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This paper is devoted to investigating the random dynamics of stochastic discrete long-wave-short-wave resonance equations, which are characterized by the following features: $(1)$ the equations contain locally Lipschitz nonlinear coupling…

Probability · Mathematics 2026-03-18 Xia Pan , Jianhua Huang , Juntao Wu , Jiangwei Zhang

This paper investigates McKean-Vlasov backward stochastic variational inequalities (BSVIs) whose generator depends on the joint law of the solution. We first establish the existence and uniqueness of the solution under globally Lipschitz…

Optimization and Control · Mathematics 2026-04-03 Qi Liu , Yanbo Chen

We prove the path-by-path well-posedness of stochastic porous media and fast diffusion equations driven by linear, multiplicative noise. As a consequence, we obtain the existence of a random dynamical system. This solves an open problem…

Probability · Mathematics 2020-05-05 Benjamin Fehrman , Benjamin Gess

We consider stochastic reaction-diffusion equations on a finite network represented by a finite graph. On each edge in the graph a multiplicative cylindrical Gaussian noise driven reaction-diffusion equation is given supplemented by a…

Probability · Mathematics 2021-06-22 Mihály Kovács , Eszter Sikolya

The regularity and characterization of solutions to degenerate, quasilinear SPDE is studied. Our results are two-fold: First, we prove regularity results for solutions to certain degenerate, quasilinear SPDE driven by Lipschitz continuous…

Probability · Mathematics 2014-05-23 Benjamin Gess , Michael Röckner

We consider strong convergence of the finite differences approximation in space for stochastic reaction diffusion equations with multiplicative noise under a one-sided Lipschitz condition only. We derive convergence with an implicit rate…

Probability · Mathematics 2015-04-17 Martin Sauer , Wilhelm Stannat

A dynamic sampled stochastic approximated (DS-SA) extragradient method for stochastic variational inequalities (SVI) is proposed that is \emph{robust} with respect to an unknown Lipschitz constant $L$. To the best of our knowledge, it is…

Optimization and Control · Mathematics 2017-08-28 Alfredo Iusem , Alejandro Jofré , Roberto I. Oliveira , Philip Thompson

We are concerned with a nonlinear nonautonomous model represented by an equation describing the dynamics of an age-structured population diffusing in a space habitat $O,$ governed by local Lipschitz vital factors and by a stochastic…

Analysis of PDEs · Mathematics 2020-04-22 Gabriela Marinoschi

In this paper, we consider the well-posedness of stochastic S-KdV driven by multiplicative noises in $H_x^1\times H_x^1$. To get the local well-posedness, we first develop the bilinear and trilinear Bourgain norm estimates of the nonlinear…

Probability · Mathematics 2025-09-18 Jie Chen , Fan Gu , Boling Guo

We show existence and pathwise uniqueness of probabilistically strong solutions to a pseudomonotone stochastic evolution problem on a bounded domain $D\subseteq\mathbb{R}^d$, $d\in\mathbb{N}$, with homogeneous Dirichlet boundary conditions…

Probability · Mathematics 2024-03-19 Kerstin Schmitz , Aleksandra Zimmermann

We consider a nonlinear stochastic heat equation in spatial dimension $d=2$, forced by a white-in-time multiplicative Gaussian noise with spatial correlation length $\varepsilon>0$ but divided by a factor of $\sqrt{\log\varepsilon^{-1}}$.…

Probability · Mathematics 2022-04-29 Alexander Dunlap , Yu Gu

In this article, we study the stochastic aggregation-diffusion equation with a singular drift represented by a monotone radial kernel. We demonstrate the existence and uniqueness of a diffusion process that acts as a weak solution to our…

Probability · Mathematics 2024-07-25 Jaouad Bourabiaa , Youssef Elmadani , Abdelouahab Hanine

In this paper we develop a new approach to nonlinear stochastic partial differential equations with Gaussian noise. Our aim is to provide an abstract framework which is applicable to a large class of SPDEs and includes many important cases…

Functional Analysis · Mathematics 2022-05-02 Antonio Agresti , Mark Veraar

We consider the stochastic reaction-diffusion equation in $1+1$ dimensions driven by multiplicative space-time white noise, with a distributional drift belonging to a Besov-H\"older space with any regularity index larger than $-1$. We…

Probability · Mathematics 2024-09-18 Konstantinos Dareiotis , Teodor Holland , Khoa Lê

We consider a reaction-diffusion equation on a network subjected to dynamic boundary conditions, with time delayed behaviour, also allowing for multiplicative Gaussian noise perturbations. Exploiting semigroup theory, we rewrite the…

Probability · Mathematics 2017-02-17 Francesco Cordoni , Luca Di Persio

In this paper, we establish the well-posedness and optimal trajectory regularity for the solution of stochastic evolution equations with generalized Lipschitz-type coefficients driven by general multiplicative noises. To ensure the…

Analysis of PDEs · Mathematics 2019-02-25 Jialin Hong , Zhihui Liu

This paper investigates the well-posedness and small-noise asymptotics of a class of stochastic partial differential equations defined on a bounded domain of $\mathbb{R}^d$, where the diffusion coefficient depends nonlinearly and…

Probability · Mathematics 2025-06-23 Sandra Cerrai , Giuseppina Guatteri , Gianmario Tessitore

In deep latent Gaussian models, the latent variable is generated by a time-inhomogeneous Markov chain, where at each time step we pass the current state through a parametric nonlinear map, such as a feedforward neural net, and add a small…

Machine Learning · Computer Science 2019-10-29 Belinda Tzen , Maxim Raginsky

In this work, we extend existing well-posedness by noise results for the stochastic transport and continuity equations by treating them as special cases of the linear advection equation of $k$-forms, which arises naturally in geometric…

Analysis of PDEs · Mathematics 2022-11-29 Aythami Bethencourt de Leon , So Takao

Consider the stochastic reaction-diffusion equation with logarithmic nonlinearity driven by space-time white noise: \begin{align}\label{1.a} \left\{ \begin{aligned} & \mathrm{d}u(t,x) = \frac{1}{2}\Delta u(t,x)\,\mathrm{d}t+ b(u(t,x))…

Probability · Mathematics 2021-06-08 Shijie Shang , Tusheng Zhang