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In this paper, we prove the existence of martingale solutions of a class of stochastic equations with pseudo-monotone drift of polynomial growth of arbitrary order and a continuous diffusion term with superlinear growth. Both the nonlinear…

Probability · Mathematics 2025-05-28 Bixiang Wang

We present a method, based on the Keldysh formalism, for deriving stochastic master equations that describe the non-Markovian dynamics of a quantum system coupled to a Gaussian environment. This approach yields a compact expression for the…

Quantum Physics · Physics 2026-01-21 Vasco Cavina , Antonio D'Abbruzzo , Vittorio Giovannetti

The existence of a global martingale solution to a cross-diffusion system with multiplicative Wiener noise in a bounded domain with no-flux boundary conditions is shown. The model describes the dynamics of population densities of different…

Analysis of PDEs · Mathematics 2022-11-10 Mrinmay Biswas , Ansgar Jüngel

This paper proves a version for stochastic differential equations of the Lie-Scheffers Theorem. This result characterizes the existence of nonlinear superposition rules for the general solution of those equations in terms of the involution…

Probability · Mathematics 2008-03-06 Joan-Andreu Lázaro-Camí , Juan-Pablo Ortega

In this work we consider a stochastic evolution equation which describes the system governing the nematic liquid crystals driven by a pure jump noise. The existence of a martingale solution is proved for both 2D and 3D cases. The…

Probability · Mathematics 2017-06-19 Zdzisław Brzeźniak , Utpal Manna , Akash A. Panda

The existence of global-in-time bounded martingale solutions to a general class of cross-diffusion systems with multiplicative Stratonovich noise is proved. The equations describe multicomponent systems from physics or biology with…

Probability · Mathematics 2020-09-24 Gaurav Dhariwal , Florian Huber , Ansgar Jüngel , Christian Kuehn , Alexandra Neamtu

We consider stochastic reaction-diffusion equations on a finite network represented by a finite graph. On each edge in the graph a multiplicative cylindrical Gaussian noise driven reaction-diffusion equation is given supplemented by a…

Probability · Mathematics 2021-06-22 Mihály Kovács , Eszter Sikolya

In a recent paper by the first two named authors, existence of martingale solutions to a stochastic nonlinear Schr\"odinger equation driven by a L\'evy noise was proved. In this paper, we prove pathwise uniqueness, uniqueness in law and…

Probability · Mathematics 2018-05-31 Erika Hausenblas , Anne de Bouard , Martin Ondrejat

This article studies the fluctuation behaviour of the stochastic point vortex model with common noise. Using the martingale method combined with a localization argument, we prove that the sequence of fluctuation processes converges in…

Probability · Mathematics 2025-01-14 Yufei Shao , Xianliang Zhao

We consider a stochastic nonlinear Schr\"odinger equation with multiplicative noise in an abstract framework that covers subcritical focusing and defocusing stochastic NLS in $H^1$ on compact manifolds and bounded domains. We construct a…

Probability · Mathematics 2018-10-17 Zdzislaw Brzezniak , Fabian Hornung , Lutz Weis

Semilinear stochastic evolution equations with multiplicative Poisson noise and monotone nonlinear drift are considered. We do not impose coercivity conditions on coefficients. A novel method of proof for establishing existence and…

Probability · Mathematics 2014-06-17 Erfan Salavati , Bijan Z. Zangeneh

We introduce the concept of stochastic measure-valued solutions to the complete Euler system describing the motion of a compressible inviscid fluid subject to stochastic forcing, where the nonlinear terms are described by defect measures.…

Analysis of PDEs · Mathematics 2022-03-01 Thamsanqa Castern Moyo

We consider a system of stochastic Allen-Cahn equations on a finite network represented by a finite graph. On each edge in the graph a multiplicative Gaussian noise driven stochastic Allen-Cahn equation is given with possibly different…

Analysis of PDEs · Mathematics 2021-04-28 Mihály Kovács , Eszter Sikolya

We characterize a stochastic dynamical system with tempered stable noise, by examining its probability density evolution. This probability density function satisfies a nonlocal Fokker-Planck equation. First, we prove a superposition…

Dynamical Systems · Mathematics 2021-06-02 Li Lin , Jinqiao Duan , Xiao Wang , Yanjie Zhang

We investigate the stochastic evolution equations describing the motion of a Non-Newtonian fluids excited by multiplicative noise of L\'evy type. By making use of Galerkin approximation we can prove that the system has a global…

Probability · Mathematics 2014-05-15 Erika Hausenblas , Paul Andre Razafimandimby

This paper is devoted to the mathematical analysis of a nonlinear stochastic reaction-diffusion system modeling predator-prey interactions with prey-taxis and noises. Precisely, we detail the proof of the existence of weak martingale…

Analysis of PDEs · Mathematics 2023-04-05 Mostafa Bendahmane , Herbert Nzeti , Jacques Tagoudjeu , Mohamed Zagour

We prove the existence of a unique local strong solution to the stochastic compressible Euler system with nonlinear multiplicative noise. This solution exists up to a positive stopping time and is strong in both the PDE and probabilistic…

Analysis of PDEs · Mathematics 2019-01-31 Dominic Breit , Prince Romeo Mensah

We consider a nonlinear stochastic partial differential equation (SPDE) that takes the form of the Camassa--Holm equation perturbed by a convective, position-dependent, noise term. We establish the first global-in-time existence result for…

Analysis of PDEs · Mathematics 2024-01-08 Luca Galimberti , Helge Holden , Kenneth H. Karlsen , Peter H. C. Pang

We present an existence theory for martingale and strong solutions to doubly nonlinear evolution equations in a separable Hilbert space in the form $$d(Au) + Bu\,dt \ni F(u)\,dt + G(u)\,dW$$ where both $A$ and $B$ are maximal monotone…

Analysis of PDEs · Mathematics 2022-07-25 Luca Scarpa , Ulisse Stefanelli

In this paper, we consider a class of slow-fast systems of stochastic partial differential equations where the nonlinearity in the slow equation is not continuous and unbounded. We first provide conditions that ensure the existence of a…

Probability · Mathematics 2023-01-02 Sandra Cerrai , Yichun Zhu