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Semilinear stochastic evolution equations with multiplicative L\'evy noise and monotone nonlinear drift are considered. Unlike other similar works, we do not impose coercivity conditions on coefficients. We establish the continuous…

Probability · Mathematics 2014-06-17 Erfan Salavati , Bijan Z. Zangeneh

In this article, we construct unique strong solutions to a class of stochastic Volterra differential equations driven by a singular drift vector field and a Wiener noise. Further, we examine the Sobolev differentiability of the strong…

Probability · Mathematics 2026-05-12 Emmanuel Coffie , Olivier Menoukeu-Pamen , Frank Proske

Building upon a recent work by two of the authours and J. Seidler on bw-Feller property for stochastic nonlinear beam and wave equations, we prove the existence of an invariant measure to stochastic 2-D Navier-Stokes (with multiplicative…

Probability · Mathematics 2016-07-05 Zdzisław Brzeźniak , Elżbieta Motyl , Martin Ondrejat

We establish the local existence of pathwise solutions for the stochastic Euler equations in a three-dimensional bounded domain with slip boundary conditions and a very general nonlinear multiplicative noise. In the two-dimensional case we…

Analysis of PDEs · Mathematics 2012-05-08 Nathan E. Glatt-Holtz , Vlad C. Vicol

The existence of global martingale weak solution for the 2D and 3D stochastic Cahn-Hilliard-Navier-Stokes equations driven by multiplicative noise in a smooth bounded domain is established. In particular, the system is supplied with the…

Probability · Mathematics 2022-12-12 Hongjun Gao , Zhaoyang Qiu , Huaqiao Wang

We present a Milstein-type scheme for stochastic differential equations driven by L\'evy noise with super-linear diffusion coefficients and establish its strong convergence.

Probability · Mathematics 2017-07-11 Chaman Kumar

We are concerned with the Cauchy problem of the two-dimensional (2D) nonhomogeneous incompressible nematic liquid crystal flows on the whole space $\mathbb{R}^{2}$ with vacuum as far field density. It is proved that the 2D nonhomogeneous…

Analysis of PDEs · Mathematics 2017-10-20 Lin Li , Qiao Liu , Xin Zhong

In this paper, we are concerned with the local and global existence for the stochastic Prandtl equation in two and three dimensions, which governs the velocity field inside the boundary layer that appears in the inviscid limit of the…

Analysis of PDEs · Mathematics 2024-08-09 Ya-Guang Wang , Meng Zhao

The paper deals with the stochastic two-dimensional Navier-Stokes equation for incompressible fluids, set in a bounded domain with Dirichlet boundary conditions. We consider additive noise in the form $G\, dW$, where $W$ is a cylindrical…

Probability · Mathematics 2025-05-13 Matteo Ferrari

The blow-up phenomena of stochastic semilinear parabolic equations with additive as well as linear multiplicative L\'evy noises are investigated in this work. By suitably modifying the concavity method in the stochastic context, we…

Probability · Mathematics 2024-04-11 Manil T. Mohan , S. Pradeep , S. Sankar , S. Karthikeyan

In this work we consider a stochastic version of the Primitive Equations (PEs) of the ocean and the atmosphere and establish the existence and uniqueness of pathwise, strong solutions. The analysis employs novel techniques in contrast to…

Analysis of PDEs · Mathematics 2010-12-10 Nathan Glatt-Holtz , Roger Temam

This paper concerns the forced stochastic Navier-Stokes equation driven by additive noise in the three dimensional Euclidean space. By constructing an appropriate forcing term, we prove that there exist distinct Leray solutions in the…

Probability · Mathematics 2024-04-09 Elia Brué , Rui Jin , Yachun Li , Deng Zhang

The present paper deals with the Cauchy problem of a multi-dimensional non-conservative viscous compressible two-fluid system. We first study the well-posedness of the model in spaces with critical regularity indices with respect to the…

Analysis of PDEs · Mathematics 2020-10-20 Fuyi Xu , Meiling Chi , Lishan Liu , Yonghong Wu

We determine sufficient conditions on the volatility coefficient of Musiela's stochastic partial differential equation driven by an infinite dimensional L{\'e}vy process so that it admits a unique local mild solution in spaces of functions…

Probability · Mathematics 2008-08-22 Carlo Marinelli

We extend our recently introduced stochastic nonlocal traffic flow model to more general random perturbations, including Markovian noise derived from a discretized Jacobi-type stochastic differential equation. Invoking a deterministic…

Numerical Analysis · Mathematics 2026-03-26 Timo Böhme , Simone Göttlich , Andreas Neuenkirch

In this paper, we study a nonlinear fluid-structure interaction problem driven by a multiplicative, white-in-time noise. The problem consists of the Navier-Stokes equations describing the flow of an incompressible, viscous fluid in a 2D…

Analysis of PDEs · Mathematics 2024-02-14 Krutika Tawri

In this work we investigate the existence and uniqueness of Struwe-like solutions for a system of partial differential equations modeling the dynamics of magnetoviscoelastic fluids. The considered system couples a Navier-Stokes type…

Analysis of PDEs · Mathematics 2021-03-03 Francesco De Anna , Joshua Kortum , Anja Schlömerkemper

We study the two-dimensional Euler equations, damped by a linear term and driven by an additive noise. The existence of weak solutions has already been studied; pathwise uniqueness is known for solutions that have vorticity in $L^\infty$.…

Probability · Mathematics 2020-04-22 Hakima Bessaih , Benedetta Ferrario

We consider the Cauchy problem for incompressible viscoelastic fluids in the whole space $\mathbb{R}^d$ ($d=2,3$). By introducing a new decomposition via Helmholtz's projections, we first provide an alternative proof on the existence of…

Analysis of PDEs · Mathematics 2023-07-28 Xianpeng Hu , Hao Wu

We consider the variational wave equation in one-dimensional space with stochastic forcing by an additive noise. Blow-up of local smooth solutions is established, and global existence is proved in the class of weak martingale solutions.

Analysis of PDEs · Mathematics 2024-09-30 Billel Guelmame , Julien Vovelle