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We consider the stochastic heat equation (SHE) on the torus $\mathbb{T}=[0,1]$, driven by space-time white noise $\dot W$, with an initial condition $u_0$ that is nonnegative and not identically zero: \begin{equation*} \frac{\partial…

Probability · Mathematics 2025-08-01 Le Chen , Jingyu Huang , Wenxuan Tao

In this work we study the existence of solutions to the following critical fractional problem with concave-convex nonlinearities, \begin{equation*} \left \{ \begin{array}{l} (-\Delta)^su=\lambda u^q+u^{2_s^*-1},\ u>0\quad\text{in…

Analysis of PDEs · Mathematics 2022-02-01 Alejandro Ortega

We prove the existence and uniqueness of invariant measures for the fractional stochastic Burgers equation (FSBE) driven by fractional power of the Laplacian and space-time white noise. We show also that the transition measures of the…

Probability · Mathematics 2011-06-13 Zdzisław Brzeźniak , Latifa Debbi , Ben Goldys

We study a family of nonlinear damped wave equations indexed by a parameter $\epsilon >0$ and forced by a space-time white noise on the two dimensional torus, with polynomial and sine nonlinearities. We show that as $\epsilon \to 0$, the…

Analysis of PDEs · Mathematics 2024-10-31 Younes Zine

We consider the numerical approximation of the stochastic complex Ginzburg-Landau equation with additive noise on the one dimensional torus. The complex nature of the equation means that many of the standard approaches developed for…

Numerical Analysis · Mathematics 2024-12-12 Marvin Jans , Gabriel J. Lord , Mariya Ptashnyk

We consider singular quasilinear stochastic partial differential equations (SPDEs) studied in \cite{FHSX}, which are defined in paracontrolled sense. The main aim of the present article is to establish the global-in-time solvability for a…

Probability · Mathematics 2021-06-03 Tadahisa Funaki , Bin Xie

We consider an evolution equation involving the fractional powers, of order $s \in (0,1)$, of a symmetric and uniformly elliptic second order operator and Caputo fractional time derivative of order $\gamma \in (1,2]$. Since it has been…

Analysis of PDEs · Mathematics 2019-01-04 Enrique Otarola , Abner J. Salgado

We study the space-time nonlinear fractional stochastic heat equation driven by a space-time white noise, \begin{align*} \partial_t^\beta u(t,x)=-(-\Delta)^{\alpha/2}u(t,x)+I_t^{1-\beta}\Big[\sigma(u(t,x))\dot{W}(t,x)\Big],\ \ t>0, \ x\in…

Probability · Mathematics 2024-03-05 Ngartelbaye Guerngar , Erkan Nane

We introduce a new class of quasi-linear parabolic equations involving nonhomogeneous degeneracy or/and singularity $$ \partial_t u=[|D u|^q+a(x,t)|D u|^s]\left(\Delta u+(p-2)\left\langle D^2 u\frac{D u}{|D u|},\frac{D u}{|D…

Analysis of PDEs · Mathematics 2021-05-12 Yuzhou Fang , Chao Zhang

We consider linear and nonlinear hyperbolic SPDEs with mixed derivatives with additive space-time Gaussian white noise of the form $Y_{xt}=F(Y) + \sigma W_{xt}.$ Such equations, which transform to linear and nonlinear wave equations,…

Numerical Analysis · Mathematics 2015-08-10 Henry C. Tuckwell

Let $\Omega \subset \mathbb{R}^N$, $N \geq 2$, be a smooth bounded domain. For $s \in (1/2,1)$, we consider a problem of the form \[ \left\{\begin{aligned} (-\Delta)^s u & = \mu(x)\, \mathbb{D}_s^{2}(u) + \lambda f(x)\,, & \quad \mbox{in}…

Analysis of PDEs · Mathematics 2018-12-04 Boumediene Abdellaoui , Antonio J. Fernández

We consider the numerical approximation of second-order semi-linear parabolic stochastic partial differential equations interpreted in the mild sense which we solve on general two-dimensional domains with a $\mathcal{C}^2$ boundary with…

Numerical Analysis · Mathematics 2023-06-26 Julian Clausnitzer , Andreas Kleefeld

In this article, we study the following parabolic equation involving the fractional Laplacian with singular nonlinearity \begin{equation*} \quad (P_{t}^s) \left\{ \begin{split} \quad u_t + (-\Delta)^s u &= u^{-q} + f(x,u), \;u >0\;…

Analysis of PDEs · Mathematics 2017-09-07 J. Giacomoni , Tuhina Mukherjee , K. Sreenadh

This paper is devoted to the asymptotic analysis of a fractional version of the Ginzburg-Landau equation in bounded domains, where the Laplacian is replaced by an integro-differential operator related to the square root Laplacian as defined…

Analysis of PDEs · Mathematics 2014-07-22 Vincent Millot , Yannick Sire

We further elaborate on the solvability of stochastic partial differential equations (SPDEs). We shall discuss non-autonomous partial differential equations with an abstract realization of the stochastic integral on the right-hand side. Our…

Analysis of PDEs · Mathematics 2018-09-03 Rainer Picard , Sascha Trostorff , Marcus Waurick

We establish exact, dimension-dependent, spatio-temporal, uniform and local moduli of continuity for (1) the fourth order L-Kuramoto-Sivashinsky (L-KS) SPDEs and for (2) the time-fractional stochastic partial integro-differential equations…

Analysis of PDEs · Mathematics 2017-04-12 Hassan Allouba , Yimin Xiao

Consider stochastic partial differential equations (SPDEs) with fully local monotone coefficients in a Gelfand triple $V\subseteq H\subseteq V^*$ $$ \left\{ \begin{align} &dX_t=A(t,X_t)dt+B(t,X_t)dW_t,\ t\in (0,T]\\\\& X_0=x\in H,…

Probability · Mathematics 2024-01-11 Tianyi Pan , Shijie Shang , Jianliang Zhai , Tusheng Zhang

The Cauchy- and periodic boundary value problem for the nonlinear Schroedinger equations in $n$ space dimensions [u_t - i\Delta u = (\nabla \bar{u})^{\beta}, |\beta|=m \ge 2, u(0)=u_0 \in H^{s+1}_x] is shown to be locally well posed for $s…

Analysis of PDEs · Mathematics 2007-05-23 Axel Gruenrock

To our knowledge, this paper is the first attempt to consider the existence issue for fractional $p$-Laplacian equation: $(-\Delta)_p^s u= \lambda f(u),\; u> 0 ~\text{in}~\Omega;\; u=0\;\text{in}~ \mathbb{R}^N\setminus\Omega$, where $p>1$,…

Analysis of PDEs · Mathematics 2025-02-18 Weimin Zhang

We consider the numerical approximation of Gaussian random fields on closed surfaces defined as the solution to a fractional stochastic partial differential equation (SPDE) with additive white noise. The SPDE involves two parameters…

Numerical Analysis · Mathematics 2024-05-17 Andrea Bonito , Diane Guignard , Wenyu Lei