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Related papers: Stochastic Allen-Cahn equation with mobility

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We establish the existence and uniqueness of strong solutions, in both the PDE and probabilistic sense, for a broad class of nonlinear stochastic partial differential equations (SPDEs) on a bounded domain $\mathscr{O}\subset \mathbb{R}^d$…

Analysis of PDEs · Mathematics 2025-12-16 Agus L. Soenjaya , Thanh Tran

We consider a nonnegative potential $W$ that vanishes on a finite set and study the existence of periodic orbits of the equation \[\ddot{u}=W_u(u),\;\;t\in\R,\] that have the property of visiting neighborhoods of zeros of $W$ in a given…

Analysis of PDEs · Mathematics 2020-10-13 Giorgio Fusco

In this paper we establish the strong existence, pathwise uniqueness and a comparison theorem to a stochastic partial differential equation driven by Gaussian colored noise with non-Lipschitz drift, H\"older continuous diffusion…

Probability · Mathematics 2020-06-02 Jie Xiong , Xu Yang

The evaluation of the path-integral representation for stochastic processes in the weak-noise limit shows that these systems are governed by a set of equations which are those of a classical dynamics. We show that, even when the noise is…

Condensed Matter · Physics 2009-10-22 S. J. B. Einchcomb , A. J. McKane

The Cauchy problem for the two dimensional compressible Euler equations with data in the Sobolev space $H^s(\mathbb R^2)$ is known to have a unique solution of the same Sobolev class for a short time, and the data-to-solution map is…

Analysis of PDEs · Mathematics 2016-11-21 John Holmes , Barbara Lee Keyfitz , Feride Tiglay

We study the Langevin dynamics of a U(1) lattice gauge theory on the torus, and prove that they converge for short time in a suitable gauge to a system of stochastic PDEs driven by space-time white noises. This also yields convergence of…

Probability · Mathematics 2019-06-03 Hao Shen

We develop the Cauchy theory of the spatially homogeneous inelastic Boltzmann equation for hard spheres, for a general form of collision rate which includes in particular variable restitution coefficients depending on the kinetic energy and…

Analysis of PDEs · Mathematics 2016-08-16 Stéphane Mischler , Clément Mouhot , Mariano Rodriguez Ricard

We consider the 2D Euler equation with bounded initial vorticity and perturbed by rough transport noise. We show that there exists a unique solution, which coincides with the starting condition advected by the Lagrangian flow. Moreover, the…

Analysis of PDEs · Mathematics 2024-11-01 Leonardo Roveri , Francesco Triggiano

We introduce and analyze an explicit time discretization scheme for the one-dimensional stochastic Allen-Cahn, driven by space-time white noise. The scheme is based on a splitting strategy, and uses the exact solution for the nonlinear term…

Numerical Analysis · Mathematics 2019-10-21 Charles-Edouard Bréhier , Ludovic Goudenège

The limit from an Euler type system to the 2D Euler equations with Stratonovich transport noise is investigated. A weak convergence result for the vorticity field and a strong convergence result for the velocity field are proved. Our…

Probability · Mathematics 2022-05-12 Franco Flandoli , Umberto Pappalettera

Stochastic conservation laws are often challenging when it comes to proving existence of non-negative solutions. In a recent work by J. Fischer and G. Gr\"un (2018, Existence of positive solutions to stochastic thin-film equations, SIAM J.…

Probability · Mathematics 2018-11-20 Federico Cornalba

We study the solutions of the stochastic heat equation with multiplicative space-time white noise. We prove a comparison theorem between the solutions of stochastic heat equations with the same noise coefficient which is H\"{o}lder…

Probability · Mathematics 2017-06-14 Leonid Mytnik , Eyal Neuman

We develop a new class of path transformations for one-dimensional diffusions that are tailored to alter their long-run behaviour from transient to recurrent or vice versa. This immediately leads to a formula for the distribution of the…

Probability · Mathematics 2018-02-02 Umut Çetin

Fix $d\in\{1,2\}$, we consider a $d$-dimensional stochastic wave equation driven by a Gaussian noise, which is temporally white and colored in space such that the spatial correlation function is integrable and satisfies Dalang's condition.…

Probability · Mathematics 2021-08-18 David Nualart , Guangqu Zheng

We consider theories with time-dependent Hamiltonians which alternate between being bounded and unbounded from below. For appropriate frequencies dynamical stabilization can occur rendering the effective potential of the system stable. We…

High Energy Physics - Theory · Physics 2012-08-13 Roberto Auzzi , Shmuel Elitzur , Sven Bjarke Gudnason , Eliezer Rabinovici

In this paper, we study the following stochastic heat equation \[ \partial_tu=\mathcal{L} u(t,x)+\dot{B},\quad u(0,x)=0,\quad 0\le t\le T,\quad x\in\mathbb{R}d, \] where $\mathcal{L}$ is the generator of a L\'evy process $X$ taking value in…

Probability · Mathematics 2018-10-02 Randall Herrell , Renming Song , Dongsheng Wu , Yimin Xiao

In this work, we generalize some results on scaling limits of stochastic transport equations on the torus, developed recently by Flandoli, Galeati and Luo in Galeati (2020); Flandoli and Luo (2020); Flandoli et al. (2024), to manifolds. We…

Probability · Mathematics 2025-05-13 Wei Huang

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

We propose a novel framework, called moving window method, for solving the linear Schr\"odinger equation with an external potential in $\mathbb{R}^d$. This method employs a smooth cut-off function to truncate the equation from Cauchy…

Numerical Analysis · Mathematics 2024-08-20 Arieh Iserles , Buyang Li , Fangyan Yao

The aim of this paper is to investigate the Cauchy problem for the periodic fifth order KP-I equation \[\partial_t u - \partial_x^5 u -\partial_x^{-1}\partial_y^2u + u\partial_x u = 0,~(t,x,y)\in\mathbb{R}\times\mathbb{T}^2\] We prove…

Analysis of PDEs · Mathematics 2017-12-05 Tristan Robert