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20072025
most citedNon-linear noise excitation for some space-time fractional stochastic equations in bounded domains

21 citations · 67 across the 32 of their papers we have counts for

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math.PR2025

On the local well-posedness of randomly forced reaction-diffusion equations with initial data and a superlinear reaction term

Mohammud Foondun, Davar Khoshnevisan, Eulalia Nualart

We consider a parabolic stochastic partial differential equation (SPDE) on that is forced with multiplicative space-time white noise with a bounded and Lipschitz diffusio…

math.PR2024

On the well-posedness of SPDEs with locally Lipschitz coefficients

Mohammud Foondun, Davar Khoshnevisan, Eulalia Nualart

We consider the stochastic partial differential equation, where is defined for $(t\,,x)\in(0\,,\infty)\…

math.PR2023

Global solution for superlinear stochastic heat equation on under Osgood-type conditions

Le Chen, Mohammud Foondun, Jingyu Huang +1

We study the \textit{stochastic heat equation} (SHE) on subject to a centered Gaussian noise that is white in time and colored in space.The drift term is assumed to satisfy…

math.PR2023

Instantaneous everywhere-blowup of parabolic SPDEs

Mohammud Foondun, Davar Khoshnevisan, Eulalia Nualart

We consider the following stochastic heat equation \begin{equation*} \partial_t u(t\,,x) = \tfrac12 \partial^2_x u(t\,,x) + b(u(t\,,x)) + σ(u(t\,,x)) \dot{W}(t\,,x), \end{equation*…

math.PR2021

Small ball probability estimates for the Hölder semi-norm of the stochastic heat equation

Mohammud Foondun, Mathew Joseph, Kunwoo Kim

We consider the stochastic heat equation on with periodic boundary conditions and driven by space-time white noise. Under various natural conditions, we study small ball…

math.PR2020

Non-existence results for stochastic wave equations in one dimension

Mohammud Foondun, Eulalia Nualart

The purpose of this paper is extend recent results of Bonder-Groisman and Foondun-Nualart to the stochastic wave equation. In particular, a suitable integrability condition for non…

math.PR2019

The Osgood condition for stochastic partial differential equations

Mohammud Foondun, Eulalia Nualart

We study the following equation \begin{equation*} \frac{\partial u(t,\,x)}{\partial t}= Δu(t,\,x)+b(u(t,\,x))+σ\dot{W}(t,\,x),\quad t>0, \end{equation*} where is a positive con…

math.PR2018

Remarks on a fractional-time stochastic equation

Mohammud Foondun

We consider a class of fractional time stochastic equation defined on a bounded domain and show that the presence of the time derivative induces a significant change in the qualita…

math.PR2018

Spatial asymptotics and strong comparison principle for some fractional stochastic heat equations

Mohammud Foondun, Eulalia Nualart

Consider the following stochastic heat equation, \begin{align*} \frac{\partial u_t(x)}{\partial t}=-ν(-Δ)^{α/2} u_t(x)+σ(u_t(x))\dot{F}(t,\,x), \quad t>0, \; x \in R^d. \end{align*…

math.PR2017★ 1 cited

Large Deviations for a Class of Parabolic Semilinear Stochastic Partial Differential Equations in Any Space Dimension

Leila Setayeshgar

We prove the large deviation principle for the law of the solutions to a class of parabolic semilinear stochastic partial differential equations driven by multiplicative noise, in…

math.PR2016

Some non-existence results for a class of stochastic partial differential equations

Mohammud Foondun, Wei Liu, Erkan Nane

Consider the following stochastic partial differential equation, \begin{equation*} \partial_t u_t(x)= \mathcal{L}u_t(x)+ σ(u_t(x))\dot F(t,x)\quad{t>0}\quad\text{and}\quad x\in R^d…

math.PR2016

An approximation result for a class of stochastic heat equations with colored noise

Mohammud Foondun, Shiu-Tang Li, Mathew Joseph

We show that a large class of stochastic heat equations can be approximated by systems of interacting stochastic differential equations. As a consequence, we prove various comparis…

math.PR2016

Large Deviations for a Class of Semilinear Stochastic Partial Differential Equations

Mohammud Foondun, Leila Setayeshgar

We prove the large deviations principle (LDP) for the law of the solutions to a class of semilinear stochastic partial differential equations driven by multiplicative noise. Our pr…

math.PR2016★ 7 cited

Some properties of non-linear fractional stochastic heat equations on bounded domains

Mohammud Foondun, Ngartelbaye Guerngar, Erkan Nane

Consider the following stochastic partial differential equation, \begin{equation*} \partial_t u_t(x)= \mathcal{L}u_t(x)+ ξσ(u_t(x)) \dot F(t,x), \end{equation*} where is a posi…

math.PR2015★ 21 cited

Non-linear noise excitation for some space-time fractional stochastic equations in bounded domains

Mohammud Foondun, Jebessa Mijena, Erkan Nane

In this paper we study non-linear noise excitation for the following class of space-time fractional stochastic equations in bounded domains: $$\partial^β_tu_t(x)=-ν(-Δ)^{α/2} u_t(x…

math.PR2015★ 5 cited

Asymptotic properties of some space-time fractional stochastic equations

Mohammud Foondun, Erkan Nane

Consider non-linear time-fractional stochastic heat type equations of the following type, in $(d…

math.PR2014★ 12 cited

On the behaviour of stochastic heat equations on bounded domains

Mohammud Foondun, Eulalia Nualart

Consider the following equation on an interval. Under Dirichlet boundary condition, we show that in t…

math.PR2014★ 1 cited

Moment bounds for a class of fractional stochastic heat equations

Mohammud Foondun, Wei Liu, McSylvester Omaba

We consider fractional stochastic heat equations of the form . Here denotes the noise te…

math.PR2014

Analysis of the gradient of the solution to a stochastic heat equation via fractional Brownian motion

Mohammud Foondun, Davar Khoshnevisan, Pejman Mahboubi

Consider the stochastic partial differential equation , where denotes space-time white noise and denotes the fractional Laplace operat…

math.PR2014★ 3 cited

On some properties of a class of fractional stochastic heat equations

Mohammud Foondun, Wei Liu, Kuanhou Tian

We consider nonlinear parabolic stochastic equations of the form $\partial_t u=\sL u + λσ(u)\dot ξ$ on the ball , where denotes some Gaussian noise and is Li…

math.PR2014★ 2 cited

Mean Square Polynomial Stability of Numerical Solutions to a Class of Stochastic Differential Equations

Mohammud Foondun, Wei Liu, Xuerong Mao

The exponential stability of numerical methods to stochastic differential equations (SDEs) has been widely studied. In contrast, there are relatively few works on polynomial stabil…

math.PR2014

Remarks on non-linear noise excitability of some stochastic heat equations

Mohammud Foondun, Mathew Joseph

We consider nonlinear parabolic SPDEs of the form on the interval , where denotes space-time white noise, is Lipschitz continuo…

math.PR2012

On non-existence of global solutions to a class of stochastic heat equations

Mohammud Foondun, Rana Parshad

We consider nonlinear parabolic SPDEs of the form , where denotes space-time white noise. The functions and are both…

math.PR2010★ 2 cited

On the Stochastic Heat Equation with Spatially-Colored Random forcing

Mohammud Foondun, Davar Khoshnevisan

We consider the stochastic heat equation of the following form \frac{\partial}{\partial t}u_t(x) = (\sL u_t)(x) +b(u_t(x)) + σ(u_t(x))\dot{F}_t(x)\quad \text{for}t>0, x\in \R^d, wh…