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相关论文: Martin Boundary and the Nonlinear Multiplicative S…

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In this paper, we investigate stochastic heat equation with sublinear diffusion coefficients. By assuming certain concavity of the diffusion coefficient, we establish non-trivial moment upper bounds and almost sure spatial asymptotic…

概率论 · 数学 2023-06-13 Le Chen , Panqiu Xia

The purpose of this article is threefold. First, we introduce a new type of boundary condition for the multiplicative-noise stochastic heat equation on the half space. This is essentially a Dirichlet boundary condition but with a nontrivial…

概率论 · 数学 2019-01-29 Shalin Parekh

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 the initial boundary value problem of non-homogeneous stochastic heat equation. The derivative of the solution with respect to time receives heavy random perturbation. The space boundary is Lipschitz and we impose non-zero…

偏微分方程分析 · 数学 2011-07-01 Tongkeun Chang , Kijung Lee , Minsuk Yang

We further study the stochastic model discussed in Ref.[2] in which positive and negative particles diffuse in an asymmetric, CP invariant way on a ring. The positive particles hop clockwise, the negative counter-clockwise and…

统计力学 · 物理学 2007-05-23 Peter F. Arndt , Vladimir Rittenberg

In this paper, we establish the well-posedness of stochastic heat equations on moving domains, which amounts to a study of infinite dimensional interacting systems. The main difficulty is to deal with the problems caused by the time-varying…

概率论 · 数学 2023-01-25 Tianyi Pan , Wei Wang , Jianliang Zhai , Tusheng Zhang

Stochastic partial differential equations can be used to model second order thermodynamical phase transitions, as well as a number of critical out-of-equilibrium phenomena. In (2+1) dimensions, many of these systems are conjectured (and…

统计力学 · 物理学 2013-05-29 L. Moriconi , M. Moriconi

We study the dynamics of covariances in a chain of harmonic oscillators with conservative noise in contact with two stochastic Langevin heat baths. The noise amounts to random collisions between nearest-neighbour oscillators that exchange…

统计力学 · 物理学 2010-11-10 S. Lepri , C. Mejia-Monasterio , A. Politi

In this paper, we prove the existence of martingale solutions to the stochastic heat equation taking values in a Riemannian manifold, which admits Wiener (Brownian bridge) measure on the Riemannian path (loop) space as an invariant measure…

概率论 · 数学 2018-09-11 Michael Röckner , Bo Wu , Rongchan Zhu , Xiangchan Zhu

In this paper, we establish the existence and uniqueness of solutions to stochastic heat equations with logarithmic nonlinearity driven by Brownian motion on a bounded domain $D$ in the setting of $L^2(D)$ space. The result is valid for all…

概率论 · 数学 2019-07-10 Shijie Shang , Tusheng Zhang

We approximate the white-noise driven stochastic heat equation by replacing the fractional Laplacian by the generator of a discrete time random walk on the one dimensional lattice, and approximating white noise by a collection of i.i.d.…

概率论 · 数学 2017-06-20 Mathew Joseph

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

In this paper we studied the weakly nonlinear stage of stationary convective instability in a nonuniformly rotating layer of an electrically conductive fluid in an axial uniform magnetic field under the influence of: a) temperature…

等离子体物理 · 物理学 2019-11-14 M. I. Kopp , A. V. Tur , V. V. Yanovsky

We study the Brownian momentum process, a model of heat conduction, weakly coupled to heat baths. In two different settings of weak coupling to the heat baths, we study the non-equilibrium steady state and its proximity to the local…

统计力学 · 物理学 2015-05-27 Frank Redig , Kiamars Vafayi

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

We provide an explicit representation of the nonequilibrium invariant measure for a chain of harmonic oscillators with conservative noise in the presence of stationary heat flow. By first determining the covariance matrix, we are able to…

统计力学 · 物理学 2009-11-13 L. Delfini , S. Lepri , R. Livi , A. Politi

We impose in the nonsymmetric gravitational theory, by means of Lagrange multiplier fields in the action, a set of covariant constraints on the antisymmetric tensor field. The canonical Hamiltonian constraints in the weak field…

广义相对论与量子宇宙学 · 物理学 2008-02-03 J. W. Moffat

We derive the stochastic master equations which describe the evolution of open quantum systems in contact with a heat bath and undergoing indirect measurements. These equations are obtained as a limit of a quantum repeated measurement model…

数学物理 · 物理学 2010-04-21 S Attal , C Pellegrini

This contribution aims at presenting and generalizing a recent work of Hernandez, Jara and Valentim [DOI:10.1016/j.spa.2016.06.026]. We consider the weakly asymmetric version of the so-called discrete Atlas model, which has been introduced…

概率论 · 数学 2017-09-21 Freddy Hernandez , Marielle Simon

The quantum master equation obtained from two different thermodynamic arguments is seriously nonlinear. We argue that, for quantum systems, nonlinearity occurs naturally in the step from reversible to irreversible equations and we analyze…

量子物理 · 物理学 2018-03-09 Hans Christian Öttinger
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