scholarly journals Regularity and Strict Positivity of Densities for the Nonlinear Stochastic Heat Equation

2021 ◽  
Vol 273 (1340) ◽  
Author(s):  
Le Chen ◽  
Yaozhong Hu ◽  
David Nualart
Keyword(s):  
Diffusion Coefficient ◽  
Initial Data ◽  
Heat Equation ◽  
Malliavin Calculus ◽  
Anderson Model ◽  
Initial Conditions ◽  
Joint Density ◽  
Parabolic Anderson Model ◽  
Content Type ◽  
Strict Positivity

In this paper, we establish a necessary and sufficient condition for the existence and regularity of the density of the solution to a semilinear stochastic (fractional) heat equation with measure-valued initial conditions. Under a mild cone condition for the diffusion coefficient, we establish the smooth joint density at multiple points. The tool we use is Malliavin calculus. The main ingredient is to prove that the solutions to a related stochastic partial differential equation have negative moments of all orders. Because we cannot prove u ( t , x ) ∈ D ∞ u(t,x)\in \mathbb {D}^\infty for measure-valued initial data, we need a localized version of Malliavin calculus. Furthermore, we prove that the (joint) density is strictly positive in the interior of the support of the law, where we allow both measure-valued initial data and unbounded diffusion coefficient. The criteria introduced by Bally and Pardoux are no longer applicable for the parabolic Anderson model. We have extended their criteria to a localized version. Our general framework includes the parabolic Anderson model as a special case.

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.

Transient elastodynamic analysis with a combination of convolution quadrature method and pseudo-initial condition method

2018 ◽  
Vol 36 (1) ◽  
pp. 334-355
Author(s):  
Yuan Li ◽  
J. Zhang ◽  
Yudong Zhong ◽  
Xiaomin Shu ◽  
Yunqiao Dong
Keyword(s):  
Initial Conditions ◽  
Initial Condition ◽  
Quadrature Method ◽  
Memory Requirement ◽  
Content Type ◽  
Convolution Quadrature ◽  
Force Method ◽  
Cpu Time ◽  
Condition Method ◽  
Convolution Quadrature Method

Purpose The Convolution Quadrature Method (CQM) has been widely applied to solve transient elastodynamic problems because of its stability and generality. However, the CQM suffers from the problems of huge memory requirement in case of direct implementation in time domain or CPU time in case of its reformulation in Laplace domain. The purpose of this paper is to combine the CQM with the pseudo-initial condition method (PICM) to achieve a good balance between memory requirement and CPU time. Design/methodology/approach The combined methods first subdivide the whole analysis into a few sub-analyses, which is dealt with the PICM, namely, the results obtained by previous sub-analysis are used as the initial conditions for the next sub-analysis. In each sub-analysis, the time interval is further discretized into a number of sub-steps and dealt with the CQM. For non-zero initial conditions, the pseudo-force method is used to transform them into equivalent body forces. The boundary face method is employed in the numerical implementation. Three examples are analyzed. Results are compared with analytical solutions or FEM results and the results of reformulated CQM. Findings Results demonstrate that the computation time and the storage requirement can be reduced significantly as compared to the CQM, by using the combined approach. Originality/value The combined methods can be successfully applied to the problems of long-time dynamic response, which requires a large amount of computer memory when CQM is applied, while preserving the CQM stability. If the number of time steps is high, then the accuracy of the proposed approach can be deteriorated because of the pseudo-force method.

scholarly journals The Yang-Mills heat equation with finite action in three dimensions

2022 ◽  
Vol 275 (1349) ◽  
Author(s):  
Leonard Gross
Keyword(s):  
Heat Equation ◽  
Three Dimensional ◽  
Strong Solutions ◽  
Three Dimensions ◽  
Dimensional Manifold ◽  
Uniqueness Of Solutions ◽  
Reconstruction Procedure ◽  
Content Type ◽  
Yang Mills ◽  
Gauge Functions

The existence and uniqueness of solutions to the Yang-Mills heat equation is proven over R 3 \mathbb {R}^3 and over a bounded open convex set in R 3 \mathbb {R}^3 . The initial data is taken to lie in the Sobolev space of order one half, which is the critical Sobolev index for this equation over a three dimensional manifold. The existence is proven by solving first an augmented, strictly parabolic equation and then gauge transforming the solution to a solution of the Yang-Mills heat equation itself. The gauge functions needed to carry out this procedure lie in the critical gauge group of Sobolev regularity three halves, which is a complete topological group in a natural metric but is not a Hilbert Lie group. The nature of this group must be understood in order to carry out the reconstruction procedure. Solutions to the Yang-Mills heat equation are shown to be strong solutions modulo these gauge functions. Energy inequalities and Neumann domination inequalities are used to establish needed initial behavior properties of solutions to the augmented equation.

scholarly journals Method of Constructing a Line Secretive Exit the Aircraft at a Given Point of the Detection Area Surveillance Radar Based on the Spectrum Analysis of the Doppler Frequency of the Received Signal

2021 ◽  
pp. 281-291
Author(s):  
Valeriy V. Zamaraev ◽  
A.S. Kutuzov ◽  
Igor V. Lyutikov ◽  
Dmitry V. Malcev
Keyword(s):  
Initial Data ◽  
Spectrum Analysis ◽  
Initial Conditions ◽  
Doppler Frequency ◽  
Subject Area ◽  
Theory And Practice ◽  
Control Signals ◽  
The Subject ◽  
Area Surveillance

The article noted the contradictions in the theory and practice of the subject area of the study confirming the urgency of the task of constructing the trajectory of a hidden exit the aircraft at a given point of the detection area surveillance radar based on the spectrum analysis of the Doppler frequency of the received signal, the proposed initial data (initial conditions), describes the scientific and methodological apparatus of the embodiment of the method for generating control signals to implement the synthesized method, which allows to increase the effectiveness of air and space attack

scholarly journals Total blow-up of a quasilinear heat equation with slow-diffusion for non-decaying initial data

2018 ◽  
Vol 144 (3) ◽  
pp. 287-297
Author(s):  
Amy Poh Ai Ling ◽  
Masahiko Shimojō
Keyword(s):  
Initial Data ◽  
Heat Equation ◽  
Blow Up ◽  
Slow Diffusion
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