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Smoothed Particle Hydrodynamics (SPH_ is a mesh-free Lagrangian method renowned for modeling large deformations and free-surface flows, yet classical formulations remain confined to deterministic systems. We introduce Stochastic SPH…

Computational Engineering, Finance, and Science · Computer Science 2026-05-14 Mridul Tiwari , Sawan Kumar , Md Rushdie Ibne Islam , Souvik Chakraborty

While modern representation learning relies heavily on global error signals, decentralized algorithms driven by local interactions offer a fundamental distributed alternative. However, the macroscopic convergence properties of these…

Machine Learning · Computer Science 2026-04-21 Zilin Li , Weiwei Xu , Xuchun Tong , Xuanbo Lu , Xuanqi Zhao

We consider the family of stochastic partial differential equations indexed by a parameter $\eps\in(0,1]$, \begin{equation*} Lu^{\eps}(t,x) = \eps\sigma(u^\eps(t,x))\dot{F}(t,x)+b(u^\eps(t,x)), \end{equation*} $(t,x)\in(0,T]\times\Rd$ with…

Probability · Mathematics 2015-03-25 Marta Sanz-Solé , André Süß

We consider a fully discrete scheme for nonlinear stochastic partial differential equations with non-globally Lipschitz coefficients driven by multiplicative noise in a multi-dimensional setting. Our method uses a polynomial based spectral…

Numerical Analysis · Mathematics 2021-12-23 Can Huang , Jie Shen

We study the following backward stochastic differential equation on finite time horizon driven by an integer-valued random measure $\mu$ on $\mathbb R_+\times E$, where $E$ is a Lusin space, with compensator $\nu(dt,dx)=dA_t\,\phi_t(dx)$:…

Probability · Mathematics 2015-06-09 Elena Bandini

We study the porous medium equation on manifolds with conical singularities. Given strictly positive initial values, we show that the solution exists in the maximal $L^{q}$-regularity space for all times and is instantaneously smooth in…

Analysis of PDEs · Mathematics 2019-03-19 Nikolaos Roidos , Elmar Schrohe

We consider singular-degenerate, multivalued stochastic fast diffusion equations with multiplicative Lipschitz continuous noise. In particular, this includes the stochastic sign fast diffusion equation arising from the Bak-Tang-Wiesenfeld…

Probability · Mathematics 2015-01-08 Benjamin Gess , Michael Röckner

One proves existence and uniqueness of strong solutions to stochastic porous media equations under minimal monotonicity conditions on the nonlinearity. In particular, we do not assume continuity of the drift or any growth condition at…

Probability · Mathematics 2007-05-23 Viorel Barbu , Giuseppe Da Prato , Michael Röckner

The object of this paper is a one-dimensional generalized porous media equation (PDE) with possibly discontinuous coefficient $\beta$, which is well-posed as an evolution problem in $L^1(\mathbb{R})$. In some recent papers of Blanchard et…

Probability · Mathematics 2010-11-17 Nadia Belaribi , François Cuvelier , Francesco Russo

This paper provides a quantitative study of nonnegative solutions to nonlinear diffusion equations of porous medium-type of the form $\partial_t u + {\mathcal L}u^m=0$, $m>1$, where the operator ${\mathcal L}$ belongs to a general class of…

Analysis of PDEs · Mathematics 2018-03-16 Matteo Bonforte , Alessio Figalli , Juan Luis Vazquez

It is generally argued that the solution to a stochastic PDE with multiplicative noise---such as $\dot{u}=\frac12 u"+u\xi$, where $\xi$ denotes space-time white noise---routinely produces exceptionally-large peaks that are "macroscopically…

Probability · Mathematics 2018-05-09 Davar Khoshnevisan , Kunwoo Kim , Yimin Xiao

This paper considers second-order stochastic partial differential equations with additive noise given in a bounded domain of $\mathbb R^n$. We suppose that the coefficients of the noise are $L^p$-functions with sufficiently large $p$. We…

Probability · Mathematics 2021-10-05 Sergey Kuksin , Nikolai Nadirashvili , Andrey Piatnitski

This article presents new gradient estimates for positive solutions to the nonlinear porous medium equation (NPME) in the context of smooth metric measure spaces. The diffusion operator here is the f-Laplacian and the gradient estimates of…

Analysis of PDEs · Mathematics 2025-11-25 Ali Taheri , Vahideh Vahidifar

A non-negative Markovian solution is constructed for a class of stochastic generalized porous media equations with reflection. To this end, some regularity properties and a comparison theorem are proved for stochastic generalized porous…

Probability · Mathematics 2013-04-04 Michael Röckner , Feng-Yu Wang , Tusheng Zhang

This paper is concerned with the existence and uniqueness of the solution for the stochastic fast logarithmic equation with Stratonovich multiplicative noise in $\mathbb{R}^{d}$ for $d\geqslant 3$. It provides an answer to a critical case…

Probability · Mathematics 2023-04-04 Ioana Ciotir , Reika Fukuizumi , Dan Goreac

We consider a porous medium equation with nonlocal diffusion effects given by an inverse fractional Laplacian operator. In a previous paper we have found mass-preserving, nonnegative weak solutions of the equation satisfying energy…

Analysis of PDEs · Mathematics 2010-04-08 Luis Caffarelli , Juan Luis Vazquez

We study the asymptotic behavior of solutions to stochastic evolution equations with monotone drift and multiplicative Poisson noise in the variational setting, thus covering a large class of (fully) nonlinear partial differential equations…

Analysis of PDEs · Mathematics 2009-09-22 Carlo Marinelli , Giacomo Ziglio

It is proved that the solutions to the singular stochastic $p$-Laplace equation, $p\in (1,2)$ and the solutions to the stochastic fast diffusion equation with nonlinearity parameter $r\in (0,1)$ on a bounded open domain $\Lambda\subset\R^d$…

Probability · Mathematics 2012-05-08 Ioana Ciotir , Jonas M. Tölle

We prove the validity of a small noise large deviation principle for the family of invariant measures $\{\mu_\epsilon\}_{\epsilon>0} $ associated to the one dimensional stochastic Allen-Cahn equation with inhomogeneous Dirichlet boundary…

Probability · Mathematics 2026-04-03 Rui Bai , Chunrong Feng , Huaizhong Zhao

We consider a one-dimensional diffusion which solves a stochastic differential equation with Borel-measurable coefficients in an open interval. We allow for the endpoints to be inaccessible or absorbing. Given a Borel-measurable function…

Probability · Mathematics 2014-01-13 Damien Lamberton , Mihail Zervos