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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

We study the numerical approximation of the stochastic heat equation with a distributional reaction term. Under a condition on the Besov regularity of the reaction term, it was proven recently that a strong solution exists and is unique in…

概率论 · 数学 2024-07-12 Ludovic Goudenège , El Mehdi Haress , Alexandre Richard

This paper is devoted to numerical simulations of the short-term behavior of the spatial temperature distribution in a geothermal energy storage. Such simulations are needed for the optimal control and management of residential heating…

数值分析 · 数学 2023-04-25 Paul Honore Takam , Ralf Wunderlich , Olivier Menoukeu Pamen

We exhibit a class of properties of an spde that guarantees existence, uniqueness and bounds on moments of the solution. These moment bounds are expressed in terms of quantities related to the associated deterministic homogeneous p.d.e.…

概率论 · 数学 2014-01-28 Le Chen , Robert C. Dalang

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…

数值分析 · 数学 2021-06-08 J. A. Fiordilino , M. Winger

This paper aims to provide directly the observability inequality of backward stochastic heat equations for measurable sets. As an immediate application, the null controllability of the forward heat equations is obtained. Moreover, an…

最优化与控制 · 数学 2016-04-14 Donghui Yang , Jie Zhong

In this paper, we investigate stochastic heat equation with sublinear diffusion coefficients. By assuming certain concavity of the diffusion coefficient, we establish non-trivial moment upper bounds and almost sure spatial asymptotic…

概率论 · 数学 2023-06-13 Le Chen , Panqiu Xia

In this paper, the development of a mathematical method is presented to explore spatially non-uniform phases with no long-range order in mathematical models of first order phase transitions. We use essential results regarding the…

统计力学 · 物理学 2020-09-08 Gyula I. Toth

We show the existence and the uniqueness of initial traces of nonnegative solutions to a semilinear heat equation on a half space of ${\mathbb R}^N$ under the zero Dirichlet boundary condition. Furthermore, we obtain necessary conditions…

偏微分方程分析 · 数学 2022-09-15 Kotaro Hisa , Kazuhiro Ishige , Jin Takahashi

The context of the present paper is stochastic thermodynamics - an approach to nonequilibrium thermodynamics rooted within the broader framework of stochastic control. In contrast to the classical paradigm of Carnot engines, we herein…

系统与控制 · 电气工程与系统科学 2021-01-08 Rui Fu , Olga Movilla Miangolarra , Amirhossein Taghvaei , Yongxin Chen , Tryphon T. Georgiou

In Stochastic Thermodynamics, heat is a random variable with a probability distribution associated. Studies of the distribution of heat are mostly in the overdamped regime and in one dimension. Here we solve the heat distribution in the…

统计力学 · 物理学 2023-02-28 Pedro V. Paraguassú , Rui Aquino , Welles A. M. Morgado

In this paper, we prove the existence of martingale solutions to the stochastic heat equation taking values in a Riemannian manifold, which admits Wiener (Brownian bridge) measure on the Riemannian path (loop) space as an invariant measure…

概率论 · 数学 2018-09-11 Michael Röckner , Bo Wu , Rongchan Zhu , Xiangchan Zhu

We consider the heat equation with a logarithmic nonlinearity, on thereal line. For a suitable sign in front of the nonlinearity, weestablish the existence and uniqueness of solutions of the Cauchyproblem, for a well-adapted class of…

偏微分方程分析 · 数学 2020-12-16 Matthieu Alfaro , Rémi Carles

As of now, an optimal quantum algorithm solving partial differential equations eludes us. There are several different methods, each with their own strengths and weaknesses. In past years comparisons of these existing methods have been made,…

量子物理 · 物理学 2025-12-23 Samantha Tseng , Abhyudaya Chouhan , Dominic Cupidon

We consider heat transfer in an infinite two-dimensional square harmonic scalar lattice lying in a viscous environment and subjected to a heat source. The basic equations for the particles of the lattice are stated in the form of a system…

统计力学 · 物理学 2020-04-06 Serge N. Gavrilov , Anton M. Krivtsov

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…

概率论 · 数学 2025-04-24 Alexander Dunlap , Chiranjib Mukherjee

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 obtain necessary conditions and sufficient conditions for the solvability of the heat equation in a half-space of ${\bf R}^N$ with a nonlinear boundary condition. Furthermore, we study the relationship between the life span of the…

偏微分方程分析 · 数学 2017-04-27 Kotaro Hisa , Kazuhiro Ishige

The main result of this small note is a quantified version of the assertion that if u and v solve two nonlinear stochastic heat equations, and if the mutual energy between the initial states of the two stochastic PDEs is small, then the…

概率论 · 数学 2014-10-27 Le Chen , Davar Khoshnevisan , Kunwoo Kim

We study multi-phase Stefan problem with increasing Riemann initial data and with generally negative latent specific heats for the phase transitions. We propose the variational formulation of self-similar solutions, which allows to find…

偏微分方程分析 · 数学 2023-08-15 Evgeny Yu. Panov