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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 paper, we investigate the uniform large deviation principle of the fractional stochastic reaction-diffusion equation on the entire space R^n as the noise intensity approaches zero. The nonlinear drift term is dissipative and has a…

Probability · Mathematics 2024-06-14 Bixiang Wang

We prove the existence of weak solutions of a class of multi-species cross-diffusion systems as well as the propagation of chaos result by means of nonlocal approximation of the nonlinear diffusion terms, coupling methods and compactness…

Analysis of PDEs · Mathematics 2024-10-18 Jose Antonio Carrillo , Shuchen Guo

We establish a new version of the stochastic Strichartz estimate for the stochastic convolution driven by jump noise which we apply to the stochastic nonlinear Schr\"{o}dinger equation with nonlinear multiplicative jump noise in the Marcus…

Probability · Mathematics 2021-04-20 Zdzisław Brzeźniak , Wei Liu , Jiahui Zhu

The paper deals with reaction-diffusion equations involving a hysteretic discontinuity in the source term, which is defined at each spatial point. Such problems describe biological processes and chemical reactions in which diffusive and…

Analysis of PDEs · Mathematics 2014-04-17 Pavel Gurevich , Sergey Tikhomirov

In this paper, we study the stochastic degenerate Keller-Segel system perturbed by linear multiplicative noise in a bounded domain $\mathcal{O}$. We establish the global existence of martingale solutions for this model with any nonnegative…

Analysis of PDEs · Mathematics 2025-02-28 Jinhuan Wang , Qian Li , Hui Huang

We consider Lipschitz and H\"{o}lder continuous random dynamical systems defined by a distribution with a finite logarithmic moment. We prove that under suitable non-degeneracy conditions every stationary measure must be $\log$-H\"{o}lder…

Dynamical Systems · Mathematics 2025-11-05 Grigorii Monakov

Stochastic bistable systems whose stationary distributions belong to the q-exponential family are investigated using two approaches: (i) the Langevin model subjected to additive and quadratic multiplicative noise, and (ii) the…

Statistical Mechanics · Physics 2010-08-31 Yoshihiko Hasegawa , Masanori Arita

We study a quite general class of stochastic dispersive equations with linear multiplicative noise, including especially the Schr\"odinger and Airy equations. The pathwise Strichartz and local smoothing estimates are derived here in both…

Probability · Mathematics 2017-09-13 Deng Zhang

We derive a stochastic partial differential equation that describes the fluctuating behaviour of reaction-diffusion systems of N particles, undergoing Markovian, unary reactions. This generalises the work of Dean [J. Phys. A: Math. and…

Statistical Mechanics · Physics 2025-01-13 Richard E. Spinney , Richard G. Morris

This paper proves the existence and uniqueness of a solution to doubly reflected backward stochastic differential equations where the coefficient is stochastic Lipschitz, by means of the penalization method.

Probability · Mathematics 2018-01-04 Mohamed Marzougue , Mohamed El Otmani

We consider a discrete time dynamic system described by a difference equation with periodic coefficients and with additive stochastic noise. We investigate the possibility of the periodicity for the solution. In particular, we found…

Dynamical Systems · Mathematics 2013-09-02 Alexandra Rodkina , Nikolai Dokuchaev , John Appleby

We study the well-posedness of a nonlinear reaction diffusion partial differential equation system on the half-line coupled with a stochastic dynamical boundary condition, a random system arising from the description of the chemical…

Probability · Mathematics 2025-05-12 Mario Maurelli , Daniela Morale , Stefania Ugolini

We derive Harnack inequalities for a stochastic reaction-diffusion equation with dissipative drift driven by additive irregular noise in the $L^p$-space for any $p \ge 2$. These inequalities are utilized to investigate the ergodicity of the…

Probability · Mathematics 2025-11-13 Zhihui Liu

In this paper, we establish the existence and uniqueness of solutions of elliptic-parabolic stochastic Keller-Segel systems. The solution is obtained through a carefully designed localization procedure together with some a priori estimates.…

Probability · Mathematics 2024-11-05 Yunfeng Chen , Jianliang Zhai , Tusheng Zhang

This paper establishes an existence theory for distributed periodic solutions to Newton's equation with stochastic time-periodic forcing, where the friction matrix is the Hessian of a twice continuously differentiable friction function.…

Dynamical Systems · Mathematics 2025-09-10 Junxia Duan , Jifa Jiang , Jie Xu

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

We prove the existence of random dynamical systems and random attractors for a large class of locally monotone stochastic partial differential equations perturbed by additive L\'{e}vy noise. The main result is applicable to various types of…

Probability · Mathematics 2021-02-23 Benjamin Gess , Wei Liu , Andre Schenke

The time-global existence of solutions to a system of stochastic Schr\"odinger equations with multiplicative noise and the quadratic nonlinear terms are discussed in this paper. The same system in the deterministic treatment was studied in…

Analysis of PDEs · Mathematics 2023-05-30 Masaru Hamano , Shunya Hashimoto , Shuji Machihara

A stochastic linear transport equation with multiplicative noise is considered and the question of no-blow-up is investigated. The drift is assumed only integrable to a certain power. Opposite to the deterministic case where smooth initial…

Probability · Mathematics 2013-03-19 Ennio Fedrizzi , Franco Flandoli