相关论文: On a modelled rough heat equation

We consider the stochastic heat equation with multiplicative noise $u_t={1/2}\Delta u+ u \diamond \dot{W}$ in $\bR_{+} \times \bR^d$, where $\diamond$ denotes the Wick product, and the solution is interpreted in the mild sense. The noise…

We investigate the use of models from the theory of regularity structures as features in machine learning tasks. A model is a polynomial function of a space-time signal designed to well-approximate solutions to partial differential…

The linearization principle states that the stability (or instability) of solutions to a suitable linearization of a nonlinear problem implies the stability (or instability) of solutions to the original nonlinear problem. In this work, we…

With recently developed tools, we prove a homogenisation theorem for a random ODE with short and long-range dependent fractional noise. The effective dynamics are not necessarily diffusions, they are given by stochastic differential…

This note is devoted to show how to push forward the algebraic integration setting in order to treat differential systems driven by a noisy input with H\"older regularity greater than 1/4. After recalling how to treat the case of ordinary…

We present a new proof of the caloric smoothing related to the fractional Gauss-Weierstrass semi-group in Triebel-Lizorkin spaces. This property will be used to prove existence and uniqueness of mild and strong solutions of the Cauchy…

This paper revisits the problem of heat conduction in relativistic fluids, associated with issues concerning both stability and causality. It has long been known that the problem requires information involving second order deviations from…

We study parameter estimation problem for diagonalizable stochastic partial differential equations driven by a multiplicative fractional noise with any Hurst parameter $H\in(0,1)$. Two classes of estimators are investigated: traditional…

The assessment of the thermal properties of walls is essential for accurate building energy simulations that are needed to make effective energy-saving policies. These properties are usually investigated through in-situ measurements of…

In this paper, we establish lower and upper Gaussian bounds for the probability density of the mild solution to the stochastic heat equation with multiplicative noise and in any space dimension. The driving perturbation is a Gaussian noise…

The main tool for stochastic calculus with respect to a multidimensional process $B$ with small H\"older regularity index is rough path theory. Once $B$ has been lifted to a rough path, a stochastic calculus -- as well as solutions to…

We consider a stochastic partial differential equation with piecewise constant coefficients driven by a multiplicative space-time white noise. The existence and uniqueness of the mild solution in Walsh sense is established. We mainly study…

Emergence of noise induced regularity or Coherence Resonance in nonlinear excitable systems is well known. We explain theoretically why the normalized variance ($V_{N}$) of inter spike time intervals, which is a measure of regularity in…

We consider the quasi-linear stochastic wave and heat equations in $\mathbb{R}^d$ with $d\in \{1,2,3\}$ and $d\geq 1$, respectively, and perturbed by an additive Gaussian noise which is white in time and has a homogeneous spatial…

We study Freidlin-Wentzell's large deviation principle for one dimensional nonlinear stochastic heat equation driven by a Gaussian noise: $$\frac{\partial u^\varepsilon(t,x)}{\partial t} = \frac{\partial^2 u^\varepsilon(t,x)}{\partial…

Let $u = \{u(t, x); (t,x)\in \mathbb R_+\times \mathbb R\}$ be the solution to a linear stochastic heat equation driven by a Gaussian noise, which is a Brownian motion in time and a fractional Brownian motion in space with Hurst parameter…

We consider a semilinear stochastic heat equation in spatial dimension at least $3$, forced by a noise that is white in time with a covariance kernel that decays like $\lvert x\rvert^{-2}$ as $\lvert x\rvert\to\infty$. We show that in an…

We construct a periodic solution to the semilinear heat equation with power nonlinearity, in one space dimension, which blows up in finite time $T$ only at one blow-up point. We also give a sharp description of its blow-up profile. The…

In this paper we study the regularity of non-linear parabolic PDEs and stochastic PDEs on metric measure spaces admitting heat kernels. In particular we consider mild function solutions to abstract Cauchy problems and show that the unique…

We derive some regularity estimates of the solution to a time fractional diffusion equation, that are useful for numerical analysis, and partially unravel the singularity structure of the solution with respect to the time variable.