Related papers: On global solutions to the semidiscrete stochastic…
We present a new explicit and stable numerical algorithm to solve the homogeneous heat equation. We illustrate the performance of the new method in the cases of two 2D systems with highly inhomogeneous random parameters. Spatial…
We consider the stochastic heat equation with multiplicative noise $u_t={1/2}\Delta u+ u \diamond \dot{W}$ in $\bR_{+} \times \bR^d$, where $\diamond$ denotes the Wick product, and the solution is interpreted in the mild sense. The noise…
We investigate the strict positivity and the compact support property of solutions to the one-dimensional nonlinear stochastic heat equation: $$\partial_t u(t,x) = \frac{1}{2}\partial^2_x u(t,x) + \sigma(u(t,x))\dot{W}(t,x), \quad (t,x)\in…
This paper is devoted to the one-dimensional heat equation and the non-linear ordinary differential equations associated to it. We consider homogeneous polynomial dynamical systems in the n-dimensional space, n = 0, 1, 2, .... For any such…
When a stable phase is adjacent to a metastable phase with a planar interface, the stable phase grows. We propose a stochastic lattice model describing the phase growth accompanying heat diffusion. The model is based on an energy-conserving…
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,…
Stochastic fractionally dissipative quasi-geostrophic type equation on $R^d$ with a multiplicative Gaussian noise is considered. We prove the existence of a martingale solution. In the 2D sub-critical case we prove also the pathwise…
In this paper we are interested in the global well-posedness of the 3D Klein-Gordon-Zakharov equations with small initial data. We show the uniform boundedness of the energy for the global solution without any compactness assumptions on the…
For a class of non-autonomous parabolic stochastic partial differential equations defined on a bounded open subset $D\subset \mathbb {R}^d$ and driven by an $L^2(D)$-valued fractional Brownian motion with the Hurst index $H>1/2$, a new…
We consider the Cauchy problem to the 3D fractional Schr\"odinger equation with quadratic interaction of $u\bar u$ type. We prove the global existence of solutions and scattering properties for small initial data. For the proof, one novelty…
The purpose of this work is to provide an explicit construction of a strong Feller semigroup on the space of probability measures over the real line that additionally maps bounded measurable functions into Lipschitz continuous functions,…
For a class of evolution equations that possibly have only local solutions, we introduce a stochastic component that ensures that the solutions of the corresponding stochastically perturbed equations are global. The class of partial…
A simple method to obtain a canonical partition function for one dimensional lattice gas model is presented. The simplification is based upon rewriting a sum over all possible configurations to a sum over numbers of clusters in the system.
We use a version of the Skorokhod integral to give a simple and rigorous formulation of the Wick-ordered (stochastic) heat equation with planar white noise, representing the free energy of an undirected random polymer. The solution for all…
In this paper, we consider the defocusing mass-supercritical, energy-subcritical nonlinear Schr\"odinger equation, $$ i\partial_{t}u+\Delta u= |u|^p u, \quad (t,x)\in \mathbb R^{d+1}, $$ with $p\in (\frac4d,\frac4{d-2})$. We prove that…
In this paper, we prove the global existence of weak solutions to the non-isothermal nematic liquid crystal system on $\mathbb T^2$, based on a new approximate system which is different from the classical Ginzburg-Landau approximation.…
We consider the generic divergence form second order parabolic equation with coefficients that are regular in the spatial variables and just measurable in time. We show that the spatial derivatives of its fundamental solution admit upper…
The present paper aims at the investigation of the global stability of large solutions to the compressible Navier-Stokes equations in the whole space. Our main results and innovations can be concluded as follows: Under the assumption that…
We give an introduction to the time-fractional stochastic heat equation driven by 1+d-parameter fractional time-space white noise, in the following two cases: (i) With additive noise (ii) With multiplicative noise. The fractional time…
We study the scattering behavior of global solutions to stochastic nonlinear Schr\"odinger equations with linear multiplicative noise. In the case where the quadratic variation of the noise is globally finite and the nonlinearity is…