Related papers: Stochastic Cahn-Hilliard equation with singular no…
We study the one-dimensional stochastic wave equation driven by a Gaussian multiplicative noise which is white in time and has the covariance of a fractional Brownian motion with Hurst parameter $H\in [1/2,1)$ in the spatial variable. We…
We consider a system of semi-linear partial differential equations with measurable coefficients and a nonlinear Neumann boundary condition. We then construct a sequence of penalized partial differential equations which converges to a…
We study a stochastic Landau-Lifshitz equation on a bounded interval and with finite dimensional noise. We first show that there exists a pathwise unique solution to this equation and that this solution enjoys the maximal regularity…
This paper is devoted to the well-posedness of stochastic nonlinear Schr\"odinger equations in the energy space H1(Rd), which is a natural continuation of our recent work [1]. We consider both focusing and defocusing nonlinearities and…
The quantum stochastic Schroedinger equation or Hudson-Parthasareathy (HP) equation is a powerful tool to construct unitary dilations of quantum dynamical semigroups and to develop the theory of measurements in continuous time via the…
Most physical systems are modelled by an ordinary or a partial differential equation, like the n-body problem in celestial mechanics. In some cases, for example when studying the long term behaviour of the solar system or for complex…
Wright's delay differential equation is one of the prime examples of a fully nonlinear equation without an explicit solution and whose dynamics can be understood by analytic means. In this paper, we introduce stochastic perturbations by…
We consider a stochastic extension of the nonlocal convective Cahn-Hilliard equation containing an additive Wiener process noise. We first introduce a suitable analytical setting and make some mathematical and physical assumptions. We then…
This paper formulates a variational approach for treating observational uncertainty and/or computational model errors as stochastic transport in dynamical systems governed by action principles under nonholonomic constraints. For this…
We consider a nonlinear stochastic partial differential equation (SPDE) that takes the form of the Camassa--Holm equation perturbed by a convective, position-dependent, noise term. We establish the first global-in-time existence result for…
We establish the unique ergodicity of a fully discrete scheme for monotone SPDEs with polynomial growth drift and bounded diffusion coefficients driven by multiplicative white noise. The main ingredient of our method depends on the…
The present article is devoted to well-posedness by noise for the continuity equation. Namely, we consider the continuity equation with non-linear and partially degenerate stochastic perturbations in divergence form. We prove the existence…
The stochastic partial differential equation analyzed in this work, is motivated by a simplified mesoscopic physical model for phase separation. It describes pattern formation due to adsorption and desorption mechanisms involved in surface…
We consider a nonlinear stochastic partial differential equation (SPDE) in divergence form where the forcing term is a Gaussian noise, that is white in time and colored in space such that the gradient of the solution is H\"older-continuous,…
In this paper, we consider a non-linear fourth-order evolution equation of Cahn-Hilliard-type on evolving surfaces with prescribed velocity, where the non-linear terms are only assumed to have locally Lipschitz derivatives. High-order…
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…
In this paper, we study the stochastic wave equations in the spatial dimension 3 driven by a Gaussian noise which is white in time and correlated in space. Our main concern is the sample path H\"older continuity of the solution both in time…
A system of partial differential equations representing stochastic neural fields was recently proposed with the aim of modelling the activity of noisy grid cells when a mammal travels through physical space. The system was rigorously…
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…
In this article, we consider the stochastic wave equation in spatial dimension $d=1$, with linear term $\sigma(u)=u$ multiplying the noise. This equation is driven by a Gaussian noise which is white in time and fractional in space with…