Related papers: Can the Stochastic Wave Equation with Strong Drift…
We study the following singularly perturbed problem for a coupled nonlinear Schr\"{o}dinger system: {displaymath} {cases}-\e^2\Delta u +a(x) u = \mu_1 u^3+\beta uv^2, \quad x\in \R^3, -\e^2\Delta v +b(x) v =\mu_2 v^3+\beta vu^2, \quad x\in…
We consider in this paper travelling wave solutions to stochastic partial differential equations and corresponding wave speed. As a particular example we consider the Nagumo equation with multiplicative noise which we mainly consider in the…
We study the stochastic transport equation with globally $\beta$-H\"older continuous and bounded vector field driven by a non-degenerate pure-jump L\'evy noise of $\alpha$-stable type. Whereas the deterministic transport equation may lack…
We consider a linear stochastic differential equation with stochastic drift and multiplicative noise. We study the problem of approximating its solution with the process that solves the equation where the possibly stochastic drift is…
We consider a stochastic differential equation of the form \[dX_t=\theta a(t,X_t)\,dt+\sigma_1(t,X_t)\sigma_2(t,Y_t)\,dW_t\] with multiplicative stochastic volatility, where $Y$ is some adapted stochastic process. We prove…
We consider a stochastic wave equation in space dimension three driven by a noise white in time and with an absolutely continuous correlation measure given by the product of a smooth function and a Riesz kernel. Let $p_{t,x}(y)$ be the…
We consider one-dimensional stochastic differential equations with generalized drift which involve the local time $L^X$ of the solution process: X_t = X_0 + \int_0^t b(X_s) dB_s + \int_\mathbb{R} L^X(t,y) \nu(dy), where b is a measurable…
We consider the family of stochastic partial differential equations indexed by a parameter $\eps\in(0,1]$, \begin{equation*} Lu^{\eps}(t,x) = \eps\sigma(u^\eps(t,x))\dot{F}(t,x)+b(u^\eps(t,x)), \end{equation*} $(t,x)\in(0,T]\times\Rd$ with…
We study the hitting properties of the solutions $u$ of a class of parabolic stochastic partial differential equations with singular drifts that prevent $u$ from becoming negative. The drifts can be a reflecting term or a nonlinearity…
A fully discrete approximation of the semi-linear stochastic wave equation driven by multiplicative noise is presented. A standard linear finite element approximation is used in space and a stochastic trigonometric method for the temporal…
The amplitude equation for an unstable electrostatic wave is analyzed using an expansion in the mode amplitude $A(t)$. In the limit of weak instability, i.e. $\gamma\to 0^+$ where $\gamma$ is the linear growth rate, the nonlinear…
We consider the class of non-linear stochastic partial differential equations studied in \cite{conusdalang}. Equivalent formulations using integration with respect to a cylindrical Brownian motion and also the Skorohod integral are…
We consider the semilinear wave equation $$\partial_t^2 u -\Delta u =f(u), \quad (x,t)\in \mathbb{R}^N\times [0,T),\qquad (1)$$ with $f(u)=|u|^{p-1}u\log^a (2+u^2)$, where $p>1$ and $a\in \mathbb{R}$. We show an upper bound for any blow-up…
We investigate a stochastic transport equation driven by a multiplicative noise. For $L^q(0,T;W^{1,p}({\mathbb R}^d;{\mathbb R}^d))$ drift coefficient and $W^{1,r}({\mathbb R}^d)$ initial data, we obtain the existence and uniqueness of…
Under general conditions we show that the solution of a stochastic parabolic partial differential equation of the form \[ \partial_t u = \mathrm{div} (A \nabla u) + f(t,x, u) + g_i (t,x,u) \dot{w}^i_t \] is almost surely H\"older continuous…
A stochastic linear transport equation with multiplicative noise is considered and the question of no-blow-up is investigated. The drift is assumed only integrable to a certain power. Opposite to the deterministic case where smooth initial…
Motivated by the regularization by noise phenomenon for SDEs we prove existence and uniqueness of the flow of solutions for the non-Lipschitz stochastic heat equation $$\frac{\partial u}{\partial t}=\frac12\frac{\partial^2 u}{\partial z^2}…
We consider non-linear time-fractional stochastic heat type equation $$\frac{\partial^\beta u}{\partial t^\beta}+\nu(-\Delta)^{\alpha/2} u=I^{1-\beta}_t \bigg[\int_{\mathbb{R}^d}\sigma(u(t,x),h) \stackrel{\cdot}{\tilde N }(t,x,h)\bigg]$$…
For $\alpha \in (1,2)$ we consider the equation $\partial_t u = \Delta^{\alpha/2} u - r b \cdot \nabla u$, where $b$ is a divergence free singular vector field not necessarily belonging to the Kato class. We show that for sufficiently small…
We study the time-fractional stochastic heat equation driven by time-space white noise with space dimension $d\in\mathbb{N}=\{1,2,...\}$ and the fractional time-derivative is the Caputo derivative of order $\alpha \in (0,2)$. We consider…