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We study the solution to a nonlinear stochastic heat equation in $d\geq 3$. The equation is driven by a Gaussian multiplicative noise that is white in time and smooth in space. For a small coupling constant, we prove (i) the solution…

概率论 · 数学 2020-08-24 Yu Gu , Jiawei Li

In this paper, we present a quantitative central limit theorem for the d-dimensional stochastic heat equation driven by a Gaussian multiplicative noise, which is white in time and has a spatial covariance given by the Riesz kernel. We show…

概率论 · 数学 2019-07-16 Jingyu Huang , David Nualart , Lauri Viitasaari , Guangqu Zheng

We consider the stochastic heat equation on $\mathbb R^d$ with multiplicative space-time white noise noise smoothed in space. For $d\geq 3$ and small noise intensity, the solution is known to converge to a strictly positive random variable…

概率论 · 数学 2019-05-16 Francis Comets , Clément Cosco , Chiranjib Mukherjee

We consider a system of $d$ non-linear stochastic heat equations driven by an $m$-dimensional space-time white noise on $\mathbb{R}_+\times \mathbb{R}$. In this paper we study the asymptotic behavior of spatial averages over large intervals…

概率论 · 数学 2024-10-31 David Nualart , Bhargobjyoti Saikia

We study 2D nonlinear stochastic heat equations under a logarithmically attenuated white-noise limit with subcritical coupling. We show that solutions asymptotically exhibit Edwards-Wilkinson fluctuations. This extends work of Ran Tao,…

概率论 · 数学 2025-10-01 Alexander Dunlap , Cole Graham

In this paper, we establish lower and upper Gaussian bounds for the probability density of the mild solution to the stochastic heat equation with multiplicative noise and in any space dimension. The driving perturbation is a Gaussian noise…

概率论 · 数学 2010-10-12 Eulalia Nualart , Lluís Quer-Sardanyons

We consider the heat equation with a multiplicative Gaussian potential in dimensions $d\geq 3$. We show that the renormalized solution converges to the solution of a deterministic diffusion equation with an effective diffusivity. We also…

概率论 · 数学 2018-08-15 Yu Gu , Lenya Ryzhik , Ofer Zeitouni

This paper studies the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise which is white in time and which has the covariance of a fractional Brownian motion with Hurst parameter 1/4\textless{}H\textless{}1/2 in…

概率论 · 数学 2015-05-20 Yaozhong Hu , Jingyu Huang , Khoa Lê , David Nualart , Samy Tindel

In this paper, we consider three-dimensional nonlinear stochastic wave equations driven by the Gaussian noise which is white in time and has some spatial correlations. Using the Malliavin-Stein's method, we prove the Gaussian fluctuation…

概率论 · 数学 2025-01-09 Masahisa Ebina

In this paper we establish lower and upper Gaussian bounds for the solutions to the heat and wave equations driven by an additive Gaussian noise, using the techniques of Malliavin calculus and recent density estimates obtained by Nourdin…

概率论 · 数学 2009-02-12 David Nualart , Lluis Quer-Sardanyons

In this article, we consider the stochastic wave equation in spatial dimension $d=1$, with linear term $\sigma(u)=u$ multiplying the noise. This equation is driven by a Gaussian noise which is white in time and fractional in space with…

概率论 · 数学 2023-07-04 Raluca M. Balan , Jingyu Huang , Xiong Wang , Panqiu Xia , Wangjun Yuan

In this paper we consider a system of non-linear stochastic heat equations on $\mathbb{R}^d$ driven by a Gaussian noise which is white in time and has a homogeneous spatial covariance. Under some suitable regularity and non degeneracy…

概率论 · 数学 2016-07-06 Yinghui Shi , Xiaobin Sun

We consider a nonlinear stochastic heat equation in spatial dimension $d=2$, forced by a white-in-time multiplicative Gaussian noise with spatial correlation length $\varepsilon>0$ but divided by a factor of $\sqrt{\log\varepsilon^{-1}}$.…

概率论 · 数学 2022-04-29 Alexander Dunlap , Yu Gu

We consider the stochastic PDE: $\partial_tu(t,x)=\frac{1}{2}\Delta u(t,x)+{\beta}{}u(t,x)V(t,x),$ in dimension $d=2$, where the potential V is the space and time mollification of the two-dimensional space-time white noise. We show that…

概率论 · 数学 2025-01-20 Sotirios Kotitsas

In this article, we prove the Quantitative Central Limit Theorem (QCLT) for the spatial average of the solution of the nonlinear stochastic heat equation with constant initial condition, driven by space-time Gaussian white noise in…

概率论 · 数学 2025-12-18 Raluca M. Balan , Michael Salins

In this paper, we study the stochastic heat equation in the spatial domain $\mathbb{R}^d$ subject to a Gaussian noise which is white in time and colored in space. The spatial correlation can be any symmetric, nonnegative and…

概率论 · 数学 2015-10-22 Le Chen , Kunwoo Kim

We consider a diffusion in a Gaussian random environment that is white in time and study the large-scale behavior of the quenched density with respect to the Lebesgue measure. We show that under diffusive rescaling, the fluctuations of the…

概率论 · 数学 2025-10-20 Sotirios Kotitsas , Dejun Luo , Mario Maurelli

We consider the stochastic heat equation driven by a multiplicative Gaussian noise that is white in time and spatially homogeneous in space. Assuming that the spatial correlation function is given by a Riesz kernel of order $\alpha \in…

概率论 · 数学 2024-11-12 Carsten Chong

The aim of this paper is to study the $d$-dimensional stochastic heat equation with a multiplicative Gaussian noise which is white in space and it has the covariance of a fractional Brownian motion with Hurst parameter $% H\in (0,1)$ in…

概率论 · 数学 2007-05-23 Yaozhong Hu , David Nualart

We discuss Einstein-Klein-Gordon system in an environment of an infinite number of scalar fields leading to an external thermal noise. In the lowest order of metric and field perturbations the quadratic fluctuations consist of a sum of…

广义相对论与量子宇宙学 · 物理学 2019-05-22 Z. Haba
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