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Related papers: Global solutions to stochastic wave equations with…

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We study the stochastic wave equation with multiplicative noise and singular drift: \[ \partial_tu(t,x)=\Delta u(t,x)+u^{-\alpha}(t,x)+g(u(t,x))\dot{W}(t,x) \] where $x$ lies in the circle $\mathbf{R}/J\mathbf{Z}$ and $u(0,x)>0$. We show…

Probability · Mathematics 2019-02-21 Kevin Lin , Carl Mueller

We prove the existence and the uniqueness of a local maximal solution to an $H^1$-critical stochastic wave equation with multiplicative noise on a smooth bounded domain $\mathcal{D} \subset \mathbb{R}^2$ with exponential nonlinearity.…

Probability · Mathematics 2024-04-16 Zdzisław Brzeźniak , Nimit Rana

We prove existence and uniqueness of solutions to a nonlinear stochastic evolution equation on the $d$-dimensional torus with singular $p$-Laplace-type or total variation flow-type drift with general sublinear doubling nonlinearities and…

Analysis of PDEs · Mathematics 2019-09-27 Jonas M. Tölle

In this paper we establish the strong existence, pathwise uniqueness and a comparison theorem to a stochastic partial differential equation driven by Gaussian colored noise with non-Lipschitz drift, H\"older continuous diffusion…

Probability · Mathematics 2020-06-02 Jie Xiong , Xu Yang

In this paper, we study the stochastic heat equation (SHE) on $\mathbb{R}^d$ subject to a centered Gaussian noise that is white in time and colored in space. We establish the existence and uniqueness of the random field solution in the…

Probability · Mathematics 2022-08-09 Le Chen , Jingyu Huang

We establish the local existence of pathwise solutions for the stochastic Euler equations in a three-dimensional bounded domain with slip boundary conditions and a very general nonlinear multiplicative noise. In the two-dimensional case we…

Analysis of PDEs · Mathematics 2012-05-08 Nathan E. Glatt-Holtz , Vlad C. Vicol

In this article, we consider the stochastic wave equation on $\mathbb{R}_{+} \times \mathbb{R}$, driven by a linear multiplicative space-time homogeneous Gaussian noise whose temporal and spatial covariance structures are given by locally…

Probability · Mathematics 2019-01-03 Raluca M. Balan , Lluís Quer-Sardanyons , Jian Song

In this paper we prove the existence and uniqueness of maximal strong (in PDE sense) solution to several stochastic hydrodynamical systems on unbounded and bounded domains of $\mathbb{R}^n$, $n=2,3$. This maximal solution turns out to be a…

Probability · Mathematics 2014-07-23 Hakima Bessaih , Erika Hausenblas , Paul Razafimandimby

This paper establishes results on the existence and uniqueness of solutions to McKean-Vlasov equations, also called mean-field stochastic differential equations, in an infinite-dimensional Hilbert space setting with irregular drift. Here,…

Probability · Mathematics 2019-12-17 Martin Bauer , Thilo Meyer-Brandis

In this work, we introduce a new method to prove the existence and uniqueness of a variational solution to the stochastic nonlinear diffusion equation $dX(t)={\rm div} [\frac{\nabla X(t)}{|\nabla X(t)|}]dt+X(t)dW(t) in…

Probability · Mathematics 2018-06-27 Michael Röckner , Viorel Barbu

Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite…

Numerical Analysis · Mathematics 2021-06-30 Yukun Li , Shuonan Wu , Yulong Xing

We study the \textit{stochastic heat equation} (SHE) on $\R^d$ subject to a centered Gaussian noise that is white in time and colored in space.The drift term is assumed to satisfy an Osgood-type condition and the diffusion coefficient may…

Probability · Mathematics 2023-10-04 Le Chen , Mohammud Foondun , Jingyu Huang , Michael Salins

Aggregation equations, such as the parabolic-elliptic Patlak-Keller-Segel model, are known to have an optimal threshold for global existence vs. finite-time blow-up. In particular, if the diffusion is absent, then all smooth solutions with…

Analysis of PDEs · Mathematics 2021-09-22 Matthew Rosenzweig , Gigliola Staffilani

We prove global existence of smooth solutions of the 3D loglog energy-supercritical wave equation $\partial_{tt} u - \triangle u = -u^{5} \log^{c} (log(10+u^{2})) $ with $0 < c < {8/225}$ and smooth initial data $(u(0)=u_{0}, \partial_{t}…

Analysis of PDEs · Mathematics 2009-09-04 Tristan Roy

One proves the existence and uniqueness in $(L^p(\mathbb{R}^3))^3$, $\frac{3}{2}<p<2$, of a global mild solution to random vorticity equations associated to stochastic $3D$ Navier-Stokes equations with linear multiplicative Gaussian noise…

Probability · Mathematics 2018-06-18 Viorel Barbu , Michael Röckner

In this article we prove new results regarding the existence and the uniqueness of global variational solutions to Neumann initial-boundary value problems for a class of non-autonomous stochastic parabolic partial differential equations.…

Analysis of PDEs · Mathematics 2018-06-29 Marco Dozzi , Rim Touibi , Pierre-A Vuillermot

Let $M$ be a compact Riemannian homogeneous space (e.g. a Euclidean sphere). We prove existence of a global weak solution of the stochastic wave equation \mathbf D_t\partial_tu=\sum_{k=1}^d\mathbf…

Probability · Mathematics 2016-08-14 Zdzisław Brzeźniak , Martin Ondreját

In this paper, we consider exterior problem of the critical semilinear wave equation in three space dimensions with variable coefficients and prove global existence of smooth solutions. Similar to the constant coefficients case, we show…

Analysis of PDEs · Mathematics 2012-03-08 Yi Zhou , Ning-An Lai

Motivated by the regularization by noise phenomenon for SDEs we prove existence and uniqueness of the flow of solutions for the non-Lipschitz stochastic heat equation $$\frac{\partial u}{\partial t}=\frac12\frac{\partial^2 u}{\partial z^2}…

Probability · Mathematics 2016-11-08 Oleg Butkovsky , Leonid Mytnik

We prove universality of a macroscopic behavior of solutions of a large class of semi-linear parabolic SPDEs on $\mathbb{R}_+\times\mathbb{T}$ with fractional Laplacian $(-\Delta)^{\sigma/2}$, additive noise and polynomial non-linearity,…

Probability · Mathematics 2025-03-19 Paweł Duch