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We revisit rescaling methods for nonlinear elliptic and parabolic problems and show that, by suitable modifications, they may be used for nonlinearities that are not scale invariant even asymptotically and whose behavior can be quite far…
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…
We consider non-linear time-fractional stochastic heat type equation $$\partial^\beta_tu_t(x)=-\nu(-\Delta)^{\alpha/2} u_t(x)+I^{1-\beta}_t[\sigma(u)\stackrel{\cdot}{W}(t,x)]$$ in $(d+1)$ dimensions, where $\nu>0, \beta\in (0,1)$,…
We undertake a comprehensive study of the nonlinear Schr\"odinger equation $$ i u_t +\Delta u = \lambda_1|u|^{p_1} u+ \lambda_2 |u|^{p_2} u, $$ where $u(t,x)$ is a complex-valued function in spacetime $\R_t\times\R^n_x$, $\lambda_1$ and…
We study stochastic reaction--diffusion equation $$ \partial_tu_t(x)=\frac12 \partial^2_{xx}u_t(x)+b(u_t(x))+\dot{W}_{t}(x), \quad t>0,\, x\in D $$ where $b$ is a generalized function in the Besov space…
Consider the following stochastic reaction-diffusion equation with logarithmic superlinear coefficient b, driven by space-time white noise W: $$ u_t(t,x) = (1/2)u_{xx}(t,x) + b(u(t,x)) + \sigma(u(t,x))W(dt,dx) $$ for $t > 0$ and $x \in…
We study the two-dimensional stochastic sine-Gordon equation (SSG) in the hyperbolic setting. In particular, by introducing a suitable time-dependent renormalization for the relevant imaginary multiplicative Gaussian chaos, we prove local…
We study the mechanism of stochastic resonance in a two dimensional Landau Ginzburg equation perturbed by a white noise. We shortly review how to renormalize the equation in order to avoid ultraviolet divergences. Next we show that the…
We study the solution to a nonlinear stochastic heat equation in $d\geq 3$. The equation is driven by a Gaussian multiplicative noise that is white in time and smooth in space. For a small coupling constant, we prove (i) the solution…
We study inhomogeneous Dirichlet boundary value problems associated to a linear parabolic equation $\frac{du}{dt}=Au$ with strongly elliptic operator $A$ on bounded and unbounded domains with white noise boundary data. Our main assumption…
Consider a stochastic heat equation $\partial_t u = \kappa \partial^2_{xx}u+\sigma(u)\dot{w}$ for a space-time white noise $\dot{w}$ and a constant $\kappa>0$. Under some suitable conditions on the the initial function $u_0$ and $\sigma$,…
This paper studies the stochastic heat equation with multiplicative noises of the form uW, where W is a mean zero Gaussian noise and the differential element uW is interpreted both in the sense of Skorohod and Stratonovich. The existence…
We prove uniqueness in law for a class of parabolic stochastic partial differential equations in an interval driven by a functional A(u) of the temperature u times a space-time white noise. The functional A(u) is H\"older continuous in u of…
The Hyperbolic Nonlinear Schrodinger equation (HypNLS) arises as a model for the dynamics of three-dimensional narrowband deep water gravity waves. In this study, the Petviashvili method is exploited to numerically compute bi-periodic…
We consider a semilinear stochastic heat equation in spatial dimension at least $3$, forced by a noise that is white in time with a covariance kernel that decays like $\lvert x\rvert^{-2}$ as $\lvert x\rvert\to\infty$. We show that in an…
In this paper, we consider the asymptotic behavior of the nonlocal parabolic problem \[ u_{t}=\Delta u+\displaystyle\frac{\lambda f(u)}{\big(\int_{\Omega}f(u)dx\big)^{p}}, x\in \Omega, t>0, \] with homogeneous Dirichlet boundary condition,…
We study the stochastic complex Ginzburg-Landau equation (SCGL) with an additive space-time white noise forcing on the two-dimensional torus. This equation is singular and thus we need to renormalize the nonlinearity in order to give proper…
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…
We consider the stochastic heat equation $\partial_{s}u =\frac{1}{2}\Delta u +(\beta V(s,y)-\lambda)u$, with a smooth space-time stationary Gaussian random field $V(s,y)$, in dimensions $d\geq 3$, with an initial condition…
We study the smoothness of the density of a semilinear heat equation with multiplicative spacetime white noise. Using Malliavin calculus, we reduce the problem to a question of negative moments of solutions of a linear heat equation with…