Related papers: The heat equation with multiplicative stable L\'ev…
To predict the heat diffusion in a given region over time, it is often necessary to find the numerical solution for heat equation. With the techniques of discrete differential calculus, we propose two unconditional stable numerical schemes…
Blow up in a one-dimensional semilinear heat equation is studied using a combination of numerical and analytical tools. The focus is on problems periodic in the space variable and starting out from a nearly flat, positive initial condition.…
We consider the one-dimensional stochastic heat equation driven by a multiplicative space-time white noise. We show that the spatial integral of the solution from $-R$ to $R$ converges in total variance distance to a standard normal…
Fluctuation properties of the Langevin equation including a multiplicative, power-law noise and a quadratic potential are discussed. The noise has the Levy stable distribution. If this distribution is truncated, the covariance can be…
We study the relativistic heat equation in one space dimension. We prove a local regularity result when the initial datum is locally Lipschitz in its support. We propose a numerical scheme that captures the known features of the solutions…
A fully discrete approximation of the one-dimensional stochastic heat equation driven by multiplicative space-time white noise is presented. The standard finite difference approximation is used in space and a stochastic exponential method…
Thermodynamical arguments are known to be useful in the construction of physically motivated Lyapunov functionals for nonlinear stability analysis of spatially homogeneous equilibrium steady states in thermodynamically isolated systems.…
We study the transport of heat along a chain of particles interacting through a harmonic potential and subject to heat reservoirs at its ends. Each particle has two degrees of freedom and is subject to a stochastic noise that produces…
We establish a refined $L_p$-estimate ($p\geq 2$) for the stochastic heat equation on angular domains in $\mathbb{R}^2$ with mixed weights based on both, the distance to the boundary and the distance to the vertex. This way we can capture…
We study long-term behavior and stationary distributions for stochastic heat equations forced simultaneously by a multiplicative noise and an independent additive noise with the same distribution. We prove that nontrivial space-time…
In this paper, we present first-order accurate numerical methods for solution of the heat equation with uncertain temperature-dependent thermal conductivity. Each algorithm yields a shared coefficient matrix for the ensemble set improving…
Consider the stochastic partial differential equation u_t=u_{xx}+u^gamma dot{W}, where x in [0,J], dot{W}=dot{W}(t,x) is 2-parameter white noise, and we assume that the initial function u(0,x) is nonnegative and not identically 0. We impose…
This article studies the dynamics of a nonlinear dissipative reaction-diffusion equation with well-separated stable states which is perturbed by infinite-dimensional multiplicative L\'evy noise with a regularly varying component at…
This paper studies the stochastic heat equation driven by time fractional Gaussian noise with Hurst parameter $H\in(0,1/2)$. We establish the Feynman-Kac representation of the solution and use this representation to obtain matching lower…
Optimal single electron sources emit regular streams of particles, displaying no low frequency charge current noise. Due to the wavepacket nature of the emitted particles, the energy is however fluctuating, giving rise to heat current…
We study here the approximation by a finite-volume scheme of a heat equation forced by a Lipschitz continuous multiplicative noise in the sense of It\^o. More precisely, we consider a discretization which is semi-implicit in time and a…
The goal of this paper is to analyze control properties of the parabolic equation with variable coefficients in the principal part and with a singular inverse-square potential:\,$\partial_tu(x,t)-{\rm div}(p(x)\nabla…
Thermodynamic stable interaction pair potentials which are not of the form ``positive function + real continuous function of positive type'' are presented in dimension one. Construction of such a potential in dimension two is sketched.…
In this paper we introduce a variable order time fractional differential equation driven by pure jump L\'evy noise, which models the motion of a particle exhibiting memory effect. We prove the well-posedness of this equation without…
In this article, we consider the stochastic wave and heat equations driven by a Gaussian noise which is spatially homogeneous and behaves in time like a fractional Brownian motion with Hurst index $H>1/2$. The solutions of these equations…