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Based on relative energy estimates, we study the stability of solutions to the Cahn-Hilliard equation with concentration dependent mobility with respect to perturbations. As a by-product of our analysis, we obtain a weak-strong uniqueness…

Numerical Analysis · Mathematics 2021-02-12 Aaron Brunk , Herbert Egger , Oliver Habrich , Maria Lukacova-Medvidova

This paper deals with the Cauchy-Dirichlet problem for the fractional Cahn-Hilliard equation. The main results consist of global (in time) existence of weak solutions, characterization of parabolic smoothing effects (implying under proper…

Analysis of PDEs · Mathematics 2018-01-08 Goro Akagi , Giulio Schimperna , Antonio Segatti

We consider the stochastic Cahn-Hilliard equation with additive noise term $\varepsilon^\gamma g\, \dot{W}$ ($\gamma >0$) that scales with the interfacial width parameter $\varepsilon$. We verify strong error estimates for a gradient flow…

Numerical Analysis · Mathematics 2021-07-14 Dimitra Antonopoulou , Lubomir Banas , Robert Nürnberg , Andreas Prohl

For the $1+1$ dimensional nonlinear damped stochastic Klein-Gordon equation driven by space-time white noise, we prove that the second-order increments of the solution can be approximated, after scaling with the diffusion coefficient, by…

Probability · Mathematics 2026-01-13 Guanglin Rang , Ran Wang

We study the solutions of the stochastic heat equation with multiplicative space-time white noise. We prove a comparison theorem between the solutions of stochastic heat equations with the same noise coefficient which is H\"{o}lder…

Probability · Mathematics 2017-06-14 Leonid Mytnik , Eyal Neuman

We prove well-posedness and regularity for the stochastic pure Cahn-Hilliard equation under homogeneous Neumann boundary conditions, with both additive and multiplicative Wiener noise. In contrast with great part of the literature, the…

Analysis of PDEs · Mathematics 2018-10-03 Luca Scarpa

This paper proposes and analyzes a novel fully discrete finite element scheme with the interpolation operator for stochastic Cahn-Hilliard equations with functional-type noise. The nonlinear term satisfies a one-side Lipschitz condition and…

Numerical Analysis · Mathematics 2023-06-27 Yukun Li , Corey Prachniak , Yi Zhang

In this paper, we study the stochastic partial differential equation with multiplicative noise $\frac{\partial u}{\partial t} =\mathcal L u+u\dot W$, where $\mathcal L$ is the generator of a symmetric L\'evy process $X$ and $\dot W$ is a…

Probability · Mathematics 2016-01-29 Jian Song

We derive an It\^o's-type formula for the one dimensional stochastic heat equation driven by a space-time white noise. The proof is based on elementary properties of the $\mathcal{S}$-transform and on the explicit representation of the…

Probability · Mathematics 2007-05-23 Alberto Lanconelli

3D stochastic Euler equations with a special form of multiplicative noise are considered. A Constantin-Iyer type representation in Euler-Lagrangian form is given, based on stochastic characteristics. Local existence and uniqueness of…

Probability · Mathematics 2018-03-15 Franco Flandoli , Dejun Luo

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

This article is concerned with the existence of solution to the stochastic Degasperis-Procesi equation on $\mathbb{R}$ with an infinite dimensional multiplicative noise and integrable initial data. Writing the equation as a system composed…

Probability · Mathematics 2024-09-05 Nikolai V. Chemetov , Fernanda Cipriano

Considered herein is a particular nonlinear dispersive stochastic system consisting of Dirac and Klein-Gordon equations. They are coupled by nonlinear terms due to the Yukawa interaction. We consider a case of homogeneous multiplicative…

Analysis of PDEs · Mathematics 2024-05-29 Evgueni Dinvay , Sigmund Selberg

We consider the linear and nonlinear Schr{\"o}dinger equation with a spatial white noise as a potential in dimension 2. We prove existence and uniqueness of solutions thanks to a change of unknown originally used in [8] and conserved…

Analysis of PDEs · Mathematics 2016-12-08 Arnaud Debussche , Hendrik Weber

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…

Analysis of PDEs · Mathematics 2024-07-31 Stefan Metzger , Günther Grün

Our aim in this paper is to study the Cahn-Hilliard equation with singular potentials and dynamic boundary conditions. In particular, we prove, owing to proper approximations of the singular potential and a suitable notion of variational…

Mathematical Physics · Physics 2009-06-01 Alain Miranville , Sergey Zelik

We study the statistical properties of stochastic evolution equations driven by space-only noise, either additive or multiplicative. While forward problems, such as existence, uniqueness, and regularity of the solution, for such equations…

Statistics Theory · Mathematics 2019-04-05 Igor Cialenco , Hyun-Jung Kim , Sergey V. Lototsky

We study the solutions of the stochastic heat equation driven by spatially inhomogeneous multiplicative white noise based on a fractal measure. We prove pathwise uniqueness for solutions of this equation when the noise coefficient is…

Probability · Mathematics 2014-03-19 Eyal Neuman

We present a novel spatial discretization for the Cahn-Hilliard equation including transport. The method is given by a mixed discretization for the two elliptic operators, with the phase field and chemical potential discretized in…

Numerical Analysis · Mathematics 2024-10-18 Golo A. Wimmer , Ben S. Southworth , Qi Tang

The work concerns nonlinear filtering problems of stochastic differential equations with correlated L\'evy noises. First, we establish the Kushner-Stratonovich and Zakai equations through martingale representation theorems and the…

Probability · Mathematics 2020-05-05 Huijie Qiao
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