一类具边界耗散的高阶非线性双曲方程整体解的不存在性

本文利用广义凸性方法证明了边界耗散的非线性四阶方程初边值问题整体解的不存在性     

A Skew Stochastic Heat Equation

We consider a stochastic heat equation driven by a space-time white noise and with a singular drift, where a local-time in space appears. The process we study has an explicit invariant measure of Gibbs type, with a non-convex potential. We obtain existence of a Markov solution, which is associated with an explicit Dirichlet form. Moreover, we study approximations of the stationary solution by means of a regularization of the singular drift or by a finite-dimensional projection.     

Nonlinear Degenerate Parabolic Equation with Nonlinear Boundary Condition

In this paper, we obtain the necessary and sufficient conditions on the global existence of all positive （weak） solutions to a nonlinear degenerate parabolic equation with nonlinear boundary condition.     

Stochastic Schrodinger Equation for a Quantum Oscillator with Dissipation

In this paper, we construct an exact solution of the stochastic Schrodinger equation for a quantum oscillator with possible dissipation of energy taken into account. Using the explicit form of the solution, we calculate estimates for the characteristic damping time of free damped oscillations. In the case of forced oscillations, we obtain formulas for the Q-factor of the system and for the variance of the coordinate and momentum of a quantum oscillator with dissipation. We obtain the quantum analog of the classical diffusion equation and explicitly show that the equations of motion for the mean value of the momentum operator following from the solution of the stochastic Schrodinger equation play the role of the quantum Langevin equation describing Brownian motion under the action of a stochastic force.     

On the Exact Controlability of a Nonlinear Stochastic Heat Equation. II

ABSTRACT

The exact controlability of a nonlinear stochastic heat equation with interior controls is established.     

On the Stochastic Wave Equation with Nonlinear Damping

We discuss an initial boundary value problem for the stochastic wave equation with nonlinear damping. We establish the existence and uniqueness of a solution. Our method for the existence of pathwise solutions consists of regularization of the equation and data, the Galerkin approximation and an elementary measure-theoretic argument. We also prove the existence of an invariant measure when the equation has pure nonlinear damping.     

Quenching Time for a Semilinear Heat Equation with a Nonlinear Neumann Boundary Condition

In this paper we consider the finite time quenching behavior of solutions to a semilinear heat equation with a nonlinear Neumann boundary condition. Firstly, we establish conditions on nonlinear source and boundary to guarantee that the solution doesn＇t quench for all time. Secondly, we give sufficient conditions on data such that the solution quenches in finite time, and derive an upper bound of quenching time. Thirdly, undermore restrictive conditions, we obtain a lower bound of quenching time. Finally, we give the exact bounds of quenching time of a special example.     

Stochastic Heat Equation with Multiplicative Fractional-Colored Noise

We consider the stochastic heat equation with multiplicative noise \(u_{t}=\frac{1}{2}\Delta u+u\dot{W}\) in ?₊×? ^d , whose solution is interpreted in the mild sense. The noise \(\dot{W}\) is fractional in time (with Hurst index H≥1/2), and colored in space (with spatial covariance kernel f). When H>1/2, the equation generalizes the Itô-sense equation for H=1/2. We prove that if f is the Riesz kernel of order α, or the Bessel kernel of order α<d, then the sufficient condition for the existence of the solution is d≤2+α (if H>1/2), respectively d<2+α (if H=1/2), whereas if f is the heat kernel or the Poisson kernel, then the equation has a solution for any d. We give a representation of the kth order moment of the solution in terms of an exponential moment of the “convoluted weighted” intersection local time of k independent d-dimensional Brownian motions.     

Hilbert空间上一类非线性随机发展方程

该文处理了实可分Hilbert空间上一类非线性随机发展方程,证明了此类方程有唯一适度解.而且,方程的时间离散化逼近被证明收敛.     

Stochastic Convolution-Type Heat Equations with Nonlinear Drift

Abstract

In this article, we study the solution of a class of stochastic convolution-type heat equations with nonlinear drift. For general initial condition and coefficients, we prove existence and uniqueness by using the characterization theorem and Banach's fixed-point theorem. We also give an implicit solution, which is a well-defined generalized stochastic process in a suitable distribution space. Finally, we investigate the continuous dependence of the solution on the initial data as well as the dependence on the coefficient.     

Construction and Investigation of Exact Solutions with Free Boundary to a Nonlinear Heat Equation with Source

Siberian Advances in Mathematics - The article is devoted to the construction and investigation of exact solutions with free boundary to a second-order nonlinear parabolic equation. The solutions...     

The Stochastic Nonlinear Damped Wave Equation

We prove the existence of an invariant measure for the transition semigroup associated with a nonlinear damped stochastic wave equation in Rⁿ of the Klein--Gordon type. The uniqueness of the invariant measure and the structure of the corresponding Kolmogorov operator are also studied.     

带耗散项的浅水波方程的整体边界稳定性

在[0,1]区间上研究带耗散项的浅水波方程由边界反馈引起的整体指数稳定性.在控制边界条件u(0)=u_x(1)=u_(xx)(0)=δu_(xxx)(1)-εu(1)u_(xx)(1)-(?)(u(1))=0之下,证明了解的H1整体指数稳定性和H4整体渐进稳定性.     

Inverse Problem with Free Boundary for Heat Equation

We establish conditions for the existence and uniqueness of a solution of the inverse problem for a one-dimensional heat equation with unknown time-dependent leading coefficient in the case where a part of the boundary of the domain is unknown.     

非线性边界条件的非线性发展方程解的爆破

讨论一类非线性发展方程具有非线性边界条件的初边值问题.在某些假设条件下,利用抛物型方程的最大值原理和凸性方法证明了其解在有限时间内具有爆破性质.     

On the Positivity of the Stochastic Heat Equation

We study the positivity preserving properties of the heat equation with a white noise potential and random initial condition. Moreover, we find a generalized Feynman--Kac formula for the solution of the problem using methods from the white noise analysis. The initial condition can anticipate the driving white noise. We show that the solution is positive, when the random initial condition is positive. For the case of a time-dependent white noise potential, we give a special representation of the solution together with regularity results.