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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

We prove existence and uniqueness of solutions to a nonlinear stochastic evolution equation on the $d$-dimensional torus with singular $p$-Laplace-type or total variation flow-type drift with general sublinear doubling nonlinearities and…

Analysis of PDEs · Mathematics 2019-09-27 Jonas M. Tölle

We analyze the nonlinear stochastic heat equation driven by heavy-tailed noise in free space and arbitrary dimension. The existence of a solution is proved even if the noise only has moments up to an order strictly smaller than its…

Probability · Mathematics 2019-03-26 Carsten Chong

We investigate the stochastic evolution equations describing the motion of a Non-Newtonian fluids excited by multiplicative noise of L\'evy type. By making use of Galerkin approximation we can prove that the system has a global…

Probability · Mathematics 2014-05-15 Erika Hausenblas , Paul Andre Razafimandimby

In this paper, we establish the existence and uniqueness of invariant measures for a class of semilinear stochastic partial differential equations driven by multiplicative noise on a bounded domain. The main results can be applied to SPDEs…

Probability · Mathematics 2018-12-12 Zhao Dong , Rangrang Zhang

This paper studies the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise which is white in time and which has the covariance of a fractional Brownian motion with Hurst parameter 1/4\textless{}H\textless{}1/2 in…

Probability · Mathematics 2015-05-20 Yaozhong Hu , Jingyu Huang , Khoa Lê , David Nualart , Samy Tindel

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

Time-irreversibility is a distinctive feature of non-equilibrium dynamics and several measures of irreversibility have been introduced to assess the distance from thermal equilibrium of a stochastically driven system. While the dynamical…

Statistical Mechanics · Physics 2022-02-14 Grzegorz Gradziuk , Gabriel Torregrosa , Chase P. Broedersz

We study a class of stochastic evolution equations in a Banach space $E$ driven by cylindrical Wiener process. Three different concept of solutions: generalised strong, weak and mild are defined and the conditions under which they are…

Functional Analysis · Mathematics 2014-02-27 Mariusz Górajski

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 study the stochastic wave equations in the spatial dimension 3 driven by a Gaussian noise which is white in time and correlated in space. Our main concern is the sample path H\"older continuity of the solution both in time…

Probability · Mathematics 2013-09-02 Yaozhong Hu , Jingyu Huang , David Nualart

In this note, we establish a bi-parameter linear localization of the one-dimensional stochastic wave equation with a multiplicative space-time white noise forcing.

Analysis of PDEs · Mathematics 2024-07-16 Jingyu Huang , Tadahiro Oh , Mamoru Okamoto

We consider stochastic partial differential equations on $\mathbb{R}^{d}, d\geq 1$, driven by a Gaussian noise white in time and colored in space, for which the pathwise uniqueness holds. By using the Skorokhod representation theorem we…

Probability · Mathematics 2007-05-23 K. Bahlali , M. Eddahbi , M. Mellouk

We prove existence of infinitely many stationary solutions as well as ergodic stationary solutions for the stochastic Navier-Stokes equations on $\mathbb{T}^2$ \begin{align*} \dif u+\div(u\otimes u)\dif t+\nabla p\dif t&=\Delta u\dif t +…

Probability · Mathematics 2024-02-22 Huaxiang Lü , Xiangchan Zhu

In this paper, we consider a system of $k$ second order non-linear stochastic partial differential equations with spatial dimension $d \geq 1$, driven by a $q$-dimensional Gaussian noise, which is white in time and with some spatially…

Probability · Mathematics 2011-02-17 Eulalia Nualart

We prove the existence, uniqueness and non negativity of solutions for a nonlinear stationary Doi-Edwards equation. The existence is proved by a perturbation argument. We get the uniqueness and the non negativity by showing the convergence…

Analysis of PDEs · Mathematics 2015-02-04 Ionel Sorin Ciuperca , Arnaud Heibig

In [HHL+17] the authors showed existence and uniqueness of solutions to the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise that is white in time and rougher than white in space (in particular, its covariance…

Probability · Mathematics 2024-04-30 Máté Gerencsér

We prove a version of the Wong-Zakai theorem for one-dimensional parabolic nonlinear stochastic PDEs driven by space-time white noise. As a corollary, we obtain a detailed local description of solutions. Dedicated to the memory of Kiyosi…

Probability · Mathematics 2015-10-30 Martin Hairer , Étienne Pardoux

In this paper, we study the long-time stability behavior of a class of linear stochastic evolution equations in a Hilbert space with multiplicative noise. Explicit sufficient conditions for $p$-th moment and almost sure exponential…

Analysis of PDEs · Mathematics 2026-05-21 Abdellatif Elgrou , Abdelaziz Rhandi , Jawad Salhi

In this paper, we establish the existence and uniqueness of solutions of stochastic nonlinear Schr\"{o}dinger equations with additive jump noise in $L^2(\mathbb{R}^d)$. Our results cover all either focusing or defocusing nonlinearity in the…

Probability · Mathematics 2022-07-11 Jian Wang , Jianliang Zhai , Jiahui Zhu
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