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This work focuses on the regularization by nonlinear noise for a class of partial differential equations that may only have local solutions. In particular, we obtain the global existence, uniqueness and the Feller property for stochastic 3D…

Probability · Mathematics 2025-07-28 Wei Hong , Shihu Li , Wei Liu

This paper develops and analyzes a fully discrete finite element method for a class of semilinear stochastic partial differential equations (SPDEs) with multiplicative noise. The nonlinearity in the diffusion term of the SPDEs is assumed to…

Numerical Analysis · Mathematics 2018-11-22 Xiaobing Feng , Yukun Li , Yi Zhang

In this paper the existence of a smooth density is proved for the solution of an SDE, with locally Lipschitz coefficients and semi-monotone drift, under H\"ormander condition. We prove the nondegeneracy condition for the solution of the…

Probability · Mathematics 2013-09-04 Mahdieh Tahmasebi

We study diffusion processes corresponding to infinite dimensional semilinear stochastic differential equations with local Lipschitz drift term and an arbitrary Lipschitz diffusion coefficient. We prove tightness and the Feller property of…

Analysis of PDEs · Mathematics 2021-05-28 A. Es-Sarhir , M. Scheutzow , J. M. Tölle , O. van Gaans

We study stochastically forced semilinear parabolic PDE's of the Ginzburg-Landau type. The class of forcings considered are white noises in time and colored smooth noises in space. Existence of the dynamics in $L^\infty$, as well as…

Chaotic Dynamics · Physics 2009-10-31 J. -P. Eckmann , M. Hairer

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

Semilinear stochastic partial differential equations on bounded domains $\mathscr{D}$ are considered. The semilinear term may have arbitrary polynomial growth as long as it is continuous and monotone except perhaps near the origin. Typical…

Probability · Mathematics 2019-09-25 Neelima , David Šiška

We consider parabolic stochastic partial differential equations driven by white noise in time. We prove exponential convergence of the transition probabilities towards a unique invariant measure under suitable conditions. These conditions…

Probability · Mathematics 2007-05-23 Martin Hairer

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 provide sufficient conditions for the existence of viscosity solutions of fractional semilinear elliptic PDEs of index $\alpha \in (1,2)$ with polynomial gradient nonlinearities on $d$-dimensional balls, $d\geq 2$. Our approach uses a…

Numerical Analysis · Mathematics 2024-06-25 Guillaume Penent , Nicolas Privault

We prove the existence and smoothness of density for the solution of a hyperbolic SPDE with free term coefficients depending on time, under hypoelliptic non degeneracy conditions. The result extends those proved in Cattiaux and Mesnager,…

Probability · Mathematics 2007-05-23 Marta Sanz-Solé , Iván Torrecilla-Tarantino

We study a class of elliptic SPDEs with additive Gaussian noise on $\mathbb{R}^2 \times M$, with $M$ a $d$-dimensional manifold equipped with a positive Radon measure, and a real-valued non linearity given by the derivative of a smooth…

Probability · Mathematics 2020-08-04 Sergio Albeverio , Francesco C. De Vecchi , Massimiliano Gubinelli

This paper considers second-order stochastic partial differential equations with additive noise given in a bounded domain of $\mathbb R^n$. We suppose that the coefficients of the noise are $L^p$-functions with sufficiently large $p$. We…

Probability · Mathematics 2021-10-05 Sergey Kuksin , Nikolai Nadirashvili , Andrey Piatnitski

This paper deals with symmetry phenomena for solutions of the Dirichlet problem involving semilinear PDEs on Riemannian domains. We shall present a rather general framework where the symmetry problem can be formulated and provide some…

Analysis of PDEs · Mathematics 2022-06-07 Andrea Bisterzo , Stefano Pigola

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

We consider stochastic partial differential equations (SPDEs) on the one-dimensional torus, driven by space-time white noise, and with a time-periodic drift term, which vanishes on two stable and one unstable equilibrium branches. Each of…

Probability · Mathematics 2024-02-27 Nils Berglund , Rita Nader

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

Much effort has been spent in recent years on restoring uniqueness of McKean-Vlasov SDEs with non-smooth coefficients. As a typical instance, the velocity field is assumed to be bounded and measurable in its space variable and…

Probability · Mathematics 2020-02-25 Victor Marx

This paper introduces a notion of regularity (or irregularity) of the point at infinity for the unbounded open subset of $\rr^{N}$ concerning second order uniformly elliptic equations with bounded and measurable coefficients, according as…

Analysis of PDEs · Mathematics 2015-06-09 Ugur G. Abdulla

In this paper, we consider the pointwise boundary Lipschitz regularity of solutions for the semilinear elliptic equations in divergence form mainly under some weaker assumptions on nonhomogeneous term and the boundary. If the domain…

Analysis of PDEs · Mathematics 2021-05-14 Jingqi Liang , Lihe Wang , Chunqin Zhou