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We consider a stochastic partial differential equation with logarithmic (or negative power) nonlinearity, with one reflection at 0 and with a constraint of conservation of the space average. The equation, driven by the derivative in space…

Analysis of PDEs · Mathematics 2019-10-21 Ludovic Goudenège

We consider a stochastic partial differential equation with reflection at 0 and with the constraint of conservation of the space average. The equation is driven by the derivative in space of a space--time white noise and contains a double…

Probability · Mathematics 2009-09-29 Arnaud Debussche , Lorenzo Zambotti

We consider a stochastic partial differential equation with a logarithmic nonlinearity with singularities at $1$ and $-1$ and a constraint of conservation of the space average. The equation, driven by a trace-class space-time noise,…

Probability · Mathematics 2019-10-21 Ludovic Goudenège , Luigi Manca

This paper investigates the stochastic Cahn-Hilliard equation (SCHE) driven by additive space-time white noise. We first refine the analytical ergodic theory by proving that the continuum equation admits a unique invariant measure in the…

Numerical Analysis · Mathematics 2025-12-09 Nan Deng , Yibo Wang , Wanrong Cao

We study the asymptotic properties of the stochastic Cahn-Hilliard equation with the logarithmic free energy by establishing different dimension-free Harnack inequalities according to various kinds of noises. The main characteristics of…

Analysis of PDEs · Mathematics 2021-01-14 Ludovic Goudenège , Bin Xie

We consider the problem of conditioning the Brownian excursion to have a fixed time average over the interval [0,1] and we study an associated stochastic partial differential equation with reflection at 0 and with the constraint of…

Probability · Mathematics 2007-11-08 Lorenzo Zambotti

We consider the stochastic 2-dimensional Cahn-Hilliard equation which is driven by the derivative in space of a space-time white noise. We use two different approaches to study this equation. First we prove that there exists a unique…

Probability · Mathematics 2020-05-08 Michael Rockner , Huanyu Yang , Rongchan Zhu

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…

Numerical Analysis · Mathematics 2025-11-13 Zhihui Liu

In this article, we study elliptic stochastic partial differential equations with two reflect- ing walls h1 and h2, driven by multiplicative noise. The existence and uniqueness of the solutions are established.

Probability · Mathematics 2014-03-25 Wen Yue , Tusheng Zhang

This paper studies the 1D stochastic Allen--Cahn equation on a bounded domain driven by localized white noise. We prove that the associated Markov process admits a unique invariant measure and is exponential mixing. The main challenge lies…

Probability · Mathematics 2026-05-08 Ziyu Liu , Shengquan Xiang , Zhifei Zhang

In this paper, we prove existence, uniqueness and regularity for a class of stochastic partial differential equations with a fractional Laplacian driven by a space-time white noise in dimension one. The equation we consider may also include…

Analysis of PDEs · Mathematics 2009-11-19 Pascal Azerad , Mohamed Mellouk

We consider a stochastic Cahn-Hilliard partial differential equation driven by a space-time white noise. We prove the Large Deviations Principle (LDP) for the law of the solutions in the H\"older norm. We use the weak convergence approach…

Probability · Mathematics 2017-08-29 Lahcen Boulanba , Mohamed Mellouk

The Cahn-Hilliard/Allen-Cahn equation with noise is a simplified mean field model of stochastic microscopic dynamics associated with adsorption and desorption-spin flip mechanisms in the context of surface processes. For such an equation we…

Probability · Mathematics 2022-10-13 Dimitra C. Antonopoulou , Geogia Karali , Annie Millet

In this article, we study stochastic partial differential equations with two reflecting walls, driven by space-time white noise with non-constant diffusion coefficients under periodic boundary conditions. The existence and uniqueness of…

Probability · Mathematics 2012-04-02 Juan Yang , Tusheng Zhang

We study the stochastic nonlinear Schroedinger equations with linear multiplicative noise, particularly in the defocusing mass-critical and energy-critical cases. For general initial data, we prove the global existence and uniqueness of…

Probability · Mathematics 2018-11-06 Deng Zhang

In this paper we establish the strong existence, pathwise uniqueness and a comparison theorem to a stochastic partial differential equation driven by Gaussian colored noise with non-Lipschitz drift, H\"older continuous diffusion…

Probability · Mathematics 2020-06-02 Jie Xiong , Xu Yang

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…

Probability · Mathematics 2026-05-12 Mark van den Bosch , Onno van Gaans , Sjoerd Verduyn Lunel

We establish an optimal strong convergence rate of a fully discrete numerical scheme for second order parabolic stochastic partial differential equations with monotone drifts, including the stochastic Allen-Cahn equation, driven by an…

Numerical Analysis · Mathematics 2020-05-21 Zhihui Liu , Zhonghua Qiao

In this article, we established a large deviation principle for invariant measures of solutions of stochastic partial differential equations with two reflecting walls driven by space-time white noise.

Probability · Mathematics 2012-04-02 Tusheng Zhang

We prove existence of martingale solutions for the stochastic Cahn-Hilliard equation with degenerate mobility and multiplicative Wiener noise. The potential is allowed to be of logarithmic or double-obstacle type. By extending to the…

Analysis of PDEs · Mathematics 2021-09-17 Luca Scarpa
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