Behavior of the solution of a random semilinear heat equation

DOI10.1002/CPA.20256zbMATH Open1152.60077OpenAlexW2076533605MaRDI QIDQ3522239FDOQ3522239

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

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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)

Cites Work

• Title not available (Why is that?)
• Ergodicity of the 2D Navier-Stokes equations with degenerate stochastic forcing
• An invariance principle for isotropic diffusions in random environment
• Random walks in asymmetric random environments
• Propagation of chaos for a system of annihilating brownian spheres

Cited In (7)

• Analytic-Numerical Solution of Random Parabolic Models: A Mean Square Fourier Transform Approach
• The Navier wall law at a boundary with random roughness
• An annihilating-branching particle model for the heat equation with average temperature zero
• Extremal behavior of the heat random field
• Large time behavior of interface solutions to the heat equation with Fisher-Wright white noise
• Title not available (Why is that?)
• Random eigenvalues from a stochastic heat equation

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