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Related papers: Doubly nonlinear stochastic evolution equations II

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The discrete nonlinear Schr\"odinger equation on \(\Z^d\), \(d \geq 1\) is an example of a dispersive nonlinear wave system. Being a Hamiltonian system that conserves also the \(\ell^2(\Z^d)\)-norm, the well-posedness of the corresponding…

Mathematical Physics · Physics 2023-03-14 Aleksis Vuoksenmaa

We obtain estimates on the first-order Malliavin derivative of mild solutions, evaluated at fixed points in time and space, to a class of parabolic dissipative stochastic PDEs on bounded domain of $\mathbb{R}^d$. In particular, such…

Probability · Mathematics 2022-01-04 Carlo Marinelli

This article deals with stochastic partial differential equations with quadratic nonlinearities perturbed by small additive and multiplicative noise. We present the approximate solution of the original equation via the amplitude equation…

Analysis of PDEs · Mathematics 2021-12-14 Shiduo Qu , Wenlei Li , Shaoyun Shi

We construct non-negative martingale solutions to the stochastic porous medium equation in one dimension with homogeneous Dirichlet boundary conditions which exhibit a type of sticky behavior at zero. The construction uses the stochastic…

Probability · Mathematics 2024-11-12 Ben Hambly , Dörte Kreher , Konstantins Starovoitovs

We study fully nonlinear second-order (forward) stochastic partial differential equations (SPDEs). They can also be viewed as forward path-dependent PDEs (PPDEs) and will be treated as rough PDEs (RPDEs) under a unified framework. We…

Probability · Mathematics 2018-10-02 Rainer Buckdahn , Christian Keller , Jin Ma , Jianfeng Zhang

Motivated by applications to a manifold of semilinear and quasilinear stochastic partial differential equations (SPDEs) we establish the existence and uniqueness of strong solutions to coercive and locally monotone SPDEs driven by L\'{e}vy…

Analysis of PDEs · Mathematics 2013-05-22 Zdzisław Brzeźniak , Wei Liu , Jiahui Zhu

We consider a two-dimensional nonlinear Schr\"odinger equation with concentrated nonlinearity. In both the focusing and defocusing case we prove local well-posedness, i.e., existence and uniqueness of the solution for short times, as well…

Mathematical Physics · Physics 2019-02-06 Raffaele Carlone , Michele Correggi , Lorenzo Tentarelli

We prove the existence of nonnegative martingale solutions to a class of stochastic degenerate-parabolic fourth-order PDEs arising in surface-tension driven thin-film flow influenced by thermal noise. The construction applies to a range of…

Probability · Mathematics 2022-08-02 Konstantinos Dareiotis , Benjamin Gess , Manuel V. Gnann , Günther Grün

We consider a class of semilinear stochastic evolution equations driven by an additive cylindrical stable noise.We investigate structural properties of the solutions like Markov, irreducibility, stochastic continuity, Feller and strong…

Analysis of PDEs · Mathematics 2011-10-06 Enrico Priola , Jerzy Zabczyk

We consider a nonlinear stochastic partial differential equation (SPDE) in divergence form where the forcing term is a Gaussian noise, that is white in time and colored in space such that the gradient of the solution is H\"older-continuous,…

Analysis of PDEs · Mathematics 2022-02-03 Florian Kunick

This paper is concerned with the well-posedness and regularity of the distributional solutions for the stochastic acoustic and elastic scattering problems. We show that the regularity of the solutions depends on the regularity of both the…

Analysis of PDEs · Mathematics 2021-03-23 Peijun Li , Xu Wang

We prove global well-posedness in the strong sense for stochastic generalized porous media equations driven by square integrable martingales with stationary independent increments.

Analysis of PDEs · Mathematics 2009-08-27 Viorel Barbu , Carlo Marinelli

This paper is intended to give a probabilistic representation for stochastic viscosity solution of semi-linear reflected stochastic partial differential equations with nonlinear Neumann boundary condition. We use it connection with…

Probability · Mathematics 2009-07-13 Auguste Aman , Naoual Mrhardy

In this paper, we establish the well-posedness and optimal trajectory regularity for the solution of stochastic evolution equations with generalized Lipschitz-type coefficients driven by general multiplicative noises. To ensure the…

Analysis of PDEs · Mathematics 2019-02-25 Jialin Hong , Zhihui Liu

We prove a scattering result near certain steady states for a Hartree equation for a random field. This equation describes the evolution of a system of infinitely many particles. It is an analogous formulation of the usual Hartree equation…

Analysis of PDEs · Mathematics 2020-07-02 Charles Collot , Anne-Sophie de Suzzoni

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 paper, we study the long-time stability behavior of a class of linear stochastic evolution equations in a Hilbert space with multiplicative noise. Explicit sufficient conditions for $p$-th moment and almost sure exponential…

Analysis of PDEs · Mathematics 2026-05-21 Abdellatif Elgrou , Abdelaziz Rhandi , Jawad Salhi

In this paper we establish local and global existence and uniqueness of solutions for general nonlinear evolution equations with coefficients satisfying some local monotonicity and generalized coercivity conditions. An analogous result is…

Probability · Mathematics 2013-03-26 Wei Liu , Michael Röckner

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

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