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We consider a non-linear stochastic wave equation driven by space-time white noise in dimension 1. First of all, we state some results about the intermittency of the solution, which have only been carefully studied in some particular cases…

Probability · Mathematics 2011-12-09 Daniel Conus , Mathew Joseph , Davar Khoshnevisan , Shang-Yuan Shiu

This work concerns the direct and inverse potential problems for the stochastic diffusion equation driven by a multiplicative time-dependent white noise. The direct problem is to examine the well-posedness of the stochastic diffusion…

Analysis of PDEs · Mathematics 2023-02-08 Xiaoli Feng , Peijun Li , Xu Wang

In this paper, we investigate the nonlocal reaction-diffusion equation driven by stationary noise, which is a regular approximation to white noise and satisfies certain properties. We show the existence of random attractor for the equation.…

Dynamical Systems · Mathematics 2025-11-04 Xiuling Gui , Jin Yang , Chunfeng Wang , Jing Hou , Ji Shu

For the nonlinear stochastic partial differential equation which is driven by multiplicative noise of the form \[D_t^\beta u = \left[ { - {{\left( { - \Delta } \right)}^s}u + \zeta \left( u \right)} \right]dt + A\sum\limits_{m \in Z_0^d}…

Probability · Mathematics 2022-11-18 Fei Gao , Xinyi Xie , Hui Zhan

Many existing studies on pattern formation in the reaction-diffusion systems rely on deterministic models. However, environmental noise is often a major factor which leads to significant changes in the spatiotemporal dynamics. In this…

Populations and Evolution · Quantitative Biology 2015-09-30 Anuj Kumar Sirohi , Malay Banerjee , Anirban Chakraborti

We consider the effect of replacing in stochastic differential equations leading to the dynamical collapse of the statevector, white noise stochastic processes with non white ones. We prove that such a modification can be consistently…

Quantum Physics · Physics 2009-11-07 Angelo Bassi , GianCarlo Ghirardi

In this paper, we consider the one-dimensional stochastic heat equation driven by a space time white noise. In two different scenarios: {\it (i)} initial condition $u_0=1$ and general nonlinear coefficient $\sigma$ and {\it (ii)}: initial…

Probability · Mathematics 2021-08-24 Sefika Kuzgun , David Nualart

In oscillatory reaction-diffusion systems, time-delay feedback can lead to the instability of uniform oscillations with respect to formation of standing waves. Here, we investigate how the presence of additive, Gaussian white noise can…

Statistical Mechanics · Physics 2016-08-17 Michael Stich , Amit K Chattopadhyay

The deterministic inviscid primitive equations (also called the hydrostatic Euler equations) are known to be ill-posed in Sobolev spaces and in Gevrey classes of order strictly greater than 1, and some of their analytic solutions exist only…

Analysis of PDEs · Mathematics 2024-08-01 Ruimeng Hu , Quyuan Lin , Rongchang Liu

We describe sufficient conditions on the reaction terms and multiplicative noise terms of a stochastic reaction-diffusion equation that guarantee that the solutions never explode. Both the reaction term and multiplicative noise terms are…

Probability · Mathematics 2022-06-23 Michael Salins

We show that a quantum particle in $\mathbb{R}^d$, for $d \geq 1$, subject to a white-noise potential, moves super-ballistically in the sense that the mean square displacement $\int \|x\|^2 \langle \rho(x,x,t) \rangle ~dx$ grows like…

Mathematical Physics · Physics 2019-10-29 Peter D. Hislop , Kay Kirkpatrick , Stefano Olla , Jeffrey Schenker

We are dealing with the Navier-Stokes equation in a bounded regular domain $D$ of $\mathbb{R}^2$, perturbed by an additive Gaussian noise $\partial w^{Q_\delta}/\partial t$, which is white in time and colored in space. We assume that the…

Probability · Mathematics 2014-06-02 Zdzislaw Brzezniak , Sandra Cerrai , Mark Freidlin

We consider stochastic non-linear diffusion equations with a highly singular diffusivity term and multiplicative gradient-type noise. We study existence and uniqueness of non-negative variational solutions in terms of stochastic variational…

Probability · Mathematics 2016-06-21 Michael Rockner , Ionut Munteanu

We study the focusing stochastic nonlinear Schr\"odinger equation in one spatial dimension with multiplicative noise, driven by a Wiener process white in time and colored in space, in the $L^2$-critical and supercritical cases. The mass…

Analysis of PDEs · Mathematics 2022-10-11 Annie Millet , Alex D Rodriguez , Svetlana Roudenko , Kai Yang

We consider the stochastic heat equation with multiplicative white noise: $\partial_t u =\partial_x^2u + b(u) +\sigma(u) \dot W$, both on $[0,1]$ and $\mathbf{R}$. In the case of $[0,1]$ we show that the finite Osgood criterion on $b$ is a…

Probability · Mathematics 2026-03-04 Mathew Joseph , Shubham Ovhal

This paper studies the finite time explosion of the stochastic heat equation $\frac{\partial u}{\partial t}(t,x)=\frac{\partial^2}{\partial x^2} u(t,x)+(u(t,x))^{\beta}+\sigma(u(t,x))\dot{W}(t,x)$. We consider an interval $D=[-\pi,\pi]$…

Probability · Mathematics 2026-05-29 Michael Salins , Yuyang Zhang

In this paper we are concerned with the 2D incompressible Navier-Stokes equations driven by space-time white noise. We establish existence of infinitely many global-in-time probabilistically strong and analytically weak solutions $u$ for…

Probability · Mathematics 2023-04-18 Huaxiang Lü , Xiangchan Zhu

Consider the stochastic partial differential equation u_t=u_{xx}+u^gamma dot{W}, where x in [0,J], dot{W}=dot{W}(t,x) is 2-parameter white noise, and we assume that the initial function u(0,x) is nonnegative and not identically 0. We impose…

Probability · Mathematics 2011-02-18 Carl Mueller

Consider non-linear time-fractional stochastic reaction-diffusion equations of the following type, $$\partial^\beta_tu_t(x)=-\nu(-\Delta)^{\alpha/2} u_t(x)+I^{1-\beta}_t[b(u)+ \sigma(u)\stackrel{\cdot}{F}(t,x)]$$ in $(d+1)$ dimensions,…

Probability · Mathematics 2018-12-17 Sunday Asogwa , Jebessa B. Mijena , Erkan Nane

In this paper we prove the well-posedness of the generalized Dean--Kawasaki equation driven by noise that is white in time and colored in space. The results treat diffusion coefficients that are only locally 1/2-H\"older continuous,…

Probability · Mathematics 2022-11-11 Benjamin Fehrman , Benjamin Gess