English
Related papers

Related papers: Temporal regularity for the stochastic heat equati…

200 papers

Let $u=\{u(t,x);t \in [0,T], x \in {\mathbb{R}}^{d}\}$ be the process solution of the stochastic heat equation $u_{t}=\Delta u+ \dot F, u(0,\cdot)=0$ driven by a Gaussian noise $\dot F$, which is white in time and has spatial covariance…

Probability · Mathematics 2008-06-12 Raluca Balan , Doyoon Kim

In this paper we study global well-posedness and long time asymptotic behavior of solutions to the nonlinear heat equation with absorption, $ u_t - \Delta u + |u|^\alpha u =0$, where $u=u(t,x)\in {\mathbb R}, $ $(t,x)\in…

Analysis of PDEs · Mathematics 2019-12-23 Hattab Mouajria , Slim Tayachi , Fred B. Weissler

Let $N\ge 3$. We are concerned with a Cauchy problem of the semilinear heat equation \[ \begin{cases} \partial_tu-\Delta u=f(u), & x\in\mathbb{R}^N,\ t>0,\\ u(x,0)=u_0(x), & x\in\mathbb{R}^N, \end{cases} \] where $f(0)=0$, $f$ is…

Analysis of PDEs · Mathematics 2025-05-23 Kotaro Hisa , Yasuhito Miyamoto

We study the existence of nontrivial nonlocal nonnegative solutions $u(x,t)$ of the nonlinear initial value problems \[ (\partial_t -\Delta)^\alpha u\geq u^\lambda \quad \text{in } \mathbb{R}^n \times\mathbb{R},\,n\geq 1 \] \[ u=0…

Analysis of PDEs · Mathematics 2020-05-14 Steven D. Taliaferro

In this article, we consider the following stochastic fractional diffusion equation \begin{equation*} \left(\partial^{\beta}+\dfrac{\nu}{2}\left(-\Delta\right)^{\alpha / 2}\right) u(t, x)= \lambda\: I_{0_+}^{\gamma}\left[u(t, x) \dot{W}(t,…

Probability · Mathematics 2023-03-22 Yuhui Guo , Jian Song , Xiaoming Song

Motivated by the modeling of the temporal structure of the velocity field in a highly turbulent flow, we propose and study a linear stochastic differential equation that involves the ingredients of a Ornstein-Uhlenbeck process, supplemented…

Fluid Dynamics · Physics 2017-09-26 Laurent Chevillard

In this paper, we investigate pointwise time analyticity of solutions to fractional heat equations in the settings of $\mathbb{R}^d$ and a complete Riemannian manifold $\mathrm{M}$. On one hand, in $\mathbb{R}^d$, we prove that any solution…

Analysis of PDEs · Mathematics 2022-04-15 Hongjie Dong , Chulan Zeng , Qi S. Zhang

We continue the analysis on the model equation arising in the theory of viscoelasticity $$ \partial_{tt} u(t)-\big[1+k_t(0)\big]\Delta u(t) -\int_0^\infty k'_t(s)\Delta u(t-s) d s + f(u(t)) = g $$ in the presence of a (convex, nonnegative…

Dynamical Systems · Mathematics 2016-03-25 Monica Conti , Valeria Danese , Vittorino Pata

We consider the nonlinear heat equation with a nonlinear gradient term: $\partial_t u =\Delta u+\mu|\nabla u|^q+|u|^{p-1}u,\; \mu>0,\; q=2p/(p+1),\; p>3,\; t\in (0,T),\; x\in \R^N.$ We construct a solution which blows up in finite time…

Analysis of PDEs · Mathematics 2015-06-30 Slim Tayachi , Hatem Zaag

A stochastic heat equation on $[0,T]\times{\mathbb{R}}$ driven by a general stochastic measure $d\mu(t)$ is investigated in this paper. For the integrator $\mu$, we assume the $\sigma$-additivity in probability only. The existence,…

Probability · Mathematics 2015-03-19 Vadym Radchenko

We study the stochastic heat equation with trace class noise and zero Dirichlet boundary condition on a bounded polygonal domain O in R^2. It is shown that the solution u can be decomposed into a regular part u_R and a singular part u_S…

Probability · Mathematics 2013-06-10 Felix Lindner

For the fundamental solutions of heat-type equations of order $n$ we give a general stochastic representation in terms of damped oscillations with generalized gamma distributed parameters. By composing the pseudo-process $X_n$ related to…

Probability · Mathematics 2012-03-15 Enzo Orsingher , Mirko D'Ovidio

Consider the stochastic partial differential equation u_t=u_{xx}+u^gamma dot{W}, where x in [0,J], dot{W}=dot{W}(t,x) is 2-parameter white noise, and we assume that the initial function u(0,x) is nonnegative and not identically 0. We impose…

Probability · Mathematics 2011-02-18 Carl Mueller

In this paper, we study a class of nonlinear space-time fractional stochastic kinetic equations in $\mathbb{R}^d$ with Gaussian noise which is white in time and homogeneous in space. This type of equation constitutes an extension of the…

Probability · Mathematics 2022-01-19 Junfeng Liu

We study the large time behavior of solutions to a non-local diffusion equation, $u_t=J*u-u$ with $J$ smooth, radially symmetric and compactly supported, posed in $\mathbb{R}_+$ with zero Dirichlet boundary conditions. In sets of the form…

Analysis of PDEs · Mathematics 2013-08-23 Carmen Cortazar , Manuel Elgueta , Fernando Quiros , Noemi Wolanski

In this article, we consider the stochastic wave and heat equations driven by a Gaussian noise which is spatially homogeneous and behaves in time like a fractional Brownian motion with Hurst index $H>1/2$. The solutions of these equations…

Probability · Mathematics 2016-03-31 Raluca M. Balan , Daniel Conus

In this article, we consider the stochastic heat equation $du=(\Delta u+f(t,x))dt+ \sum_{k=1}^{\infty} g^{k}(t,x) \delta \beta_t^k, t \in [0,T]$, with random coefficients $f$ and $g^k$, driven by a sequence $(\beta^k)_k$ of i.i.d.…

Probability · Mathematics 2009-05-14 Raluca Balan

We study the existence of sign-changing solutions to the nonlinear heat equation $\partial _t u = \Delta u + |u|^\alpha u$ on ${\mathbb R}^N $, $N\ge 3$, with $\frac {2} {N-2} < \alpha <\alpha _0$, where $\alpha _0=\frac {4} {N-4+2\sqrt{…

Analysis of PDEs · Mathematics 2020-12-18 Thierry Cazenave , Flávio Dickstein , Ivan Naumkin , Fred B. Weissler

We investigate the equation $(u_t + (f(u))_x)_x = f''(u) (u_x)^2/2$ where $f(u)$ is a given smooth function. Typically $f(u)= u^2/2$ or $u^3/3$. This equation models unidirectional and weakly nonlinear waves for the variational wave…

Analysis of PDEs · Mathematics 2007-05-23 Alberto Bressan , Ping Zhang , Yuxi Zheng

We study the stochastic heat equation driven by an additive infinite dimensional fractional Brownian noise on the unit sphere $\mathbb{S}^{2}$. The existence and uniqueness of its solution in certain Sobolev space is investigated and sample…

Probability · Mathematics 2018-07-17 Xiaohong Lan , Yimin Xiao