Related papers: Stratonovich solution for the wave equation
This article considers the variational wave equation with viscosity and transport noise as a system of three coupled nonlinear stochastic partial differential equations. We prove pathwise global existence, uniqueness, and temporal…
In this article, we study the stochastic wave equation in spatial dimensions $d \le 2$ with multiplicative L\'evy noise that can have infinite $p$-th moments. Using the past light-cone property of the wave equation, we prove the existence…
We consider the two-dimensional stochastic damped nonlinear wave equation (SdNLW) with the cubic nonlinearity, forced by a space-time white noise. In particular, we investigate the limiting behavior of solutions to SdNLW with regularized…
In this article, we construct a global martingale solution to a general nonlinear Schr\"{o}dinger equation with linear multiplicative noise in the Stratonovich form. Our framework includes many examples of spatial domains like…
We consider the Langevin equation with multiplicative noise term which depends on time and space. The corresponding Fokker-Planck equation in Stratonovich approach is investigated. Its formal solution is obtained for an arbitrary…
In this paper, the hyperbolic Anderson equation generated by a time-dependent Gaussian noise is under investigation in two fronts: The solvability and large-$t$ asymptotics. The investigation leads to a necessary and sufficient condition…
We construct solutions to the stochastic thin-film equation with quadratic mobility and Stratonovich gradient noise in the physically relevant dimension $d=2$ and allow in particular for solutions with non-full support. The construction…
We study a family of nonlinear damped wave equations indexed by a parameter $\epsilon >0$ and forced by a space-time white noise on the two dimensional torus, with polynomial and sine nonlinearities. We show that as $\epsilon \to 0$, the…
We study the convective wave equation in two space dimension driven by spatially homogeneous Gaussian noise. The existence of the real-valued solution is proved by providing a necessary and sufficient condition of Gaussian noise source. Our…
We consider a stochastic nonlinear defocusing Schr\"{o}dinger equation with zero-order linear damping, where the stochastic forcing term is given by a combination of a linear multiplicative noise in the Stratonovich form and a nonlinear…
Martingale solutions of stochastic Navier-Stokes equations in 2D and 3D possibly unbounded domains, driven by the L\'evy noise consisting of the compensated time homogeneous Poisson random measure and the Wiener process are considered.…
In this paper, we investigate the limiting dynamics of invariant measures of the stochastic Landau-Lifshitz-Bloch equation driven by the Stratonovich noise defined on the entire space $\R^2$. We first prove the set of all invariant measures…
In this paper we study the spatial averages of the solution of a one-dimensional stochastic wave equation driven by a Gaussian multiplicative noise, which is white in time and has a homogeneous spatial covariance described by the Riesz…
In this article, we consider the stochastic Cahn--Hilliard equation driven by space-time white noise. We discretize this equation by using a spatial spectral Galerkin method and a temporal accelerated implicit Euler method. The optimal…
In this work we study a stochastic version of the Friedmann acceleration equation. This model has been proposed in the cosmology literature as a possible explanation of the uncertainty found in the experimental quantification of the Hubble…
In this paper, we study the stochastic heat equation in the spatial domain $\mathbb{R}^d$ subject to a Gaussian noise which is white in time and colored in space. The spatial correlation can be any symmetric, nonnegative and…
We study the focusing stochastic nonlinear Schr\"odinger equation in one spatial dimension with multiplicative noise, driven by a Wiener process white in time and colored in space, in the $L^2$-critical and supercritical cases. The mass…
Let $M$ be a compact Riemannian homogeneous space (e.g. a Euclidean sphere). We prove existence of a global weak solution of the stochastic wave equation \mathbf D_t\partial_tu=\sum_{k=1}^d\mathbf…
We consider a stochastic wave equation in spatial dimension three, driven by a Gaussian noise, white in time and with a stationary spatial covariance. The free terms are nonlinear with Lipschitz continuous coefficients. Under suitable…
In this paper we investigate the numerical solution of stochastic partial differential equations (SPDEs) for a wider class of stochastic equations. We focus on non-diagonal colored noise instead of the usual space-time white noise. By…