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We consider a system of $d$ coupled non-linear stochastic heat equations in spatial dimension 1 driven by $d$-dimensional additive space-time white noise. We establish upper and lower bounds on hitting probabilities of the solution $\{u(t,…

概率论 · 数学 2007-05-23 Robert C. Dalang , Davar Khoshnevisan , Eulalia Nualart

We systematically investigate and illustrate the complete ground-state phase diagram for a one-dimensional, three-species mixture of a few repulsively interacting bosons trapped harmonically. To numerically obtain the solutions to the…

量子气体 · 物理学 2026-02-24 Tran Duong Anh-Tai , Miguel A. García-March , Thomas Busch , Thomás Fogarty

In this article, we study a class of stochastic partial differential equations with fractional differential operators subject to some time-independent multiplicative Gaussian noise. We derive sharp conditions, under which a unique global…

概率论 · 数学 2021-08-27 Le Chen , Nicholas Eisenberg

The Stochastic Heat Flow (SHF) emerges as the scaling limit of directed polymers in random environments and the noise-mollified Stochastic Heat Equation (SHE), specifically at the critical dimension of two and near the critical temperature.…

概率论 · 数学 2026-03-17 Li-Cheng Tsai

We consider the stochastic heat equation of the following form \frac{\partial}{\partial t}u_t(x) = (\sL u_t)(x) +b(u_t(x)) + \sigma(u_t(x))\dot{F}_t(x)\quad \text{for}t>0, x\in \R^d, where $\sL$ is the generator of a L\'evy process and…

概率论 · 数学 2010-03-02 Mohammud Foondun , Davar Khoshnevisan

We give large-time asymptotic estimates, both in uniform and $L^1$ norms, for solutions of the Dirichlet heat equation in the complement of a bounded open set of $\mathbb{R}^d$ satisfying certain technical assumptions. We always assume that…

偏微分方程分析 · 数学 2025-03-04 José A. Cañizo , Alejandro Gárriz , Fernando Quirós

We consider a generalized model of random walk in dynamical random environment, and we show that the multiplicative-noise stochastic heat equation (SHE) describes the fluctuations of the quenched density at a certain precise location in the…

概率论 · 数学 2025-12-02 Shalin Parekh

We prove that the Cauchy problem associated with the one dimensional quadratic (fractional) heat equation: $u_t=D_x^{2\alpha} u \mp u^2,\; t\in (0,T),\; x\in \R$ or $ \T $, with $ 0<\alpha\le 1 $ is well-posed in $ H^s $ for $ s\ge…

偏微分方程分析 · 数学 2013-04-04 Luc Molinet , Slim Tayachi

In this paper, we consider the asymptotic profiles of zero points for the spatial variable of the solutions to the heat equation. By giving suitable conditions for the initial data, we prove the existence of zero points by extending the…

偏微分方程分析 · 数学 2023-05-25 Hiroshi Ishii

We consider a controlled state equation of parabolic type on the halfline $(0,+\infty)$ with boundary conditions of Dirichlet type in which the unknown is equal to the sum of the control and of a white noise in time. We study finite horizon…

概率论 · 数学 2013-04-10 Federica Masiero

We study the nonlinear stochastic heat equation in the spatial domain $\mathbb {R}$, driven by space-time white noise. A central special case is the parabolic Anderson model. The initial condition is taken to be a measure on $\mathbb {R}$,…

概率论 · 数学 2015-12-22 Le Chen , Robert C. Dalang

Thermodynamic properties of the SU($n$) Heisenberg model in one dimension is studied by means of high-temperature expansion for arbitrary $n$. The specific heat up to $O[(\beta J)^{23}]$ and the correlation function up to $O[(\beta…

强关联电子 · 物理学 2009-11-07 Noboru Fukushima , Yoshio Kuramoto

In this paper, we prove a sample-path comparison principle for the nonlinear stochastic fractional heat equation on $\mathbb{R}$ with measure-valued initial data. We give quantitative estimates about how close to zero the solution can be.…

概率论 · 数学 2014-10-03 Le Chen , Kunwoo Kim

The purpose of this paper is to study some properties of solutions to one dimensional as well as multidimensional stochastic differential equations (SDEs in short) with super-linear growth conditions on the coefficients. Taking inspiration…

概率论 · 数学 2015-02-18 Khaled Bahlali , Antoine Hakassou , Youssef Ouknine

We introduce a matrix version of the stochastic heat equation, the MSHE, and obtain its explicit invariant measure in spatial dimension $D=1$. We show that it is classically integrable in the weak-noise regime, in terms of the matrix…

统计力学 · 物理学 2024-10-03 Alexandre Krajenbrink , Pierre Le Doussal

In this paper, we extend the results of [1] by proving exponential asymptotic $H^1$-convergence of solutions to a one-dimensional singular heat equation with $L^2$-source term that describe evolution of viscous thin liquid sheets while…

偏微分方程分析 · 数学 2018-10-05 Georgy Kitavtsev , Roman M. Taranets

We study the existence of global-in-time solutions for a nonlinear heat equation with nonlocal diffusion, power nonlinearity and suitably small data (either compared pointwisely to the singular solution or in the norm of a critical Morrey…

偏微分方程分析 · 数学 2018-07-11 Piotr Biler , Dominika Pilarczyk

We consider strong uniqueness and thus also existence of strong solutions for the stochastic heat equation with a multiplicative colored noise term. Here, the noise is white in time and colored in q dimensional space ($q \geq 1$) with a…

概率论 · 数学 2012-12-19 Thomas Rippl , Anja Sturm

We study the solutions of the stochastic heat equation with multiplicative space-time white noise. We prove a comparison theorem between the solutions of stochastic heat equations with the same noise coefficient which is H\"{o}lder…

概率论 · 数学 2017-06-14 Leonid Mytnik , Eyal Neuman

We investigate the stochastic heat equation driven by space-time white noise defined on an abstract Hilbert space, assuming that the drift and diffusion coefficients are both merely H\"older continuous. Random field SPDEs are covered as…

概率论 · 数学 2025-08-04 Yi Han