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In this paper, we prove existence, uniqueness and regularity for a class of stochastic partial differential equations with a fractional Laplacian driven by a space-time white noise in dimension one. The equation we consider may also include…

Analysis of PDEs · Mathematics 2009-11-19 Pascal Azerad , Mohamed Mellouk

The blowup in finite time of solutions to SPDEs \begin{equation*} \partial_tu_t(x)=-\phi(-\Delta)u_t(x) +\sigma(u_t(x))\dot{\xi}(t,x), \quad t>0,x\in\mathbb{R}^d, \end{equation*} { is} investigated, where $\dot{\xi}$ could be either a white…

Probability · Mathematics 2020-01-03 Chan-Song Deng , Wei Liu , Erkan Nane

We prove the global in time existence of spherically symmetric solutions to an initial-boundary value problem for a system of partial differential equations, which consists of the equations of linear elasticity and a nonlinear,…

Dynamical Systems · Mathematics 2016-11-26 Yaobin Ou , Peicheng Zhu

We study the notions of mild solution and generalized solution to a linear stochastic partial differential equation driven by a pure jump symmetric L\'evy white noise. We identify conditions for existence for these two kinds of solutions,…

Probability · Mathematics 2018-09-27 Robert C. Dalang , Thomas Humeau

We consider two implicit approximation schemes of the one-dimensional supercooled Stefan problem and prove their convergence, even in the presence of finite time blow-ups. All proofs are based on a probabilistic reformulation recently…

Numerical Analysis · Mathematics 2022-06-30 Christa Cuchiero , Christoph Reisinger , Stefan Rigger

Wave propagation problems governed by the Helmholtz equation remain among the most challenging in scientific computing, due to their indefinite nature. Domain decomposition methods with spectral coarse spaces have emerged as some of the…

Numerical Analysis · Mathematics 2026-04-10 Victorita Dolean , Mark Fry , Matthias Langer

We consider the stochastic thin-film equation with colored Gaussian Stratonovich noise in one space dimension and establish the existence of nonnegative weak (martingale) solutions. The construction is based on a Trotter-Kato-type…

Probability · Mathematics 2022-08-02 Benjamin Gess , Manuel V. Gnann

In this article, we consider the quasi-linear stochastic wave and heat equations on the real line and with an additive Gaussian noise which is white in time and behaves in space like a fractional Brownian motion with Hurst index $H\in…

Probability · Mathematics 2018-10-10 Luca M. Giordano , Maria Jolis , Lluís Quer-Sardanyons

We consider the one-dimensional Burgers' equation forced by fractional derivative of order $\frac{1}{2}$ applied on space-time white noise. Relying on the approaches of Anderson Hamiltonian from Allez and Chouk (2015, arXiv:1511.02718…

Analysis of PDEs · Mathematics 2025-03-04 Kazuo Yamazaki

In this paper we consider the two-dimensional stochastic Gross-Pitaevskii equation, which is a model to describe Bose-Einstein condensation at positive temperature. The equation is a complex Ginzburg-Landau equation with a harmonic…

Probability · Mathematics 2021-01-29 Anne de Bouard , Arnaud Debussche , Reika Fukuizumi

In this paper, we consider stochastic two-phase Stefan problem driven by general jump L\'evy noise. We first obtain the existence and uniqueness of the strong solution and then establish the ergodicity of the stochastic Stefan problem.…

Probability · Mathematics 2024-08-05 Xiaotian Ge , Shijie Shang , Jianliang Zhai , Tusheng Zhang

We study steady Boltzmann equation in half-space, which arises in the Knudsen boundary layer problem, with diffusive reflection boundary conditions. Under certain admissible conditions and the source term decaying exponentially, we…

Analysis of PDEs · Mathematics 2021-04-09 Yong Wang , Feimin Huang

We derive the fractional version of one-phase one-dimensional Stefan model. We assume that the diffusive flux is given by the time-fractional Riemann-Liouville derivative, i.e. we impose the memory effect in the examined model. Furthermore,…

Analysis of PDEs · Mathematics 2020-10-27 Adam Kubica , Katarzyna Ryszewska

We consider the interior Stefan problem under radial symmetry in two dimension. A water ball surrounded by ice undergoes melting or freezing. We construct a discrete family of global-in-time solutions, both melting and freezing scenarios.…

Analysis of PDEs · Mathematics 2025-06-17 Jeongheon Park

We establish global-in-time existence and non-uniqueness of probabilistically strong solutions to the three dimensional Navier--Stokes system driven by space-time white noise. In this setting, solutions are expected to have space regularity…

Analysis of PDEs · Mathematics 2021-12-30 Martina Hofmanová , Rongchan Zhu , Xiangchan Zhu

We study the nonlinear stochastic heat equation driven by space-time white noise in the case that the initial datum $u_0$ is a (possibly signed) measure. In this case, one cannot obtain a mild random-field solution in the usual sense. We…

Probability · Mathematics 2010-04-19 Daniel Conus , Davar Khoshnevisan

We consider a non-linear stochastic wave equation driven by space-time white noise in dimension 1. First of all, we state some results about the intermittency of the solution, which have only been carefully studied in some particular cases…

Probability · Mathematics 2011-12-09 Daniel Conus , Mathew Joseph , Davar Khoshnevisan , Shang-Yuan Shiu

We study the fractional Langevin equation with fractional $\alpha$-order and linear friction terms of a system coupled to white and colored thermal baths using both analytical and numerical methods. We find analytical expressions for the…

Statistical Mechanics · Physics 2024-11-13 David Santiago Quevedo , Robin C. Verstraten , Cristiane Morais Smith

Consider the one-dimensional stochastic Helmholtz equation where the source is assumed to be driven by the white noise. This paper concerns the stability analysis of the inverse random source problem which is to reconstruct the statistical…

Analysis of PDEs · Mathematics 2016-07-25 Peijun Li , Ganghua Yuan

We study well-posedness for fluid-structure interaction driven by stochastic forcing. This is of particular interest in real-life applications where forcing and/or data have a strong stochastic component. The prototype model studied here is…

Analysis of PDEs · Mathematics 2021-04-27 Jeffrey Kuan , Suncica Canic
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