scholarly journals Moments and growth indices for the nonlinear stochastic heat equation with rough initial conditions

2015 ◽  
Vol 43 (6) ◽  
pp. 3006-3051 ◽  
Author(s):  
Le Chen ◽  
Robert C. Dalang
Keyword(s):  
Heat Equation ◽  
Initial Conditions ◽  
Stochastic Heat Equation ◽  
Growth Indices

scholarly journals Spectral theory for the -Boson particle system

2014 ◽  
Vol 151 (1) ◽  
pp. 1-67 ◽  
Author(s):  
Alexei Borodin ◽  
Ivan Corwin ◽  
Leonid Petrov ◽  
Tomohiro Sasamoto
Keyword(s):  
Heat Equation ◽  
Spectral Theory ◽  
Initial Conditions ◽  
Particle System ◽  
Exclusion Process ◽  
Fixed Time ◽  
Bose Gas ◽  
Stochastic Heat Equation ◽  
Stochastic Particle System ◽  
Central Result

AbstractWe develop spectral theory for the generator of the $q$-Boson (stochastic) particle system. Our central result is a Plancherel type isomorphism theorem for this system. This theorem has various implications. It proves the completeness of the Bethe ansatz for the $q$-Boson generator and consequently enables us to solve the Kolmogorov forward and backward equations for general initial data. Owing to a Markov duality with $q$-TASEP ($q$-deformed totally asymmetric simple exclusion process), this leads to moment formulas which characterize the fixed time distribution of $q$-TASEP started from general initial conditions. The theorem also implies the biorthogonality of the left and right eigenfunctions. We consider limits of our $q$-Boson results to a discrete delta Bose gas considered previously by van Diejen, as well as to another discrete delta Bose gas that describes the evolution of moments of the semi-discrete stochastic heat equation (or equivalently, the O’Connell–Yor semi-discrete directed polymer partition function). A further limit takes us to the delta Bose gas which arises in studying moments of the stochastic heat equation/Kardar–Parisi–Zhang equation.

scholarly journals Fractional stochastic heat equation with piecewise constant coefficients

2020 ◽  
Vol 21 (01) ◽  
pp. 2150002
Author(s):  
Yuliya Mishura ◽  
Kostiantyn Ralchenko ◽  
Mounir Zili ◽  
Eya Zougar
Keyword(s):  
Diffusion Coefficient ◽  
Heat Equation ◽  
Divergence Form ◽  
Stochastic Heat Equation ◽  
Piecewise Constant ◽  
Constant Diffusion Coefficient ◽  
Infinite Dimensional ◽  
Order Elliptic Operator ◽  
Constant Diffusion ◽  
Constant Coefficients

We introduce a fractional stochastic heat equation with second-order elliptic operator in divergence form, having a piecewise constant diffusion coefficient, and driven by an infinite-dimensional fractional Brownian motion. We characterize the fundamental solution of its deterministic part, and prove the existence and the uniqueness of its solution.

scholarly journals Spatial Moduli of Non-Differentiability for Linearized Kuramoto–Sivashinsky SPDEs and Their Gradient

Symmetry ◽  
2021 ◽  
Vol 13 (7) ◽  
pp. 1251
Author(s):  
Wensheng Wang
Keyword(s):  
Heat Equation ◽  
White Noise ◽  
Fourth Order ◽  
Gaussian Processes ◽  
Three Dimensional ◽  
Space Time ◽  
Symmetry Analysis ◽  
Stochastic Heat Equation ◽  
Moduli Of Continuity

We investigate spatial moduli of non-differentiability for the fourth-order linearized Kuramoto–Sivashinsky (L-KS) SPDEs and their gradient, driven by the space-time white noise in one-to-three dimensional spaces. We use the underlying explicit kernels and symmetry analysis, yielding spatial moduli of non-differentiability for L-KS SPDEs and their gradient. This work builds on the recent works on delicate analysis of regularities of general Gaussian processes and stochastic heat equation driven by space-time white noise. Moreover, it builds on and complements Allouba and Xiao’s earlier works on spatial uniform and local moduli of continuity of L-KS SPDEs and their gradient.

scholarly journals Moderate deviations for a fractional stochastic heat equation with spatially correlated noise

2017 ◽  
Vol 17 (04) ◽  
pp. 1750025 ◽  
Author(s):  
Yumeng Li ◽  
Ran Wang ◽  
Nian Yao ◽  
Shuguang Zhang
Keyword(s):  
Heat Equation ◽  
Moderate Deviation ◽  
Stochastic Heat Equation ◽  
Correlated Noise ◽  
Derivative Operator ◽  
Spatially Correlated ◽  
Whole Space ◽  
Convergence Method ◽  
Spatially Correlated Noise ◽  
Weak Convergence Method

In this paper, we study the Moderate Deviation Principle for a perturbed stochastic heat equation in the whole space [Formula: see text]. This equation is driven by a Gaussian noise, white in time and correlated in space, and the differential operator is a fractional derivative operator. The weak convergence method plays an important role.

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