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   Articles with "stochastic heat" as a keyword



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A linear quadratic control problem for the stochastic heat equation driven by Q-Wiener processes

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recommendations! Published in 2018 at "Journal of Mathematical Analysis and Applications"

DOI: 10.1016/j.jmaa.2017.08.052

Abstract: Abstract We consider a control problem for the stochastic heat equation with Neumann boundary condition, where controls and noise terms are defined inside the domain as well as on the boundary. The noise terms are… read more here.

Keywords: control problem; wiener processes; problem stochastic; stochastic heat ... See more keywords
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Asymptotic behavior of fractional stochastic heat equations in materials with memory

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recommendations! Published in 2019 at "Applicable Analysis"

DOI: 10.1080/00036811.2019.1597057

Abstract: This paper deals with the asymptotic behavior of solutions for a fractional stochastic integro-differential equation driven by additive noise with . We first apply the Galerkin method to prove the existence and uniqueness of solutions… read more here.

Keywords: asymptotic behavior; behavior fractional; heat equations; equations materials ... See more keywords
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Stochastic heat equation and martingale differences

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recommendations! Published in 2017 at "Communications in Statistics - Theory and Methods"

DOI: 10.1080/03610926.2015.1024866

Abstract: ABSTRACT We prove an approximation in law of the real-valued mild solution for a class of semilinear stochastic heat equation driven by an additive fractional noise using martingale differences under suitable assumptions. read more here.

Keywords: stochastic heat; heat equation; equation martingale; martingale differences ... See more keywords
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Global solution of nonlinear stochastic heat equation with solutions in a Hilbert manifold

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recommendations! Published in 2020 at "Stochastics and Dynamics"

DOI: 10.1142/s0219493720400122

Abstract: The objective of this paper is to prove the existence of a global solution to a certain stochastic partial differential equation subject to the L2-norm being constrained. The corresponding evolutio... read more here.

Keywords: nonlinear stochastic; global solution; solution nonlinear; solution ... See more keywords
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Positive random walks and an identity for half-space SPDEs

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recommendations! Published in 2022 at "Electronic Journal of Probability"

DOI: 10.1214/22-ejp775

Abstract: The purpose of this article is threefold. First, we introduce a new type of boundary condition for the multiplicative-noise stochastic heat equation on the half space. This is essentially a Dirichlet boundary condition but with… read more here.

Keywords: boundary condition; half space; identity; stochastic heat ... See more keywords
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Numerical solution for stochastic heat equation with Neumann boundary conditions

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recommendations! Published in 2023 at "Thermal Science"

DOI: 10.2298/tsci23s1057r

Abstract: In this article, we propose a new technique based on 2-D shifted Legendre poly?nomials through the operational matrix integration method to find the numeri?cal solution of the stochastic heat equation with Neumann boundary conditions. For… read more here.

Keywords: neumann boundary; solution stochastic; equation neumann; boundary conditions ... See more keywords