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We establish a framework for the existence and uniqueness of solutions to stochastic nonlinear (possibly multi-valued) diffusion equations driven by multiplicative noise, with the drift operator $L$ being the generator of a transient…

Probability · Mathematics 2024-02-05 Benjamin Gess , Michael Röckner , Weina Wu

In this paper we establish local and global existence and uniqueness of solutions for general nonlinear evolution equations with coefficients satisfying some local monotonicity and generalized coercivity conditions. An analogous result is…

Probability · Mathematics 2013-03-26 Wei Liu , Michael Röckner

In this work, we introduce a new method to prove the existence and uniqueness of a variational solution to the stochastic nonlinear diffusion equation $dX(t)={\rm div} [\frac{\nabla X(t)}{|\nabla X(t)|}]dt+X(t)dW(t) in…

Probability · Mathematics 2018-06-27 Michael Röckner , Viorel Barbu

Consider wave equations with time derivative nonlinearity and time-dependent propagation speed which are generalized versions of the wave equations in the Friedmann-Lema\^itre-Robertson-Walker (FLRW) spacetime, the de Sitter spacetime and…

Analysis of PDEs · Mathematics 2025-05-20 Kimitoshi Tsutaya , Yuta Wakasugi

We describe sufficient conditions on the reaction terms and multiplicative noise terms of a stochastic reaction-diffusion equation that guarantee that the solutions never explode. Both the reaction term and multiplicative noise terms are…

Probability · Mathematics 2022-06-23 Michael Salins

Stochastic differential equations in Hilbert space as random nonlinear modified Schroedinger equations have achieved great attention in recent years; of particular interest is the long time behavior of their solutions. In this note we…

Quantum Physics · Physics 2009-11-13 Angelo Bassi , Detlef Duerr

In this paper we characterise the global stability, global boundedness and recurrence of solutions of a scalar nonlinear stochastic differential equation. The differential equation is a perturbed version of a globally stable autonomous…

Probability · Mathematics 2013-10-10 John A. D. Appleby , Jian Cheng , Alexandra Rodkina

We study the long-time behavior of localized solutions to linear or semilinear parabolic equations in the whole space $\mathbb{R}^n$, where $n \ge 2$, assuming that the diffusion matrix depends on the space variable $x$ and has a finite…

Analysis of PDEs · Mathematics 2020-05-29 Thierry Gallay , Romain Joly , Geneviève Raugel

We study the Cauchy problem for an abstract quasilinear stochastic parabolic evolution equation on a Banach space driven by a cylindrical Brownian motion. We prove existence and uniqueness of a local strong solution up to a maximal stopping…

Functional Analysis · Mathematics 2017-01-18 Luca Hornung

In this paper, we investigate abstract time-fractional evolution equations with nonlinear perturbations. We construct solutions of Lipschitz perturbation problems in arbitrary large time interval independent of the Lipschitz constants. We…

Analysis of PDEs · Mathematics 2021-09-21 Mizuki Kojima

We prove existence and uniqueness of the solution for a class of mixed fractional stochastic differential equations with discontinuous drift driven by both standard and fractional Brownian motion. Additionally, we establish a generalized…

Probability · Mathematics 2024-04-05 Ercan Sönmez

We prove global well-posedness for a class of dissipative semilinear stochastic evolution equations with singular drift and multiplicative Wiener noise. In particular, the nonlinear term in the drift is the superposition operator associated…

Analysis of PDEs · Mathematics 2018-10-03 Carlo Marinelli , Luca Scarpa

We consider a reaction-diffusion equation on a network subjected to dynamic boundary conditions, with time delayed behaviour, also allowing for multiplicative Gaussian noise perturbations. Exploiting semigroup theory, we rewrite the…

Probability · Mathematics 2017-02-17 Francesco Cordoni , Luca Di Persio

This paper is concerned with the spatio-temporal dynamics of nonnegative bounded entire solutions of some reaction-diffusion equations in R N in any space dimension N. The solutions are assumed to be localized in the past. Under certain…

Analysis of PDEs · Mathematics 2020-05-18 F. Hamel , H Ninomiya

In this paper, we study regularity of solutions to linear evolution equations of the form $dX+AXdt=F(t)dt$ in a Banach space $H$, where $A$ is a sectorial operator in $H$ and $A^{-\alpha} F \, (\alpha>0)$ belongs to a weighted H\"{o}lder…

Probability · Mathematics 2016-07-18 Viet Ton Ta

Consider the following stochastic reaction-diffusion equation with logarithmic superlinear coefficient b, driven by space-time white noise W: $$ u_t(t,x) = (1/2)u_{xx}(t,x) + b(u(t,x)) + \sigma(u(t,x))W(dt,dx) $$ for $t > 0$ and $x \in…

Probability · Mathematics 2025-09-17 Shijie Shang , Pengyu Wang , Tusheng Zhang

In this article we propose a new, explicit and easily implementable numerical method for approximating a class of semilinear stochastic evolution equations with non-globally Lipschitz continuous nonlinearities. We establish strong…

Probability · Mathematics 2021-11-02 Arnulf Jentzen , Primož Pušnik

We prove the existence of global-in-time regular solutions to a system of stochastic quadratic reaction-diffusion equations. Global-in-time existence is based on a $L^\infty$-estimate obtained by an approach {\`a} la De Giorgi, as in…

Analysis of PDEs · Mathematics 2024-04-09 Marta Leocata , Julien Vovelle

The classical result by It\^o on the existence of strong solutions of stochastic differential equations (SDEs) with Lipschitz coefficients can be extended to the case where the drift is only measurable and bounded. These generalizations are…

Probability · Mathematics 2021-10-05 Gunther Leobacher , Michaela Szölgyenyi , Stefan Thonhauser

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