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We study a stochastic extended Korteweg - de Vries equation driven by a multiplicative noise. We prove the existence of a martingale solution to the equation studied. The proof of the solution is based on two approximations of the problem…

Probability · Mathematics 2019-01-14 Anna Karczewska , Maciej Szczeciński

In the paper, we consider a stochastic hybrid Korteweg - de Vries - Burgers type equation with multiplicative noise in the form of cylindrical Wiener process. We prove the existence of a martingale solution to the equation studied. The…

Probability · Mathematics 2021-01-19 Anna Karczewska , Maciej Szczeciński

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 the local well-posedness of the periodic stochastic Korteweg-de Vries equation with the additive space-time white noise. In order to treat low regularity of the white noise in space, we consider the Cauchy problem in the Besov-type…

Analysis of PDEs · Mathematics 2010-07-13 Tadahiro Oh

We consider a stochastic extension of the nonlocal convective Cahn-Hilliard equation containing an additive Wiener process noise. We first introduce a suitable analytical setting and make some mathematical and physical assumptions. We then…

Probability · Mathematics 2016-03-08 Federico Cornalba

This article is devoted to the study of the existence and uniqueness of mild solution to time- and space-fractional stochastic Burgers equation perturbed by multiplicative white noise. The required results are obtained by stochastic…

Numerical Analysis · Mathematics 2017-06-06 Guang-an Zou , Bo Wang

We study stochastic Korteweg - de Vries equation driven by L\'evy noise consisting of the compensated time homogeneous Poisson random measure and a cylindrical Wiener process. We prove the existence of a martingale solution to the equation…

Probability · Mathematics 2018-03-28 Anna Karczewska , Maciej Szczeciński

We prove the existence and uniqueness of a mild solution for a class of non-autonomous parabolic mixed stochastic partial differential equations defined on a bounded open subset $D \subset \mathbb{R}^d$ and involving standard and fractional…

Probability · Mathematics 2018-03-29 Yuliya Mishura , Kostiantyn Ralchenko , Georgiy Shevchenko

One-dimensional stochastic differential equations with additive L\'evy noise are considered. Conditions for existence and uniqueness of a strong solution are obtained. In particular, if the noise is a L\'evy symmetric stable process with…

Probability · Mathematics 2013-06-04 Andrey Pilipenko

We consider the stochastic NLS with nonlinear Stratonovic noise for initial values in $L^2(R^d)$ and prove local existence and uniqueness of a mild solution for subcritical and critical nonlinearities. The proof is based on deterministic…

Probability · Mathematics 2017-09-18 Fabian Hornung

We consider a stochastic partial differential equation with piecewise constant coefficients driven by a multiplicative space-time white noise. The existence and uniqueness of the mild solution in Walsh sense is established. We mainly study…

Probability · Mathematics 2025-11-18 Yongkang Li , Huisheng Shu , Litan Yan

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

We will present exact solutions for three variations of stochastic Korteweg de Vries-Burgers (KdV-Burgers) equation featuring variable coefficients. In each variant, white noise exhibits spatial uniformity, and the three categories include…

Mathematical Physics · Physics 2024-04-01 Kolade Adjibi , Allan Martinez , Miguel Mascorro , Carlos Montes , Tamer Oraby , Rita Sandoval , Erwin Suazo

In this paper we propose an all-in-one statement which includes existence, uniqueness, regularity, and numerical approximations of mild solutions for a class of stochastic partial differential equations (SPDEs) with non-globally monotone…

Probability · Mathematics 2024-12-20 Sara Mazzonetto , Diyora Salimova

This paper is devoted to studying abstract stochastic semilinear evolution equations with additive noise in Hilbert spaces. First, we prove the existence of unique local mild solutions and show their regularity. Second, we show the regular…

Probability · Mathematics 2016-11-15 Ton Viet Ta

Existence and a priori estimates for real-valued periodic solutions to the modified Korteweg-de Vries equation with initial data in $H^s$ are established for $s>0$. The short-time Fourier restriction norm method is employed to overcome the…

Analysis of PDEs · Mathematics 2020-06-29 Robert Schippa

All solutions of the Korteweg -- de Vries equation that are bounded on the real line are physically relevant, depending on the application area of interest. Usually, both analytical and numerical approaches consider solution profiles that…

Mathematical Physics · Physics 2015-06-16 Thomas Trogdon , Bernard Deconinck

In the first part of this work, we establish the existence and uniqueness of a local mild solution to the deterministic convective Brinkman-Forchheimer (CBF) equations defined on the whole space, by using properties of the heat semigroup…

Probability · Mathematics 2021-02-03 Manil T. Mohan

In this article we introduce and analyze a notion of mild solution for a class of non-autonomous parabolic stochastic partial differential equations defined on a bounded open subset $D\subset\mathbb{R}^{d}$ and driven by an…

Probability · Mathematics 2009-02-19 Marta Sanz-Solé , Pierre-A. Vuillermot

One proves the existence and uniqueness in $(L^p(\mathbb{R}^3))^3$, $\frac{3}{2}<p<2$, of a global mild solution to random vorticity equations associated to stochastic $3D$ Navier-Stokes equations with linear multiplicative Gaussian noise…

Probability · Mathematics 2018-06-18 Viorel Barbu , Michael Röckner
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