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We prove the local well-posedness of the periodic stochastic Korteweg-de Vries equation with the additive space-time white noise. In order to treat low regularity of the white noise in space, we consider the Cauchy problem in the Besov-type…

Analysis of PDEs · Mathematics 2010-07-13 Tadahiro Oh

Sharp Besov regularities in time and space variables are investigated for $\left(u(t,x),\; t\in [0,T],\; x\in \mathbb{R}\right)$, the mild solution to the stochastic heat equation driven by space-time white noise. Existence, H\"{o}lder…

Probability · Mathematics 2021-10-11 Brahim Boufoussi , Yassine Nachit

We develop an optimal regularity theory for parabolic partial differential equations in weighted mixed norm Sobolev-Zygmund spaces. The results extend the classical Schauder estimates to coefficients that are merely measurable in time and…

Analysis of PDEs · Mathematics 2026-01-01 Jae-Hwan Choi , Junhee Ryu

In this article, we show how the theory of rough paths can be used to provide a notion of solution to a class of nonlinear stochastic PDEs of Burgers type that exhibit too high spatial roughness for classical analytical methods to apply. In…

Probability · Mathematics 2010-08-11 Martin Hairer

This work is concerned with the broad question of propagation of regularity for smooth solutions to non-linear Vlasov equations. For a class of equations (that includes Vlasov-Poisson and relativistic Vlasov-Maxwell), we prove that higher…

Analysis of PDEs · Mathematics 2018-08-15 Daniel Han-Kwan

The sample-function regularity of the random-field solution to a stochastic partial differential equation (SPDE) depends naturally on the roughness of the external noise, as well as on the properties of the underlying integro-differential…

Probability · Mathematics 2023-11-21 Davar Khoshnevisan , Marta Sanz-Solé

This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise. Our main interest is on such SPDEs where the…

Numerical Analysis · Mathematics 2020-11-19 Jean Daniel Mukam , Antoine Tambue

We consider parabolic nonlocal Venttsel' problems in polygonal and piecewise smooth two-dimensional domains and study existence, uniqueness and regularity in (anisotropic) weighted Sobolev spaces of the solution.

Analysis of PDEs · Mathematics 2020-11-16 Simone Creo , Maria Rosaria Lancia , Alexander Nazarov

In the present work, we adopt the idea of velocity averaging lemma to establish regularity for stationary linearized Boltzmann equations in a bounded convex domain. Considering the incoming data, with three iterations, we establish…

Analysis of PDEs · Mathematics 2020-11-03 I-Kun Chen , Ping-Han Chuang , Chun-Hsiung Hsia , Jhe-Kuan Su

This paper advances the stochastic regularity theory for the Navier-Stokes equations by introducing a variable-intensity noise model within the Sobolev and Besov spaces. Traditional models usually assume constant-intensity noise, but many…

Fluid Dynamics · Physics 2024-11-08 Rômulo Damasclin Chaves dos Santos

The paper contains a review of results on linear systems of ordinary differential equations of an arbitrary order on a finite interval with the most general inhomogeneous boundary conditions in Sobolev spaces. The character of the…

Classical Analysis and ODEs · Mathematics 2024-11-26 Vladimir Mikhailets , Olena Atlasiuk

Existence, uniqueness, and regularity of a strong solution are obtained for stochastic PDEs with a colored noise $F$ and its super-linear diffusion coefficient: $$ du=(a^{ij}u_{x^ix^j}+b^iu_{x^i}+cu)dt+\xi|u|^{1+\lambda}dF, \quad…

Probability · Mathematics 2021-01-06 Jae-Hwan Choi , Beom-Seok Han

The regularity of the $\bar{\partial}$-problem on the domain $\{|{z_1}|<|{z_2}|<1\}$ in $\mathbb{C}^2$ is studied using $L^2$ methods. Estimates are obtained for the canonical solution in weighted $L^2$-Sobolev spaces with a weight that is…

Complex Variables · Mathematics 2012-07-31 Debraj Chakrabarti , Mei-Chi Shaw

In this article we derive rigorously amplitude equations for stochastic PDEs with quadratic nonlinearities, under the assumption that the noise acts only on the stable modes and for an appropriate scaling between the distance from…

Probability · Mathematics 2007-05-23 D. Blömker , G. A. Pavliotis , M. Hairer

In this paper we prove the existence and uniqueness of strong solutions for SPDE in Hilbert space with locally monotone coefficients, which is a generalization of the classical result of Krylov and Rozovskii for monotone coefficients. Our…

Probability · Mathematics 2010-10-25 Wei Liu , Michael Röckner

Existence and uniqueness of solutions to the stochastic heat equation with multiplicative spatial noise is studied. In the spirit of pathwise regularization by noise, we show that a perturbation by a sufficiently irregular continuous path…

Probability · Mathematics 2021-01-05 Rémi Catellier , Fabian A. Harang

Motivated by a class of nonlinear equations of interest for string theory, we introduce Sobolev spaces on arbitrary locally compact abelian groups and we examine some of their properties. Specifically, we focus on analogs of the Sobolev…

Mathematical Physics · Physics 2012-08-16 Przemysław Górka , Enrique G. Reyes

We prove the existence of random dynamical systems and random attractors for a large class of locally monotone stochastic partial differential equations perturbed by additive L\'{e}vy noise. The main result is applicable to various types of…

Probability · Mathematics 2021-02-23 Benjamin Gess , Wei Liu , Andre Schenke

This work introduces a pathwise notion of solution for the stochastic Burgers equation, in particular, our approach encompasses the Cole-Hopf solution. The developments are based on regularization arguments from the theory of distributions.

Functional Analysis · Mathematics 2013-04-18 P. Catuogno , C. Olivera

We report on a time regularity result for stochastic evolutionary PDEs with monotone coefficients. If the diffusion coefficient is bounded in time without additional space regularity we obtain a fractional Sobolev type time regularity of…

Analysis of PDEs · Mathematics 2015-10-07 Dominic Breit , Martina Hofmanova
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