Related papers: Martingale solution to stochastic extended Kortewe…
This paper investigates the parareal algorithms for solving the stochastic Maxwell equations driven by multiplicative noise, focusing on their convergence, computational efficiency and numerical performance. The algorithms use the…
We prove the existence of martingale solutions to stochastic thin-film equations in the physically relevant space dimension $d=2$. Conceptually, we rely on a stochastic Faedo-Galerkin approach using tensor-product linear finite elements in…
We discuss the application of a variant of the method of simplest equation for obtaining exact traveling wave solutions of a class of nonlinear partial differential equations containing polynomial nonlinearities. As simplest equation we use…
We study a two-dimensional stochastic differential equation that has a unique weak solution but no strong solution. We show that this SDE shares notable properties with Tsirelson's example of a one-dimensional SDE with no strong solution.…
In this paper, we study the global well-posedness of the stochastic S-KdV system in $H^1(\mathbb{R})\times H^1(\mathbb{R})$, which are driven by additive noises. It is difficult to show the global well-posedness of a related perturbation…
In this paper we establish a substitution formula for stochastic differential equation driven by generalized grey noise. We then apply this formula to investigate the absolute continuity of the solution with respect to the Lebesgue measure…
The existence of global-in-time bounded martingale solutions to a general class of cross-diffusion systems with multiplicative Stratonovich noise is proved. The equations describe multicomponent systems from physics or biology with…
Multi-soliton solutions of the Korteweg-de Vries equation (KdV) are shown to be globally L2-stable, and asymptotically stable in the sense of Martel-Merle. The proof is surprisingly simple and combines the Gardner transform, which links the…
We use the abstract method of (local) martingale problems in order to give criteria for convergence of stochastic processes. Extending previous notions, the formulation we use is neither restricted to Markov processes (or semimartingales),…
Stochastic Hall-magnetohydrodynamics equations on ${\mathbb{R}}^{3}$ with random forces expressed in terms of the time homogeneous Poisson random measures are considered. We prove the existence of a global martingale solution. The…
Stationary solutions on a bounded interval for an initial-boundary value problem to Korteweg--de~Vries and modified Korteweg--de~Vries equation (for the last one both in focusing and defocusing cases) are constructed. The method of the…
We introduce a numerical method for general coupled Korteweg-de Vries systems. The scheme is valid for solving Cauchy problems for arbitrary number of equations with arbitrary constant coefficients. The numerical scheme takes its legality…
This article addresses the study of the complex version of the modified Korteweg-de Vries equation using two different approaches. Firstly, the singular manifold method is applied in order to obtain the associated spectral problem, binary…
The dual representation of the martingale optimal transport problem in the Skorokhod space of multi dimensional cadlag processes is proved. The dual is a minimization problem with constraints involving stochastic integrals and is similar to…
The purpose of the present paper consists in proposing and discussing a doubly probabilistic representation for a stochastic porous media equation in the whole space R^1 perturbed by a multiplicative coloured noise. For almost all random…
In the pathwise stochastic calculus framework, the paper deals with the general study of equations driven by an additive Gaussian noise, with a drift function having an infinite limit at point zero. An ergodic theorem and the convergence of…
In this article, we prove existence of a non-scattering solution, which is minimal in some sense, to the mass-subcritical generalized Korteweg-de Vries (gKdV) equation in the scale critical ^L^r space. We construct this solution by a…
We establish the existence of weak martingale solutions to a class of second order parabolic stochastic partial differential equations. The equations are driven by multiplicative jump type noise, with a non-Lipschitz multiplicative…
We consider the stochastic wave equation with multiplicative noise, which is fractional in time with index $H>1/2$, and has a homogeneous spatial covariance structure given by the Riesz kernel of order $\alpha$. The solution is interpreted…
We consider stochastic versions of the Cauchy exponential functional equation and give a martingale characterization of the general solution.