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We study the convergence of a Zakharov system driven by a time white noise, colored in space, to a multiplicative stochastic nonlinear Schr{\"o}dinger equation, as the ion-sound speed tends to infinity. In the absence of noise, the…

Analysis of PDEs · Mathematics 2024-09-24 Grégoire Barrué , Anne de Bouard , Arnaud Debussche

We consider stochastic wave equations in spatial dimensions $d \geq 4$. We assume that the driving noise is given by a Gaussian noise that is white in time and has some spatial correlation. When the spatial correlation is given by the Riesz…

Probability · Mathematics 2025-01-09 Masahisa Ebina

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

In [HHL+17] the authors showed existence and uniqueness of solutions to the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise that is white in time and rougher than white in space (in particular, its covariance…

Probability · Mathematics 2024-04-30 Máté Gerencsér

We study a diffuse interface model describing the motion of two viscous fluids driven by the surface tension in a Hele-Shaw cell. The full system consists of the Cahn-Hilliard equation coupled with the Darcy's law. We address the physically…

Analysis of PDEs · Mathematics 2019-03-12 Andrea Giorgini

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

Sample path large deviations for the laws of the solutions of stochastic nonlinear Schrodinger equations when the noise converges to zero are presented. The noise is a complex additive gaussian noise. It is white in time and colored space…

Analysis of PDEs · Mathematics 2007-11-08 Eric Gautier

We show that if one drives the KPZ equation by the derivative of a space-time white noise smoothened out at scale $\varepsilon \ll 1$ and multiplied by $\varepsilon^{3/4}$ then, as $\varepsilon \to 0$, solutions converge to the Cole-Hopf…

Probability · Mathematics 2024-12-23 Martin Hairer

We consider the linear stochastic wave equation with spatially homogenous Gaussian noise, which is fractional in time with index $H>1/2$. We show that the necessary and sufficient condition for the existence of the solution is a relaxation…

Probability · Mathematics 2009-12-22 Raluca Balan , Ciprian Tudor

We study the convergence of semilinear parabolic stochastic evolution equations, posed on a sequence of Banach spaces approximating a limiting space and driven by additive white noise projected onto the former spaces. Under appropriate…

Probability · Mathematics 2025-06-11 Yves van Gennip , Jonas Latz , Joshua Willems

We study the well solvability of nonlinear backward stochastic evolutionary equations driven by a space-time white noise. We first establish a novel a priori estimate for solution of linear backward stochastic evolutionary equations, and…

Probability · Mathematics 2017-08-02 Ying Hu , Shanjian Tang

In this article, we consider the stochastic wave equation on the real line driven by a linear multiplicative Gaussian noise, which is white in time and whose spatial correlation corresponds to that of a fractional Brownian motion with Hurst…

Probability · Mathematics 2016-05-03 Raluca M. Balan , Maria Jolis , Lluís Quer-Sardanyons

We investigate the mass-preserving $L^2$-gradient flow associated with a generalized Cahn--Hilliard equation. Our focus is on the sharp interface regime, where the interface width parameter $\varepsilon > 0$ is small. For well-prepared…

Analysis of PDEs · Mathematics 2025-12-02 Yuan Chen

In this work, we generalize some results on scaling limits of stochastic transport equations on the torus, developed recently by Flandoli, Galeati and Luo in Galeati (2020); Flandoli and Luo (2020); Flandoli et al. (2024), to manifolds. We…

Probability · Mathematics 2025-05-13 Wei Huang

We study the stochastic cubic nonlinear Schr\"odinger equation (SNLS) with an additive noise on the one-dimensional torus. In particular, we prove local well-posedness of the (renormalized) SNLS when the noise is almost space-time white…

Analysis of PDEs · Mathematics 2019-02-19 Justin Forlano , Tadahiro Oh , Yuzhao Wang

We consider formal matched asymptotics to show the convergence of a degenerate area preserving surface Allen-Cahn equation to its sharp interface limit of area preserving geodesic curvature flow. The degeneracy results from a surface de…

Numerical Analysis · Mathematics 2023-03-08 Michal Benes , Miroslav Kolar , Jan M. Sischka , Axel Voigt

We put forward a new method for proving weak uniqueness of stochastic equations with singular drifts driven by a non-Markov or infinite-dimensional noise. We apply our method to study stochastic heat equation (SHE) driven by Gaussian…

Probability · Mathematics 2025-04-01 Oleg Butkovsky , Leonid Mytnik

We consider a class of bulk-surface coupled Cahn-Hilliard systems in a smooth, bounded domain $\Omega\subset\mathbb{R}^{d}$ $(d\in\{2,3\})$, where the trace value of the bulk phase variable is connected to the surface phase variable via a…

Analysis of PDEs · Mathematics 2024-07-03 Maoyin Lv , Hao Wu

We consider a stochastic heat equation driven by a space-time white noise and with a singular drift, where a local-time in space appears. The process we study has an explicit invariant measure of Gibbs type, with a non-convex potential. We…

Probability · Mathematics 2011-10-24 Said Karim Bounebache , Lorenzo Zambotti

This article is devoted to the numerical study of various finite difference approximations to the stochastic Burgers equation. Of particular interest in the one-dimensional case is the situation where the driving noise is white both in…

Probability · Mathematics 2013-09-20 Martin Hairer , Jochen Voss
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