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Related papers: Stochastic Allen-Cahn Equation with Logarithmic Po…

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We consider a stochastic partial differential equation with logarithmic (or negative power) nonlinearity, with one reflection at 0 and with a constraint of conservation of the space average. The equation, driven by the derivative in space…

Analysis of PDEs · Mathematics 2019-10-21 Ludovic Goudenège

The stochastic Allen-Cahn equation with multiplicative noise involves the nonlinear drift operator ${\mathscr A}(x) = \Delta x - \bigl(\vert x\vert^2 -1\bigr)x$. We use the fact that ${\mathscr A}(x) = -{\mathcal J}^{\prime}(x)$ satisfies a…

Analysis of PDEs · Mathematics 2017-08-11 Ananta K. Majee , Andreas Prohl

We consider spatially extended conductance based neuronal models with noise described by a stochastic reaction diffusion equation with additive noise coupled to a control variable with multiplicative noise but no diffusion. We only assume a…

Probability · Mathematics 2020-01-16 Martin Sauer , Wilhelm Stannat

In this paper, we prove the existence and uniqueness of solutions of the fractional p-Laplace equation with a polynomial drift of arbitrary order driven by superlinear transport noise. By the monotone argument, we first prove the existence…

Probability · Mathematics 2025-08-21 Bixiang Wang

In this paper, we prove the global existence and uniqueness of the solution of the stochastic logarithmic Schr\"odinger (SlogS) equation driven by additive noise or multiplicative noise. The key ingredient lies on the regularized stochastic…

Probability · Mathematics 2021-03-02 Jianbo Cui , Liying Sun

A description of the short time behavior of solutions of the Allen-Cahn equation with a smoothened additive noise is presented. The key result is that in the sharp interface limit solutions move according to motion by mean curvature with an…

Probability · Mathematics 2015-05-13 Hendrik Weber

We prove a well-posedness result for stochastic Allen-Cahn type equations in a bounded domain coupled with generic boundary conditions. The (nonlinear) flux at the boundary aims at describing the interactions with the hard walls and is…

Analysis of PDEs · Mathematics 2020-01-07 Carlo Orrieri , Luca Scarpa

We prove strong rate resp. weak rate ${\mathcal O}(\tau)$ for a structure preserving temporal discretization (with $\tau$ the step size) of the stochastic Allen-Cahn equation with additive resp. multiplicative colored noise in $d=1,2,3$…

Numerical Analysis · Mathematics 2023-09-18 Dominic Breit , Andreas Prohl

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 consider a stochastic partial differential equation with two logarithmic nonlinearities, with two reflections at 1 and -1 and with a constraint of conservation of the space average. The equation, driven by the derivative in space of a…

Analysis of PDEs · Mathematics 2019-10-21 Arnaud Debussche , Ludovic Goudenège

We introduce a class of stochastic Allen-Cahn equations with a mobility coefficient and colored noise. For initial data with finite free energy, we analyze the corresponding Cauchy problem on the $d$-dimensional torus in the time interval…

Analysis of PDEs · Mathematics 2018-02-12 Lorenzo Bertini , Paolo Buttà , Adriano Pisante

In this article, we study the stochastic wave equation on the entire space $\mathbb{R}^d$, driven by a space-time L\'evy white noise with possibly infinite variance (such as the $\alpha$-stable L\'evy noise). In this equation, the noise is…

Probability · Mathematics 2023-03-23 Raluca M. Balan

We prove the existence and the uniqueness of a solution to the stochastic NSLE on a two-dimensional compact riemannian manifold. Thus we generalize a recent work by Burq, G\'erard and Tzvetkov in the deterministic setting, and a series of…

Probability · Mathematics 2022-10-13 Zdzislaw Brzezniak , Annie Millet

In this article, we consider the stochastic Cahn--Hilliard equation driven by multiplicative space-time white noise with diffusion coefficient of sublinear growth. By introducing the spectral Galerkin method, we first obtain the…

Probability · Mathematics 2020-06-23 Jianbo Cui , Jialin Hong

We study an optimal distributed control problem associated to a stochastic Cahn-Hilliard equation with a classical double-well potential and Wiener multiplicative noise, where the control is represented by a source-term in the definition of…

Optimization and Control · Mathematics 2020-01-07 Luca Scarpa

This paper is concerned with effects of noise on the solutions of partial differential equations. We first provide a sufficient condition to ensure the existence of a unique positive solution for a class of stochastic parabolic equations.…

Analysis of PDEs · Mathematics 2014-10-14 Guangying Lv , Jinqiao Duan

The stochastic partial differential equation analyzed in this work, is motivated by a simplified mesoscopic physical model for phase separation. It describes pattern formation due to adsorption and desorption mechanisms involved in surface…

Probability · Mathematics 2018-02-20 D. C. Antonopoulou , D. Farazakis , G. D. Karali

The existence and uniqueness of measure-valued solutions to stochastic nonlinear, non-local Fokker-Planck equations is proven. This type of stochastic PDE is shown to arise in the mean field limit of weakly interacting diffusions with…

Probability · Mathematics 2021-03-30 Michele Coghi , Benjamin Gess

We investigate the numerical approximation of the stochastic Allen--Cahn equation with multiplicative noise on a periodic domain. The considered scheme uses a recently proposed augmented variant of scalar auxiliary variable method for the…

Numerical Analysis · Mathematics 2025-06-27 Stefan Metzger

We establish the unique ergodicity of a fully discrete scheme for monotone SPDEs with polynomial growth drift and bounded diffusion coefficients driven by multiplicative white noise. The main ingredient of our method depends on the…

Numerical Analysis · Mathematics 2025-11-13 Zhihui Liu