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We study the small-time asymptotics of the relative heat content for submanifolds in sub-Riemannian geometry. First, we prove the existence of a smooth tubular neighborhood for submanifolds of any codimension, assuming they do not have…

Differential Geometry · Mathematics 2022-02-23 Tommaso Rossi

We study stochastic heat equations in the sense of Walsh defined by fractal Laplacians on Cantor-like sets. For this purpose, we first investigate the corresponding heat kernels. Then, we prove existence and uniqueness of mild solutions to…

Probability · Mathematics 2019-10-25 Tim Ehnes

We derive a matrix version of Li \& Yau--type estimates for positive solutions of semilinear heat equations on Riemannian manifolds with nonnegative sectional curvatures and parallel Ricci tensor, similarly to what R.~Hamilton did…

Analysis of PDEs · Mathematics 2021-07-30 Giacomo Ascione , Daniele Castorina , Giovanni Catino , Carlo Mantegazza

In this article we present a {\it quantitative} central limit theorem for the stochastic fractional heat equation driven by a a general Gaussian multiplicative noise, including the cases of space-time white noise and the white-colored noise…

Probability · Mathematics 2020-07-31 Obayda Assaad , David Nualart , Ciprian A. Tudor , Lauri Viitasaari

We consider the heat equation with Dirichlet boundary conditions on the tubular neighborhood of a closed Riemannian submanifold. We show that, as the tube radius decreases, the semigroup of a suitably rescaled and renormalized generator can…

Analysis of PDEs · Mathematics 2008-10-29 O. Wittich

We consider fractional stochastic heat equations of the form $\frac{\partial u_t(x)}{\partial t} = -(-\Delta)^{\alpha/2} u_t(x)+\lambda \sigma (u_t(x)) \dot F(t,\, x)$. Here $\dot F$ denotes the noise term. Under suitable assumptions, we…

Probability · Mathematics 2014-09-22 Mohammud Foondun , Wei Liu , McSylvester Omaba

We discuss the heat content asymptotics associated with the heat flow out of a smooth compact manifold in a larger compact Riemannian manifold. Although there are no boundary conditions, the corresponding heat content asymptotics involve…

Analysis of PDEs · Mathematics 2013-06-27 M. van den Berg , P. Gilkey

In this note we present some gradient estimates for the diffusion equation $\partial_t u=\Delta u-\nabla \phi \cdot \nabla u $ on Riemannian manifolds, where $\phi $ is a C^2 function, which generalize estimates of R. Hamilton's and Qi S.…

Differential Geometry · Mathematics 2008-04-24 Hong Huang

We consider a Cauchy problem for stochastic heat equation driven by a real harmonizable fractional stable process $Z$ with Hurst parameter $H>1/2$ and stability index $\alpha>1$. It is shown that the approximations for its solution, which…

Probability · Mathematics 2016-07-14 Larysa Pryhara , Georgiy Shevchenko

In this paper, we establish existence results for positive solutions to the Lichnerowicz equation of the following type in closed manifolds -\Delta u=A(x)u^{-p}-B(x)u^{q},\quad in\quad M, where $p>1, q>0$, and $A(x)>0$, $B(x)\geq0$ are…

Differential Geometry · Mathematics 2015-05-18 Li Ma , Yuhua Sun

This article generalizes the small noise cutoff phenomenon to the strong solutions of the stochastic heat equation and the damped stochastic wave equation over a bounded domain subject to additive and multiplicative Wiener and L\'evy noises…

Probability · Mathematics 2023-05-08 G. Barrera , M. A. Högele , J. C. Pardo

We consider the stochastic heat equation on the integer lattice $\mathbb{Z}^d$ in dimension $d \geq 3$ and with small coupling constant. We show uniqueness of global solutions within the class of positive functions that are stationary in…

Probability · Mathematics 2026-05-25 Tobias Hurth , Konstantin Khanin , Beatriz Navarro Lameda

By applying Rohlin's result on the classification of homomorphisms of Lebesgue space, the random inertial manifold of a stochastic damped nonlinear wave equations with singular perturbation is proved to be approximated almost surely by that…

Analysis of PDEs · Mathematics 2012-09-04 Yan Lv , Wei Wang , Anthony Roberts

We consider the Cauchy problem posed in the whole space for the following nonlocal heat equation: u_t = J * u - u, where J is a symmetric continuous probability density. Depending on the tail of J, we give a rather complete picture of the…

Analysis of PDEs · Mathematics 2010-02-25 Cristina Brändle , Emmanuel Chasseigne , Raul Ferreira

We study the smoothness of the density of a semilinear heat equation with multiplicative spacetime white noise. Using Malliavin calculus, we reduce the problem to a question of negative moments of solutions of a linear heat equation with…

Probability · Mathematics 2011-02-18 Carl Mueller , David Nualart

We first prove stochastic representation formulae for space-time harmonic mappings defined on manifolds with evolving Riemannian metric. We then apply these formulae to derive Liouville type theorems under appropriate curvature conditions.…

Probability · Mathematics 2014-03-27 Hongxin Guo , Robert Philipowski , Anton Thalmaier

We study the time-fractional stochastic heat equation driven by time-space white noise with space dimension $d\in\mathbb{N}=\{1,2,...\}$ and the fractional time-derivative is the Caputo derivative of order $\alpha \in (0,2)$. We consider…

Probability · Mathematics 2022-11-24 Rahma Yasmina Moulay Hachemi , Bernt Øksendal

In this paper, we establish associativity, spatial ergodicity and a central limit theorem for certain nonnegative solutions to the stochastic heat equation $\partial_t u=\frac12\partial_x^2 u+ u^\gamma \xi$ with $\gamma\in (0, 1)$. When…

Probability · Mathematics 2025-10-02 Carl Mueller , Fei Pu

Let $A$ be an $n\times n$ random matrix with i.i.d. entries of zero mean, unit variance and a bounded subgaussian moment. We show that the condition number $s_{\max}(A)/s_{\min}(A)$ satisfies the small ball probability estimate $${\mathbb…

Probability · Mathematics 2019-06-18 Alexander E. Litvak , Konstantin Tikhomirov , Nicole Tomczak-Jaegermann

We study the compact support property for solutions of the following stochastic partial differential equations: $$\partial_t u = a^{ij}u_{x^ix^j}(t,x)+b^{i}u_{x^i}(t,x)+cu+h(t,x,u(t,x))\dot{F}(t,x),\quad (t,x)\in…

Probability · Mathematics 2023-03-07 Beom-Seok Han , Kunwoo Kim , Jaeyun Yi