Related papers: Stochastic heat equations on moving domains
In this paper, we propose and analyze a new semi-implicit stochastic multiscale method for the radiative heat transfer problem with additive noise fluctuation in composite materials. In the proposed method, the strong nonlinearity term…
Periodically driven systems are a common topic in modern physics. In optical lattices specifically, driving is at the origin of many interesting phenomena. However, energy is not conserved in driven systems, and under periodic driving,…
We consider a stochastic heat conduction model for solids composed by N interacting atoms. The system is in contact with two heat baths at different temperature $T_\ell$ and $T_r$. The bulk dynamics conserve two quantities: the energy and…
We consider a system of interacting diffusions on the integer lattice. By letting the mesh size go to zero and by using a suitable scaling, we show that the system converges (in a strong sense) to a solution of the stochastic heat equation…
The purpose of this paper is to establish the well-posedness of the stochastic Stefan problem on moving hypersurfaces. Through a specially designed transformation, it turns out we need to solve stochastic partial differential equations on a…
We derive the heat equation for the thermal energy under diffusive space-time scaling for a purely deterministic microscopic dynamics satisfying Newton equations perturbed by an external chaotic force acting like a magnetic field.
We study invariant random fields of nonlinear multiplicative stochastic heat equations in the weak disorder regime. Under a natural second-moment condition, we show that positive invariant fields are in one-to-one correspondence with…
Subharmonic response is a well known phenomena in, e.g., deterministic nonlinear dynamical systems. We investigate the conditions under which such subharmonic oscillations can persist for a long time in open systems with stochastic dynamics…
In this paper, we construct under general assumptions the stochastic dynamics of an interacting particle system in a bounded domain $\Omega$ with sticky boundary. Under appropriate conditions on the interaction the constructed process…
The theoretical understanding of active matter, which is driven out of equilibrium by directed motion, is still fragmental and model oriented. Stochastic thermodynamics, on the other hand, is a comprehensive theoretical framework for driven…
Stochastic Thermodynamics (ST) extends the notions of classical thermodynamics to trajectories taken from a nonequilibrium ensemble. This extension yields a simple approach to fluctuation relations in small systems. Multiple time- and…
Quantum-Induced Stochastic Dynamics arises from the coupling between a classical system and a quantum environment. Unlike standard thermal reservoirs, this environment acts as a dynamic bath, capable of simultaneously exchanging heat and…
Motivated by recent developments on solvable directed polymer models, we define a 'multi-layer' extension of the stochastic heat equation involving non-intersecting Brownian motions.
The applicability of stochastic differential equations to thermodynamics is considered and a new form, different from the classical Ito and Stratonovich forms, is introduced. It is shown that the new presentation is more appropriate for the…
We consider heat transfer in an infinite two-dimensional square harmonic scalar lattice lying in a viscous environment and subjected to a heat source. The basic equations for the particles of the lattice are stated in the form of a system…
Ability of dynamical systems to relax to equilibrium has been investigated since the invention of statistical mechanics, which establishes the connection between dynamics of many-body Hamiltonian systems and phenomenological thermodynamics.…
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…
In this note, we shall consider the existence of invariant measures for a class of infinite dimensional stochastic functional differential equations with delay whose driving semigroup is eventually norm continuous. The results obtained are…
This paper is concerned with the blowup phenomenon of stochastic parabolic equations both on bounded domain and in the whole space. We introduce a new method to study the blowup phenomenon on bounded domain. Comparing with the existing…
This paper studies the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise which is white in time and which has the covariance of a fractional Brownian motion with Hurst parameter 1/4\textless{}H\textless{}1/2 in…