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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, Caravenna, Sun, and Zygouras, and Gu, they consider the solution of two dimensional KPZ equation via the solution $u_varepsilon$ of SHE with flat initial condition and with noise which is mollified in space on scale in $varepsilon$ and its strength is weakened as $beta_varepsilon=hat{beta} sqrt{frac{2pi varepsilon}{-log varepsilon}}$, and they prove that when $hat{beta}in (0,1)$, $frac{1}{beta_varepsilon}(log u_varepsilon-mathbb{E}[log u_varepsilon])$ converges in distribution to a solution of Edward-Wilkinson model as a random field. In this paper, we consider a stochastic heat equation $u_varepsilon$ with general initial condition $u_0$ and its transformation $F(u_varepsilon)$ for $F$ in a class of functions $mathfrak{F}$, which contains $F(x)=x^p$ ($0<pleq 1$) and $F(x)=log x$. Then, we prove that $frac{1}{beta_varepsilon}(F(u_varepsilon(t,x))-mathbb{E}[F(u_varepsilon(t,x))])$ converges in distribution to Gaussian random variables jointly in finitely many $Fin mathfrak{F}$, $t$, and $u_0$. In particular, we obtain the fluctuations of solutions of stochastic heat equations and KPZ equations jointly converge to solutions of SPDEs which depends on $u_0$. Our main tools are It^os formula, the martingale central limit theorem, and the homogenization argument as in the works by Cosco and the authors. To this end, we also prove the local limit theorem for the partition function of intermediate $2d$-directed polymers
We consider a family of nonlinear stochastic heat equations of the form $partial_t u=mathcal{L}u + sigma(u)dot{W}$, where $dot{W}$ denotes space-time white noise, $mathcal{L}$ the generator of a symmetric Levy process on $R$, and $sigma$ is Lipschitz
The Initial-Boundary Value Problem for the heat equation is solved by using a new algorithm based on a random walk on heat balls. Even if it represents a sophisticated generalization of the Walk on Spheres (WOS) algorithm introduced to solve the Diri
We consider the stochastic heat equation with a multiplicative white noise forcing term under standard intermitency conditions. The main finding of this paper is that, under mild regularity hypotheses, the a.s.-boundedness of the solution $xmapsto u(
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 1/4textless{}Htextless{}1/2 in the space var
In this note we consider stochastic heat equation with general additive Gaussian noise. Our aim is to derive some necessary and sufficient conditions on the Gaussian noise in order to solve the corresponding heat equation. We investigate this problem