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In this paper, we propose and analyze a new semi-implicit stochastic multiscale method for the radiative heat transfer problem with additive noise fluctuation in composite materials. In the proposed method, the strong nonlinearity term…

Numerical Analysis · Mathematics 2026-05-12 Shan Zhang , Yajun Wang , Xiaofei Guan

We propose a Heat-Kernel-based method to compute one-loop effective action up to any mass-dimension with arbitrary numbers of non-degenerate scalars and fermions. We demonstrate our prescription by computing the dimension six effective…

High Energy Physics - Phenomenology · Physics 2023-11-22 Upalaparna Banerjee , Joydeep Chakrabortty , Shakeel Ur Rahaman , Kaanapuli Ramkumar

For a class of non-linear stochastic heat equations driven by $\alpha$-stable white noises for $\alpha\in(1,2)$ with Lipschitz coefficients, we first show the existence and pathwise uniqueness of $L^p$-valued c\`{a}dl\`{a}g solutions to…

Probability · Mathematics 2024-04-02 Yongjin Wang , Chengxin Yan , Xiaowen Zhou

This work considers the subdiffusion problem with non-positive memory, which not only arises from physical laws with memory, but could be transformed from sophisticated models such as subdiffusion or subdiffusive Fokker-Planck equation with…

Numerical Analysis · Mathematics 2025-05-09 Wenlin Qiu , Xiangcheng Zheng

We study boundary values of holomorphic functions in translation-invariant distribution spaces of type $\mathcal{D}'_{E'_{\ast}}$. New edge of the wedge theorems are obtained. The results are then applied to represent…

Functional Analysis · Mathematics 2015-07-28 Pavel Dimovski , Stevan Pilipovic , Jasson Vindas

Heat diffusion has been widely used in brain imaging for surface fairing, mesh regularization and cortical data smoothing. Motivated by diffusion wavelets and convolutional neural networks on graphs, we present a new fast and accurate…

Computer Vision and Pattern Recognition · Computer Science 2020-01-20 Shih-Gu Huang , Ilwoo Lyu , Anqi Qiu , Moo K. Chung

A space fractional diffusion-like equation is introduced, which embodies the nonlocality in time, represented by the memory kernel and the non-locality in space. A specific example of the nonlocal term is considered in combination with…

Statistical Mechanics · Physics 2026-01-06 Pece Trajanovski , Irina Petreska , Katarzyna Gorska , Ljupco Kocarev , Trifce Sandev

We consider strong uniqueness and thus also existence of strong solutions for the stochastic heat equation with a multiplicative colored noise term. Here, the noise is white in time and colored in q dimensional space ($q \geq 1$) with a…

Probability · Mathematics 2012-12-19 Thomas Rippl , Anja Sturm

The quantization of gauge fields and gravitation on manifolds with boundary makes it necessary to study boundary conditions which involve both normal and tangential derivatives of the quantized field. The resulting one-loop divergences can…

High Energy Physics - Theory · Physics 2009-10-30 Ivan G. Avramidi , G. Esposito

In this paper we obtain a Feynman-Kac formula for the solution of a fractional stochastic heat equation driven by fractional noise. One of the main difficulties is to show the exponential integrability of some singular nonlinear functionals…

Probability · Mathematics 2014-10-14 Xia Chen , Yaozhong Hu , Jian Song

We study the large-time behavior of the continuous-time heat kernel and of solutions to the heat equation on homogeneous trees. First, we derive sharp asymptotic formulas for the heat kernel as $t\to\infty$. Second, using them, we show that…

Analysis of PDEs · Mathematics 2026-03-13 Effie Papageorgiou

The reaction-diffusion master equation is a stochastic model often utilized in the study of biochemical reaction networks in living cells. It is applied when the spatial distribution of molecules is important to the dynamics of the system.…

Numerical Analysis · Mathematics 2017-03-08 Stefan Hellander , Linda Petzold

In this paper, we study the Moderate Deviation Principle for a perturbed stochastic heat equation in the whole space $\rr^d, d\ge1$. This equation is driven by a Gaussian noise, white in time and correlated in space, and the differential…

Probability · Mathematics 2015-09-08 Yumeng Li , Ran Wang , Nian Yao , Shuguang Zhang

We analyze several aspects of the phenomenon of stochastic resonance in reaction-diffusion systems, exploiting the nonequilibrium potential's framework. The generalization of this formalism (sketched in the appendix) to extended systems is…

Statistical Mechanics · Physics 2016-08-14 Horacio S. Wio , Roberto R. Deza

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…

Probability · Mathematics 2025-09-09 Jeremy Quastel , Alejandro Ramirez , Balint Virag

We consider reaction-diffusion equations that are stochastically forced by a small multiplicative noise term. We show that spectrally stable travelling wave solutions to the deterministic system retain their orbital stability if the…

Analysis of PDEs · Mathematics 2020-03-09 C. H. S. Hamster , H. J. Hupkes

In this paper, we study stochastic homogenization of a coupled diffusion-reaction system. The diffusion-reaction system is coupled to stochastic differential equations, which govern the changes in the media properties. Though homogenization…

Probability · Mathematics 2018-10-18 Hakima Bessaih , Yalchin Efendiev , Razvan Florian Maris

We consider the stochastic heat equation driven by a multiplicative Gaussian noise that is white in time and spatially homogeneous in space. Assuming that the spatial correlation function is given by a Riesz kernel of order $\alpha \in…

Probability · Mathematics 2024-11-12 Carsten Chong

A common model of stochastic auto-regulatory gene expression describes promoter switching via cooperative protein binding, effective protein production in the active state and dilution of proteins. Here we consider an extension of this…

Subcellular Processes · Quantitative Biology 2020-04-07 James Holehouse , Abhishek Gupta , Ramon Grima

We consider large systems of stochastic interacting particles through discontinuous kernels which has vision geometrical constrains. We rigorously derive a Vlasov-Fokker-Planck type of kinetic mean-field equation from the corresponding…

Analysis of PDEs · Mathematics 2017-05-12 Young-Pil Choi , Samir Salem