as…
In this article, we identify the necessary and sufficient conditions for the existence of a random field solution for some linear s.p.d.e.'s of parabolic and hyperbolic type. These equations rely on a spatial operator $\cL$ given by the…
We prove H\"older continuity of weak solutions of the uniformly elliptic and parabolic equations %$\Delta u-\frac{A}{|x|^{2+\beta}}u=0,\,\,(\beta\geq 0)$, and variable second order term coefficients case $%% \begin{equation}\label{01}…
If the Boltzmann-Gibbs state $\omega_N$ of a mean-field $N$-particle system with Hamiltonian $H_N$ verifies the condition $$ \omega_N(H_N) \ge \omega_N(H_{N_1}+H_{N_2}) $$ for every decomposition $N_1+N_2=N$, then its free energy density…
We investigate the growth of the tallest peaks of random field solutions to the parabolic Anderson models over concentric balls as the radii approach infinity. The noise is white in time and correlated in space. The spatial correlation…
In this article, we consider the stochastic wave equation on the real line driven by a linear multiplicative Gaussian noise, which is white in time and whose spatial correlation corresponds to that of a fractional Brownian motion with Hurst…
We study the behavior for $t$ small and positive of $C^{2,1}$ nonnegative solutions $u(x,t)$ and $v(x,t)$ of the system \[0\leq u_t-\Delta u\leq v^\lambda\] \[0\leq v_t-\Delta v\leq u^\sigma\] in $\Omega\times (0,1)$, where $\lambda$ and…
We study the asymptotics of front speeds of the reaction-diffusion equations with Kolmogorov-Petrovsky-Piskunov (KPP) nonlinearity and zero mean stationary ergodic Gaussian shear advection on the entire plane. By exploiting connections of…
We study inhomogeneous Dirichlet boundary value problems associated to a linear parabolic equation $\frac{du}{dt}=Au$ with strongly elliptic operator $A$ on bounded and unbounded domains with white noise boundary data. Our main assumption…
We consider the parabolic Anderson model driven by fractional noise: $$ \frac{\partial}{\partial t}u(t,x)= \kappa \boldsymbol{\Delta} u(t,x)+ u(t,x)\frac{\partial}{\partial t}W(t,x) \qquad x\in\mathbb{Z}^d\;,\; t\geq 0\,, $$ where…