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

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We perturb the 3D Euler equations by a particular non-linear Stratonovich noise. We show the existence and uniqueness of a global-in-time (i.e. no blow-up) smooth solution. The result is a corollary of a more general theorem valid in an…

Probability · Mathematics 2024-04-16 Marco Bagnara

Semilinear stochastic evolution equations with multiplicative L\'evy noise and monotone nonlinear drift are considered. Unlike other similar work we do not impose coercivity conditions on coefficients. Existence and uniqueness of the mild…

Probability · Mathematics 2013-12-03 Erfan Salavati , Bijan Z. Zangeneh

In this paper, we investigate the existence and uniqueness of global solutions to the Cauchy problem for a coupled stochastic chemotaxis-Navier-Stokes system with multiplicative L\'{e}vy noises in $\mathbb{R}^2$. The existence of global…

Analysis of PDEs · Mathematics 2024-08-13 Fan Xu , Lei Zhang , Bin Liu

We consider the generalised Surface Quasi-Geostrophic (gSQG) equations in $\mathbb R^2$ with parameter $\beta\in (0,1)$, an active scalar model interpolating between SQG ($\beta=1$) and the 2D Euler equations ($\beta=0$) in vorticity form.…

Probability · Mathematics 2025-03-28 Marco Bagnara , Lucio Galeati , Mario Maurelli

We prove pathwise uniqueness for solutions of the nonlinear Schr\"{o}dinger equation with conservative multiplicative noise on compact 3D manifolds. In particular, we generalize the result by Burq, G\'erard and Tzvetkov (N. Burq, P.…

Analysis of PDEs · Mathematics 2018-09-03 Zdzislaw Brzezniak , Fabian Hornung , Lutz Weis

We study strong existence and pathwise uniqueness for stochastic differential equations in $\RR^d$ with rough coefficients, and without assuming uniform ellipticity for the diffusion matrix. Our approach relies on direct quantitative…

Probability · Mathematics 2013-03-12 Nicolas Champagnat , Pierre-Emmanuel Jabin

Sample path large deviations for the laws of the solutions of stochastic nonlinear Schrodinger equations when the noise converges to zero are presented. The noise is a complex additive gaussian noise. It is white in time and colored space…

Analysis of PDEs · Mathematics 2007-11-08 Eric Gautier

In this paper, we study the stochastic partial differential equation with multiplicative noise $\frac{\partial u}{\partial t} =\mathcal L u+u\dot W$, where $\mathcal L$ is the generator of a symmetric L\'evy process $X$ and $\dot W$ is a…

Probability · Mathematics 2016-01-29 Jian Song

Using the Maslowski and Seidler method, the existence of invariant measure for 2-dimensional stochastic Cahn-Hilliard-Navier-Stokes equations with multiplicative noise is proved in state space $L_x^2\times H^1$, working with the weak…

Analysis of PDEs · Mathematics 2020-08-26 Zhaoyang Qiu

In this article, we construct a Stratonovich solution for the stochastic wave equation in spatial dimension $d \leq 2$, with time-independent noise and linear term $\sigma(u)=u$ multiplying the noise. The noise is spatially homogeneous and…

Probability · Mathematics 2021-05-20 Raluca M. Balan

We show in this note that the Ito-Lyons solution map associated to a rough differential equation is Frechet differentiable when understood as a map between some Banach spaces of controlled paths. This regularity result provides an…

Probability · Mathematics 2015-04-30 I. Bailleul

The Cahn-Hilliard/Allen-Cahn equation with noise is a simplified mean field model of stochastic microscopic dynamics associated with adsorption and desorption-spin flip mechanisms in the context of surface processes. For such an equation we…

Probability · Mathematics 2022-10-13 Dimitra C. Antonopoulou , Geogia Karali , Annie Millet

We construct finite time blow-up solutions to the Landau-Lifshitz-Gilbert equation (LLG) from ${\mathbb R}^2$ into $S^2$ \begin{equation*} \begin{cases} u_t= a(\Delta u+|\nabla u|^2u) -b u\wedge \Delta u &\ \mbox{ in }\ {\mathbb…

Analysis of PDEs · Mathematics 2025-01-27 Juncheng Wei , Qidi Zhang , Yifu Zhou

In this note we study the 2d stochastic quasi-geostrophic equation in $\mathbb{T}^2$ for general parameter $\alpha\in (0,1)$ and multiplicative noise. We prove the existence of martingale solutions and pathwise uniqueness under some…

Probability · Mathematics 2018-06-18 Michael Röckner , Rongchan Zhu , Xiangchan Zhu

We study stochastic differential equations on the $d$-dimensional flat torus $\mathbb{T}^d$ with drift and perturbation coefficients in $L^{\infty}(\mathbb{T}^d;\mathbb{R}^d)$ and additive non-degenerate noise. For the associated transfer…

Dynamical Systems · Mathematics 2026-05-01 Gianmarco Del Sarto , Franco Flandoli , Stefano Galatolo , Sakshi Jain , Angxiu Ni

We study global-in-time dynamics of the stochastic nonlinear beam equations (SNLB) with an additive space-time white noise, posed on the four-dimensional torus. The roughness of the noise leads us to introducing a time-dependent…

Analysis of PDEs · Mathematics 2024-11-27 Andreia Chapouto , Guopeng Li , Ruoyuan Liu

The stochastic partial differential equation analyzed in this work is the Cahn-Hilliard equation perturbed by an additive fractional white noise (fractional in time and white in space). We work in the case of one spatial dimension and apply…

Probability · Mathematics 2026-01-16 Dimitrios Dimitriou , Dimitris Farazakis , Georgia Karali

A time-discrete approach avoids the assumption of an 'integration sense'. New path increments (in a short time step) are complete in the order of that step, and not Gaussian distributed when the noise is multiplicative; this eliminates an…

Probability · Mathematics 2025-07-29 Dietrich Ryter

We study the three dimensional stochastic Zakharov system in the energy space, where the Schr\"odinger equation is driven by linear multiplicative noise and the wave equation is driven by additive noise. We prove the well-posedness of the…

Analysis of PDEs · Mathematics 2026-04-09 Sebastian Herr , Michael Röckner , Martin Spitz , Deng Zhang

This paper investigates the application of KAM theory to the stochastic nonlinear Schr\"{o}dinger equation on infinite lattices, focusing on the stability of low-dimensional invariant tori in the sense of most probable paths. For…

Dynamical Systems · Mathematics 2025-08-26 Xinze Zhang , Yong Li , Kaizhi Wang