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We consider the homogenisation problem for the $\phi^4_2$ equation on the torus $\mathbb{T}^2$, namely the behaviour as $\varepsilon \to 0$ of the solutions to the equation suggestively written as $$ \partial_t u_\varepsilon - \nabla\cdot…

Analysis of PDEs · Mathematics 2024-12-03 Martin Hairer , Harprit Singh

We study the stochastic heat equation driven by an additive infinite dimensional fractional Brownian noise on the unit sphere $\mathbb{S}^{2}$. The existence and uniqueness of its solution in certain Sobolev space is investigated and sample…

Probability · Mathematics 2018-07-17 Xiaohong Lan , Yimin Xiao

In this paper, we study a class of nonlocal dispersion equation with monostable nonlinearity in $n$-dimensional space u_t - J\ast u +u+d(u(t,x))= \int_{\mathbb{R}^n} f_\beta (y) b(u(t-\tau,x-y)) dy, u(s,x)=u_0(s,x), s\in[-\tau,0], \ x\in…

Analysis of PDEs · Mathematics 2011-03-15 Rui Huang , Ming Mei , Yong Wang

This paper studies the finite time explosion of the stochastic heat equation $\frac{\partial u}{\partial t}(t,x)=\frac{\partial^2}{\partial x^2} u(t,x)+(u(t,x))^{\beta}+\sigma(u(t,x))\dot{W}(t,x)$. We consider an interval $D=[-\pi,\pi]$…

Probability · Mathematics 2026-05-29 Michael Salins , Yuyang Zhang

We consider the Navier-Stokes equations in vorticity form in $\mathbb{R}^2$ with a white noise forcing term of multiplicative type, whose spatial covariance is not regular enough to apply the It\^o calculus in $L^q$ spaces, $1<q<\infty$. We…

Probability · Mathematics 2018-03-06 Benedetta Ferrario , Margherita Zanella

We prove optimal regularity estimates in Sobolev spaces in time and space for solutions to stochastic porous medium equations. The noise term considered here is multiplicative, white in time and coloured in space. The coefficients are…

Probability · Mathematics 2022-10-25 Stefano Bruno , Benjamin Gess , Hendrik Weber

We study the time-fractional stochastic heat equation driven by time-space white noise with space dimension $d\in\mathbb{N}=\{1,2,...\}$ and the fractional time-derivative is the Caputo derivative of order $\alpha \in (0,2)$. We consider…

Probability · Mathematics 2022-11-24 Rahma Yasmina Moulay Hachemi , Bernt Øksendal

We consider reaction-diffusion equations that are stochastically forced by a small multiplicative noise term. We show that spectrally stable travelling wave solutions to the deterministic system retain their orbital stability if the…

Analysis of PDEs · Mathematics 2020-03-09 C. H. S. Hamster , H. J. Hupkes

We study the motion of the hypersurface $(\gamma_t)_{t\geq 0}$ evolving according to the mean curvature perturbed by $\dot{w}^Q$, the formal time derivative of the $Q$-Wiener process ${w}^Q$, in a two dimensional bounded domain. Namely, we…

Probability · Mathematics 2018-11-19 Satoshi Yokoyama

We study strictly parabolic stochastic partial differential equations on $\R^d$, $d\ge 1$, driven by a Gaussian noise white in time and coloured in space. Assuming that the coefficients of the differential operator are random, we give…

Probability · Mathematics 2007-05-23 Marco Ferrante , Marta Sanz-Solé

Consider the following stochastic partial differential equation, \begin{equation*} \partial_t u_t(x)= \mathcal{L}u_t(x)+ \sigma (u_t(x))\dot F(t,x)\quad{t>0}\quad\text{and}\quad x\in R^d. \end{equation*} The operator $\mathcal{L}$ is the…

Probability · Mathematics 2016-11-23 Mohammud Foondun , Wei Liu , Erkan Nane

In this article, we consider the quasi-linear stochastic wave and heat equations on the real line and with an additive Gaussian noise which is white in time and behaves in space like a fractional Brownian motion with Hurst index $H\in…

Probability · Mathematics 2018-10-10 Luca M. Giordano , Maria Jolis , Lluís Quer-Sardanyons

We consider the class of non-linear stochastic partial differential equations studied in \cite{conusdalang}. Equivalent formulations using integration with respect to a cylindrical Brownian motion and also the Skorohod integral are…

Probability · Mathematics 2015-03-25 Marta Sanz-Solé , André Süß

We consider a family of singular surface quasi-geostrophic equations $$ \partial_{t}\theta+u\cdot\nabla\theta=-\nu (-\Delta)^{\gamma/2}\theta+(-\Delta)^{\alpha/2}\xi,\qquad u=\nabla^{\perp}(-\Delta)^{-1/2}\theta, $$ on…

Probability · Mathematics 2023-08-29 Martina Hofmanová , Xiaoyutao Luo , Rongchan Zhu , Xiangchan Zhu

This work investigates the semilinear wave equation featuring the displacement dependent term $\sigma(u)\partial_t u $ and nonlinearity $f(u)$. By developing refined space-time a priori estimates under extended ranges of the nonlinearity…

Analysis of PDEs · Mathematics 2025-05-13 Cuncai Liu , Fengjuan Meng , Chang Zhang

This study investigates a semilinear wave equation characterized by nonlinear damping $g(u_t) $ and nonlinearity $f(u)$. First, the well-posedness of weak solutions across broader exponent ranges for $g$ and $f$ is established, by utilizing…

Analysis of PDEs · Mathematics 2025-02-14 Cuncai Liu , Fengjuan Meng , Xiaoying Han , Chang Zhang

We consider non-linear time-fractional stochastic heat type equation $$\frac{\partial^\beta u}{\partial t^\beta}+\nu(-\Delta)^{\alpha/2} u=I^{1-\beta}_t \bigg[\int_{\mathbb{R}^d}\sigma(u(t,x),h) \stackrel{\cdot}{\tilde N }(t,x,h)\bigg]$$…

Probability · Mathematics 2020-02-17 Xiangqian Meng , Erkan Nane

In this paper, we study a class of stochastic partial differential equations (SPDEs) driven by space-time fractional noises. Our method consists in studying first the nonlocal SPDEs and showing then the convergence of the family of these…

Probability · Mathematics 2014-09-17 Ying Hu , Yiming Jiang , Zhongmin Qian

We consider the linear stochastic wave equation driven by a Gaussian noise. We show that the solution satisfies a certain form of strong local nondeterminism and we use this property to derive the exact uniform modulus of continuity for the…

Probability · Mathematics 2019-06-19 Cheuk Yin Lee , Yimin Xiao

We prove global in time well-posedness for perturbations of the 2D stochastic Navier-Stokes equations \begin{equation*} \partial_t u + u \cdot \nabla u = \Delta u - \nabla p + \zeta + \xi \;, \quad u (0, \cdot) = u_{0}(\cdot) \;, \quad…

Probability · Mathematics 2023-01-27 Martin Hairer , Tommaso Rosati