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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 study a class of stochastic time-fractional equations on $\mathbb{R}^d$ driven by a centered Gaussian noise, involving a Caputo time derivative of order $\beta>0$, a fractional (power) Laplacian of order $\alpha>0$, and a…

Probability · Mathematics 2026-02-06 Le Chen , Cheuk Yin Lee , Panqiu Xia

We prove well-posedness and regularity for the stochastic pure Cahn-Hilliard equation under homogeneous Neumann boundary conditions, with both additive and multiplicative Wiener noise. In contrast with great part of the literature, the…

Analysis of PDEs · Mathematics 2018-10-03 Luca Scarpa

We consider stochastic nonlinear Schrodinger equations driven by an additive noise. The noise is fractional in time with Hurst parameter H in (0,1). It is also colored in space and the space correlation operator is assumed to be nuclear. We…

Probability · Mathematics 2007-11-08 Eric Gautier

The evaluation of the path-integral representation for stochastic processes in the weak-noise limit shows that these systems are governed by a set of equations which are those of a classical dynamics. We show that, even when the noise is…

Condensed Matter · Physics 2009-10-22 S. J. B. Einchcomb , A. J. McKane

We start by introducing a new definition of solutions to heat-based SPDEs driven by space-time white noise: SDDEs (stochastic differential-difference equations) limits solutions. In contrast to the standard direct definition of SPDEs…

Probability · Mathematics 2010-11-09 Hassan Allouba

In this paper, we obtain the existence and uniqueness of the strong solution to one spatial dimension stochastic wave equation $\frac{\partial^2 u(t,x)}{\partial t^2}=\frac{\partial^2 u(t,x)}{\partial x^2}+\sigma(t,x,u(t,x))\dot{W}(t,x)$…

Probability · Mathematics 2021-10-27 Shuhui Liu , Yaozhong Hu , Xiong Wang

Topology changes in multi-phase fluid flows are difficult to model within a traditional sharp interface theory. Diffuse interface models turn out to be an attractive alternative to model two-phase flows. Based on a…

Fluid Dynamics · Physics 2017-08-02 Luca Dedè , Harald Garcke , Kei Fong Lam

This paper studies the 1D stochastic Allen--Cahn equation on a bounded domain driven by localized white noise. We prove that the associated Markov process admits a unique invariant measure and is exponential mixing. The main challenge lies…

Probability · Mathematics 2026-05-08 Ziyu Liu , Shengquan Xiang , Zhifei Zhang

We study the solutions of the stochastic heat equation with multiplicative space-time white noise. We prove a comparison theorem between the solutions of stochastic heat equations with the same noise coefficient which is H\"{o}lder…

Probability · Mathematics 2017-06-14 Leonid Mytnik , Eyal Neuman

We consider the stochastic heat equation on $\mathbb R^d$ with multiplicative space-time white noise noise smoothed in space. For $d\geq 3$ and small noise intensity, the solution is known to converge to a strictly positive random variable…

Probability · Mathematics 2019-05-16 Francis Comets , Clément Cosco , Chiranjib Mukherjee

We study a large class of scaling-critical reaction-diffusion equations in two spatial dimensions, where the initial data is white noise mollified at scale $\varepsilon^2$ and the reaction term is attenuated by a factor of…

Probability · Mathematics 2025-09-09 Bryan Castillo , Alexander Dunlap

We derive stochastic compressible Euler Equation from a Hamiltonian microscopic dynamics. We consider systems of interacting particles with H\"older noise and potential whose range is large in comparison with the typical distance between…

Analysis of PDEs · Mathematics 2025-02-25 Jesus Correa , Juan Londoño , Christian Olivera

We rigorously prove the convergence of weak solutions to a model for lipid raft formation in cell membranes which was recently proposed by Garcke et al. to weak (varifold) solutions of the corresponding sharp-interface problem for a…

Analysis of PDEs · Mathematics 2019-02-05 Helmut Abels , Johannes Kampmann

We study a singular perturbation problem for second-order Hamilton-Jacobi equations in the Wasserstein space. Specifically, we characterize the behavior of the solutions as the perturbation parameter $\varepsilon$ tends to zero. The notion…

Optimization and Control · Mathematics 2025-08-21 Antonios Zitridis

We study the homogenization of nonlinear, first-order equations with highly oscillatory mixing spatio-temporal dependence. It is shown in a variety of settings that the homogenized equations are stochastic Hamilton-Jacobi equations with…

Analysis of PDEs · Mathematics 2020-09-25 Benjamin Seeger

Well-posedness is proved for the stochastic viscous Cahn-Hilliard equation with homogeneous Neumann boundary conditions and Wiener multiplicative noise. The double-well potential is allowed to have any growth at infinity (in particular,…

Analysis of PDEs · Mathematics 2020-04-21 Luca Scarpa

We consider solutions to the linear wave equation $\Box_g\phi=0$ on a non-extremal maximally extended Schwarzschild-de Sitter spacetime arising from arbitrary smooth initial data prescribed on an arbitrary Cauchy hypersurface. (In…

General Relativity and Quantum Cosmology · Physics 2007-09-19 Mihalis Dafermos , Igor Rodnianski

We study Kardar-Parisi-Zhang equation in spatial dimension 3 or larger driven by a Gaussian space-time white noise with a small convolution in space. When the noise intensity is small, it is known that the solutions converge to a random…

Probability · Mathematics 2020-05-20 Francis Comets , Clement Cosco , Chiranjib Mukherjee

We study the stochastic nonlinear Schroedinger equations with linear multiplicative noise, particularly in the defocusing mass-critical and energy-critical cases. For general initial data, we prove the global existence and uniqueness of…

Probability · Mathematics 2018-11-06 Deng Zhang