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In the present paper, the effect of noise intensity on stochastic parabolic equations is discussed. We focus on the effect of noise on the energy solutions of the stochastic parabolic equations. By utilising It\^o's formula and the energy…

Probability · Mathematics 2018-02-14 Guangying Lv , Hongjun Gao , Jinlong Wei , Jiang-lun Wu

In this paper, we study the explosive solutions to a class of parbolic stochastic semilinear differential equations driven by a L$\acute{\mbox{e}}$vy type noise. The sufficient conditions are presented to guarantee the existence of a unique…

Probability · Mathematics 2019-03-20 Kexue Li , Jigen Peng , Junxiong Jia

We study singular limits of stochastic evolution equations in the interplay of disappearing strength of the noise and insufficient regularity, where the equation in the limit with noise would not be defined due to lack of regularity. We…

Probability · Mathematics 2023-11-07 Dirk Blömker , Jonas M. Tölle

In this paper we construct a new type of noise of fractional nature that has a strong regularizing effect on differential equations. We consider an equation with this noise with a highly irregular coefficient. We employ a new method to…

Functional Analysis · Mathematics 2018-06-26 Oussama Amine , David Baños , Frank Proske

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

For stochastic evolution equations with fractional derivatives, classical solutions exist when the order of the time derivative of the unknown function is not too small compared to the order of the time derivative of the noise; otherwise,…

Probability · Mathematics 2018-11-01 Sergey V. Lototsky , Boris L. Rozovsky

In this short paper, we focus on the blowup phenomenon of stochastic parabolic equations. We first discuss the probability of the event that the solutions keep positive. Then, the blowup phenomenon in the whole space is considered. The…

Probability · Mathematics 2019-11-13 Guangying Lv , Jinlong Wei

In this paper we prove the local existence and uniqueness of solutions for a class of stochastic fractional partial differential equations driven by multiplicative noise. We also establish that for this class of equations adding linear…

Probability · Mathematics 2013-07-17 Michael Rockner , Rongchan Zhu , Xiangchan Zhu

For the nonlinear stochastic partial differential equation which is driven by multiplicative noise of the form \[D_t^\beta u = \left[ { - {{\left( { - \Delta } \right)}^s}u + \zeta \left( u \right)} \right]dt + A\sum\limits_{m \in Z_0^d}…

Probability · Mathematics 2022-11-18 Fei Gao , Xinyi Xie , Hui Zhan

The present article is devoted to well-posedness by noise for the continuity equation. Namely, we consider the continuity equation with non-linear and partially degenerate stochastic perturbations in divergence form. We prove the existence…

Analysis of PDEs · Mathematics 2020-06-19 Benjamin Gess , Scott Smith

We consider stochastic non-linear diffusion equations with a highly singular diffusivity term and multiplicative gradient-type noise. We study existence and uniqueness of non-negative variational solutions in terms of stochastic variational…

Probability · Mathematics 2016-06-21 Michael Rockner , Ionut Munteanu

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

We show the existence and uniqueness of strong solutions for stochastic differential equation driven by partial $\alpha$-stable noise and partial Brownian noise with singular coefficients. The proof is based on the regularity of degenerate…

Probability · Mathematics 2017-07-18 Yueling Li , Longjie Xie , Yingchao Xie

In this work we study permanence of hyperbolicity for autonomous differential equations under nonautonomous random/stochastic perturbations. For the linear case, we study robustness and existence of exponential dichotomies for nonautonomous…

Analysis of PDEs · Mathematics 2021-04-06 Tomás Caraballo , Alexandre N. de Carvalho , José A. Langa , Alexandre N. Oliveira-Sousa

We establish an optimal strong convergence rate of a fully discrete numerical scheme for second order parabolic stochastic partial differential equations with monotone drifts, including the stochastic Allen-Cahn equation, driven by an…

Numerical Analysis · Mathematics 2020-05-21 Zhihui Liu , Zhonghua Qiao

The technique of stochastic solutions, previously used for deterministic equations, is here proposed as a solution method for partial differential equations driven by distribution-valued noises.

Probability · Mathematics 2024-08-22 R. Vilela Mendes

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

We study the effect of Gaussian perturbations on a class of model hyperbolic partial differential equations with double symplectic characteristics in low spatial dimensions, extending some recent work in [5]. The coefficients of our partial…

Probability · Mathematics 2024-09-04 Enrico Bernardi , Leonardo Marconi

In this paper, we prove existence, uniqueness and regularity for a class of stochastic partial differential equations with a fractional Laplacian driven by a space-time white noise in dimension one. The equation we consider may also include…

Analysis of PDEs · Mathematics 2009-11-19 Pascal Azerad , Mohamed Mellouk

The subject of this paper is a generalized Camassa-Holm equation under random perturbation. We first establish local existence and uniqueness results as well as blow-up criteria for pathwise solutions in the Sobolev spaces $H^s$ with…

Analysis of PDEs · Mathematics 2020-07-30 Christian Rohde , Hao Tang
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