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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

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

We study the Gaussian fluctuations of a nonlinear stochastic heat equation in spatial dimension two. The equation is driven by a Gaussian multiplicative noise. The noise is white in time, smoothed in space at scale $\varepsilon$, and tuned…

概率论 · 数学 2024-01-01 Ran Tao

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

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…

概率论 · 数学 2021-10-27 Alexander Dunlap , Yu Gu , Lenya Ryzhik , Ofer Zeitouni

Consider the stochastic heat equation $\partial_t u = (\frac{\varkappa}{2})\Delta u+\sigma(u)\dot{F}$, where the solution $u:=u_t(x)$ is indexed by $(t,x)\in (0, \infty)\times\R^d$, and $\dot{F}$ is a centered Gaussian noise that is white…

概率论 · 数学 2011-11-22 Daniel Conus , Mathew Joseph , Davar Khoshnevisan , Shang-Yuan Shiu

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 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

Heat fluctuations over a time \tau in a non-equilibrium stationary state and in a transient state are studied for a simple system with deterministic and stochastic components: a Brownian particle dragged through a fluid by a harmonic…

统计力学 · 物理学 2007-05-23 R. van Zon , E. G. D. Cohen

The local equilibration time of quantum many-body systems has been conjectured to satisfy a `Planckian bound', $\tau_{\rm eq}\gtrsim \frac{\hbar}{T}$. We provide a sharp and universal definition of this time scale, and show that it is…

强关联电子 · 物理学 2025-03-04 Luca V. Delacretaz

In these lecture notes, we review recent progress in the study of the stochastic heat equation and its discrete analogue, the directed polymer model, in spatial dimension 2. It was discovered that a phase transition emerges on an…

概率论 · 数学 2026-05-27 Francesco Caravenna , Rongfeng Sun , Nikos Zygouras

This paper studies the finite time explosion of the stochastic heat equation $\frac{\partial u}{\partial t}(t,x)=\frac{\partial^2}{\partial x^2} u(t,x)+(u(t,x))^{\beta}+\sigma(u(t,x))\dot{W}(t,x)$. We consider an interval $D=[-\pi,\pi]$…

概率论 · 数学 2026-05-29 Michael Salins , Yuyang Zhang

We study the time-fractional stochastic heat equation driven by time-space white noise with space dimension $d\in\mathbb{N}=\{1,2,...\}$ and the fractional time-derivative is the Caputo derivative of order $\alpha \in (0,2)$. We consider…

概率论 · 数学 2022-11-24 Rahma Yasmina Moulay Hachemi , Bernt Øksendal

Let u = {u(t, x), t $\in$ [0, T ], x $\in$ R d } be the solution to the linear stochastic heat equation driven by a fractional noise in time with correlated spatial structure. We study various path properties of the process u with respect…

概率论 · 数学 2015-01-28 Ciprian A. Tudor , Yimin Xiao

We study a second-order parabolic equation with divergence form elliptic operator, having piecewise constant diffusion coefficients with two points of discontinuity. Such partial differential equations appear in the modelization of…

概率论 · 数学 2013-12-31 Zhen-Qing Chen , Mounir Zili

For a system of mean field interacting diffusion on $\mathbb{T}^d$, the empirical measure $\mu^N$ converges to the solution $\mu$ of the Fokker-Planck equation. Refining this mean field limit as a Central Limit Theorem, the fluctuation…

概率论 · 数学 2025-09-03 Alekos Cecchin , Paul Nikolaev

We study the large-scale dynamics of the solution to a nonlinear stochastic heat equation (SHE) in dimensions $d \geq 3$ with long-range dependence. This equation is driven by multiplicative Gaussian noise, which is white in time and…

概率论 · 数学 2025-01-16 Luca Gerolla , Martin Hairer , Xue-Mei Li

We consider the fractional stochastic heat equation on the $d$-dimensional torus $\mathbb{T}^d:=\left[-\frac{1}{2},\frac{1}{2}\right]^d$, $d\geq 1$, with periodic boundary conditions: \[ \partial_t u(t,\textbf{x})=…

概率论 · 数学 2025-02-24 Jiaming Chen

The solution of Kardar-Parisi-Zhang equation (KPZ equation) is solved formally via Cole-Hopf transformation $h=\log u$, where $u$ is the solution of multiplicative stochastic heat equation(SHE). In earlier works by Chatterjee and Dunlap,…

概率论 · 数学 2021-03-15 Shuta Nakajima , Makoto Nakashima

We consider the evolution of a quantum particle hopping on a cubic lattice in any dimension and subject to a potential consisting of a periodic part and a random part that fluctuates stochastically in time. If the random potential evolves…

数学物理 · 物理学 2021-03-11 Jeffrey Schenker , F. Zak Tilocco , Shiwen Zhang
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