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We study the large-scale dynamics of the solution to a nonlinear stochastic heat equation (SHE) in dimensions $d \geq 3$ with long-range dependence. This equation is driven by multiplicative Gaussian noise, which is white in time and…

Probability · Mathematics 2025-01-16 Luca Gerolla , Martin Hairer , Xue-Mei Li

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 study the stochastic heat equation with a general multiplicative Gaussian noise that is white in time and colored in space. Both regularity and strict positivity of the densities of the solution have been established. The…

Probability · Mathematics 2019-02-08 Le Chen , Jingyu Huang

Motivated by the regularization by noise phenomenon for SDEs we prove existence and uniqueness of the flow of solutions for the non-Lipschitz stochastic heat equation $$\frac{\partial u}{\partial t}=\frac12\frac{\partial^2 u}{\partial z^2}…

Probability · Mathematics 2016-11-08 Oleg Butkovsky , Leonid Mytnik

In this paper, we study the long-time behavior of a stochastic heat equation with multiplicative noise and localized control. We begin by analyzing the uncontrolled dynamics and derive explicit decay rates for both mean-square and almost…

Optimization and Control · Mathematics 2026-04-13 Víctor Hernández-Santamaría , Kévin Le Balc'h , Liliana Peralta

This paper deals with the spatial and temporal regularity of the unique Hilbert space valued mild solution to a semilinear stochastic partial differential equation with nonlinear terms that satisfy global Lipschitz conditions. It is shown…

Analysis of PDEs · Mathematics 2012-08-21 Raphael Kruse , Stig Larsson

Existence and uniqueness of solutions to the stochastic heat equation with multiplicative spatial noise is studied. In the spirit of pathwise regularization by noise, we show that a perturbation by a sufficiently irregular continuous path…

Probability · Mathematics 2021-01-05 Rémi Catellier , Fabian A. Harang

We use the formalism of Hairer's regularity structures theory \cite{hai-14} to study a heat equation with non-linear perturbation driven by a space-time fractional noise. Different regimes are observed, depending on the global pathwise…

Probability · Mathematics 2015-11-06 Aurélien Deya

This work focuses on the regularization by nonlinear noise for a class of partial differential equations that may only have local solutions. In particular, we obtain the global existence, uniqueness and the Feller property for stochastic 3D…

Probability · Mathematics 2025-07-28 Wei Hong , Shihu Li , Wei Liu

We analyze the nonlinear stochastic heat equation driven by heavy-tailed noise in free space and arbitrary dimension. The existence of a solution is proved even if the noise only has moments up to an order strictly smaller than its…

Probability · Mathematics 2019-03-26 Carsten Chong

We consider stationary solutions of the three dimensional Navier--Stokes equations (NS3D) with periodic boundary conditions and driven by an external force which might have a deterministic and a random part. The random part of the force is…

Analysis of PDEs · Mathematics 2007-05-23 Cyril Odasso

Numerical approximation of a stochastic partial integro-differential equation driven by a space- time white noise is studied by truncating a series representation of the noise, with finite element method for spatial discretization and…

Numerical Analysis · Mathematics 2017-11-07 Max Gunzburger , Buyang Li , Jilu Wang

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

We analyze the effects of spatiotemporal noise on stationary pulse solutions (bumps) in neural field equations on planar domains. Neural fields are integrodifferential equations whose integral kernel describes the strength and polarity of…

Pattern Formation and Solitons · Physics 2015-04-21 Daniel Poll , Zachary P. Kilpatrick

We consider the stochastic heat equation on $\mathbb R^d$ with multiplicative space-time white noise noise smoothed in space. For $d\geq 3$ and small noise intensity, the solution is known to converge to a strictly positive random variable…

Probability · Mathematics 2019-05-16 Francis Comets , Clément Cosco , Chiranjib Mukherjee

We present a complete framework of stochastic thermodynamics for a single-mode linear optical cavity driven on resonance. We first show that the steady-state intra-cavity field follows the equilibrium Boltzmann distribution. The effective…

We study the sample path regularity of the solutions of a class of spde's which are second order in time and that includes the stochastic wave equation. Non-integer powers of the spatial Laplacian are allowed. The driving noise is white in…

Probability · Mathematics 2007-05-23 Robert C. Dalang , Marta Sanz-Solé

We prove existence and uniqueness of the solution of a stochastic shell--model. The equation is driven by an infinite dimensional fractional Brownian--motion with Hurst--parameter $H\in (1/2,1)$, and contains a non--trivial coefficient in…

Analysis of PDEs · Mathematics 2014-10-27 Hakima Bessaih , María J. Garrido-Atienza , Björn Schmalfuss

We study the nonlinear stochastic time-fractional diffusion equations in the spatial domain $\mathbb{R}$, driven by multiplicative space-time white noise. The fractional index $\beta$ varies continuously from $0$ to $2$. The case $\beta=1$…

Probability · Mathematics 2014-10-09 Le Chen

In this paper, we study the Moderate Deviation Principle for a perturbed stochastic heat equation in the whole space $\rr^d, d\ge1$. This equation is driven by a Gaussian noise, white in time and correlated in space, and the differential…

Probability · Mathematics 2015-09-08 Yumeng Li , Ran Wang , Nian Yao , Shuguang Zhang