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In this paper, we are concerned with regularity of nonlocal stochastic partial differential equations of parabolic type. By using Companato estimates and Sobolev embedding theorem, we first show the H\"{o}lder continuity (locally in the…

Probability · Mathematics 2018-02-13 Guangying Lv , Hongjun Gao , Jinlong Wei , Jiang-Lun Wu

In this contribution, a stochastic nonlinear evolution system under Neumann boundary conditions is investigated. Precisely, we are interested in finding an existence and uniqueness result for a random heat equation coupled with a…

Analysis of PDEs · Mathematics 2019-12-23 Caroline Bauzet , Frédéric Lebon , Asghar Ali Maitlo , Aleksandra Zimmermann

In this article, we introduce a time-independent version of the L\'evy colored noise considered in Balan (2015) and Balan and Jim\'enez (2026). We study the existence of the solution of a linear stochastic partial differential equation with…

Probability · Mathematics 2026-04-29 Raluca M. Balan , Jinxin Wang

We establish well-posedness and maximal regularity estimates for linear parabolic SPDE in divergence form involving random coefficients that are merely bounded and measurable in the time, space, and probability variables. To reach this…

Analysis of PDEs · Mathematics 2023-10-17 Pascal Auscher , Pierre Portal

We prove a priori bounds for solutions of singular stochastic porous media equations with multiplicative noise in their natural $L^1$-based regularity class. We consider the first singular regime, i.e.~noise of space-time regularity…

Analysis of PDEs · Mathematics 2025-07-09 Markus Tempelmayr , Hendrik Weber

The global regularity problem for the Boussinesq system is a well known open problem in mathematical fluid dynamics. As a follow up to our work \cite{EJSI}, we give examples of finite-energy and Lipschitz continuous velocity field and…

Analysis of PDEs · Mathematics 2018-02-27 Tarek M. Elgindi , In-Jee Jeong

This work is the continuation of the recent paper \cite{D2} devoted to the density-dependent incompressible Euler equations. Here we concentrate on the well-posedness issue in Besov spaces of type $B^s_{\infty,r}$ embedded in the set of…

Analysis of PDEs · Mathematics 2013-05-07 Raphaël Danchin , Francesco Fanelli

Given a sequence $\dot{L}^{\varepsilon}$ of L\'evy noises, we derive necessary and sufficient conditions in terms of their variances $\sigma^2(\varepsilon)$ such that the solution to the stochastic heat equation with noise…

Probability · Mathematics 2019-11-06 Carsten Chong , Thomas Delerue

We study the smoothness of the density of a semilinear heat equation with multiplicative spacetime white noise. Using Malliavin calculus, we reduce the problem to a question of negative moments of solutions of a linear heat equation with…

Probability · Mathematics 2011-02-18 Carl Mueller , David Nualart

In this paper, we establish the second Bogolyubov theorem and global averaging principle for stochastic partial differential equations (in short, SPDEs) with monotone coefficients. Firstly, we prove that there exists a unique…

Dynamical Systems · Mathematics 2022-08-10 Mengyu Cheng , Zhenxin Liu

The present paper is devoted to the study of the well-posedness issue for the density-dependent Euler equations in the whole space. We establish local-in-time results for the Cauchy problem pertaining to data in the Besov spaces embedded in…

Analysis of PDEs · Mathematics 2013-02-27 Raphaël Danchin

This paper is concerned with the regularity of solutions to parabolic evolution equations. Special attention is paid to the smoothness in the specific anisotropic scale $\ B^{r\mathbf{a}}_{\tau,\tau}, \…

Analysis of PDEs · Mathematics 2021-12-20 Stephan Dahlke , Cornelia Schneider

We prove the existence and smoothness of density for the solution of a hyperbolic SPDE with free term coefficients depending on time, under hypoelliptic non degeneracy conditions. The result extends those proved in Cattiaux and Mesnager,…

Probability · Mathematics 2007-05-23 Marta Sanz-Solé , Iván Torrecilla-Tarantino

We study the one-dimensional stochastic heat equation with unbounded, nonlinear,Lipschitz coefficients with Dirichlet boundary conditions. Using Malliavin calculus, we construct a piecewise approximation of the solution u and establish…

Analysis of PDEs · Mathematics 2025-02-27 D. Farazakis , G. Karali , A. Stavrianidi

This paper investigates the convergence of density approximations for stochastic heat equation in both uniform convergence topology and total variation distance. The convergence order of the densities in uniform convergence topology is…

Probability · Mathematics 2023-03-14 Chuchu Chen , Jianbo Cui , Jialin Hong , Derui Sheng

Recently, Hairer et. al (2012) showed that there exist SDEs with infinitely often differentiable and globally bounded coefficient functions whose solutions fail to be locally Lipschitz continuous in the strong L^p-sense with respect to the…

Probability · Mathematics 2026-03-02 Sonja Cox , Martin Hutzenthaler , Arnulf Jentzen

Semilinear stochastic partial differential equations on bounded domains $\mathscr{D}$ are considered. The semilinear term may have arbitrary polynomial growth as long as it is continuous and monotone except perhaps near the origin. Typical…

Probability · Mathematics 2019-09-25 Neelima , David Šiška

In this paper, we obtain the local-in-time existence and uniqueness of solution to the Degasperis-Procesi equation in $B^1_{\infty,1}(\R)$. Moreover, we prove that the data-to-solution of this equation is continuous but not uniformly…

Analysis of PDEs · Mathematics 2021-05-19 Jinlu Li , Yanghai Yu , Weipeng Zhu

We provide a new, short proof of the density in energy of Lipschitz functions into the metric Sobolev space defined by using plans with barycenter (and thus, a fortiori, into the Newtonian-Sobolev space). Our result covers first-order…

Functional Analysis · Mathematics 2024-02-02 Danka Lučić , Enrico Pasqualetto

This paper constructs a solvability theory for a system of stochastic partial differential equations. On account of the Kolmogorov continuity theorem, solutions are looked for in certain H\"older-type classes in which a random field is…

Probability · Mathematics 2018-06-18 Kai Du , Jiakun Liu , Fu Zhang