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We give an introduction to the time-fractional stochastic heat equation driven by 1+d-parameter fractional time-space white noise, in the following two cases: (i) With additive noise (ii) With multiplicative noise. The fractional time…

Probability · Mathematics 2024-02-28 Rahma Yasmina Moulay Hachemi , Bernt Øksendal

This article is devoted to the study of the existence and uniqueness of mild solution to time- and space-fractional stochastic Burgers equation perturbed by multiplicative white noise. The required results are obtained by stochastic…

Numerical Analysis · Mathematics 2017-06-06 Guang-an Zou , Bo Wang

For a class of non-linear stochastic heat equations driven by $\alpha$-stable white noises for $\alpha\in(1,2)$ with Lipschitz coefficients, we first show the existence and pathwise uniqueness of $L^p$-valued c\`{a}dl\`{a}g solutions to…

Probability · Mathematics 2024-04-02 Yongjin Wang , Chengxin Yan , Xiaowen Zhou

Consider the stochastic heat equation $\partial_t u = (\frac{\varkappa}{2})\Delta u+\sigma(u)\dot{F}$, where the solution $u:=u_t(x)$ is indexed by $(t,x)\in (0, \infty)\times\R^d$, and $\dot{F}$ is a centered Gaussian noise that is white…

Probability · Mathematics 2011-11-22 Daniel Conus , Mathew Joseph , Davar Khoshnevisan , Shang-Yuan Shiu

We consider the solution to a stochastic heat equation. This solution is a random function of time and space. For a fixed point in space, the resulting random function of time, $F(t)$, has a nontrivial quartic variation. This process,…

Probability · Mathematics 2009-09-29 Jason Swanson

In this paper, we study the stochastic partial differential equation with multiplicative noise $\frac{\partial u}{\partial t} =\mathcal L u+u\dot W$, where $\mathcal L$ is the generator of a symmetric L\'evy process $X$ and $\dot W$ is a…

Probability · Mathematics 2016-01-29 Jian Song

In this paper, we study a semilinear SPDE with a linear Young drift $du_{t}=Lu_{t}dt+f\left(t, u_{t}\right)dt+\left(G_{t}u_{t}+g_{t}\right)d\eta_{t}+h\left(t, u_{t}\right)dW_{t}$, where $L$ is the generator of an analytical semigroup,…

Probability · Mathematics 2023-09-14 Jiahao Liang , Shanjian Tang

In this paper, we study the heat equation with an irregular spatially dependent thermal conductivity coefficient. We prove that it has a solution in an appropriate very weak sense. Moreover, the uniqueness result and consistency with the…

Analysis of PDEs · Mathematics 2023-02-21 Michael Ruzhansky , Mohammed Elamine Sebih , Niyaz Tokmagambetov

We consider the stochastic heat equation with multiplicative noise $u_t={1/2}\Delta u+ u \diamond \dot{W}$ in $\bR_{+} \times \bR^d$, where $\diamond$ denotes the Wick product, and the solution is interpreted in the mild sense. The noise…

Probability · Mathematics 2009-06-24 Raluca Balan , Ciprian Tudor

Sharp Besov regularities in time and space variables are investigated for $\left(u(t,x),\; t\in [0,T],\; x\in \mathbb{R}\right)$, the mild solution to the stochastic heat equation driven by space-time white noise. Existence, H\"{o}lder…

Probability · Mathematics 2021-10-11 Brahim Boufoussi , Yassine Nachit

In this work we are going to show weak convergence of a probability measure corresponding to the solution of the following nonlinear stochastic heat equation $\frac{\partial}{\partial t} u_{t}(x) = \frac{\kappa}{2} \Delta u_{ t}(x) +…

Probability · Mathematics 2015-07-21 Pavel Bezdek

In this paper, we consider the exact fractional variation for the temporal process of the solution to the fractional stochastic heat equation on $\mathbb{R}$ driven by a space-time white noise, and as an application we give the estimate of…

Probability · Mathematics 2025-06-05 Yongkang Li , Huisheng Shu , Litan Yan

In a recent article by the authors [15] it was shown that wide classes of semilinear elliptic equations with exponential type nonlinearities admit singular radial solutions $U$ on the punctured disc in $\mathbb R^2$ which are also…

Analysis of PDEs · Mathematics 2025-04-16 Yohei Fujishima , Norisuke Ioku , Bernhard Ruf , Elide Terraneo

We use the theory of regularity structures to develop an It\^o formula for $u$, the solution of the one dimensional stochastic heat equation driven by space-time white noise with periodic boundary conditions. In particular for any smooth…

Probability · Mathematics 2024-03-13 Carlo Bellingeri

In the present paper, we study the existence and blow-up behavior to the following stochastic non-local reaction-diffusion equation: \begin{equation*} \left\{ \begin{aligned} du(t,x)&=\left[(\Delta+\gamma) u(t,x)+\int_{D}u^{q}(t,y)dy…

Probability · Mathematics 2023-11-13 S. Sankar , Manil T. Mohan , S. Karthikeyan

In this work we address some questions concerning the Cauchy problem for a generalized nonlinear heat equations considering as functional framework the variable Lebesgue spaces $L^{p(\cdot)}(\mathbb{R}^n)$. More precisely, by mixing some…

Analysis of PDEs · Mathematics 2025-02-28 Gastón Vergara-Hermosilla

The question of global existence or non-existence of solution to a given stochastic partial differential equation under some non-linear conditions always comes to mind. To show that our weak-predictable random field solutions do not have…

Probability · Mathematics 2017-06-09 Ejighikeme McSylvester Omaba

In the first part of this work, we establish the existence and uniqueness of a local mild solution to the deterministic convective Brinkman-Forchheimer (CBF) equations defined on the whole space, by using properties of the heat semigroup…

Probability · Mathematics 2021-02-03 Manil T. Mohan

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

A study of a non-linear parabolic SPDEs of the form $\partial_{t}u=\mathcal{L}\,u + \sigma(u)f(B_t^x,t)\dot{w}$ with $\dot{w}$ as the space-time white noise and $f(B_t^x,t)$ a space-time harmonic function was done. The function…

Probability · Mathematics 2017-06-09 Ejighikeme Mcsylvester Omaba