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We consider a class of parabolic semi-linear stochastic partial differential equations driven by space-time white noise on a compact space interval. Our aim is to obtain precise asymptotics of the transition times between metastable states.…

Probability · Mathematics 2012-01-24 Florent Barret

We consider the following stochastic space-time fractional diffusion equation with vanishing initial condition:$$ \partial^{\beta} u(t, x)=- \left(-\Delta\right)^{\alpha / 2} u(t, x)+ I_{0+}^{\gamma}\left[\dot{W}(t, x)\right],\quad…

Probability · Mathematics 2024-11-20 Yuhui Guo , Jian Song , Ran Wang , Yimin Xiao

We study the stochastic cubic nonlinear Schr\"odinger equation (SNLS) with an additive noise on the one-dimensional torus. In particular, we prove local well-posedness of the (renormalized) SNLS when the noise is almost space-time white…

Analysis of PDEs · Mathematics 2019-02-19 Justin Forlano , Tadahiro Oh , Yuzhao Wang

We study stable solutions to the equation $(-\Delta)^{1/2} u = f(u)$, posed in a bounded domain of $\mathbb{R}^n$. For nonnegative convex nonlinearities, we prove that stable solutions are smooth in dimensions $n\leq 4$. This result, which…

Analysis of PDEs · Mathematics 2022-02-25 Xavier Cabre , Tomás Sanz-Perela

This paper is devoted to order-one explicit approximations of random periodic solutions to multiplicative noise driven stochastic differential equations (SDEs) with non-globally Lipschitz coefficients. The existence of the random periodic…

Probability · Mathematics 2025-01-06 Yujia Guo , Xiaojie Wang , Yue Wu

In this article we present an $L_p$-theory ($p\geq 2$) for the time-fractional quasi-linear stochastic partial differential equations (SPDEs) of type $$ \partial^{\alpha}_tu=L(\omega,t,x)u+f(u)+\partial^{\beta}_t \sum_{k=1}^{\infty}\int^t_0…

Probability · Mathematics 2016-05-09 Ildoo Kim , Kyeong-Hun Kim , Sungbin Lim

In this article, we study the following nonlinear doubly nonlocal problem involving the fractional Laplacian in the sense of Hardy-Littlewood-Sobolev inequality \begin{equation*} \left\{\begin{aligned} (-\Delta)^s u & =…

Analysis of PDEs · Mathematics 2018-10-23 QianYu Hong , Yang Yang , Xudong Shang

We study the motion of the hypersurface $(\gamma_t)_{t\geq 0}$ evolving according to the mean curvature perturbed by $\dot{w}^Q$, the formal time derivative of the $Q$-Wiener process ${w}^Q$, in a two dimensional bounded domain. Namely, we…

Probability · Mathematics 2018-11-19 Satoshi Yokoyama

Non-local equations cannot be treated using classical ODE theorems. Nevertheless, several new methods have been introduced in the non-local gluing scheme of our previous article "On higher dimensional singularities for the fractional Yamabe…

Analysis of PDEs · Mathematics 2020-03-09 Weiwei Ao , Hardy Chan , Azahara DelaTorre , Marco A. Fontelos , María Del Mar González , Juncheng Wei

We propose and study a temporal, and spatio-temporal discretisation of the 2D stochastic Navier--Stokes equations in bounded domains supplemented with no-slip boundary conditions. Considering additive noise, we base its construction on the…

Numerical Analysis · Mathematics 2022-03-23 Dominic Breit , Andreas Prohl

We study parabolic stochastic partial differential equations (SPDEs), driven by two types of operators: one linear closed operator generating a $C_0-$semigroup and one linear bounded operator with Wick-type multiplication, all of them set…

Probability · Mathematics 2023-03-16 Tijana Levajkovic , Stevan Pilipovic , Dora Selesi , Milica Zigic

We obtain uniqueness and existence of a solution $u$ to the following second-order stochastic partial differential equation (SPDE) : \begin{align} \label{abs eqn} du= \left( \bar a^{ij}(\omega,t)u_{x^ix^j}+ f \right)dt + g^k dw^k_t, \quad t…

Probability · Mathematics 2020-11-24 Ildoo Kim

This paper establishes a comprehensive well-posedness and regularity theory for time-fractional stochastic partial differential equations on $\mathbb{R}^d$ driven by mixed Wiener--L\'evy noises. The equations feature a Caputo time…

Analysis of PDEs · Mathematics 2026-01-21 Yong Zhen Yang , Yong Zhou

Approximating the invariant measure and the expectation of the functionals for parabolic stochastic partial differential equations (SPDEs) with non-globally Lipschitz coefficients is an active research area and is far from being well…

Numerical Analysis · Mathematics 2019-06-03 Jianbo Cui , Jialin Hong , Liying Sun

We survey some of our recent results on existence, uniqueness and regularity of function solutions to parabolic and transport type partial differential equations driven by non-differentiable noises. When applied pathwise to random…

Probability · Mathematics 2013-12-12 Michael Hinz , Elena Issoglio , Martina Zähle

The analysis of nonlocal discrete equations driven by fractional powers of the discrete Laplacian on a mesh of size $h>0$ \[ (-\Delta_h)^su=f, \] for $u,f:\mathbb{Z}_h\to\mathbb{R}$, $0<s<1$, is performed. The pointwise nonlocal formula for…

Analysis of PDEs · Mathematics 2025-01-03 Ó. Ciaurri , L. Roncal , P. R. Stinga , J. L. Torrea , J. L. Varona

We discuss a numerical scheme to solve the continuum Kardar-Parisi-Zhang equation in generic spatial dimensions. It is based on a momentum-space discretization of the continuum equation and on a pseudo-spectral approximation of the…

Statistical Mechanics · Physics 2009-11-07 Lorenzo Giada , Achille Giacometti , Maurice Rossi

Non-local reaction-diffusion partial differential equations (PDEs) involving the fractional Laplacian have arisen in a wide variety of applications. One common tool to analyse the dynamics of classical local PDEs near instability is to…

Analysis of PDEs · Mathematics 2024-03-06 Christian Kuehn , Sebastian Throm

We prove global in time well-posedness for perturbations of the 2D stochastic Navier-Stokes equations \begin{equation*} \partial_t u + u \cdot \nabla u = \Delta u - \nabla p + \zeta + \xi \;, \quad u (0, \cdot) = u_{0}(\cdot) \;, \quad…

Probability · Mathematics 2023-01-27 Martin Hairer , Tommaso Rosati

In this manuscript, we deal with a class of fractional non-local problems involving a singular term and vanishing potential of the form: \begin{eqnarray*} \begin{gathered} \left\{\begin{array}{llll} \mathcal{L}^{s_{1}, s_{2}}_{p(\mathrm{x},…

Analysis of PDEs · Mathematics 2023-11-02 A. Aberqi , A. Ouaziz