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The stochastic time-fractional equation $\partial_t \psi -\Delta\partial_t^{1-\alpha} \psi = f + \dot W$ with space-time white noise $\dot W$ is discretized in time by a backward-Euler convolution quadrature for which the sharp-order error…

Numerical Analysis · Mathematics 2018-08-09 Max Gunzburger , Buyang Li , Jilu Wang

We study the three-dimensional Navier-Stokes equations forced by space-time white noise and diffused via the fractional Laplacian with Lions' exponent so that it is precisely the energy-critical case. We prove its global solution theory…

Analysis of PDEs · Mathematics 2025-08-26 Kazuo Yamazaki

This paper is concerned with the blow-up property of solutions to an initial boundary value problem for a reaction diffusion equation with special diffusion processes. It is shown, under certain conditions on the initial data, that the…

Analysis of PDEs · Mathematics 2020-06-11 Yuzhu Han

This paper investigates the connection between blow-up solutions of scalar reaction-diffusion equations, in particular of $u_t = u_{xx} + u^2, $ and its counterpart - eternally existing solutions like heteroclinic orbits - by complex time.…

Dynamical Systems · Mathematics 2018-12-31 Hannes Stuke

We study existence of global solutions and finite time blow-up of solutions to the Cauchy problem for the porous medium equation with a variable density $\rho(x)$ and a power-like reaction term $\rho(x) u^p$ with $p>1$; this is a…

Analysis of PDEs · Mathematics 2020-03-30 Giulia Meglioli , Fabio Punzo

In this project we investigate the stochastic Burgers' equation with multiplicative space-time white noise on an unbounded spatial domain. We give a random field solution to this equation by defining a process via a kind of Feynman-Kac…

Probability · Mathematics 2017-09-21 Peter Lewis , David Nualart

Consider the nonlinear heat equation $v_t -\Delta v= |v|^{p-1} v$ in a bounded smooth domain $\Omega\subset \R^n$ with $n>2$ and Dirichlet boundary condition. Given $u_{p}$ a sign-changing stationary solution fulfilling suitable…

Analysis of PDEs · Mathematics 2013-06-07 Valeria Marino , Filomena Pacella , Berardino Sciunzi

We examine a 2-dimensional ODE which exhibits explosion in finite time. Considered as an SDE with additive white noise, it is known to be complete - in the sense that for each initial condition there is almost surely no explosion.…

Probability · Mathematics 2014-08-06 Matti Leimbach , Michael Scheutzow

In this paper we develop a white noise framework for the study of stochastic partial differential equations driven by a d-parameter (pure jump) Levy white noise. As an example we use this theory to solve the stochastic Poisson equation with…

Probability · Mathematics 2016-09-07 Arne Lokka , Bernt Oksendal , Frank Proske

We study the scattering behavior of global solutions to stochastic nonlinear Schr\"odinger equations with linear multiplicative noise. In the case where the quadratic variation of the noise is globally finite and the nonlinearity is…

Probability · Mathematics 2019-05-22 Sebastian Herr , Michael Röckner , Deng Zhang

We prove the existence and uniqueness of solutions to a one-dimensional Stefan Problem for reflected SPDEs which are driven by space-time white noise. The solutions are shown to exist until almost surely positive blow-up times. Such…

Probability · Mathematics 2019-04-11 Ben Hambly , Jasdeep Kalsi

Sample path large deviations for the laws of the solutions of stochastic nonlinear Schrodinger equations when the noise converges to zero are presented. The noise is a complex additive gaussian noise. It is white in time and colored space…

Analysis of PDEs · Mathematics 2007-11-08 Eric Gautier

We investigate existence and nonexistence of global in time nonnegative solutions to the semilinear heat equation, with a reaction term of the type $e^{\mu t}u^p$ ($\mu\in\mathbb{R}, p>1$), posed on cones of the hyperbolic space. Under a…

Analysis of PDEs · Mathematics 2022-06-24 Dario D. Monticelli , Fabio Punzo

In this paper we study 3D Navier-Stokes (NS) equation driven by space-time white noise by using regularity structure theory introduced in [Hai14] and paracontrolled distribution proposed in [GIP13]. We obtain local existence and uniqueness…

Probability · Mathematics 2017-01-05 Rongchan Zhu , Xiangchan Zhu

This work aims to study the initial-boundary value problem of the reaction-diffusion equation with state-dependent delay $\pa_{t}u-\Delta u=f(u)+g(u,u(t-\tau(t,u_t)))+h(t,x)$ in a bounded domain. We establish the global existence of the…

Analysis of PDEs · Mathematics 2026-02-25 Ruijing Wang

We present uniqueness and existence in weighted Sobolev spaces of the equation $$ u_t=(au_{xx}+bu_x+cu)+ \xi |u|^{1+\lambda} {\dot{B}}, \quad\,\, t>0, \, x\in (0,1) $$ with initial data $u(0,\cdot)=u_0$ and zero boundary data. Here…

Probability · Mathematics 2019-05-29 Beom-seok Han , Kyeong-hun Kim

This paper deals with the investigation of the computational solutions of an unified fractional reaction-diffusion equation, which is obtained from the standard diffusion equation by replacing the time derivative of first order by the…

Mathematical Physics · Physics 2014-09-11 R. K. Saxena , A. M. Mathai , H. J. Haubold

We prove finite time extinction for stochastic sign fast diffusion equations driven by linear multiplicative space-time noise, corresponding to the Bak-Tang-Wiesenfeld model for self-organized criticality. This solves a problem posed and…

Probability · Mathematics 2015-06-17 Benjamin Gess

We show that two dynamical systems exhibiting very different deterministic behaviours possess very similar stationary distributions when stabilized by a multiplicative Gaussian white noise. We also discuss practical aspects of numerically…

Statistical Mechanics · Physics 2007-05-23 P. F. Gora

Local and global well-posedness, along with finite time blow-up, are investigated for the following Hardy-H\'enon equation involving a quasilinear degenerate diffusion and a space-dependent superlinear source featuring a singular potential…

Analysis of PDEs · Mathematics 2025-03-06 Razvan Gabriel Iagar , Philippe Laurençot