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Consider the heat equation driven by a smooth, Gaussian random potential: \begin{align*} \partial_t u_{\varepsilon}=\tfrac12\Delta u_{\varepsilon}+u_{\varepsilon}(\xi_{\varepsilon}-c_{\varepsilon}), \ \ t>0, x\in\mathbb{R}, \end{align*}…

Probability · Mathematics 2019-03-05 Yu Gu , Li-Cheng Tsai

This paper is mainly concerned with the observability inequalities for heat equations with time-dependent Lipschtiz potentials. The observability inequality for heat equations asserts that the total energy of a solution is bounded above by…

Optimization and Control · Mathematics 2025-07-29 Jiuyi Zhu , Jinping Zhuge

We present a Feynman-Kac formula for the $1$-dimensional stochastic heat equation (SHE) driven by a time-homogeneous Gaussian white noise potential, where the noise is interpreted in the Wick-It\^o-Skorokhod sense. Our approach consists in…

Probability · Mathematics 2021-08-30 Ramiro Scorolli

In this paper, a quantitative estimate of unique continuation for the stochastic heat equation with bounded potentials on the whole Euclidean space is established. This paper generalizes the earlier results in [29] and [17] from a bounded…

Analysis of PDEs · Mathematics 2024-02-21 Yuanhang Liu , Donghui Yang , Xingwu Zeng , Can Zhang

In this paper, we study a nonlinear one spatial dimensional stochastic heat equations driven by Gaussian noise: $\frac{\partial u }{\partial t}=\frac{\partial^2 u }{\partial x^2}+\sigma(u )\dot{W} $, where $\dot{W} $ is white in time and…

Probability · Mathematics 2021-01-05 Yaozhong Hu , Xiong Wang

This paper studies the stability of warm inflationary solutions when the viscous pressure is taken into account. The latter is a very natural and physically motivated ingredient of warm inflation and is seen to widen the stability range of…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-19 Sergio del Campo , Ramón Herrera , Diego Pavón , José R. Villanueva

As a first approach to the study of systems coupling finite and infinite dimensional natures, this article addresses the stability of a system of ordinary differential equations coupled with a classic heat equation using a Lyapunov…

Analysis of PDEs · Mathematics 2018-12-12 Lucie Baudouin , Alexandre Seuret , Frédéric Gouaisbaut

In [HHL+17] the authors showed existence and uniqueness of solutions to the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise that is white in time and rougher than white in space (in particular, its covariance…

Probability · Mathematics 2024-04-30 Máté Gerencsér

This work concerns the direct and inverse potential problems for the stochastic diffusion equation driven by a multiplicative time-dependent white noise. The direct problem is to examine the well-posedness of the stochastic diffusion…

Analysis of PDEs · Mathematics 2023-02-08 Xiaoli Feng , Peijun Li , Xu Wang

This paper studies stabilities of stochastic differential equation (SDE) driven by time-changed L\'evy noise in both probability and moment sense. This provides more flexibility in modeling schemes in application areas including physics,…

Probability · Mathematics 2016-04-27 Erkan Nane , Yinan Ni

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

In this paper, we consider a linear heat equation with constant coefficients and a single constant delay. Such equations are commonly used to model and study various problems arising in ecology and population biology when describing the…

Analysis of PDEs · Mathematics 2014-01-23 Denys Khusainov , Michael Pokojovy , Elvin Azizbayov

We numerically determine the entropy for heat-conducting states, which is connected to the so-called excess heat considered as a basic quantity for steady-state thermodynamics in nonequilibrium. We adopt an efficient method to estimate the…

Statistical Mechanics · Physics 2016-08-17 Yoshiyuki Chiba , Naoko Nakagawa

We study the propagation of high peaks (intermittency front) of the solution to a stochastic heat equation driven by multiplicative centered Gaussian noise in $\mathbb{R}^d$. The noise is assumed to have a general homogeneous covariance in…

Probability · Mathematics 2015-06-16 Yaozhong Hu , Jingyu Huang , David Nualart

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…

Probability · Mathematics 2024-08-06 Jiaming Chen

On stratified Lie groups we study a semilinear heat equation with the Hardy potential, a power non-linearity and a forcing term which depends only upon the spacial variable. The analysis of an equivalent formulation to the problem and an…

Analysis of PDEs · Mathematics 2024-09-27 Durvudkhan Suragan , Bharat Talwar

In this article, we study a class of stochastic partial differential equations with fractional differential operators subject to some time-independent multiplicative Gaussian noise. We derive sharp conditions, under which a unique global…

Probability · Mathematics 2021-08-27 Le Chen , Nicholas Eisenberg

We are looking at the stochastic heat and wave equations with different types of fractional noise. We are interested in the intermittency property and Lyapunov exponent for the solution. First we look at the equation driven by the…

Probability · Mathematics 2025-04-22 Ruxiao Qian

We study the stability of standing wave solutions to a one-dimensional Gross-Pitaevsky equation with a periodic potential. We use some simple complex analysis and the Hamiltonian structure of the problem to give a simple rigorous criterion…

Other Condensed Matter · Physics 2007-05-23 Jared C. Bronski , Zoi Rapti

We establish conditions ensuring either existence or blow-up of nonnegative solutions for the heat equation generated by the Dirichlet fractional Laplacian perturbed by negative potentials on bounded sets. The elaborated theory is supplied…

Functional Analysis · Mathematics 2016-05-18 Ali BenAmor , Tarek Kenzizi
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