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A class of stochastic parabolic equations with singular potentials is analysed in the chaos expansion setting where the Wick product is used to give sense to the product of generalized stochastic processes. For the analysis of such…

Analysis of PDEs · Mathematics 2025-01-07 Snežana Gordić , Tijana Levajković , Ljubica Oparnica

The stochastic parabolic equations with random potentials, driving forces and initial conditions are considered. The Wick product is used to give sense to the product of two generalized stochastic processes, and the existence and uniqueness…

Probability · Mathematics 2022-04-07 Snežana Gordić , Tijana Levajković , Ljubica Oparnica

Several aspects of regularity theory for parabolic systems are investigated under the effect of random perturbations. The deterministic theory, when strict parabolicity is assumed, presents both classes of systems where all weak solutions…

Analysis of PDEs · Mathematics 2011-08-02 Lisa Beck , Franco Flandoli

We investigate linear parabolic equations in divergence form with singular coefficients and non-smooth boundary data. When the diffusion, drift, or potential terms, as well as the initial or boundary conditions, are distributions rather…

Analysis of PDEs · Mathematics 2026-02-10 Arshyn Altybay , Alibek Yeskermessuly

This article is concerned with the existence of solution to the stochastic Degasperis-Procesi equation on $\mathbb{R}$ with an infinite dimensional multiplicative noise and integrable initial data. Writing the equation as a system composed…

Probability · Mathematics 2024-09-05 Nikolai V. Chemetov , Fernanda Cipriano

We present a well-posedness and stability result for a class of nondegenerate linear parabolic equations driven by rough paths. More precisely, we introduce a notion of weak solution that satisfies an intrinsic formulation of the equation…

Analysis of PDEs · Mathematics 2019-03-07 Antoine Hocquet , Martina Hofmanová

This paper is devoted to a study of the unique continuation property for stochastic parabolic equations. Due to the adapted nature of solutions in the stochastic situation, classical approaches to treat the the unique continuation problem…

Analysis of PDEs · Mathematics 2007-05-23 Xu Zhang

We consider a quasilinear parabolic stochastic partial differential equation driven by a multiplicative noise and study regularity properties of its weak solution satisfying classical a priori estimates. In particular, we determine…

Numerical Analysis · Mathematics 2015-03-13 Arnaud Debussche , Sylvain De Moor , Martina Hofmanova

In this short paper, we focus on the blowup phenomenon of stochastic parabolic equations. We first discuss the probability of the event that the solutions keep positive. Then, the blowup phenomenon in the whole space is considered. The…

Probability · Mathematics 2019-11-13 Guangying Lv , Jinlong Wei

We present mathematical proofs on the existence and uniqueness of weak solutions for a special class of non linear parabolic and hyperbolic equations of mathematical physics subject to colored noise (structured turbulence) as random-…

Mathematical Physics · Physics 2019-08-22 Luiz C L Botelho

We study strictly parabolic stochastic partial differential equations on $\R^d$, $d\ge 1$, driven by a Gaussian noise white in time and coloured in space. Assuming that the coefficients of the differential operator are random, we give…

Probability · Mathematics 2007-05-23 Marco Ferrante , Marta Sanz-Solé

We study nonlinear parabolic stochastic partial differential equations with Wick-power and Wick-polynomial type nonlinearities set in the framework of white noise analysis. These equations include the stochastic Fujita equation, the…

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

The technique of stochastic solutions, previously used for deterministic equations, is here proposed as a solution method for partial differential equations driven by distribution-valued noises.

Probability · Mathematics 2024-08-22 R. Vilela Mendes

This article focuses on parabolic equations with rough diffusion coefficients which are ill-posed in the classical sense of distributions due to the presence of a singular forcing. Inspired by the philosophy of rough paths and regularity…

Analysis of PDEs · Mathematics 2018-03-28 Felix Otto , Jonas Sauer , Scott Smith , Hendrik Weber

We consider a stochastic partial differential equation (SPDE) which describes the velocity field of a viscous, incompressible non-Newtonian fluid subject to a random force. Here the extra stress tensor of the fluid is given by a polynomial…

Probability · Mathematics 2012-01-05 Yutaka Terasawa , Nobuo Yoshida

This paper concerns the macroscopic behavior of solutions to parabolic equations with large, highly oscillatory, random potential. When the correlation function of the random potential satisfies a specific integrability condition, we show…

Probability · Mathematics 2014-08-06 Yu Gu , Guillaume Bal

In this article, we investigate the global existence of martingale suitable weak solutions to stochastic Ericksen-Leslie equations with additive noise in a 3D torus. The notion of suitable weak solutions has been introduced to address…

Analysis of PDEs · Mathematics 2025-10-16 Hengrong Du , Chuntian Wang

A new class of random partial differential equations of parabolic type is considered, where the stochastic term consists of an irregular noisy drift, not necessarily Gaussian, for which a suitable interpretation is provided. After freezing…

Probability · Mathematics 2007-12-04 Francesco Russo , Gerald Trutnau

We study the existence and propagation of singularities of the solution to a one-dimensional linear stochastic wave equation driven by an additive Gaussian noise that is white in time and colored in space. Our approach is based on a…

Probability · Mathematics 2021-07-22 Cheuk Yin Lee , Yimin Xiao

We perturb with an additive Gaussian white noise the Hamiltonian system associated to a cubic anharmonic oscillator. The stochastic system is assumed to start from initial conditions that guarantee the existence of a periodic solution for…

Probability · Mathematics 2019-07-26 Enrico Bernardi , Alberto Lanconelli
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