English
Related papers

Related papers: The compact support property for solutions to stoc…

200 papers

We consider the (unique) mild solution $u(t,x)$ of a 1-dimensional stochastic heat equation on $[0,T]\times\mathbb R$ driven by time-homogeneous white noise in the Wick-Skorokhod sense. The main result of this paper is the computation of…

Probability · Mathematics 2021-12-22 Hyun-Jung Kim , Ramiro Scorolli

In this paper, we first prove the weak intermittency, and in particular the sharp exponential order $C\lambda^4t$ of the second moment of the exact solution of the stochastic heat equation with multiplicative noise and periodic boundary…

Numerical Analysis · Mathematics 2021-03-04 Chuchu Chen , Tonghe Dang , Jialin Hong

We consider fractional stochastic heat equations of the form $\frac{\partial u_t(x)}{\partial t} = -(-\Delta)^{\alpha/2} u_t(x)+\lambda \sigma (u_t(x)) \dot F(t,\, x)$. Here $\dot F$ denotes the noise term. Under suitable assumptions, we…

Probability · Mathematics 2014-09-22 Mohammud Foondun , Wei Liu , McSylvester Omaba

Consider the solution $\mathcal{Z}(t,x)$ of the one-dimensional stochastic heat equation, with a multiplicative spacetime white noise, and with the delta initial data $\mathcal{Z}(0,x) = \delta(x)$. For any real $p>0$, we obtained detailed…

Probability · Mathematics 2020-08-10 Sayan Das , Li-Cheng Tsai

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…

Probability · Mathematics 2019-05-16 Francis Comets , Clément Cosco , Chiranjib Mukherjee

The stochastic thin-film equation with mobility exponent $n\in [\frac{8}{3},3)$ on the one-dimensional torus with multiplicative Stratonovich noise is considered. We show that martingale solutions exist for non-negative initial values. This…

Analysis of PDEs · Mathematics 2024-11-01 Konstantinos Dareiotis , Benjamin Gess , Manuel V. Gnann , Max Sauerbrey

In this paper, we study the following stochastic wave equation on the real line $\partial_t^2 u_{\alpha}=\partial_x^2 u_{\alpha}+b\left(u_\alpha\right)+\sigma\left(u_\alpha\right)\eta_{\alpha}$. The noise $\eta_\alpha$ is white in time and…

Probability · Mathematics 2026-03-02 Wenxuan Tao

In this paper we establish a substitution formula for stochastic differential equation driven by generalized grey noise. We then apply this formula to investigate the absolute continuity of the solution with respect to the Lebesgue measure…

Probability · Mathematics 2014-12-16 José Luís da Silva , Mohamed Erraoui

We prove exterior energy lower bounds for (nonradial) solutions to the energy-critical nonlinear wave equation in space dimensions $3 \le d \le 5$, with compactly supported initial data. In particular, it is shown that nontrivial global…

Analysis of PDEs · Mathematics 2022-02-07 Zhen Lei , Xiao Ren , Zhaojie Yang

In this paper, we study the asymptotic behavior of solutions to a Gas-liquid model with external forces and general pressure law. Under some suitable assumptions on the initial date and $\gamma>1$, if…

Analysis of PDEs · Mathematics 2015-06-03 Long Fan , Qingqing Liu , Changjiang Zhu

We study the stochastic heat equation (SHE) $\partial_t u = \frac12 \Delta u + \beta u \xi$ driven by a multiplicative L\'evy noise $\xi$ with positive jumps and amplitude $\beta>0$, in arbitrary dimension $d\geq 1$. We prove the existence…

Probability · Mathematics 2023-07-12 Quentin Berger , Carsten Chong , Hubert Lacoin

Consider a stochastic heat equation $\partial_t u = \kappa \partial^2_{xx}u+\sigma(u)\dot{w}$ for a space-time white noise $\dot{w}$ and a constant $\kappa>0$. Under some suitable conditions on the the initial function $u_0$ and $\sigma$,…

Probability · Mathematics 2015-05-13 Mohammud Foondun , Davar Khoshnevisan

We consider a nonlinear stochastic partial differential equation (SPDE) that takes the form of the Camassa--Holm equation perturbed by a convective, position-dependent, noise term. We establish the first global-in-time existence result for…

Analysis of PDEs · Mathematics 2024-01-08 Luca Galimberti , Helge Holden , Kenneth H. Karlsen , Peter H. C. Pang

We consider a stochastic heat equation with nonlinear finite-rank space-coloured multiplicative noise that admits a unique nonnegative solution when given nonnegative initial data. Inspired by existing results for fully discrete finite…

Numerical Analysis · Mathematics 2026-04-30 Owen Hearder , Claude Le Bris , Ana Djurdjevac

Let $\{u(t,x)\}_{t>0,x\in{{\mathbb R}^{d}}}$ denote the solution to the linear (fractional) stochastic heat equation. We establish rates of convergence with respect to the uniform distance between the density of spatial averages of solution…

Probability · Mathematics 2023-08-08 Wanying Zhang , Yong Zhang , Jingyu Li

In this note we consider stochastic heat equation with general additive Gaussian noise. Our aim is to derive some necessary and sufficient conditions on the Gaussian noise in order to solve the corresponding heat equation. We investigate…

Probability · Mathematics 2018-03-22 Yaozhong Hu , Yanghui Liu , Samy Tindel

In this paper, we study the Moderate Deviation Principle for a perturbed stochastic heat equation in the whole space $\rr^d, d\ge1$. This equation is driven by a Gaussian noise, white in time and correlated in space, and the differential…

Probability · Mathematics 2015-09-08 Yumeng Li , Ran Wang , Nian Yao , Shuguang Zhang

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

We consider a one-dimensional harmonic crystal with conservative noise, in contact with two stochastic Langevin heat baths at different temperatures. The noise term consists of collisions between neighbouring oscillators that exchange their…

Statistical Mechanics · Physics 2011-09-08 Stefano Lepri , Carlos Mejia-Monasterio , Antonio Politi

In a previous work (arXiv:2306.05948), we constructed by convex integration examples of energy dissipating solutions to the 2D Euler equations on $\mathbb{R}^2$ with vorticity in the real Hardy space $H^p(\mathbb{R}^2)$. In the present…

Analysis of PDEs · Mathematics 2024-05-30 Miriam Buck , Stefano Modena
‹ Prev 1 3 4 5 6 7 10 Next ›