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

DOI10.1016/S0304-4149(99)00053-8zbMATH Open1001.60071OpenAlexW1979990275MaRDI QIDQ1613656FDOQ1613656

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

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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 (36)

• The time fractional diffusion equation and the advection-dispersion equation
• Gaussian scenario for the heat equation with quadratic potential and weakly dependent data with applications
• Multi-scaling limits for time-fractional relativistic diffusion equations with random initial data
• Estimates for functionals of solutions to higher-order heat-type equations with random initial conditions
• Scaling transition for nonlinear random fields with long-range dependence
• Burgers' turbulence problem with linear or quadratic external potential
• Scaling limits of solutions of linear evolution equations with random initial conditions
• Spatial scalings for randomly initialized heat and Burgers equations with quadratic potentials
• Asymptotic properties of nonparametric regression for long memory random fields
• Diffusion on multifractals
• On the solutions of linear odd-order heat-type equations with random initial conditions
• Multi-scaling limits for relativistic diffusion equations with random initial data
• Investigation of sample paths properties for some classes of \(\varphi \)-sub-Gaussian stochastic processes
• Multifractal Products of Stationary Diffusion Processes
• Vector random fields with second-order moments or second-order increments
• Hyperbolic vector random fields with hyperbolic direct and cross covariance functions
• Log-normal, log-gamma and log-negative inverted gamma scenarios in multifractal products of stochastic processes
• On a class of minimum contrast estimators for fractional stochastic processes and fields
• Scaling limits for some P.D.E. Systems with random initial conditions
• Spatiotemporal random fields associated with stochastic fractional Helmholtz and heat equations
• A mollification regularization method for a fractional-diffusion inverse heat conduction problem
• Spectral properties of Burgers and KPZ turbulence
• Macroscaling limit theorems for filtered spatiotemporal random fields
• Harmonic analysis of random fractional diffusion-wave equations.
• SCALING LIMITS FOR TIME-FRACTIONAL DIFFUSION-WAVE SYSTEMS WITH RANDOM INITIAL DATA
• Convergence rate analysis in limit theorems for nonlinear functionals of the second Wiener chaos
• The Edwards-Wilkinson limit of the random heat equation in dimensions three and higher
• Scaling laws for fractional diffusion-wave equations with singular data
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• Memory parameter estimation for long range dependent random fields
• Scaling laws for the multidimensional Burgers equation with quadratic external potential
• On ladder height densities and Laguerre series in the study of stochastic functionals. I. Basic methods and results
• Construction of non-Gaussian random fields with any given correlation structure
• Probability representations of solutions to the heat equation
• The space-time fractional diffusion equation with Caputo derivatives
• Scaling transition for long-range dependent Gaussian random fields

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