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Related papers: A non-linear wave equation with fractional perturb…

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We pursue the investigations initiated in [Aur{\'e}lien Deya: A non-linear wave equation with fractional perturbation (2017)] about a wave-equation model with quadratic perturbation and stochastic forcing given by a space-time fractional…

Probability · Mathematics 2017-10-24 Aurélien Deya

We highlight a fundamental ill-posedness issue for nonlinear stochastic wave equations driven by a fractional noise. Namely, if the noise becomes too rough (i.e., the sum of its Hurst indexes becomes too small), then there is essentially no…

Probability · Mathematics 2021-12-17 Aurélien Deya

We study a stochastic Schr{\"o}dinger equation with a quadratic nonlinearity and a space-time fractional perturbation, in space dimension less than 3. When the Hurst index is large enough, we prove local well-posedness of the problem using…

Analysis of PDEs · Mathematics 2020-05-05 Aurélien Deya , Nicolas Schaeffer , Laurent Thomann

This paper studies the behaviour of quadratic variations of a stochastic wave equation driven by a noise that is white in space and fractional in time. Complementing the analysis of quadratic variations in the space component carried out by…

Probability · Mathematics 2021-11-29 Radomyra Shevchenko

In this article, we consider the stochastic wave equation in spatial dimension $d=1$, with linear term $\sigma(u)=u$ multiplying the noise. This equation is driven by a Gaussian noise which is white in time and fractional in space with…

Probability · Mathematics 2023-07-04 Raluca M. Balan , Jingyu Huang , Xiong Wang , Panqiu Xia , Wangjun Yuan

In this article, we consider fractional stochastic wave equations on $\mathbb R$ driven by a multiplicative Gaussian noise which is white/colored in time and has the covariance of a fractional Brownian motion with Hurst parameter…

Probability · Mathematics 2019-04-23 Jian Song , Xiaoming Song , Fangjun Xu

In this article, we study a $d$-dimensional stochastic nonlinear heat equation (SNLH) with a quadratic nonlinearity, forced by a fractional space-time white noise: \begin{equation*} \left\{\begin{array}{l} \partial_t u-\Delta u= \rho^2 u^2…

Analysis of PDEs · Mathematics 2021-09-27 Nicolas Schaeffer

This paper is devoted to investigating Freidlin-Wentzell's large deviation principle for one (spatial) dimensional nonlinear stochastic wave equation $\frac{\partial^2 u^{\e}(t,x)}{\partial t^2}=\frac{\partial^2 u^{\e}(t,x)}{\partial…

Probability · Mathematics 2022-11-29 Li Ruinan , Zhang Beibei

Aim of this work is to extend the results of Cl\'ement, Da Prato & Pr\"uss on the fractional white noise perturbation with Hurst parameter 0<H<1. We will obtain similar results and it will turn out that the regularity of the solution u(t)…

Analysis of PDEs · Mathematics 2010-07-13 Stefan Sperlich , Mathias Wilke

We determine the range of Hurst parameters that provide the necessary and sufficient conditions for the solvability, in $L^2(\Omega)$, of the stochastic wave equation: $ \frac{\partial^2 }{\partial t^2}u(t,x) =\Delta u(t,x)+\dot{W}(t,x)$,…

Probability · Mathematics 2025-12-09 Shuhui Liu , Yaozhong Hu , Xiong Wang

In this work, we are interested in building the fully discrete scheme for stochastic fractional diffusion equation driven by fractional Brownian sheet which is temporally and spatially fractional with Hurst parameters $H_{1}, H_{2}…

Numerical Analysis · Mathematics 2022-01-27 Daxin Nie , Jing Sun , Weihua Deng

We consider stochastic nonlinear Schrodinger equations driven by an additive noise. The noise is fractional in time with Hurst parameter H in (0,1). It is also colored in space and the space correlation operator is assumed to be nuclear. We…

Probability · Mathematics 2007-11-08 Eric Gautier

In this article, we consider the following stochastic fractional diffusion equation \begin{equation*} \left(\partial^{\beta}+\dfrac{\nu}{2}\left(-\Delta\right)^{\alpha / 2}\right) u(t, x)= \lambda\: I_{0_+}^{\gamma}\left[u(t, x) \dot{W}(t,…

Probability · Mathematics 2023-03-22 Yuhui Guo , Jian Song , Xiaoming Song

In this paper, we obtain the existence and uniqueness of the strong solution to one spatial dimension stochastic wave equation $\frac{\partial^2 u(t,x)}{\partial t^2}=\frac{\partial^2 u(t,x)}{\partial x^2}+\sigma(t,x,u(t,x))\dot{W}(t,x)$…

Probability · Mathematics 2021-10-27 Shuhui Liu , Yaozhong Hu , Xiong Wang

We study the one-dimensional stochastic wave equation driven by a Gaussian multiplicative noise which is white in time and has the covariance of a fractional Brownian motion with Hurst parameter $H\in [1/2,1)$ in the spatial variable. We…

Probability · Mathematics 2020-10-27 Francisco Delgado-Vences , David Nualart , Guangqu Zheng

The study is devoted to the interpretation and wellposedness of the stochastic NLS model \begin{equation*} (\imath \partial_t-\Delta)u=|u|^2+\dot{B}, \quad u_0=0,\quad \quad t\in \mathbb{R}, \ x\in \mathbb{T}, \end{equation*} where…

Analysis of PDEs · Mathematics 2025-12-03 Aurélien Deya , Reika Fukuizumi , Laurent Thomann

We give an introduction to the time-fractional stochastic heat equation driven by 1+d-parameter fractional time-space white noise, in the following two cases: (i) With additive noise (ii) With multiplicative noise. The fractional time…

Probability · Mathematics 2024-02-28 Rahma Yasmina Moulay Hachemi , Bernt Øksendal

We study the singular stochastic wave equation on $\mathbb T^2$, with a cubic nonlinearity and Gaussian rough Mat\'ern forcing (a Fourier multiplier of order $\alpha>0$ applied to space-time white noise) and establish local well-posedness…

Probability · Mathematics 2025-10-15 Xue-Mei Li , Xianfeng Ren

Using ideas from paracontrolled calculus, we prove local well-posedness of a renormalized version of the three-dimensional stochastic nonlinear wave equation with quadratic nonlinearity forced by an additive space-time white noise on a…

Analysis of PDEs · Mathematics 2021-06-23 Massimiliano Gubinelli , Herbert Koch , Tadahiro Oh

We study the stochastic viscous nonlinear wave equations (SvNLW) on $\mathbb T^2$, forced by a fractional derivative of the space-time white noise $\xi$. In particular, we consider SvNLW with the singular additive forcing $D^\frac{1}{2}\xi$…

Analysis of PDEs · Mathematics 2022-05-31 Ruoyuan Liu , Tadahiro Oh
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