scholarly journals Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation

2020 ◽  
pp. 339-356
Author(s):  
Diana Avetisian ◽  
Kostiantyn Ralchenko
Keyword(s):  
Parameter Estimation ◽  
Heat Equation ◽  
Stochastic Heat Equation ◽  
Diffusion Parameter ◽  
Ergodic Properties

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.

scholarly journals Dynkin’s Isomorphism Theorem and the Stochastic Heat Equation

2010 ◽  
Vol 34 (3) ◽  
pp. 243-260
Author(s):  
Nathalie Eisenbaum ◽  
Mohammud Foondun ◽  
Davar Khoshnevisan
Keyword(s):  
Heat Equation ◽  
Stochastic Heat Equation ◽  
Isomorphism Theorem ◽  
The Stochastic Heat Equation
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