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We prove global well-posedness for a class of dissipative semilinear stochastic evolution equations with singular drift and multiplicative Wiener noise. In particular, the nonlinear term in the drift is the superposition operator associated…

Analysis of PDEs · Mathematics 2018-10-03 Carlo Marinelli , Luca Scarpa

In this paper, we prove the existence of global in time small data solutions of semilinear Klein-Gordon equations in space-time with a static Schwarzschild radius in the expanding universe.

Analysis of PDEs · Mathematics 2024-08-19 Karen Yagdjian

Consider, in dimension 3, a system of coupled Klein-Gordon equations with different speeds, and an arbitrary quadratic nonlinearity. We show, for data which are small, smooth, and localized, that a global solution exists, and that it…

Analysis of PDEs · Mathematics 2010-05-31 Pierre Germain

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

Consider the following stochastic partial differential equation, \begin{equation*} \partial_t u_t(x)= \mathcal{L}u_t(x)+ \sigma (u_t(x))\dot F(t,x)\quad{t>0}\quad\text{and}\quad x\in R^d. \end{equation*} The operator $\mathcal{L}$ is the…

Probability · Mathematics 2016-11-23 Mohammud Foondun , Wei Liu , Erkan Nane

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

This paper is devoted to the proof of a global existence result for the water waves equation with smooth, small, and decaying at infinity Cauchy data. We obtain moreover an asymptotic description in physical coordinates of the solution,…

Analysis of PDEs · Mathematics 2013-07-16 Thomas Alazard , Jean-Marc Delort

We study the scattering behavior of global solutions to stochastic nonlinear Schr\"odinger equations with linear multiplicative noise. In the case where the quadratic variation of the noise is globally finite and the nonlinearity is…

Probability · Mathematics 2019-05-22 Sebastian Herr , Michael Röckner , Deng Zhang

We study the notions of mild solution and generalized solution to a linear stochastic partial differential equation driven by a pure jump symmetric L\'evy white noise. We identify conditions for existence for these two kinds of solutions,…

Probability · Mathematics 2018-09-27 Robert C. Dalang , Thomas Humeau

In this paper, we prove a Talagrand's T2 transportation cost-information inequality for the law of a stochastic wave equation in spatial dimension d=3 driven by the Gaussian random field, white in time and correlated in space, on the…

Probability · Mathematics 2019-01-25 Yumeng Li , Xinyu Wang

Strichartz-type estimates for one-dimensional surface water-waves under surface tension are studied, based on the formulation of the problem as a nonlinear dispersive equation. We establish a family of dispersion estimates on time scales…

Analysis of PDEs · Mathematics 2009-10-09 Hans Christianson , Vera Mikyoung Hur , Gigliola Staffilani

Consider the stochastic PDE, $\partial_tu = \partial^2_x u + \sigma(u) \dot{W}$ on $\mathbb{R}_+\times\mathbb{R}$, subject to $u(0)\equiv1$, where $\dot{W}$ denotes space-time white noise on $\mathbb{R}_+\times\mathbb{R}$ and…

Probability · Mathematics 2025-12-18 Davar Khoshnevisan , Cheuk Yin Lee

In this paper, we prove the existence of a unique maximal local strong solutions to a stochastic system for both 2D and 3D penalised nematic liquid crystals driven by multiplicative Gaussian noise. In the 2D case, we show that this solution…

Analysis of PDEs · Mathematics 2020-04-06 Zdzislaw Brzezniak , Erika Hausenblas , Paul Razafimandimby

We prove the solvability of It\^o stochastic equations with uniformly nondegenerate, bounded, measurable diffusion and drift in $L_{d+1}(\mathbb{R}^{d+1})$. Actually, the powers of summability of the drift in $x$ and $t$ could be different.…

Probability · Mathematics 2020-10-13 N. V. Krylov

In this paper we analyze the theoretical properties of a stochastic representation of the incompressible Navier-Stokes equations defined in the framework of the modeling under location uncertainty (LU). This setup built from a stochastic…

Analysis of PDEs · Mathematics 2023-02-01 Arnaud Debussche , Berenger Hug , Etienne Memin

In this paper we are concerned with the stochastic partial differential equations of super-fast diffusion processes describing behavior of plasma dX(t)-{\Delta}ln(X(t)+1)dt=\surd(Q)dW(t), in (0,T)\timesO, where O is a bounded open subset of…

Probability · Mathematics 2011-07-22 Ioana Ciotir

In this article, we study the stochastic wave equation in all dimensions $d\leq 3$, driven by a Gaussian noise $\dot{W}$ which does not depend on time. We assume that either the noise is white, or the covariance function of the noise…

Probability · Mathematics 2021-07-12 Raluca M. Balan , Le Chen , Xia Chen

In this paper we prove several results related to the existence and uniqueness of solution to coupled highly nonlinear stochastic partial differential equations (PDEs). These equations are motivated by the dynamics of nematic liquid…

Probability · Mathematics 2016-10-05 Zdzislaw Brzeźniak , Erika Hausenblas , Paul Razafimandimby

We introduce a new class of numerical methods for solving McKean-Vlasov stochastic differential equations, which are relevant in the context of distribution-dependent or mean-field models, under super-linear growth conditions for both the…

Numerical Analysis · Mathematics 2025-02-10 Jiamin Jian , Qingshuo Song , Xiaojie Wang , Zhongqiang Zhang , Yuying Zhao

In this paper, we study the random field solution to the stochastic nonlinear wave equation (SNLW) with constant initial conditions and multiplicative noise $\sigma(u)\dot{L}$, where the nonlinearity is encoded in a Lipschitz function…

Probability · Mathematics 2026-04-15 Raluca M. Balan , Guangqu Zheng
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