Comparison principle for stochastic heat equation on $\mathbb{R}^{d}$

On comparison principle and strict positivity of solutions to the nonlinear stochastic fractional heat equations

In this paper, we prove a sample-path comparison principle for the nonlinear stochastic fractional heat equation on R with measure-valued initial data. We give quantitative estimates about how close to zero the solution can be. These results extend Mueller’s comparison principle on the stochastic heat equation to allow more general initial data such as the (Dirac) delta measure and measures wit...

Stochastic Least-Action Principle for the Incompressible Navier-Stokes Equation

We formulate a stochastic least-action principle for solutions of the incompressible Navier-Stokes equation, which formally reduces to Hamilton’s principle for the incompressible Euler solutions in the case of zero viscosity. We use this principle to give a new derivation of a stochastic Kelvin Theorem for the Navier-Stokes equation, recently established by Constantin and Iyer, which shows that...

Stochastic heat equation with white-noise drift

On the Exact Controllability of a Nonlinear Stochastic Heat Equation

The bounded open subsetG of Rn is assumed to have a smooth boundary and g is continuous from L2(0,T ;L2(G)) into L2(0,T ;L2(G)). The existence of a solution of the linear version of (1.1) is established in Section 3 of the paper. The nonlinear case is considered in Section 4. The main assumptions of the paper and some preliminary results are given in Section 2. Exact controllability of the wave...

On a Linear Stochastic Wave Equation Modeling Heat Flow

We consider a stochastic Klein-Gordon wave equation modeling heat flow in a linear field that is coupled to thermal reservoirs at different temperatures. We discuss, in a perturbative context, the approach to a stationary, non-equilibrium state, and show that the state is supported on field configurations which are Hölder continuous, with any exponent less than 1/2. We determine the heat flux t...