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We establish the stochastic comparison principles, including moment comparison principle as a special case, for solutions to the following nonlinear stochastic heat equation on $\mathbb{R}^d$ \[ \left(\frac{\partial }{\partial t}…

概率论 · 数学 2019-12-12 Le Chen , Kunwoo Kim

When an integrable two-degrees-of-freedom Hamiltonian system possessing a circle of parabolic fixed points is perturbed, a parabolic resonance occurs. It is proved that its occurrence is generic for one parameter families (co-dimension one…

动力系统 · 数学 2018-04-18 Vered Rom-Kedar

Explicit expressions for one point moments corresponding to stochastic Verhulst model driven by Markovian coloured dichotomous noise are presented. It is shown that the moments are the given functions of a decreasing exponent. The…

混沌动力学 · 物理学 2008-01-08 V. M. Loginov

We consider an abstract non-inertial model of aggregation under the influence of a Gaussian white noise with prescribed space-covariance, and prove a formula for the mean collision rate $R$, per unit of time and volume. Specializing the…

概率论 · 数学 2025-01-14 Franco Flandoli , Ruojun Huang

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

We consider the parabolic Anderson problem $\partial_tu=\Delta u+\xi(x)u$ on $\mathbb{R}_+\times\mathbb{Z}^d$ with localized initial condition $u(0,x)=\delta_0(x)$ and random i.i.d. potential $\xi$. Under the assumption that the…

概率论 · 数学 2009-09-29 Jürgen Gärtner , Wolfgang König , Stanislav Molchanov

In this short paper, we focus on the blowup phenomenon of stochastic parabolic equations. We first discuss the probability of the event that the solutions keep positive. Then, the blowup phenomenon in the whole space is considered. The…

概率论 · 数学 2019-11-13 Guangying Lv , Jinlong Wei

Here we introduce a new notion of renormalized solution to nonlinear parabolic problems with general measure data whose model is $$ \begin{cases} u_t-\Delta_{p} u =\mu & \text{in}\ (0,T)\times\Omega, u=u_0 & \text{on}\ \{0\} \times \Omega,…

偏微分方程分析 · 数学 2017-02-15 Francesco Petitta , Alessio Porretta

The Mori-Zwanzig formalism of statistical mechanics is used to estimate the uncertainty caused by underresolution in the solution of a nonlinear dynamical system. A general approach is outlined and applied to a simple example. The noise…

数值分析 · 数学 2013-06-14 Alexandre J. Chorin , Ole H. Hald

The projected normal distribution, also known as the angular Gaussian distribution, is obtained by dividing a multivariate normal random variable $\mathbf{x}$ by its norm $\sqrt{\mathbf{x}^T \mathbf{x}}$. The resulting random variable…

统计方法学 · 统计学 2025-06-24 Daniel Herrera-Esposito , Johannes Burge

An exact macroscopic extended model for ultrarelativistic gases, with an arbitrary number of moments, is present in the literature. Here we exploit equations determining wave speeds for that model. We find interesting results; for example,…

数学物理 · 物理学 2010-12-08 F. Borghero , F. Demontis , S. Pennisi

We consider non-linear time-fractional stochastic heat type equation $$\frac{\partial^\beta u}{\partial t^\beta}+\nu(-\Delta)^{\alpha/2} u=I^{1-\beta}_t \bigg[\int_{\mathbb{R}^d}\sigma(u(t,x),h) \stackrel{\cdot}{\tilde N }(t,x,h)\bigg]$$…

概率论 · 数学 2020-02-17 Xiangqian Meng , Erkan Nane

We show that the random field solution to the parabolic Anderson equation $(\partial_t-\frac12 \Delta)u=u\diamond \dot{W}$ is jointly H\"older continuous in space and time.

概率论 · 数学 2018-09-27 Yaozhong Hu , Khoa Lê

We derive exact operator average expressions for the first two spectral moments of nonequilibrium Green's functions for the Falicov-Kimball model and the Hubbard model in the presence of a spatially uniform, time-dependent electric field.…

强关联电子 · 物理学 2009-11-11 V. M. Turkowski , J. K. Freericks

The sum rule for the moments of the spectral density is discussed for the single-band Hubbard model. It is shown that respecting the sum rule up to the order m=3 is conceptually important for a qualitatively correct description of the…

强关联电子 · 物理学 2015-06-25 M. Potthoff , T. Herrmann , T. Wegner , W. Nolting

We consider the fractional unforced Burgers equation in the one-dimensional space-periodic setting: $$\partial u/\partial t+(f(u))_x +\nu \Lambda^{\alpha} u= 0, t \geq 0,\ \mathbb{x} \in \mathbb{T}^d=(\mathbb{R}/\mathbb{Z})^d.$$ Here $f$ is…

偏微分方程分析 · 数学 2016-08-05 Alexandre Boritchev

We study a class of non-linear parabolic systems relevant in turbulence theory. Those systems can be viewed as simplified versions of the Prandtl one-equation and Kolmogorov two-equation models of turbulence. We restrict our attention to…

偏微分方程分析 · 数学 2022-08-10 Francesco Fanelli , Rafael Granero-Belinchón

We consider the parabolic Anderson model which is driven by a Gaussian noise fractional in time and having certain scaling property in the spatial variables. Recently, Xia Chen has obtained exact Lyapunov exponent for all moments of…

概率论 · 数学 2015-09-29 Khoa Lê

We establish new estimates for the size and structure of the nodal set $\{u=0\}$ and the singular set $\{u=|\nabla u|=0\}$ of solutions $u$ to parabolic inequalities with parabolic Lipschitz coefficients. In particular, we show that almost…

偏微分方程分析 · 数学 2025-11-21 Max Hallgren , Robert Koirala , Zilu Ma

We consider the class of Markovian processes defined by the equation $\dd x /\dd t = -\beta x + \sum_k z_k \delta (t-t_k)$. Such processes are encountered in systems (like coalescing systems) where dynamics creates discrete upward jumps at…

统计力学 · 物理学 2009-10-31 Olivier Deloubriere