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In this article, we consider the nonlinear stochastic partial differential equation of fractional order in both space and time variables with constant initial condition: \begin{equation*}…

概率论 · 数学 2022-06-22 Le Chen , Yuhui Guo , Jian Song

This paper explores the finite time explosion of the stochastic parabolic equation $\frac{\partial u}{\partial t}(t,x)=Au(t,x)+\sigma(u(t,x))\dot{W}(t,x)$ in arbitrary bounded spatial domain with a large class of space-time colored noise…

概率论 · 数学 2026-05-14 Michael Salins , Yuyang Zhang

In this paper, we establish a necessary and sufficient condition for the existence and regularity of the density of the solution to a semilinear stochastic (fractional) heat equation with measure-valued initial conditions. Under a mild cone…

概率论 · 数学 2016-11-15 Le Chen , Yaozhong Hu , David Nualart

The parabolic Anderson problem is the Cauchy problem for the heat equation $\partial_t u(t,z)=\Delta u(t,z)+\xi(z) u(t,z)$ on $(0,\infty)\times {\mathbb Z}^d$ with random potential $(\xi(z) \colon z\in {\mathbb Z}^d)$. We consider…

概率论 · 数学 2007-05-23 Wolfgang Konig , Peter Morters , Nadia Sidorova

We consider time fractional stochastic heat type equation $$\partial^\beta_tu(t,x)=-\nu(-\Delta)^{\alpha/2} u_t(x)+I^{1-\beta}_t[\sigma(u)\stackrel{\cdot}{W}(t,x)]$$ in $(d+1)$ dimensions, where $\nu>0$, $\beta\in (0,1)$, $\alpha\in (0,2]$,…

概率论 · 数学 2016-11-29 Jebessa B. Mijena , Erkan Nane

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 article, we study the hyperbolic Anderson model in dimension 1, driven by a time-independent rough noise, i.e. the noise associated with the fractional Brownian motion of Hurst index $H \in (1/4,1/2)$. We prove that, with…

概率论 · 数学 2023-05-10 Raluca M. Balan , Wangjun Yuan

This paper studies the finite time explosion of the stochastic heat equation $\frac{\partial u}{\partial t}(t,x)=\frac{\partial^2}{\partial x^2} u(t,x)+(u(t,x))^{\beta}+\sigma(u(t,x))\dot{W}(t,x)$. We consider an interval $D=[-\pi,\pi]$…

概率论 · 数学 2026-05-29 Michael Salins , Yuyang Zhang

In this article, we consider the stochastic wave and heat equations driven by a Gaussian noise which is spatially homogeneous and behaves in time like a fractional Brownian motion with Hurst index $H>1/2$. The solutions of these equations…

概率论 · 数学 2016-03-31 Raluca M. Balan , Daniel Conus

We consider the parabolic Anderson model (PAM) $\partial_t u = \frac12 \Delta u + \xi u$ in $\mathbb R^2$ with a Gaussian (space) white-noise potential $\xi$. We prove that the almost-sure large-time asymptotic behaviour of the total mass…

概率论 · 数学 2026-05-14 Wolfgang König , Nicolas Perkowski , Willem van Zuijlen

This paper is concerned with a wave equation in dimension $d\in \{1,2, 3\}$, with a multiplicative space-time Gaussian noise which is fractional in time and homogeneous in space. We provide necessary and sufficient conditions on the…

概率论 · 数学 2021-12-10 Xia Chen , Aurélien Deya , Jian Song , Samy Tindel

In this paper, we discuss energy estimates for a particular class of linear hyperbolic boundary value problems known as weakly regular of real type. Such class, also called WR in the literature, is relevant in many physical situations like…

偏微分方程分析 · 数学 2023-10-10 Santiago Correa

We develop the regularity theory for solutions to space-time nonlocal equations driven by fractional powers of the heat operator $$(\partial_t-\Delta)^su(t,x)=f(t,x),\quad\hbox{for}~0<s<1.$$ This nonlocal equation of order $s$ in time and…

偏微分方程分析 · 数学 2017-04-14 P. R. Stinga , J. L. Torrea

A relativistic version of the rational extended thermodynamics of polyatomic gases based on a new hierarchy of moments that takes into account the total energy composed by the rest energy and the energy of the molecular internal mode is…

统计力学 · 物理学 2022-01-12 Takashi Arima , Maria Cristina Carrisi , Sebastiano Pennisi , Tommaso Ruggeri

The parabolic Anderson problem is the Cauchy problem for the heat equation $\partial_tu(t,z)=\Delta u(t,z)+\xi(z)u(t,z)$ on $(0,\infty)\times {\mathbb{Z}}^d$ with random potential $(\xi(z):z\in{\mathbb{Z}}^d)$. We consider independent and…

概率论 · 数学 2011-02-25 Wolfgang König , Hubert Lacoin , Peter Mörters , Nadia Sidorova

This is a survey on the intermittent behavior of the parabolic {Anderson} model, which is the Cauchy problem for the heat equation with random potential on the lattice $\Z^d$. We first introduce the model and give heuristic explanations of…

概率论 · 数学 2007-05-23 Juergen Gaertner , Wolfgang Koenig

Consider the nonlinear stochastic heat equation $$ \frac{\partial u (t,x)}{\partial t}=\frac{\partial^2 u (t,x)}{\partial x^2}+ \sigma(u (t,x))\dot{W}(t,x),\quad t> 0,\, x\in \mathbb{R}, $$ where $\dot W$ is a Gaussian noise which is white…

概率论 · 数学 2025-08-27 Bin Qian , Min Wang , Ran Wang , Yimin Xiao

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…

概率论 · 数学 2009-06-24 Raluca Balan , Ciprian Tudor

Let $\{u(t,x)\}_{t>0,x\in{{\mathbb R}^{d}}}$ denote the solution to the linear (fractional) stochastic heat equation. We establish rates of convergence with respect to the uniform distance between the density of spatial averages of solution…

概率论 · 数学 2023-08-08 Wanying Zhang , Yong Zhang , Jingyu Li

A heat equation with uncertain domains is thoroughly investigated. Statistical moments of the solution is approximated by the counterparts of the shape derivative. A rigorous proof for the existence of the shape derivative is presented.…

偏微分方程分析 · 数学 2020-09-30 Duong Thanh Pham , Thanh Tran