Behavior of the solution of a random semilinear heat equation

DOI10.1002/CPA.20256MaRDI QIDQ3522239zbMATH OpenOpenAlexFDO

Authors S. R. S. Varadhan, Nikolaos Zygouras

Publication date 1 September 2008

Published in Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/cpa.20256

zbMATH Keywords

stationary processFeynman-Kac representationergodic theoremBessel bridgeannihilating Brownian particlesrandom semilinear heat equationspace-time Bessel process

Mathematics Subject Classification ID

Diffusion processes (60J60) Stationary stochastic processes (60G10) Ergodicity, mixing, rates of mixing (37A25) Nonlinear parabolic equations (35K55) PDEs with randomness, stochastic partial differential equations (35R60) Processes in random environments (60K37)

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Cites work

• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• An invariance principle for isotropic diffusions in random environment
• Ergodicity of the 2D Navier-Stokes equations with degenerate stochastic forcing
• Propagation of chaos for a system of annihilating brownian spheres
• Random walks in asymmetric random environments

Cited in

(7)

• scientific article; zbMATH DE number 3923801 (Why is no real title available?)
• The Navier wall law at a boundary with random roughness
• Extremal behavior of the heat random field
• An annihilating-branching particle model for the heat equation with average temperature zero
• Analytic-Numerical Solution of Random Parabolic Models: A Mean Square Fourier Transform Approach
• Random eigenvalues from a stochastic heat equation
• Large time behavior of interface solutions to the heat equation with Fisher-Wright white noise

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