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We consider a stochastic perturbation of the $\alpha$-Navier-Stokes model. The stochastic perturbation is an additive space-time noise of trace class. Under a natural condition about the trace of operator $Q$ in front of the noise, we prove…

Probability · Mathematics 2020-05-26 Ludovic Goudenège , Luigi Manca

A logarithmic type modulus of continuity is established for weak solutions to a two-phase Stefan problem, up to the parabolic boundary of a cylindrical space-time domain. For the Dirichlet problem, we merely assume that the spatial domain…

Analysis of PDEs · Mathematics 2021-02-23 Naian Liao

In this paper we consider a one-dimensional one-phase Stefan problem corresponding to the solidification process of a semi-infinite material with a convective boundary condition at the fixed face. The exact solution of this problem,…

Analysis of PDEs · Mathematics 2018-08-09 Julieta Bollati , José A. Semitiel , Domingo A. Tarzia

In this paper, we prove existence and uniqueness of energy solutions for nonlinear Schr\"odinger equations with a multiplicative white noise on $R^d$ with $d\le3$. We rely on an exponential trans-form and conserved quantities for existence…

Probability · Mathematics 2026-04-17 Antoine Mouzard , Immanuel Zachhuber

In this article, we consider the two-dimensional stochastic Navier-Stokes equation (SNSE) on a smooth bounded domain, driven by affine-linear multiplicative white noise and with random initial conditions and Dirichlet boundary conditions.…

Analysis of PDEs · Mathematics 2011-12-14 Salah Mohammed , Tusheng Zhang

We prove the existence and regularity of the isochron map for stable invariant manifolds of a large class of evolution equations. Our results apply in particular to the isochron map of reaction-diffusion equations and neural field…

Probability · Mathematics 2024-06-14 Zachary P. Adams

We are dealing with the Navier-Stokes equation in a bounded regular domain $D$ of $\mathbb{R}^2$, perturbed by an additive Gaussian noise $\partial w^{Q_\delta}/\partial t$, which is white in time and colored in space. We assume that the…

Probability · Mathematics 2014-06-02 Zdzislaw Brzezniak , Sandra Cerrai , Mark Freidlin

This study investigates the melting process of a three-phase Stefan problem in a semi-infinite material, imposing a convective boundary condition at the fixed face. By employing a similarity-type transformation, the problem is reduced to a…

Analysis of PDEs · Mathematics 2025-02-11 Julieta Bollati , María Fernanda Natale , José Abel Semitiel , Domingo Alberto Tarzia

This work establishes a scaling limit theorem for the Stefan problem incorporating a mushy region, demonstrating that solutions to stochastic variants with turbulent transport terms converge to the solution to a deterministic partial…

Analysis of PDEs · Mathematics 2025-05-20 Ioana Ciotir , Franco Flandoli , Dan Goreac

We consider the solution (u,\eta) of the white-noise driven stochastic partial differential equation with reflection on the space interval [0,1] introduced by Nualart and Pardoux. First, we prove that at any fixed time t>0, the measure…

Probability · Mathematics 2007-05-23 Lorenzo Zambotti

We consider the 2D stochastic Navier-Stokes equations driven by noise that has the regularity of space-time white noise but doesn't exactly coincide with it. We show that, provided that the intensity of the noise is sufficiently weak at…

Probability · Mathematics 2025-10-22 Martin Hairer , Wenhao Zhao

We study a competition-diffusion model while performing simultaneous homogenization and strong competition limits. The limit problem is shown to be a Stefan type evolution equation with effective coefficients. We also perform some numerical…

Analysis of PDEs · Mathematics 2017-10-20 Harsha Hutridurga , Chandrasekhar Venkataraman

We consider parabolic stochastic partial differential equations driven by white noise in time. We prove exponential convergence of the transition probabilities towards a unique invariant measure under suitable conditions. These conditions…

Probability · Mathematics 2007-05-23 Martin Hairer

We consider the one-phase Stefan problem describing the evolution of melting ice. On the one hand, we focus on understanding the evolution of the free boundary near isolated singular points, and we establish for the first time upper and…

Analysis of PDEs · Mathematics 2026-02-02 Gabriele Fioravanti , Xavier Ros-Oton , Clara Torres-Latorre

We consider a class of stochastic heat equations driven by truncated $\alpha$-stable white noises for $1<\alpha<2$ with noise coefficients that are continuous but not necessarily Lipschitz and satisfy globally linear growth conditions. We…

Probability · Mathematics 2024-04-02 Yongjin Wang , Chengxin Yan , Xiaowen Zhou

We investigate the stochastic heat equation driven by space-time white noise defined on an abstract Hilbert space, assuming that the drift and diffusion coefficients are both merely H\"older continuous. Random field SPDEs are covered as…

Probability · Mathematics 2025-08-04 Yi Han

In this paper we investigate the well-posedness of backward or forward stochastic differential equations whose law is constrained to live in an a priori given (smooth enough) set and which is reflected along the corresponding ''normal''…

Probability · Mathematics 2019-03-05 Philippe Briand , Pierre Cardaliaguet , Paul-Éric Chaudru de Raynal , Ying Hu

In this article, we give a new proof of the It\^o formula for some integral processes related to the space-time L\'evy white noise introduced in Balan (2015) as an alternative for the Gaussian white noise perturbing an SPDE. We discuss two…

Probability · Mathematics 2015-05-19 Raluca M. Balan , Cheikh B. Ndongo

We consider a unique continuation problem for the wave equation given data in a volumetric subset of the space time domain. In the absence of data on the lateral boundary of the space-time cylinder we prove that the solution can be…

Numerical Analysis · Mathematics 2025-10-24 Erik Burman , Lauri Oksanen , Janosch Preuss , Ziyao Zhao

The present article is dedicated to the forward and backward solution of a transient one-phase Stefan problem. In the forward problem, we compute the evolution of the initial domain for a Stefan problem where the melting temperature varies…

Numerical Analysis · Mathematics 2025-12-17 Marc Dambrine , Helmut Harbrecht