English
Related papers

Related papers: Exact Multi-Point Correlations in the Stochastic H…

200 papers

We consider a system of $d$ coupled non-linear stochastic heat equations in spatial dimension 1 driven by $d$-dimensional additive space-time white noise. We establish upper and lower bounds on hitting probabilities of the solution $\{u(t,…

Probability · Mathematics 2007-05-23 Robert C. Dalang , Davar Khoshnevisan , Eulalia Nualart

We systematically investigate and illustrate the complete ground-state phase diagram for a one-dimensional, three-species mixture of a few repulsively interacting bosons trapped harmonically. To numerically obtain the solutions to the…

Quantum Gases · Physics 2026-02-24 Tran Duong Anh-Tai , Miguel A. García-March , Thomas Busch , Thomás Fogarty

In this article, we study a class of stochastic partial differential equations with fractional differential operators subject to some time-independent multiplicative Gaussian noise. We derive sharp conditions, under which a unique global…

Probability · Mathematics 2021-08-27 Le Chen , Nicholas Eisenberg

The Stochastic Heat Flow (SHF) emerges as the scaling limit of directed polymers in random environments and the noise-mollified Stochastic Heat Equation (SHE), specifically at the critical dimension of two and near the critical temperature.…

Probability · Mathematics 2026-03-17 Li-Cheng Tsai

We consider the stochastic heat equation of the following form \frac{\partial}{\partial t}u_t(x) = (\sL u_t)(x) +b(u_t(x)) + \sigma(u_t(x))\dot{F}_t(x)\quad \text{for}t>0, x\in \R^d, where $\sL$ is the generator of a L\'evy process and…

Probability · Mathematics 2010-03-02 Mohammud Foondun , Davar Khoshnevisan

We give large-time asymptotic estimates, both in uniform and $L^1$ norms, for solutions of the Dirichlet heat equation in the complement of a bounded open set of $\mathbb{R}^d$ satisfying certain technical assumptions. We always assume that…

Analysis of PDEs · Mathematics 2025-03-04 José A. Cañizo , Alejandro Gárriz , Fernando Quirós

We consider a generalized model of random walk in dynamical random environment, and we show that the multiplicative-noise stochastic heat equation (SHE) describes the fluctuations of the quenched density at a certain precise location in the…

Probability · Mathematics 2025-12-02 Shalin Parekh

We prove that the Cauchy problem associated with the one dimensional quadratic (fractional) heat equation: $u_t=D_x^{2\alpha} u \mp u^2,\; t\in (0,T),\; x\in \R$ or $ \T $, with $ 0<\alpha\le 1 $ is well-posed in $ H^s $ for $ s\ge…

Analysis of PDEs · Mathematics 2013-04-04 Luc Molinet , Slim Tayachi

In this paper, we consider the asymptotic profiles of zero points for the spatial variable of the solutions to the heat equation. By giving suitable conditions for the initial data, we prove the existence of zero points by extending the…

Analysis of PDEs · Mathematics 2023-05-25 Hiroshi Ishii

We consider a controlled state equation of parabolic type on the halfline $(0,+\infty)$ with boundary conditions of Dirichlet type in which the unknown is equal to the sum of the control and of a white noise in time. We study finite horizon…

Probability · Mathematics 2013-04-10 Federica Masiero

We study the nonlinear stochastic heat equation in the spatial domain $\mathbb {R}$, driven by space-time white noise. A central special case is the parabolic Anderson model. The initial condition is taken to be a measure on $\mathbb {R}$,…

Probability · Mathematics 2015-12-22 Le Chen , Robert C. Dalang

Thermodynamic properties of the SU($n$) Heisenberg model in one dimension is studied by means of high-temperature expansion for arbitrary $n$. The specific heat up to $O[(\beta J)^{23}]$ and the correlation function up to $O[(\beta…

Strongly Correlated Electrons · Physics 2009-11-07 Noboru Fukushima , Yoshio Kuramoto

In this paper, we prove a sample-path comparison principle for the nonlinear stochastic fractional heat equation on $\mathbb{R}$ with measure-valued initial data. We give quantitative estimates about how close to zero the solution can be.…

Probability · Mathematics 2014-10-03 Le Chen , Kunwoo Kim

The purpose of this paper is to study some properties of solutions to one dimensional as well as multidimensional stochastic differential equations (SDEs in short) with super-linear growth conditions on the coefficients. Taking inspiration…

Probability · Mathematics 2015-02-18 Khaled Bahlali , Antoine Hakassou , Youssef Ouknine

We introduce a matrix version of the stochastic heat equation, the MSHE, and obtain its explicit invariant measure in spatial dimension $D=1$. We show that it is classically integrable in the weak-noise regime, in terms of the matrix…

Statistical Mechanics · Physics 2024-10-03 Alexandre Krajenbrink , Pierre Le Doussal

In this paper, we extend the results of [1] by proving exponential asymptotic $H^1$-convergence of solutions to a one-dimensional singular heat equation with $L^2$-source term that describe evolution of viscous thin liquid sheets while…

Analysis of PDEs · Mathematics 2018-10-05 Georgy Kitavtsev , Roman M. Taranets

We study the existence of global-in-time solutions for a nonlinear heat equation with nonlocal diffusion, power nonlinearity and suitably small data (either compared pointwisely to the singular solution or in the norm of a critical Morrey…

Analysis of PDEs · Mathematics 2018-07-11 Piotr Biler , Dominika Pilarczyk

We consider strong uniqueness and thus also existence of strong solutions for the stochastic heat equation with a multiplicative colored noise term. Here, the noise is white in time and colored in q dimensional space ($q \geq 1$) with a…

Probability · Mathematics 2012-12-19 Thomas Rippl , Anja Sturm

We study the solutions of the stochastic heat equation with multiplicative space-time white noise. We prove a comparison theorem between the solutions of stochastic heat equations with the same noise coefficient which is H\"{o}lder…

Probability · Mathematics 2017-06-14 Leonid Mytnik , Eyal Neuman

We investigate the stochastic heat equation driven by space-time white noise defined on an abstract Hilbert space, assuming that the drift and diffusion coefficients are both merely H\"older continuous. Random field SPDEs are covered as…

Probability · Mathematics 2025-08-04 Yi Han
‹ Prev 1 3 4 5 6 7 10 Next ›