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We study quasilinear parabolic stochastic partial differential equations with general multiplicative noise on a bounded domain in $\mathbb{R}^{d}$, with homogeneous Dirichlet boundary condition. We establish the existence and uniqueness of…

Probability · Mathematics 2023-10-26 Mengzi Xie

We prove the well-posedness of some non-linear stochastic differential equations in the sense of McKean-Vlasov driven by non-degenerate symmetric $\alpha$-stable L\'evy processes with values in $R^d$ under some mild H{\"o}lder regularity…

Analysis of PDEs · Mathematics 2019-10-15 Noufel Frikha , Valentin Konakov , Stéphane Menozzi

We consider positive solutions to semilinear elliptic problems with singular nonlinearities, under zero Dirichlet boundary condition. We exploit a refined version of the moving plane method to prove symmetry and monotonicity properties of…

Analysis of PDEs · Mathematics 2016-07-29 Annamaria Canino , Luigi Montoro , Berardino Sciunzi

We consider a class of semilinear Volterra type stochastic evolution equation driven by multiplicative Gaussian noise. The memory kernel, not necessarily analytic, is such that the deterministic linear equation exhibits a parabolic…

Probability · Mathematics 2016-02-25 Boris Baeumer , Matthias Geissert , Mihaly Kovacs

In this paper we develop a new approach to nonlinear stochastic partial differential equations with Gaussian noise. Our aim is to provide an abstract framework which is applicable to a large class of SPDEs and includes many important cases…

Functional Analysis · Mathematics 2022-05-02 Antonio Agresti , Mark Veraar

We derive an asymptotic log-Harnack inequality for nonlinear monotone SPDE driven by possibly degenerate multiplicative noise. Our main tool is the asymptotic coupling by the change of measure. As an application, we show that, under certain…

Probability · Mathematics 2024-09-19 Zhihui Liu

Pathwise uniqueness for stochastic PDEs with drift in differential form is a main open problem in the recent literature on regularisation by noise. This paper establishes a self-contained theory in the framework of stochastic evolution…

Probability · Mathematics 2025-12-22 Davide Addona , Davide Bignamini , Carlo Orrieri , Luca Scarpa

We construct a solution for a class of strongly perturbed semilinear heat equations which blows up in finite time with a prescribed blow-up profile. The construction relies on the reduction of the problem to a finite dimensional one and the…

Analysis of PDEs · Mathematics 2016-10-19 Van Tien Nguyen , Hatem Zaag

These notes rigorously construct the stochastic integral of a Hilbert Space valued process driven by a Cylindrical Brownian Motion. We expand upon this stochastic calculus to present an introduction to stochastic differential equations in…

Probability · Mathematics 2023-09-15 Daniel Goodair

By employing a suitable multiplicative It\^o noise with radial structure and with more than linear growth, we show the existence of a unique, global-in-time, strong solution for the stochastic Euler equations in two and three dimensions.…

Probability · Mathematics 2025-05-30 Marco Bagnara , Mario Maurelli , Fanhui Xu

We study coupled non-linear parabolic equations for a fluid described by a material density and a temperature, both functions of space and time. In one dimension, we find some stationary solutions corresponding to fixing the temperature on…

Mathematical Physics · Physics 2007-05-23 R. F. Streater

On the example of two-phase continua experiencing stress induced solid-fluid phase transitions we explore the use of the Euler structure in the formulation of the governing equations. The Euler structure guarantees that solutions of the…

Soft Condensed Matter · Physics 2015-12-02 Ilya Peshkov , Miroslav Grmela , Evgeniy Romenski

Consider the semilinear heat equation $\partial_t u = \partial^2_x u + \lambda\sigma(u)\xi$ on the interval $[0\,,1]$ with Dirichlet zero boundary condition and a nice non-random initial function, where the forcing $\xi$ is space-time white…

Probability · Mathematics 2013-03-06 Davar Khoshnevisan , Kunwoo Kim

We present a theory of hypoellipticity and unique ergodicity for semilinear parabolic stochastic PDEs with "polynomial" nonlinearities and additive noise, considered as abstract evolution equations in some Hilbert space. It is shown that if…

Probability · Mathematics 2015-03-13 Martin Hairer , Jonathan C. Mattingly

This paper presents a rigorous numerical framework for computing multiple solutions of semilinear elliptic problems by spatiotemporal high-index saddle dynamics (HiSD), which extends the traditional HiSD to the continuous-in-space setting,…

Numerical Analysis · Mathematics 2026-01-14 Lei Zhang , Xiangcheng Zheng , Shangqin Zhu

We prove some semipositivity theorems for singular varieties coming from graded polarizable admissible variations of mixed Hodge structure. As an application, we obtain that the moduli functor of stable varieties is semipositive in the…

Algebraic Geometry · Mathematics 2018-02-13 Osamu Fujino

This paper studies path stabilities of the solution to stochastic differential equations (SDE) driven by time-changed L\'evy noise. The conditions for the solution of time-changed SDE to be path stable and exponentially path stable are…

Probability · Mathematics 2020-02-17 Erkan Nane , Yinan Ni

In this paper we present an $L^p$-theory for the stochastic partial differential equations (SPDEs in abbreciation) driven by L\'e{}vy processes. Existence and uniqueness of solutions in Sobolev spaces are obtained. The coefficients of SPDEs…

Probability · Mathematics 2010-07-21 Zhen-Qing Chen , Kyeong-Hun Kim

By a new approximate method, dimensional free Harnack inequalities are established for a class of semilinear stochastic differential equations in Hilbert space with multiplicative noise. These inequalities are applied to study the strong…

Probability · Mathematics 2012-08-21 Shao-Qin Zhang

Semi-linear elliptic boundary problems with non-linearities of product type are considered, in particular the stationary Navier--Stokes equations. Regularity and existence results are dealt with in the Besov and Triebel--Lizorkin spaces,…

Analysis of PDEs · Mathematics 2017-04-25 Jon Johnsen
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