Related papers: Hitting with probability one for stochastic heat e…
This paper concerns with the heat equation in the half-space $\mathbb{R}_{+}^{n}$ with nonlinearity and singular potential on the boundary $\partial\mathbb{R}_{+}^{n}$. We develop a well-posedness theory (without using Kato and Hardy…
We consider necessary conditions and sufficient conditions on the solvability of the Cauchy--Dirichlet problem for a fractional semilinear heat equation in open sets (possibly unbounded and disconnected) with a smooth boundary. Our…
The hybrid spectral problem where the field satisfies Dirichlet conditions (D) on part of the boundary of the relevant domain and Neumann (N) on the remainder is discussed in simple terms. A conjecture for the C_1 coefficient is presented…
Stochastic boundary conditions for interactions with a particle reservoir are discussed in many-particle systems. We introduce the boundary conditions with the injection rate and the momentum distribution of particles coming from a particle…
We perturb with an additive Gaussian white noise the Hamiltonian system associated to a cubic anharmonic oscillator. The stochastic system is assumed to start from initial conditions that guarantee the existence of a periodic solution for…
Consider the semilinear heat equation $\partial_t u = \partial^2_x u + \lambda\sigma(u)\xi$ on the interval $[0\,,1]$ with Dirichlet zero boundary condition and a nice non-random initial function, where the forcing $\xi$ is space-time white…
For the nonlinear stochastic partial differential equation which is driven by multiplicative noise of the form \[D_t^\beta u = \left[ { - {{\left( { - \Delta } \right)}^s}u + \zeta \left( u \right)} \right]dt + A\sum\limits_{m \in Z_0^d}…
This paper studies the finite time explosion of the stochastic heat equation $\frac{\partial u}{\partial t}(t,x)=\frac{\partial^2}{\partial x^2} u(t,x)+(u(t,x))^{\beta}+\sigma(u(t,x))\dot{W}(t,x)$. We consider an interval $D=[-\pi,\pi]$…
We describe sufficient conditions on the reaction terms and multiplicative noise terms of a stochastic reaction-diffusion equation that guarantee that the solutions never explode. Both the reaction term and multiplicative noise terms are…
In this paper, we establish lower and upper Gaussian bounds for the probability density of the mild solution to the stochastic heat equation with multiplicative noise and in any space dimension. The driving perturbation is a Gaussian noise…
We consider the one-dimensional stochastic heat equation driven by a multiplicative space-time white noise. We show that the spatial integral of the solution from $-R$ to $R$ converges in total variance distance to a standard normal…
This paper investigates a stochastic parabolic system under Robin boundary conditions, for which the deterministic counterpart exhibits finite quenching. The stochastic system incorporates mixed noise, combining standard one-dimensional…
We concern the effect of domain perturbation on the behaviour of stochastic partial differential equations subject to the Dirichlet boundary condition. Under some assumptions, we get an estimate for the solutions under changes of the…
We consider the stochastic heat equation driven by a multiplicative Gaussian noise that is white in time and spatially homogeneous in space. Assuming that the spatial correlation function is given by a Riesz kernel of order $\alpha \in…
We establish the existence and uniqueness of strong solutions, in both the PDE and probabilistic sense, for a broad class of nonlinear stochastic partial differential equations (SPDEs) on a bounded domain $\mathscr{O}\subset \mathbb{R}^d$…
Many physical phenomena are modeled as stochastic searchers looking for targets. In these models, the probability that a searcher finds a particular target, its so-called hitting probability, is often of considerable interest. In this work…
A fully discrete approximation of the one-dimensional stochastic heat equation driven by multiplicative space-time white noise is presented. The standard finite difference approximation is used in space and a stochastic exponential method…
We estimate the time a point or set, respectively, requires to approach the attractor of a radially symmetric gradient type stochastic differential equation driven by small noise. Here, both of these times tend to infinity as the noise gets…
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…
In this paper, we study the Hessian equation with infinite Dirichlet (blow-up) boundary value conditions. Using radial functions and techniques of ordinary differential inequality, we construct various barrier functions (super-solution and…