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

200 篇论文

We study two initial value problems of the linear diffusion equation and a nonlinear diffusion equation, when Cauchy data are bounded and oscillate mildly. The latter nonlinear heat equation is the equation of the curvature flow, when the…

偏微分方程分析 · 数学 2012-03-21 Hiroki Yagisita

We investigate the large time behavior of the hot spots of the solution to the Cauchy problem for the heat equation with a potential $\partial_t u-\Delta u+V(|x|)u=0$, where $V=V(r)$ decays quadratically as $r\to\infty$. In this paper,…

偏微分方程分析 · 数学 2018-02-02 Kazuhiro Ishige , Yoshitsugu Kabeya , Asato Mukai

In this article, we establish global-in-time maximal regularity for the Cauchy problem of the classical heat equation $\partial_t u(x,t)-\Delta u(x,t)=f(x,t)$ with $u(x,0)=0$ in a certain $\rm BMO$ setting, which improves the local-in-time…

偏微分方程分析 · 数学 2024-05-06 Xuan Thinh Duong , Ji Li , Liangchuan Wu , Lixin Yan

Consider the following space-time fractional heat equation with Riemann-Liouville derivative of non-homogeneous time-fractional Poisson process \begin{eqnarray*} \partial^\beta_t u(x,t) =-\kappa(-\Delta)^{\alpha/2} u(x,t) +…

概率论 · 数学 2017-08-27 Ejighikeme McSylvester Omaba

In this note we focus our attention on a stochastic heat equation defined on the Heisenberg group $\mathbf{H}^{n}$ of order $n$. This equation is written as $\partial_t u=\frac{1}{2}\Delta u+u\dot{W}_\alpha$, where $\Delta$ is the…

概率论 · 数学 2022-06-29 Fabrice Baudoin , Cheng Ouyang , Samy Tindel , Jing Wang

We investigate the inverse Cauchy and data completion problems for elliptic partial differential equations in a bounded domain $D \subset \mathbb{R}^d$, $d \ge 2$, with a special emphasis on the steady-state heat conduction in anisotropic…

数值分析 · 数学 2025-06-06 Iulian Cîmpean , Andreea Grecu , Liviu Marin

We consider the Cauchy problem for a time fractional semilinear heat equation with initial data belonging to inhomogeneous/homogeneous Besov--Morrey spaces. We present sufficient conditions for the existence of local/global-in-time…

偏微分方程分析 · 数学 2023-05-12 Yusuke Oka , Erbol Zhanpeisov

In this article, we consider the stochastic heat equation $du=(\Delta u+f(t,x))dt+ \sum_{k=1}^{\infty} g^{k}(t,x) \delta \beta_t^k, t \in [0,T]$, with random coefficients $f$ and $g^k$, driven by a sequence $(\beta^k)_k$ of i.i.d.…

概率论 · 数学 2009-05-14 Raluca Balan

This paper deals with the long term behavior of the solution to the nonlinear stochastic heat equation $\partial u /\partial t - \frac{1}{2}\Delta u = b(u)\dot{W}$, where $b$ is assumed to be a globally Lipschitz continuous function and the…

概率论 · 数学 2022-09-13 Le Chen , Nicholas Eisenberg

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

Consider the solution $\mathcal{Z}(t,x)$ of the one-dimensional stochastic heat equation, with a multiplicative spacetime white noise, and with the delta initial data $\mathcal{Z}(0,x) = \delta(x)$. For any real $p>0$, we obtained detailed…

概率论 · 数学 2020-08-10 Sayan Das , Li-Cheng Tsai

We study the Cauchy problem for a semilinear heat equation with initial data non-rarefied at $\infty$. Our interest lies in the discussion of the effect of the non-rarefied factors on the life span of solutions, and some sharp estimates on…

偏微分方程分析 · 数学 2015-01-14 Zhiyong Wang , Jingxue Yin

Consider the following nonlinear one-dimensional stochastic fractional heat equation $$\frac{\partial }{\partial t}u(t, x)= -(-\Delta)^{\alpha/2}u(t, x) +\sigma(t,x,u(t,x)) \dot{W}(t, x), $$ where $-(-\Delta)^{\alpha/2}$ is the fractional…

概率论 · 数学 2026-04-10 Bin Qian , Ran Wang

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

In this paper we study Cauchy problem for thermoelastic plate equations with friction or structural damping in $\mathbb{R}^n$, $n\geq1$, where the heat conduction is modeled by Fourier's law. We explain some qualitative properties of…

偏微分方程分析 · 数学 2020-05-19 Wenhui Chen

In the present paper, we study the Cauchy problem for the wave equation with a time-dependent scale invariant damping, i.e.$\frac{2}{1+t}\partial_t v$ and a cubic convolution $(|x|^{-\gamma}*v^2)v$ with $\gamma\in (0,n)$, where $v=v(x,t)$…

偏微分方程分析 · 数学 2020-01-23 Masahiro Ikeda , Tomoyuki Tanaka , Kyouhei Wakasa

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 the stochastic heat equation (SHE) on the torus $\mathbb{T}=[0,1]$, driven by space-time white noise $\dot W$, with an initial condition $u_0$ that is nonnegative and not identically zero: \begin{equation*} \frac{\partial…

概率论 · 数学 2025-08-01 Le Chen , Jingyu Huang , Wenxuan Tao

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

The aim of this short note is to obtain the existence, uniqueness and moment upper bounds of the solution to a stochastic heat equation with measure initial data, without using the iteration method in Chen and Dalang(2015), Chen and…

概率论 · 数学 2016-12-15 Jingyu Huang