相关论文: Stochastic Cauchy Initial Value Formulation Of The…

The Initial-Boundary Value Problem for the heat equation is solved by using a new algorithm based on a random walk on heat balls. Even if it represents a sophisticated generalization of the Walk on Spheres (WOS) algorithm introduced to…

We consider the stochastic heat equation $\partial_{s}u =\frac{1}{2}\Delta u +(\beta V(s,y)-\lambda)u$, with a smooth space-time stationary Gaussian random field $V(s,y)$, in dimensions $d\geq 3$, with an initial condition…

Consider the heat equation driven by a smooth, Gaussian random potential: \begin{align*} \partial_t u_{\varepsilon}=\tfrac12\Delta u_{\varepsilon}+u_{\varepsilon}(\xi_{\varepsilon}-c_{\varepsilon}), \ \ t>0, x\in\mathbb{R}, \end{align*}…

We study the stochastic solution to a Cauchy problem for a degenerate parabolic equation arising from option pricing. When the diffusion coefficient of the underlying price process is locally H\"older continuous with exponent $\delta\in (0,…

We consider the stochastic heat equation on the 1-dimensional torus $\mathbb{T}:=\left[-1,1\right]$ with periodic boundary conditions: $$ \partial_t u(t,x)=\partial^2_x u(t,x)+\sigma(t,x,u)\dot{F}(t,x),\quad x\in…

We study the Cauchy problem for the semilinear heat equation with the singular potential, called the Hardy-Sobolev parabolic equation, in the energy space. The aim of this paper is to determine a necessary and sufficient condition on…

In this paper, we consider the initial value problem for the Einstein-Vlasov-Scalar field equations in temporal gauge, where the initial data are prescribed on two characteristic smooth intersecting hypersurfaces. From a suitable choice of…

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…

We study the spatial critical points of the solutions $u=u(x,t)$ of the fractional heat equation. For the Cauchy problem, we show that the origin $0$ satisfies $\nabla_x u(0,t) = 0$ for $t>0$ if and only if the initial data satisfy a…

We consider non-linear 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 $\nu>0, \beta\in (0,1)$,…

In this paper, we consider a $L^\infty$ functional derivative estimate for the first spatial derivative of bounded classical solutions $u:\mathbb{R}\times [0,T]\to\mathbb{R}$ to the Cauchy problem for scalar semi-linear parabolic partial…

By a probabilistic method we provide an explicit fundamental solution of the Cauchy problem associated to the heat equation on the half-line with constant drift and Dirichlet boundary condition at zero.

We consider the Cauchy problem for the spatially inhomogeneous Landau equation with soft potentials in the case of large (i.e. non-perturbative) initial data. We construct a solution for any bounded, measurable initial data with uniform…

In this paper, we study large-time asymptotics for heat and fractional heat equations in two discrete settings: the full lattice \(\mathbb Z^d\) and finite connected subgraphs with Dirichlet boundary condition. These results provide a…

We study Cauchy problem for the Hardy-H\'enon parabolic equation with an inverse square potential, namely, \[\partial_tu -\Delta u+a|x|^{-2} u= |x|^{\gamma} F_{\alpha}(u),\] where $a\ge-(\frac{d-2}{2})^2,$ $\gamma\in \mathbb R$, $\alpha>1$…

In this paper, we study the following stochastic heat equation \[ \partial_tu=\mathcal{L} u(t,x)+\dot{B},\quad u(0,x)=0,\quad 0\le t\le T,\quad x\in\mathbb{R}d, \] where $\mathcal{L}$ is the generator of a L\'evy process $X$ taking value in…

We consider the degenerate parabolic equation with nonlocal source given by \[ u_t=u\Delta u + u \int_{\mathbb{R}^n} |\nabla u|^2, \] which has been proposed as model for the evolution of the density distribution of frequencies with which…

In this paper we use methods from Stochastic Analysis to establish Li-Yau type estimates for positive solutions of the heat equation. In particular, we want to emphasize that Stochastic Analysis provides natural tools to derive local…

In this paper, we consider the global Cauchy problem for the $L^2$-critical semilinear heat equations $ \partial_t h=\Delta h\pm |h|^{\frac4d}h, $ with $h(0,x)=h_0$, where $h$ is an unknown real function defined on $ \R^+\times\R^d$. In…

We investigate the Cauchy problem for a heat equation involving a fractional harmonic oscillator and an exponential nonlinearity. We establish local well-posedness within the appropriate Orlicz spaces. Through the examination of small…