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We consider the stochastic Allen-Cahn equation driven by mollified space-time white noise. We show that, as the mollifier is removed, the solutions converge weakly to 0, independently of the initial condition. If the intensity of the noise…

Probability · Mathematics 2016-06-02 Martin Hairer , Marc D. Ryser , Hendrik Weber

In this article, we study the stochastic wave equation on the entire space $\mathbb{R}^d$, driven by a space-time L\'evy white noise with possibly infinite variance (such as the $\alpha$-stable L\'evy noise). In this equation, the noise is…

Probability · Mathematics 2023-03-23 Raluca M. Balan

We construct unique martingale solutions to the damped stochastic wave equation $$ \mu \frac{\partial^2u}{\partial t^2}(t,x)=\Delta u(t,x)-\frac{\partial u}{\partial t}(t,x)+b(t,x,u(t,x))+\sigma(t,x,u(t,x))\frac{dW_t}{dt},$$ where $\Delta$…

Probability · Mathematics 2025-04-29 Yi Han

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 study the focusing stochastic nonlinear Schr\"odinger equation in 1D in the $L^2$-critical and supercritical cases with an additive or multiplicative perturbation driven by space-time white noise. Unlike the deterministic case, the…

Analysis of PDEs · Mathematics 2022-10-11 Annie Millet , Svetlana Roudenko , Kai Yang

In a recent work [DDRZ20], it has been developed a novel framework aimed at studying at a perturbative level a large class of non-linear, scalar, real, stochastic PDEs and inspired by the algebraic approach to quantum field theory. The main…

Mathematical Physics · Physics 2023-04-04 Alberto Bonicelli , Claudio Dappiaggi , Paolo Rinaldi

We study the Cauchy problem for the nonlinear wave equations (NLW) with random data and/or stochastic forcing on a two-dimensional compact Riemannian manifold without boundary. (i) We first study the defocusing stochastic damped NLW driven…

Analysis of PDEs · Mathematics 2022-10-07 Tadahiro Oh , Tristan Robert , Nikolay Tzvetkov

We study the two-dimensional stochastic nonlinear wave equation (SNLW) and stochastic nonlinear heat equation (SNLH) with a quadratic nonlinearity, forced by a fractional derivative (of order $\alpha > 0$) of a space-time white noise. In…

Analysis of PDEs · Mathematics 2020-12-18 Tadahiro Oh , Mamoru Okamoto

We study the singular stochastic wave equation on $\mathbb T^2$, with a cubic nonlinearity and Gaussian rough Mat\'ern forcing (a Fourier multiplier of order $\alpha>0$ applied to space-time white noise) and establish local well-posedness…

Probability · Mathematics 2025-10-15 Xue-Mei Li , Xianfeng Ren

We pursue the investigations initiated in [Aur{\'e}lien Deya: A non-linear wave equation with fractional perturbation (2017)] about a wave-equation model with quadratic perturbation and stochastic forcing given by a space-time fractional…

Probability · Mathematics 2017-10-24 Aurélien Deya

We study well-posedness of viscous nonlinear wave equations (vNLW) on the two-dimensional torus with a stochastic forcing. In particular, we prove pathwise global well-posedness of the stochastic defocusing vNLW with an additive stochastic…

Analysis of PDEs · Mathematics 2023-04-06 Ruoyuan Liu

This work focuses on the regularization by nonlinear noise for a class of partial differential equations that may only have local solutions. In particular, we obtain the global existence, uniqueness and the Feller property for stochastic 3D…

Probability · Mathematics 2025-07-28 Wei Hong , Shihu Li , Wei Liu

White noise-driven nonlinear stochastic partial differential equations (SPDEs) of parabolic type are frequently used to model physical and biological systems in space dimensions d = 1,2,3. Whereas existence and uniqueness of weak solutions…

Numerical Analysis · Mathematics 2015-05-27 Marc D. Ryser , Nilima Nigam , Paul F. Tupper

We consider stochastic partial differential equations (SPDEs) on the one-dimensional torus, driven by space-time white noise, and with a time-periodic drift term, which vanishes on two stable and one unstable equilibrium branches. Each of…

Probability · Mathematics 2024-02-27 Nils Berglund , Rita Nader

We consider linear stochastic differential-algebraic equations with constant coefficients and additive white noise. Due to the nature of this class of equations, the solution must be defined as a generalised process (in the sense of Dawson…

Probability · Mathematics 2007-05-23 Aureli Alabert , Marco Ferrante

In this article, we construct a Stratonovich solution for the stochastic wave equation in spatial dimension $d \leq 2$, with time-independent noise and linear term $\sigma(u)=u$ multiplying the noise. The noise is spatially homogeneous and…

Probability · Mathematics 2021-05-20 Raluca M. Balan

Using an approach introduced by Hairer-Labb\' e we construct a unique global dynamics for the NLS on $\T^2$ with a white noise potential and an arbitrary polynomial nonlinearity. We build the solutions as a limit of classical solutions (up…

Probability · Mathematics 2023-07-05 N. Tzvetkov , N. Visciglia

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

We solve the Schr{\"o}dinger equation with logarithmic nonlinearity and multiplicative spatial white noise on R d with d $\le$ 2. Because of the nonlinearity, the regularity structures and the paracontrolled calculus can not be used. To…

Analysis of PDEs · Mathematics 2023-08-31 Quentin Chauleur , Antoine Mouzard

We consider a quasilinear parabolic stochastic partial differential equation driven by a multiplicative noise and study regularity properties of its weak solution satisfying classical a priori estimates. In particular, we determine…

Numerical Analysis · Mathematics 2015-03-13 Arnaud Debussche , Sylvain De Moor , Martina Hofmanova