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We consider a class of stochastic partial differential equations arising as a model for amorphous thin film growth. Using a spectral Galerkin method, we verify the existence of stationary mild solutions, although the specific nature of the…

Mathematical Physics · Physics 2007-05-23 Dirk Blömker , Martin Hairer

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…

Analysis of PDEs · Mathematics 2026-01-08 Peter H. C. Pang

We prove the existence of a global martingale solution of a stochastic Hall-magnetohydrodynamics equations on $\mathbb{R}^3$ with multiplicative noise. Using the Fourier analysis we construct a sequence of approximate solutions. The…

Probability · Mathematics 2021-09-15 Elżbieta Motyl

In this short report we give a proof of the existence of a stationary solution to the Gross-Pitaevskii equation in $2d$ driven by a space-time white noise.

Probability · Mathematics 2022-03-29 Anne de Bouard , Arnaud Debussche , Reika Fukuizumi

We consider a viscous incompressible fluid interacting with a linearly elastic shell of Koiter type which is located at some part of the boundary. Recently models with stochastic perturbation in the shell equation have been proposed in the…

Analysis of PDEs · Mathematics 2024-01-10 Dominic Breit , Prince Romeo Mensah , Thamsanqa Castern Moyo

In this paper, we study the 2D stochastic quasi-geostrophic equation on $\mathbb{T}^2$ for general parameter $\alpha\in(0,1)$ and multiplicative noise. We prove the existence of weak solutions and Markov selections for multiplicative noise…

Probability · Mathematics 2015-06-05 Michael Röckner , Rongchan Zhu , Xiangchan Zhu

We construct a local in time spatially real-analytic solution to the 2D and 3D stochastic Navier--Stokes equation driven by a spatially real-analytic multiplicative and transport noise but emanating from an initial condition that is only…

Analysis of PDEs · Mathematics 2024-07-15 Dan Crisan , Prince Romeo Mensah

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…

Soft Condensed Matter · Physics 2013-05-29 Kwok Sau Fa

The generalized Crank-Nicolson method is employed to obtain numerical solutions of the two-dimensional time-dependent Schrodinger equation. An adapted alternating-direction implicit method is used, along with a high-order finite difference…

Computational Physics · Physics 2017-04-05 Wytse van Dijk , Trevor Vanderwoerd , Sjirk-Jan Prins

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

Existence of nonnegative weak solutions is shown for a thin film approximation of the Muskat problem with gravity and capillary forces taken into account. The model describes the space-time evolution of the heights of the two fluid layers…

Analysis of PDEs · Mathematics 2012-06-26 Philippe Laurencot , Bogdan-Vasile Matioc

This paper introduces a novel deep-learning-based approach for numerical simulation of a time-evolving Schr\"odinger equation inspired by stochastic mechanics and generative diffusion models. Unlike existing approaches, which exhibit…

Machine Learning · Computer Science 2024-09-19 Elena Orlova , Aleksei Ustimenko , Ruoxi Jiang , Peter Y. Lu , Rebecca Willett

We investigate the global well-posedness and asymptotic behavior of $L^2$-solutions to stochastic nonlinear Schr\"odinger equations with multiplicative noise driven by continuous square integrable martingales with density. Our approach…

Probability · Mathematics 2026-05-12 Isamu Dôku , Shunya Hashimoto , Shuji Machihara

A description of the short time behavior of solutions of the Allen-Cahn equation with a smoothened additive noise is presented. The key result is that in the sharp interface limit solutions move according to motion by mean curvature with an…

Probability · Mathematics 2015-05-13 Hendrik Weber

We study the three-dimensional stochastic electron magnetohydrodynamics (EMHD) system with fractional dissipation on the torus, driven by Stratonovich transport noise acting through divergence-free first-order operators. The noise generates…

Probability · Mathematics 2026-04-10 Ruimeng Hu , Qirui Peng , Xu Yang

The dual representation of the martingale optimal transport problem in the Skorokhod space of multi dimensional cadlag processes is proved. The dual is a minimization problem with constraints involving stochastic integrals and is similar to…

Pricing of Securities · Quantitative Finance 2015-02-09 Y. Dolinsky , H. M. Soner

This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dynamics generated by stochastic differential equations with…

Optimization and Control · Mathematics 2015-04-27 Viorel Barbu , Stefano Bonaccorsi , Luciano Tubaro

We show the existence of local and global in time weak martingale solutions for a stochastic version of the Othmer-Dunbar-Alt kinetic model of chemotaxis under suitable assumptions on the turning kernel and stochastic drift coefficients,…

Analysis of PDEs · Mathematics 2026-03-30 Benjamin Gess , Sebastian Herr , Anne Niesdroy

We establish the existence and uniqueness of solutions to stochastic 2D Navier-Stokes equations in a time-dependent domain driven by Brownian motion. A martingale solution is constructed through domain transformation and appropriate…

Probability · Mathematics 2021-05-31 Wei Wang , Jianliang Zhai , Tusheng Zhang

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…

Analysis of PDEs · Mathematics 2019-06-21 Fabian Hornung