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One proves that the stochastic porous media equation in 3-D has a unique nonnegative solution for nonnegative initial data in $H^{-1}(\mathcal O)$ if the nonlinearity is monotone and has polynomial growth.

Probability · Mathematics 2007-05-23 Viorel Barbu , Giuseppe Da Prato , Michael Röckner

We consider a multidimensional time-homogeneous dynamical system and add a randomly perturbed time-dependent deterministic signal to some of its components, giving rise to a high-dimensional system of stochastic differential equations,…

Probability · Mathematics 2019-08-02 Simon Holbach

In this paper a stochastic reaction diffusion system is considered, which models the spread of a finite population reacting with a non-renewable resource in the presence of individual based noise. A two-parameter phase diagram is…

Probability · Mathematics 2009-01-27 Carl Mueller , Roger Tribe

In this paper, we prove pathwise uniqueness for stochastic degenerate systems with a H{\"o}lder drift, for a H{\"o}lder exponent larger than the critical value 2/3. This work extends to the degenerate setting the earlier results obtained by…

Probability · Mathematics 2017-03-09 Paul-Eric Chaudru de Raynal

The stochastic reaction-diffusion model driven by a multiplicative noise is examined. We construct the gradient discretisation method (GDM), an abstract framework combining several numerical method families. The paper provides the…

Numerical Analysis · Mathematics 2024-07-11 Yahya Alnashri , Hasan Alzubaidi

We consider an infinite-dimensional dynamical system with polynomial nonlinearity and additive noise given by a finite number of Wiener processes. By studying how randomness is spread by the system we develop a counterpart of Hormander's…

Probability · Mathematics 2007-05-23 Yuri Bakhtin , Jonathan C. Mattingly

We prove the existence of density for the solution to the multiplicative semilinear stochastic heat equation on an unbounded spatial domain, with drift term satisfying a half-Lipschitz type condition. The methodology is based on a careful…

Probability · Mathematics 2023-02-22 Michael Salins , Samy Tindel

We study long-term behavior and stationary distributions for stochastic heat equations forced simultaneously by a multiplicative noise and an independent additive noise with the same distribution. We prove that nontrivial space-time…

Probability · Mathematics 2025-04-24 Alexander Dunlap , Chiranjib Mukherjee

The existence and uniqueness of measure-valued solutions to stochastic nonlinear, non-local Fokker-Planck equations is proven. This type of stochastic PDE is shown to arise in the mean field limit of weakly interacting diffusions with…

Probability · Mathematics 2021-03-30 Michele Coghi , Benjamin Gess

We study the influence of a multiplicative Gaussian noise, white in time and correlated in space, on the blow-up phenomenon in the supercritical nonlinear Schrodinger equation. We prove that any sufficiently regular and localized…

Probability · Mathematics 2007-05-23 Anne de Bouard , Arnaud Debussche

The existence of strong solutions and pathwise uniqueness are established for one-dimensional stochastic Volterra equations with locally H{\"o}lder continuous diffusion coefficients and sufficiently regular kernels. Moreover, we study the…

Probability · Mathematics 2023-06-02 David J. Prömel , David Scheffels

We address the local well-posedness for the stochastic Navier-Stokes system with multiplicative cylindrical noise in the whole space. More specifically, we prove that there exists a unique local strong solution to the system in…

Analysis of PDEs · Mathematics 2023-01-31 Igor Kukavica , Fei Wang , Fanhui Xu

We study the convergence of a Zakharov system driven by a time white noise, colored in space, to a multiplicative stochastic nonlinear Schr{\"o}dinger equation, as the ion-sound speed tends to infinity. In the absence of noise, the…

Analysis of PDEs · Mathematics 2024-09-24 Grégoire Barrué , Anne de Bouard , Arnaud Debussche

We establish the existence and uniqueness of local strong pathwise solutions to the stochastic Boussinesq equations with partial diffusion term forced by multiplicative noise on the torus in $\mathbb{R}^{d},d=2,3$. The solution is strong in…

Analysis of PDEs · Mathematics 2020-09-25 Zhaoyang Qiu , Yanbin Tang

We establish the existence of weak martingale solutions to a class of second order parabolic stochastic partial differential equations. The equations are driven by multiplicative jump type noise, with a non-Lipschitz multiplicative…

Probability · Mathematics 2018-09-28 Zdzisław Brzeźniak , Erika Hausenblas , Paul Razafimandimby

We study the solutions of the stochastic heat equation driven by spatially inhomogeneous multiplicative white noise based on a fractal measure. We prove pathwise uniqueness for solutions of this equation when the noise coefficient is…

Probability · Mathematics 2014-03-19 Eyal Neuman

This work is devoted to examine the uniqueness and existence of kinetic solutions for a class of scalar conservation laws involving a nonlocal super-critical diffusion operator and a multiplicative noise. Our proof for uniqueness is based…

Analysis of PDEs · Mathematics 2017-02-23 Lv Guangying , Gao Hongjun , Wei Jinlong

In this article, we study Stochastic mass critical nonlinear Schr\"odinger equations with a multiplicative noise in 3D with a slight time decay ($\langle t \rangle^{-\epsilon}$), and prove associated space-time bound and scattering…

Analysis of PDEs · Mathematics 2020-10-22 Chenjie Fan , Zehua Zhao

In this paper we prove several results related to the existence and uniqueness of solution to coupled highly nonlinear stochastic partial differential equations (PDEs). These equations are motivated by the dynamics of nematic liquid…

Probability · Mathematics 2016-10-05 Zdzislaw Brzeźniak , Erika Hausenblas , Paul Razafimandimby

We are interested in the uniqueness of solutions of a nonlinear, pseudomonotone, stochastic diffusion evolution problem with homogeneous Dirichlet boundary conditions with reflection, where the noise term is additive and given by a…

Analysis of PDEs · Mathematics 2025-04-07 Niklas Sapountzoglou
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