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In this article, the existence of a unique solution in the variational approach of the stochastic evolution equation $$\dX(t) = F(X(t)) \dt + G(X(t)) \dL(t)$$ driven by a cylindrical L\'evy process $L$ is established. The coefficients $F$…

Probability · Mathematics 2019-12-17 Tomasz Kosmala , Markus Riedle

A change of variables is introduced to reduce certain nonlinear stochastic evolution equations with multiplicative noise to the corresponding deterministic equation. The result is then used to investigate a stochastic porous medium…

Probability · Mathematics 2007-07-24 S. V. Lototsky

We establish well-posedness in the mild sense for a class of stochastic semilinear evolution equations with a polynomially growing quasi-monotone nonlinearity and multiplicative Poisson noise. We also study existence and uniqueness of…

Probability · Mathematics 2010-10-18 Carlo Marinelli , Michael Röckner

We introduce an analogue to Kato's Criterion regarding the inviscid convergence of stochastic Navier-Stokes flows to the strong solution of the deterministic Euler equation. Our assumptions cover additive, multiplicative and transport type…

Probability · Mathematics 2023-08-16 Daniel Goodair , Dan Crisan

We establish the existence of infinitely many stationary solutions, as well as ergodic stationary solutions, to the three dimensional Navier--Stokes and Euler equations in both deterministic and stochastic settings, driven by additive…

Probability · Mathematics 2024-07-19 Martina Hofmanová , Rongchan Zhu , Xiangchan Zhu

This paper compares the results of applying a recently developed method of stochastic uncertainty quantification designed for fluid dynamics to the Born-Infeld model of nonlinear electromagnetism. The similarities in the results are…

Mathematical Physics · Physics 2019-01-15 Darryl D. Holm

We study the ergodic behaviour of the McKean-Vlasov equations driven by common, divergence-free transport noise. In particular, we show that in dimension $d\geq 2$, if the noise is mixing and sufficiently strong it can enforce the…

Probability · Mathematics 2026-01-30 Benjamin Gess , Rishabh S. Gvalani , Adrian Martini

We consider singular-degenerate, multivalued stochastic fast diffusion equations with multiplicative Lipschitz continuous noise. In particular, this includes the stochastic sign fast diffusion equation arising from the Bak-Tang-Wiesenfeld…

Probability · Mathematics 2015-01-08 Benjamin Gess , Michael Röckner

We prove existence and uniqueness of the solution of a stochastic shell--model. The equation is driven by an infinite dimensional fractional Brownian--motion with Hurst--parameter $H\in (1/2,1)$, and contains a non--trivial coefficient in…

Analysis of PDEs · Mathematics 2014-10-27 Hakima Bessaih , María J. Garrido-Atienza , Björn Schmalfuss

The existence of random attractors for singular stochastic partial differential equations (SPDE) perturbed by general additive noise is proven. The drift is assumed only to satisfy the standard assumptions of the variational approach to…

Probability · Mathematics 2011-11-02 Benjamin Gess

We present an abstract framework to study weak convergence of numerical approximations of linear stochastic partial differential equations driven by additive L\'evy noise. We first derive a representation formula for the error which we then…

Probability · Mathematics 2016-02-25 Mihály Kovács , Felix Lindner , René L. Schilling

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 investigate the existence and uniqueness of weak pullback mean random attractors for abstract stochastic evolution equations with general diffusion terms in Bochner spaces. As applications, the existence and uniqueness of…

Analysis of PDEs · Mathematics 2020-09-17 Anhui Gu

In this paper, we focus on non-asymptotic bounds related to the Euler scheme of an ergodic diffusion with a possibly multiplicative diffusion term (non-constant diffusion coefficient). More precisely, the objective of this paper is to…

Probability · Mathematics 2022-09-23 Gilles Pages , Fabien Panloup

We study the two-dimensional Euler equations, damped by a linear term and driven by an additive noise. The existence of weak solutions has already been studied; pathwise uniqueness is known for solutions that have vorticity in $L^\infty$.…

Probability · Mathematics 2020-04-22 Hakima Bessaih , Benedetta Ferrario

This paper is concerned with the existence of invariant measure for 3D stochastic primitive equations driven by linear multiplicative noise under non-periodic boundary conditions. The common method is to apply Sobolev imbedding theorem to…

Probability · Mathematics 2018-01-30 Rangrang Zhang , Guoli Zhou

We establish the existence of infinitely many global and stationary solutions in $C(\mathbb{R};C^{\vartheta})$ space for some $\vartheta>0$ to the three dimensional Euler equations driven by an additive noise. The result is based on a new…

Probability · Mathematics 2025-05-20 Lin Lü , Rongchan Zhu

We consider the Cauchy problem for a semilinear stochastic differential inclusion in a Hilbert space. The linear operator generates a strongly continuous semigroup and the nonlinear term is multivalued and satisfies a condition which is…

Probability · Mathematics 2007-05-23 Adam Jakubowski , Mikhail Kamenskii , Paul Raynaud De Fitte

We investigate a stochastic version of the Allen-Cahn-Navier-Stokes system in a smooth two- or three-dimensional domain with random initial data. The system consists of a Navier-Stokes equation coupled with a convective Allen-Cahn equation,…

Analysis of PDEs · Mathematics 2022-05-31 Andrea Di Primio , Maurizio Grasselli , Luca Scarpa

In the present work, we investigate stochastic third grade fluids equations in a $d$-dimensional setting, for $d = 2, 3$. More precisely, on a bounded and simply connected domain $\mathcal{D}$ of $\mathbb{R}^d$, $d = 2,3$, with a…

Analysis of PDEs · Mathematics 2023-11-27 Raya Nouira , Fernanda Cipriano , Yassine Tahraoui