中文
相关论文

相关论文: Heat equation with a general stochastic measure on…

200 篇论文

We study the one-dimensional stochastic heat equation in the mild form driven by a general stochastic measure $\mu$, for $\mu$ we assume only $\sigma$-additivity in probability. The time averaging of the equation is considered, uniform a.…

概率论 · 数学 2018-12-14 Vadym Radchenko

We establish a unique continuation property for stochastic heat equations evolving in a bounded domain $G$. Our result shows that the value of the solution can be determined uniquely by means of its value on an arbitrary open subdomain of…

偏微分方程分析 · 数学 2014-05-06 Qi Lu , Zhongqi Yin

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,…

概率论 · 数学 2015-03-19 Vadym Radchenko

We define linear stochastic heat equations (SHE) on p.c.f.s.s. sets equipped with regular harmonic structures. We show that if the spectral dimension of the set is less than two, then function-valued "random-field" solutions to these SPDEs…

概率论 · 数学 2018-02-28 Ben Hambly , Weiye Yang

The applicability of stochastic differential equations to thermodynamics is considered and a new form, different from the classical Ito and Stratonovich forms, is introduced. It is shown that the new presentation is more appropriate for the…

统计力学 · 物理学 2015-06-05 R. Tsekov

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…

偏微分方程分析 · 数学 2024-02-21 Yuanhang Liu , Donghui Yang , Xingwu Zeng , Can Zhang

The aim of this short note is to obtain the existence, uniqueness and moment upper bounds of the solution to a stochastic heat equation with measure initial data, without using the iteration method in Chen and Dalang(2015), Chen and…

概率论 · 数学 2016-12-15 Jingyu Huang

We study stochastic heat equations in the sense of Walsh defined by fractal Laplacians on Cantor-like sets. For this purpose, we first investigate the corresponding heat kernels. Then, we prove existence and uniqueness of mild solutions to…

概率论 · 数学 2019-10-25 Tim Ehnes

In this paper, we establish the well-posedness of stochastic heat equations on moving domains, which amounts to a study of infinite dimensional interacting systems. The main difficulty is to deal with the problems caused by the time-varying…

概率论 · 数学 2023-01-25 Tianyi Pan , Wei Wang , Jianliang Zhai , Tusheng Zhang

This article extends the work on stochastic constrained heat equation in \cite{brzezniak2020global}. We will show the existence of Martingale solutions to the stochastic-constrained heat equations. The proof is based on compactness,…

概率论 · 数学 2024-11-08 Javed Hussain , Abdul Fatah , Saeed Ahmed

We study the properties of a stochastic heat equation with a generalized mixed fractional Brownian noise. We obtain the covariance structure, stationarity and obtain bounds for the asymptotic behaviour of the solution. We suggest estimators…

概率论 · 数学 2025-03-18 B. L. S. Prakasa Rao

We introduce a fractional stochastic heat equation with second order elliptic operator in divergence form, having a piecewise constant diffusion coefficient, and driven by an infinite-dimensional fractional Brownian motion. We characterize…

概率论 · 数学 2019-10-29 Yuliya Mishura , Kostiantyn Ralchenko , Mounir Zili , Eya Zougar

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…

概率论 · 数学 2020-01-17 Kostiantyn Ralchenko , Georgiy Shevchenko

We consider the stochastic heat equation with a multiplicative white noise forcing term under standard "intermitency conditions." The main finding of this paper is that, under mild regularity hypotheses, the a.s.-boundedness of the solution…

概率论 · 数学 2015-10-16 Le Chen , Davar Khoshnevisan , Kunwoo Kim

Mixed convection above a horizontal disk rotating in a semi-infinite fluid is examined when the disk is heated so that its temperature varies quadratically with distance away from its centre. Steady similarity solutions are presented for a…

流体动力学 · 物理学 2012-11-19 Jorge Arrieta-Sanagustin , Mark G. Blyth

In this paper, we prove a sample-path comparison principle for the nonlinear stochastic fractional heat equation on $\mathbb{R}$ with measure-valued initial data. We give quantitative estimates about how close to zero the solution can be.…

概率论 · 数学 2014-10-03 Le Chen , Kunwoo Kim

We consider one-dimensional stochastic heat equation with nonlinear drift, $\displaystyle \partial_t u=\frac{1}{2}\Delta u+b(u)u+\sigma(u)\dot{W}(t,x)$, where $b:\mathbb{R}_{+}\to \mathbb{R}$ is a continuous function and…

概率论 · 数学 2013-06-28 Makoto Nakashima

We prove the existence and uniqueness of the mild solution for a nonlinear stochastic heat equation defined on an unbounded spatial domain. The nonlinearity is not assumed to be globally, or even locally, Lipschitz continuous. Instead the…

概率论 · 数学 2021-02-12 Michael Salins

We study the solutions of the stochastic heat equation driven by spatially inhomogeneous multiplicative white noise based on a fractal measure. We prove pathwise uniqueness for solutions of this equation when the noise coefficient is…

概率论 · 数学 2014-03-19 Eyal Neuman

Models of eternal inflation predict a stochastic self-similar geometry of the universe at very large scales and allow existence of points that never thermalize. I explore the fractal geometry of the resulting spacetime, using…

广义相对论与量子宇宙学 · 物理学 2016-08-31 Serge Winitzki
‹ 上一页 1 2 3 10 下一页 ›