Related papers: It\^o perspective on variance renormalisation

We consider the initial-value problem for stochastic continuity equations of the form $$ \partial_t \rho + \text{div}_h \left[\rho \left(u(t,x) + \sum_{i=1}^N a_i(x)\circ \frac{dW^i}{dt}\right)\right] = 0, $$ defined on a smooth closed…

We consider the solution $u(x,t)$ to a stochastic heat equation. For fixed $x$, the process $F(t)=u(x,t)$ has a nontrivial quartic variation. It follows that $F$ is not a semimartingale, so a stochastic integral with respect to $F$ cannot…

For every $R>0$, consider the stochastic heat equation $\partial_{t} u_{R}(t\,,x)=\tfrac12 \Delta_{S_{R}^{2}}u_{R}(t\,,x)+\sigma(u_{R}(t\,,x)) \xi_{R}(t\,,x)$ on $S_{R}^{2}$, where $\xi_{R}=\dot{W_{R}}$ are centered Gaussian noises with the…

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

We classify the smooth self-similar solutions of the semilinear heat equation $u_t=\Delta u+|u|^{p-1}u$ in $\mathbb{R}^n\times (0,T)$ satisfying an integral condition for all $p>1$ with positive speed. As a corollary, we prove that finite…

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…

We investigate nonnegative solutions $u(x,t)$ and $v(x,t)$ of the nonlinear system of inequalities \[0\leq(\partial_t -\Delta)^\alpha u\leq v^\lambda\] \[ 0\leq (\partial_t -\Delta)^\beta v\leq u^\sigma\] in $\mathbb{R}^n \times\mathbb{R}$,…

We study the self-similar solutions of the equation \[ u_{t}-div(| \nabla u| ^{p-2}\nabla u)=0, \] in $\mathbb{R}^{N},$ when $p>2.$ We make a complete study of the existence and possible uniqueness of solutions of the form \[ u(x,t)=(\pm…

Let $n\ge 3$ and $\psi_{\lambda_0}$ be the radially symmetric solution of $\Delta\log\psi+2\beta\psi+\beta x\cdot\nabla\psi=0$ in $R^n$, $\psi(0)=\lambda_0$, for some constants $\lambda_0>0$, $\beta>0$. Suppose $u_0\ge 0$ satisfies…

We study the large-time behaviour of the solutions of the evolution equation involving nonlinear diffusion and gradient absorption, $$ \partial_t u - \Delta_p u + |\nabla u|^q=0 . $$ We consider the problem posed for $x\in \real^N$ and t>0…

We consider periodic homogenization with localized defects for semilinear elliptic equations and systems of the type $$ \nabla\cdot\Big(\Big(A(x/\varepsilon)+B(x/\varepsilon)\Big)\nabla u(x)+c(x,u(x)\Big)=d(x,u(x)) \mbox{ in } \Omega $$…

In this paper we study the problem $-\mathrm{div}(\rho(x_N)\nabla u)=a|u|^{p-2}u$ in $\mathbb{R}^N_+$, $-\partial u/\partial x_N=b|u|^{q-2}u$ in $\mathbb{R}^{N-1}$ where $a,b \in \mathbb{R}$, $p,q\in (1,\infty)$ and $\rho$ is a positive…

We establish the stochastic comparison principles, including moment comparison principle as a special case, for solutions to the following nonlinear stochastic heat equation on $\mathbb{R}^d$ \[ \left(\frac{\partial }{\partial t}…

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…

We prove that a solution, in a variational framework, to the Stratonovich stochastic partial differential equation with noise $G\left(t, \Psi_t\right) \circ dW_t$ is given by a solution to the It\^{o} equation with It\^{o}-Stratonovich…

We consider the nonlinear eigenvalue problem $-{\rm div}(|\nabla u|^{p(x)-2}\nabla u)=\lambda |u|^{q(x)-2}u$ in $\Omega$, $u=0$ on $\partial\Omega$, where $\Omega$ is a bounded open set in $\RR^N$ with smooth boundary and $p$, $q$ are…

We consider the stochastic heat equation (SHE) on the torus $\mathbb{T}=[0,1]$, driven by space-time white noise $\dot W$, with an initial condition $u_0$ that is nonnegative and not identically zero: \begin{equation*} \frac{\partial…

We construct solutions of a renormalized continuum fractional parabolic Anderson model, formally given by $\partial_t u=-(-\Delta)^{1/2}u+\xi u$, where $\xi$ is a periodic spatial white noise. To be precise, we construct limits as…

Let $(\Omega, \mu)$ be a probability space endowed with an ergodic action, $\tau$ of $( {\mathbb R} ^n, +)$. Let $H(x,p; \omega)=H_\omega(x,p)$ be a smooth Hamiltonian on $T^* {\mathbb R} ^n$ parametrized by $\omega\in \Omega$ and such that…

We consider the stochastic heat equation on the 1-dimensional torus $\mathbb{T}:=\left[-1,1\right]$ with periodic boundary conditions: $$ \partial_t u(t,x)=\partial^2_x u(t,x)+\sigma(t,x,u)\dot{F}(t,x),\quad x\in…