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Consider the following space-time fractional heat equation with Riemann-Liouville derivative of non-homogeneous time-fractional Poisson process \begin{eqnarray*} \partial^\beta_t u(x,t) =-\kappa(-\Delta)^{\alpha/2} u(x,t) +…

Probability · Mathematics 2017-08-27 Ejighikeme McSylvester Omaba

We consider the fractional stochastic heat type equation \begin{align*} \frac{\partial}{\partial t} u_t(x)=-(-\Delta)^{\alpha/2}u_t(x)+\xi\sigma(u_t(x))\dot{F}(t,x),\ \ \ x\in D, \ \ t>0, \end{align*} with nonnegative bounded initial…

Probability · Mathematics 2020-05-13 Ngartelbaye Guerngar , Erkan Nane

Consider the following stochastic heat equation, \begin{align*} \frac{\partial u_t(x)}{\partial t}=-\nu(-\Delta)^{\alpha/2} u_t(x)+\sigma(u_t(x))\dot{F}(t,\,x), \quad t>0, \; x \in R^d. \end{align*} Here $-\nu(-\Delta)^{\alpha/2}$ is the…

Probability · Mathematics 2019-12-03 Mohammud Foondun , Eulalia Nualart

Consider the following nonlinear one-dimensional stochastic fractional heat equation $$\frac{\partial }{\partial t}u(t, x)= -(-\Delta)^{\alpha/2}u(t, x) +\sigma(t,x,u(t,x)) \dot{W}(t, x), $$ where $-(-\Delta)^{\alpha/2}$ is the fractional…

Probability · Mathematics 2026-04-10 Bin Qian , Ran Wang

Consider non-linear time-fractional stochastic heat type equations of the following type, $$\partial^\beta_tu_t(x)=-\nu(-\Delta)^{\alpha/2} u_t(x)+I^{1-\beta}_t[\lambda \sigma(u)\stackrel{\cdot}{F}(t,x)]$$ in $(d+1)$ dimensions, where…

Probability · Mathematics 2015-05-19 Mohammud Foondun , Erkan Nane

The spectral heat content of a domain $\Omega\subset\mathbb{R}^d$ corresponding to a $d$-dimensional stochastic process $X=(X_t)_{t\ge 0}$ is defined as \[Q^{X}_\Omega(t)=\int_{\mathbb{R}^d} \mathbb{P}_x(\tau^X_\Omega>t)dx,\] where…

Probability · Mathematics 2026-01-21 Rohan Sarkar

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

When $P$ is the fractional Laplacian $(-\Delta )^a$, $0<a<1$, or a pseudodifferential generalization thereof, the Dirichlet problem for the associated heat equation over a smooth set $\Omega \subset{\Bbb R}^n$:…

Analysis of PDEs · Mathematics 2018-12-18 Gerd Grubb

In this paper, we consider the semilinear heat equations under Dirichlet boundary condition \[ u_{t}\left(x,t\right)=\Delta u\left(x,t\right)+f(u(x,t)), & \left(x,t\right)\in \Omega\times\left(0,+\infty\right), u\left(x,t\right)=0, &…

Analysis of PDEs · Mathematics 2017-05-17 Soon-Yeong Chung , Min-Jun Choi

We consider the scalar semilinear heat equation $u_t-\Delta u=f(u)$, where $f\colon[0,\infty)\to[0,\infty)$ is continuous and non-decreasing but need not be convex. We completely characterise those functions $f$ for which the equation has a…

Analysis of PDEs · Mathematics 2017-05-02 Robert Laister , James C. Robinson , Mikolaj Sierzega , Alejandro Vidal-López

We study the heat content asymptotics with either Dirichlet or Robin boundary conditions where the initial temperature exhibits radial blowup near the boundary. We show that there is a complete small-time asymptotic expansion and give…

Analysis of PDEs · Mathematics 2008-03-06 M. van den Berg , P. Gilkey , R. Seeley

Let $\Omega \subset \mathbb{R}^n$ be a bounded smooth domain (open and connected) in $\mathbb{R}^n$. Given $u_0\in L^2(\Omega)$, $g\in L^\infty(\Omega)$ and $\lambda \in \mathbb{R}$, our purpose is to describe the asymptotic behavior of…

Analysis of PDEs · Mathematics 2018-10-29 Ricardo P. Silva

We prove equivalence between nonnegative distributional solutions of the fractional heat equation and caloric functions, i.e., functions satisfying the mean value property with respect to the space-time isotropic $\alpha$-stable process. We…

Analysis of PDEs · Mathematics 2026-04-21 Artur Rutkowski

In this article, we study the existence and uniqueness of a weak solution to the fractional single-phase lag heat equation. This model contains the terms $\cal{D}_t^\alpha(u_t)$ and $\cal{D}_t^\alpha u $ (with $\alpha \in(0,1)$), where…

Analysis of PDEs · Mathematics 2023-06-26 Frederick Maes , Karel Van Bockstal

In this paper, we study large-time asymptotics for heat and fractional heat equations in two discrete settings: the full lattice \(\mathbb Z^d\) and finite connected subgraphs with Dirichlet boundary condition. These results provide a…

Analysis of PDEs · Mathematics 2026-02-19 Rui Chen , Bo Li

Suppose that $d\geq2$ and $\alpha\in(1,2)$. Let D be a bounded $C^{1,1}$ open set in $\mathbb{R}^d$ and b an $\mathbb{R}^d$-valued function on $\mathbb{R}^d$ whose components are in a certain Kato class of the rotationally symmetric…

Probability · Mathematics 2012-10-30 Zhen-Qing Chen , Panki Kim , Renming Song

In this paper we analyze the small-t asymptotic expansion of the trace of the heat kernel associated with a Laplace operator endowed with a spherically symmetric polynomially confining potential on the unbounded, d-dimensional Euclidean…

Mathematical Physics · Physics 2014-05-15 Guglielmo Fucci

We consider weak solutions of the fractional heat equation posed in the whole $n$-dimensional space, and establish their asymptotic convergence to the fundamental solution as $t\to\infty$ under the assumption that the initial datum is an…

Analysis of PDEs · Mathematics 2017-10-18 Juan Luis Vázquez

The aim of our paper is twofold. First, we present new mathematical developments on the analysis of de Gennes' hypothesis on the short-time asymptotics of the heat content for bounded domains with smooth boundary and with fractal boundary.…

Analysis of PDEs · Mathematics 2025-08-19 Anna Rozanova-Pierrat , Alexander Teplyaev , Steffen Winter , Martina Zähle

For $d\ge 2$ and $0<\beta<\alpha<2$, consider a family of non-local operators $\mathcal{L}^{b}=\Delta^{\alpha/2}+\mathcal{S}^{b}$ on $\mathbb{R}^d$, where $$ \mathcal{S}^{b}f(x):=\lim_{\varepsilon\to 0}\mathcal{A}(d,-\beta)\int_{ \{z\in…

Probability · Mathematics 2015-03-19 Zhen-Qing Chen , Ting Yang