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We study a three-dimensional Boussinesq-type temperature-velocity system on a bounded smooth domain $\mathcal D\subset\mathbb R^3$, where the velocity $u^\varepsilon$ solves the Navier-Stokes equations and the temperature…

概率论 · 数学 2026-03-12 Gianmarco Del Sarto , Marta Lenzi

Motivated by the regularization by noise phenomenon for SDEs we prove existence and uniqueness of the flow of solutions for the non-Lipschitz stochastic heat equation $$\frac{\partial u}{\partial t}=\frac12\frac{\partial^2 u}{\partial z^2}…

概率论 · 数学 2016-11-08 Oleg Butkovsky , Leonid Mytnik

In the paper, we investigate the nonlinear thermoelasticity model in two- and three-dimensional convex and bounded domains. We propose new boundary conditions for the displacement. These conditions are not usual in thermoelasticity.…

偏微分方程分析 · 数学 2026-01-09 Piotr Michał Bies

We consider a Cauchy problem for stochastic heat equation driven by a real harmonizable fractional stable process $Z$ with Hurst parameter $H>1/2$ and stability index $\alpha>1$. It is shown that the approximations for its solution, which…

概率论 · 数学 2016-07-14 Larysa Pryhara , Georgiy Shevchenko

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…

概率论 · 数学 2011-02-18 Carl Mueller

We consider $u(t,x)=(u_1(t,x),\cdots,u_d(t,x))$ the solution to a system of non-linear stochastic heat equations in spatial dimension one driven by a $d$-dimensional space-time white noise. We prove that, when $d\leq 3$, the local time…

概率论 · 数学 2021-10-07 Brahim Boufoussi , Yassine Nachit

Consider the stochastic heat equation $\partial_tu=\mathscr{L}u+\lambda\sigma(u)\xi$, where $\mathscr{L}$ denotes the generator of a L\'{e}vy process on a locally compact Hausdorff Abelian group $G$, $\sigma:\mathbf{R}\to\mathbf{R}$ is…

概率论 · 数学 2015-09-10 Davar Khoshnevisan , Kunwoo Kim

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…

概率论 · 数学 2021-08-24 Sefika Kuzgun , David Nualart

We use the theory of regularity structures to develop an It\^o formula for $u$, the solution of the one dimensional stochastic heat equation driven by space-time white noise with periodic boundary conditions. In particular for any smooth…

概率论 · 数学 2024-03-13 Carlo Bellingeri

This paper studies the stochastic heat equation with multiplicative noises of the form uW, where W is a mean zero Gaussian noise and the differential element uW is interpreted both in the sense of Skorohod and Stratonovich. The existence…

概率论 · 数学 2014-02-12 Yaozhong Hu , Jingyu Huang , David Nualart , Samy Tindel

We consider a system of d non-linear stochastic heat equations in spatial dimension 1 driven by d-dimensional space-time white noise. The non-linearities appear both as additive drift terms and as multipliers of the noise. Using techniques…

概率论 · 数学 2007-05-23 Robert C. Dalang , Davar Khoshnevisan , Eulalia Nualart

We study the regularity up to the boundary of solutions to fractional heat equation in bounded $C^{1,1}$ domains. More precisely, we consider solutions to $\partial_t u + (-\Delta)^s u=0 \textrm{ in }\Omega,\ t > 0$, with zero Dirichlet…

偏微分方程分析 · 数学 2014-12-02 Xavier Fernández-Real , Xavier Ros-Oton

We consider the stochastic heat equation on $[0,\,1]$ with periodic boundary conditions and driven by space-time white noise. Under various natural conditions, we study small ball probabilities for the H\"older semi-norms of the solutions,…

概率论 · 数学 2022-06-02 Mohammud Foondun , Mathew Joseph , Kunwoo Kim

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…

概率论 · 数学 2018-10-24 Jingyu Huang , David Nualart , Lauri Viitasaari

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 $\sL$…

概率论 · 数学 2014-04-29 Mohammud Foondun , Wei Liu , Kuanhou Tian

We consider nonlinear parabolic SPDEs of the form $\partial_t u=\Delta u + \lambda \sigma(u)\dot w$ on the interval $(0, L)$, where $\dot w$ denotes space-time white noise, $\sigma$ is Lipschitz continuous. Under Dirichlet boundary…

概率论 · 数学 2014-02-04 Mohammud Foondun , Mathew Joseph

In a domain of the Euclidean space, we estimate from below the distance to the boundary of global maximum points of solutions of elliptic and parabolic equations with homogeneous Dirichlet boundary values. As reference cases, we first…

偏微分方程分析 · 数学 2020-06-15 Rolando Magnanini , Giorgio Poggesi

We consider a class of stochastic heat equations driven by truncated $\alpha$-stable white noises for $1<\alpha<2$ with noise coefficients that are continuous but not necessarily Lipschitz and satisfy globally linear growth conditions. We…

概率论 · 数学 2024-04-02 Yongjin Wang , Chengxin Yan , Xiaowen Zhou

We consider a system of $d$ non-linear stochastic fractional heat equations in spatial dimension $1$ driven by multiplicative $d$-dimensional space-time white noise. We establish a sharp Gaussian-type upper bound on the two-point…

概率论 · 数学 2018-10-15 Robert C. Dalang , Fei Pu

In this paper we study the randomized heat equation with homogeneous boundary conditions. The diffusion coeffcient is assumed to be a random variable and the initial condition is treated as a stochastic process. The solution of this…

概率论 · 数学 2018-02-13 J. Calatayud , J. -C. Cortes , M. Jornet