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Related papers: A pathwise stochastic Landau-Lifshitz-Gilbert equa…

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We construct H\"older continuous, global-in-time probabilistically strong solutions to 3D Euler equations perturbed by Stratonovich transport noise. Kinetic energy of the solutions can be prescribed a priori up to a stopping time, that can…

Probability · Mathematics 2023-10-05 Martina Hofmanová , Theresa Lange , Umberto Pappalettera

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

We consider stochastic wave map equation on real line with solutions taking values in a $d$-dimensional compact Riemannian manifold. We show first that this equation has unique, global, strong in PDE sense, solution in local Sobolev spaces.…

Probability · Mathematics 2021-10-26 Zdzisław Brzeźniak , Ben Goldys , Martin Ondreját , Nimit Rana

We study the stochastic cubic complex Ginzburg-Landau equation with complex-valued space-time white noise on the three dimensional torus. This nonlinear equation is so singular that it can only be under- stood in a renormalized sense. In…

Probability · Mathematics 2017-11-22 Masato Hoshino , Yuzuru Inahama , Nobuaki Naganuma

We propose an unconditionally convergent linear finite element scheme for the stochastic Landau--Lifshitz--Gilbert (LLG) equation with multi-dimensional noise. By using the Doss-Sussmann technique, we first transform the stochastic LLG…

Numerical Analysis · Mathematics 2017-03-20 Beniamin Goldys , Joseph Grotowski , Kim-Ngan Le

We consider the non linear wave equation (NLW) on the d-dimensional torus with a smooth nonlinearity of order at least two at the origin. We prove that, for almost any mass, small and smooth solutions of high Sobolev indices are stable up…

Analysis of PDEs · Mathematics 2019-09-20 Joackim Bernier , Erwan Faou , Benoit Grebert

In this paper we aim at generalizing the results of A. K. Zvonkin and A. Y. Veretennikov on the construction of unique strong solutions of stochastic differential equations with singular drift vector field and additive noise in the…

Probability · Mathematics 2019-03-15 David Baños , Martin Bauer , Thilo Meyer-Brandis , Frank Proske

We establish stability and pathwise uniqueness of solutions to Wiener noise driven McKean-Vlasov equations with random non-Lipschitz continuous coefficients. In the deterministic case, we also obtain the existence of unique strong…

Probability · Mathematics 2024-11-05 Alexander Kalinin , Thilo Meyer-Brandis , Frank Proske

We study the existence and uniqueness, the regularity, and the long-time behavior of strong solutions to stochastic curve shortening flow driven by a transport-type pure jump L\'evy noise. To obtain the existence and uniqueness of strong…

Probability · Mathematics 2026-05-12 Xiaotian Ge , Shijie Shang , Weina Wu , Jianliang Zhai

We prove that a solution, in a variational framework, to the Stratonovich stochastic partial differential equation with noise $G\left(t, \Psi_t\right) \circ dW_t$ is given by a solution to the It\^{o} equation with It\^{o}-Stratonovich…

Probability · Mathematics 2025-08-06 Daniel Goodair

In this paper we investigate a non-linear and non-local one dimensional transport equation under random perturbations on the real line. We first establish a local-in-time theory, i.e., existence, uniqueness and blow-up criterion for…

Analysis of PDEs · Mathematics 2022-03-23 Diego Alonso-Orán , Yingting Miao , Hao Tang

We address the global-in-time existence and pathwise uniqueness of solutions for the stochastic incompressible Navier-Stokes equations with a multiplicative noise on the three-dimensional torus. Under natural smallness conditions on the…

Probability · Mathematics 2024-10-07 Igor Kukavica , Fanhui Xu

A recent paper of Melbourne & Stuart, A note on diffusion limits of chaotic skew product flows, Nonlinearity 24 (2011) 1361-1367, gives a rigorous proof of convergence of a fast-slow deterministic system to a stochastic differential…

Dynamical Systems · Mathematics 2015-06-15 Georg A. Gottwald , Ian Melbourne

A stochastic linear transport equation with multiplicative noise is considered and the question of no-blow-up is investigated. The drift is assumed only integrable to a certain power. Opposite to the deterministic case where smooth initial…

Probability · Mathematics 2013-03-19 Ennio Fedrizzi , Franco Flandoli

We develop local discontinuous Galerkin (LDG) methods for conservation laws with heterogeneous stochastic fluxes, where the Stratonovich-driven transport terms may be linear or nonlinear. Such equations arise, for example, in simplified…

Numerical Analysis · Mathematics 2026-05-05 Thomas Christiansen , Kenneth H. Karlsen

We show convergence rates for a sparse grid approximation of the distribution of solutions of the stochastic Landau-Lifshitz-Gilbert equation. Beyond being a frequently studied equation in engineering and physics, the stochastic…

Numerical Analysis · Mathematics 2025-06-02 Xin An , Josef Dick , Michael Feischl , Andrea Scaglioni , Thanh Tran

We show global existence and non-uniqueness of probabilistically strong, analytically weak solutions of the three-dimensional Navier-Stokes equations perturbed by Stratonovich transport noise. We can prescribe either: \emph{i}) any…

Probability · Mathematics 2023-11-01 Umberto Pappalettera

The dynamical large deviations principle for the three-dimensional incompressible Landau-Lifschitz-Navier-Stokes equations is shown, in the joint scaling regime of vanishing noise intensity and correlation length. This proves the…

Probability · Mathematics 2024-03-07 Benjamin Gess , Daniel Heydecker , Zhengyan Wu

This work is devoted to the stochastic Zakharov system in dimension four, which is the energy-critical dimension. First, we prove local well-posedness in the energy space $H^1\times L^2$ up to the maximal existence time and a blow-up…

Analysis of PDEs · Mathematics 2024-10-08 Sebastian Herr , Michael Röckner , Martin Spitz , Deng Zhang

We show existence and uniqueness of solutions of stochastic path-dependent differential equations driven by cadlag martingale noise under joint local monotonicity and coercivity assumptions on the coefficients with a bound in terms of the…

Probability · Mathematics 2019-08-29 Sima Mehri , Michael Scheutzow