Non-Gaussian scenarios for the heat equation with singular initial conditions

DOI10.1016/S0304-4149(99)00053-8MaRDI QIDQ1613656zbMATH OpenOpenAlexFDO

Authors V. V. Ahn, Nikolai N. Leonenko

Publication date 29 August 2002

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0304-4149(99)00053-8

zbMATH Keywords

heat equationscaling limitnon-Gaussian initial conditions

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cited in

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• The Edwards-Wilkinson limit of the random heat equation in dimensions three and higher
• Multi-scaling limits for time-fractional relativistic diffusion equations with random initial data
• Scaling laws for fractional diffusion-wave equations with singular data
• Construction of non-Gaussian random fields with any given correlation structure
• Spatial scalings for randomly initialized heat and Burgers equations with quadratic potentials
• Scaling laws for the multidimensional Burgers equation with quadratic external potential
• Log-normal, log-gamma and log-negative inverted gamma scenarios in multifractal products of stochastic processes
• Estimates for functionals of solutions to higher-order heat-type equations with random initial conditions
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• Scaling limits for some P.D.E. Systems with random initial conditions
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• Scaling transition for long-range dependent Gaussian random fields

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