Related papers: It\^o perspective on variance renormalisation

In this article we consider the stochastic heat equation $u_{t}-\Delta u=\dot B$ in $(0,T) \times \bR^d$, with vanishing initial conditions, driven by a Gaussian noise $\dot B$ which is fractional in time, with Hurst index $H \in (1/2,1)$,…

We consider a stochastic heat equation of the type, $\partial_t u = \partial^2_x u + \sigma(u)\dot{W}$ on $(0\,,\infty)\times[-1\,,1]$ with periodic boundary conditions and on-degenerate positive initial data, where $\sigma:\mathbb{R}…

The large time behavior of non-negative solutions to the viscous Hamilton-Jacobi equation $u_t - \Delta u + |\nabla u|^q = 0$ in the whole space $R^N$ is investigated for the critical exponent $q = (N+2)/(N+1)$. Convergence towards a…

We study Freidlin-Wentzell's large deviation principle for one dimensional nonlinear stochastic heat equation driven by a Gaussian noise: $$\frac{\partial u^\varepsilon(t,x)}{\partial t} = \frac{\partial^2 u^\varepsilon(t,x)}{\partial…

We consider the homogenisation problem for the $\phi^4_2$ equation on the torus $\mathbb{T}^2$, namely the behaviour as $\varepsilon \to 0$ of the solutions to the equation suggestively written as $$ \partial_t u_\varepsilon - \nabla\cdot…

In this paper, we study the following stochastic heat equation \[ \partial_tu=\mathcal{L} u(t,x)+\dot{B},\quad u(0,x)=0,\quad 0\le t\le T,\quad x\in\mathbb{R}d, \] where $\mathcal{L}$ is the generator of a L\'evy process $X$ taking value in…

This paper studies the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise which is white in time and which has the covariance of a fractional Brownian motion with Hurst parameter 1/4\textless{}H\textless{}1/2 in…

We prove convergence of positive solutions to \[ u_t = u\Delta u + u\int_{\Omega} |\nabla u|^2, \qquad u\rvert_{\partial\Omega} =0, \qquad u(\cdot,0)=u_0 \] in a bounded domain $\Omega\subset \mathbb{R}^n$, $n\ge 1$, with smooth boundary in…

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) =…

Let $u(t, x) = (u_1(t, x), \dots, u_d(t, x))$ be the solution to the systems of nonlinear stochastic heat equations \[ \begin{split} \frac{\partial}{\partial t} u(t, x) &= \frac{\partial^2}{\partial x^2} u(t, x) + \sigma(u(t, x)) \dot{W}(t,…

We consider a family of nonlinear stochastic heat equations of the form $\partial_t u=\mathcal{L}u + \sigma(u)\dot{W}$, where $\dot{W}$ denotes space-time white noise, $\mathcal{L}$ the generator of a symmetric L\'evy process on $\R$, and…

We establish that the elliptic equation $\Delta u+f(x,u)+g(| x|)x\cdot \nabla u=0$, where $x\in\mathbb{R}^{n}$, $n\geq3$, and $| x|>R>0$, has a positive solution which decays to 0 as $| x|\to +\infty$ under mild restrictions on the…

We consider the stochastic heat equation which includes a fractional power of the Laplacian of order $\alpha \in (1, 2]$ and it is driven by a nonlinear space-time Gaussian white noise. We study two types of power variations for the…

In this paper we will study a stiff problem in two-dimensional space and especially its probabilistic counterpart. Roughly speaking, the heat equation with a parameter $\varepsilon>0$ is under consideration: \[ \partial_t…

This work is concerned with the probabilistic representation of solutions to the $p$-Laplace evolution equation $\frac{\partial u}{\partial t}={\rm div}(|\nabla u|^{p-2}\nabla u)$ in $(0,\infty)\times\mathbb{R}^d$, $u(0,x)=u_0(x),$…

In this article, we study stochastic homogenization of non-homogeneous Gaussian free fields $\Xi^{g,{\bf a}} $ and bi-Laplacian fields $\Xi^{b,{\bf a}}$. They can be characterized as follows: for $f=\delta$ the solution $u$ of $\nabla \cdot…

This paper studies the finite time explosion of the stochastic heat equation $\frac{\partial u}{\partial t}(t,x)=\frac{\partial^2}{\partial x^2} u(t,x)+(u(t,x))^{\beta}+\sigma(u(t,x))\dot{W}(t,x)$. We consider an interval $D=[-\pi,\pi]$…

Let $u(t,x)$ be the solution to a stochastic heat equation $$ \frac{\partial}{\partial t}u=\frac12\frac{\partial^2}{\partial x^2}u+\frac{\partial^2}{\partial t\partial x}X(t,x),\quad t\geq 0, x\in {\mathbb R} $$ with initial condition…

We consider the linear Schr\"odinger equation under periodic boundary condition, driven by a random force and damped by a quasilinear damping: $$ \frac{d}{dt}u+i\big(-\Delta+V(x)\big) u=\nu \Big(\Delta u-\gr |u|^{2p}u-i\gi |u|^{2q}u \Big)…

We study the mild Skorohod solution to the following fractional stochastic heat equation on $\mathbb{R}$: \begin{equation} \begin{cases} \partial_t u(t,x)=-(-\Delta)^{\rho/2} u(t,x) +\beta u(t,x)\delta_0(x)\xi(t),\\ u(0,\cdot)=u_0(x),…