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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

Consider the non-linear stochastic fractional-diffusion equation \begin{eqnarray*} \left \{\begin{array}{lll} \frac{\partial}{\partial t}u(x,t)= -( \Delta)^{\alpha/2} u^m(x,t) + \sigma(u(x,t)) \dot{W}(x,t),\, x\in \mathbb{R}^d,t>0, u(x,0)=…

Probability · Mathematics 2017-03-20 McSylvester Ejighikeme Omaba

This paper studies the nonlinear stochastic partial differential equation of fractional orders both in space and time variables: \[ \left(\partial^\beta+\frac{\nu}{2}(-\Delta)^{\alpha/2}\right)u(t,x) =…

Probability · Mathematics 2015-09-28 Le Chen , Yaozhong Hu , David Nualart

In this paper, we use local fraction derivative to show the H\"older continuity of the solution to the following nonlinear time-fractional slow and fast diffusion equation:…

Probability · Mathematics 2021-05-04 Le Chen , Guannan Hu

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

For the stochastic partial differential equation $\frac{\partial u}{\partial t}=\mathcal L u +u\dot W$ where $\dot W$ is Gaussian noise colored in time and $\mathcal L$ is the infinitesimal generator of a Feller process $X$, we obtain…

Probability · Mathematics 2026-05-20 Jian Song , Meng Wang , Wangjun Yuan

In this paper we consider the homogenization problem of nonlinear evolution equations with space-time non-locality, the problems are given by Beltritti and Rossi [JMAA, 2017, 455: 1470-1504]. When the integral kernel $J(x,t;y,s)$ is…

Analysis of PDEs · Mathematics 2023-10-31 Junlong Chen , Yanbin Tang

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

We consider the following stochastic space-time fractional diffusion equation with vanishing initial condition:$$ \partial^{\beta} u(t, x)=- \left(-\Delta\right)^{\alpha / 2} u(t, x)+ I_{0+}^{\gamma}\left[\dot{W}(t, x)\right],\quad…

Probability · Mathematics 2024-11-20 Yuhui Guo , Jian Song , Ran Wang , Yimin Xiao

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

The aim of this paper is to study the $d$-dimensional stochastic heat equation with a multiplicative Gaussian noise which is white in space and it has the covariance of a fractional Brownian motion with Hurst parameter $% H\in (0,1)$ in…

Probability · Mathematics 2007-05-23 Yaozhong Hu , David Nualart

We consider the stochastic heat equation with a multiplicative white noise forcing term under standard "intermitency conditions." The main finding of this paper is that, under mild regularity hypotheses, the a.s.-boundedness of the solution…

Probability · Mathematics 2015-10-16 Le Chen , Davar Khoshnevisan , Kunwoo Kim

We consider the linear stochastic wave equation with spatially homogenous Gaussian noise, which is fractional in time with index $H>1/2$. We show that the necessary and sufficient condition for the existence of the solution is a relaxation…

Probability · Mathematics 2009-12-22 Raluca Balan , Ciprian Tudor

In this article, we consider the quasi-linear stochastic wave and heat equations on the real line and with an additive Gaussian noise which is white in time and behaves in space like a fractional Brownian motion with Hurst index $H\in…

Probability · Mathematics 2018-10-10 Luca M. Giordano , Maria Jolis , Lluís Quer-Sardanyons

In this paper we are concerned with the asymptotic behavior of nonautonomous fractional approximations of oscillon equation $$ u_{tt}-\mu(t)\Delta u+\omega(t)u_t=f(u),\ x\in\Omega,\ t\in\mathbb{R}, $$ subject to Dirichlet boundary condition…

Analysis of PDEs · Mathematics 2020-06-08 Flank D. M. Bezerra , Rodiak N. Figueroa-López , Marcelo J. D. Nascimento

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 construct unique martingale solutions to the damped stochastic wave equation $$ \mu \frac{\partial^2u}{\partial t^2}(t,x)=\Delta u(t,x)-\frac{\partial u}{\partial t}(t,x)+b(t,x,u(t,x))+\sigma(t,x,u(t,x))\frac{dW_t}{dt},$$ where $\Delta$…

Probability · Mathematics 2025-04-29 Yi Han

We examine stochastic reaction-diffusion equations of the form $\frac{\partial u}{\partial t} = \mathcal{A} u(t,x) + f(u(t,x)) + \sigma(u(t,x))\dot{W}(t,x)$ and provide sufficient conditions on the reaction term and multiplicative noise…

Probability · Mathematics 2024-06-26 John Ivanhoe , Michael Salins

We consider nonnegative solutions of the quasilinear heat equation $\partial_t u = \tfrac{1}{2} u \partial_x^2 u$ in one dimension. Our solutions may vanish and may be unbounded. The equation is then degenerate, and weak solutions are…

Analysis of PDEs · Mathematics 2024-07-16 Alexander Dunlap , Cole Graham

In this paper, we study the spatial behavior of the solution $\psi(x,t)$ to the stochastic heat equation $\partial_t\psi(x,t)-\frac{1}{2}\partial^2_{x^2} \psi(x,t)=g\, S(x,t)^2\, \psi(x,t)$, with $0\le t\le T$, $x\in\mathbb{R}$, and…

Mathematical Physics · Physics 2026-01-27 Philippe Mounaix
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