Related papers: The heat equation with multiplicative stable L\'ev…

We present a new method to renormalize stochastic differential equations subjected to multiplicative noise. The method is based on the widely used concept of effective potential in high energy physics, and has already been successfully…

In this paper, we consider the one-dimensional stochastic heat equation driven by a space time white noise. In two different scenarios: {\it (i)} initial condition $u_0=1$ and general nonlinear coefficient $\sigma$ and {\it (ii)}: initial…

We consider a particle in the over-damped regime at zero temperature under the influence of a sawtooth potential and of a noisy force, which is correlated in time. A current occurs, even if the mean of the noisy force vanishes. We calculate…

Beginning with a brief sketch of the derivation of Hawking's theorem of horizon area increase, based on the Raychaudhuri equation, we go on to discuss the issue as to whether generic black holes, undergoing Hawking radiation, can ever…

In this paper, we investigate the existence and uniqueness of solutions for a class of evolutionary integral equations perturbed by a noise arising in the theory of heat conduction. As a motivation of our results, we study an optimal…

We present in this paper the construction of a continuum directed polymer model in an environment given by space-time L\'evy noise. One of the main objectives of this construction is to describe the scaling limit of discrete directed…

This article provides a case study for a recently introduced diffusion in the space of probability measures over the reals, namely rearranged stochastic heat, which solves a stochastic partial differential equation valued in the set of…

We analyze the stochastic thermodynamics of systems with continuous space of states. The evolution equation, the rate of entropy production, and other results are obtained by a continuous time limit of a discrete time formulation. We point…

A covariant way to define the relativistic entropy of a finite object has been proposed. The energy-momentum of an object with finite volume is not a covariant physical entity because of the relativity of simultaneity. A way to correctly…

We consider the solution to a stochastic heat equation. This solution is a random function of time and space. For a fixed point in space, the resulting random function of time, $F(t)$, has a nontrivial quartic variation. This process,…

We consider the stochastic fractional heat equation $\partial_{t}u=\triangle^{\alpha/2}u+\lambda\sigma(u)\dot{w}$ on $[0,L]$ with Dirichlet boundary conditions, where $\dot{w}$ denotes the space-time white noise. For any $\lambda>0$, we…

We consider the linear heat equation on a bounded domain. We study estimates of the derivatives, up to the second order, of the solution locally in time in the Lebesgue spaces. We give a self-contained proof of the estimates in the…

We consider the problem of recovering the initial condition in the one-dimensional one-phase Stefan problem for the heat equation from the knowledge of the position of the melting point. We first recall some properties of the free boundary…

We propose a new simple way to evaluate the effect of anharmonicity on a system's thermodynamic functions such as heat capacity. In this approach, the contribution of all potentially complicated anharmonic effects to constant-volume heat…

We derive a macroscopic heat equation for the temperature of a pinned harmonic chain subject to a periodic force at its right side and in contact with a heat bath at its left side. The microscopic dynamics in the bulk is given by the…

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,…

We study a model of two interacting Hamiltonian particles subject to a common potential in contact with two Langevin heat reservoirs: one at finite and one at infinite temperature. This is a toy model for 'extreme' non-equilibrium…

We consider the fractional stochastic heat equation on the $d$-dimensional torus $\mathbb{T}^d:=\left[-\frac{1}{2},\frac{1}{2}\right]^d$, $d\geq 1$, with periodic boundary conditions: \[ \partial_t u(t,\textbf{x})=…

In this article, we study a semi-linear heat equation with the nonlinearity which is the product of polynomial and logarithmic functions. Using the invariance of the potential well(s), we have established the global existence and…

We consider nonlinear parabolic stochastic equations of the form $\partial_t u=\sL u + \lambda \sigma(u)\dot \xi$ on the ball $B(0,\,R)$, where $\dot \xi$ denotes some Gaussian noise and $\sigma$ is Lipschitz continuous. Here $\sL$…