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We develop a solution theory in H\"older spaces for a quasilinear stochastic PDE driven by an additive noise. The key ingredients are two deterministic PDE Lemmas which establish a priori H\"older bounds for an equation with irregular right…

Analysis of PDEs · Mathematics 2017-07-06 Felix Otto , Hendrik Weber

We consider a class of stochastic PDEs of Burgers type in spatial dimension 1, driven by space-time white noise. Even though it is well known that these equations are well posed, it turns out that if one performs a spatial discretization of…

Probability · Mathematics 2012-07-31 Martin Hairer , Jan Maas

This paper deals with Tikhonov regularization for linear and nonlinear ill-posed operator equations with wavelet Besov norm penalties. We show order optimal rates of convergence for finitely smoothing operators and for the backwards heat…

Numerical Analysis · Mathematics 2019-04-03 Frederic Weidling , Benjamin Sprung , Thorsten Hohage

We study the smoothness of the density of a semilinear heat equation with multiplicative spacetime white noise. Using Malliavin calculus, we reduce the problem to a question of negative moments of solutions of a linear heat equation with…

Probability · Mathematics 2011-02-18 Carl Mueller , David Nualart

In this paper, we prove the global existence and uniqueness of the solution of the stochastic logarithmic Schr\"odinger (SlogS) equation driven by additive noise or multiplicative noise. The key ingredient lies on the regularized stochastic…

Probability · Mathematics 2021-03-02 Jianbo Cui , Liying Sun

We consider the porous medium equation on manifolds with conical singularities and show existence, uniqueness and maximal $L^{p}$-regularity of a short time solution. In particular, we obtain information on the short time asymptotics of the…

Analysis of PDEs · Mathematics 2019-12-04 Nikolaos Roidos , Elmar Schrohe

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

This paper focuses on deriving optimal-order full moment error estimates in strong norms for both velocity and pressure approximations in the Euler-Maruyama time discretization of the stochastic Navier-Stokes equations with multiplicative…

Numerical Analysis · Mathematics 2025-10-10 Xiaobing Feng , Liet Vo

We study the transport properties of the Gaussian measures on Sobolev spaces under the dynamics of the cubic fourth order nonlinear Schr\"odinger equation on the circle. In particular, we establish an optimal regularity result for…

Analysis of PDEs · Mathematics 2018-10-05 Tadahiro Oh , Philippe Sosoe , Nikolay Tzvetkov

In this article, we study the stochastic wave equation in arbitrary spatial dimension $d$, with a multiplicative term of the form $\sigma(u)=u$, also known in the literature as the Hyperbolic Anderson Model. This equation is perturbed by a…

Probability · Mathematics 2017-06-26 Raluca M. Balan , Jian Song

We study the approximation of SPDEs on the whole real line near a change of stability via modulation or amplitude equations, which acts as a replacement for the lack of random invariant manifolds on extended domains. Due to the…

Probability · Mathematics 2017-11-20 Luigi Amedeo Bianchi , Dirk Blömker

We consider the Cauchy problem for nonlinear Schrodinger equations in the presence of a smooth, possibly unbounded, potential. No assumption is made on the sign of the potential. If the potential grows at most linearly at infinity, we…

Analysis of PDEs · Mathematics 2016-08-16 Rémi Carles

This article offers sharp spatial and temporal mean-square regularity results for a class of semi-linear parabolic stochastic partial differential equations (SPDEs) driven by infinite dimensional fractional Brownian motion with the Hurst…

Numerical Analysis · Mathematics 2020-08-04 Xiaojie Wang , Ruisheng Qi , Fengze Jiang

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…

Numerical Analysis · Mathematics 2020-06-23 Jianbo Cui , Jialin Hong , Liying Sun

In this article, we study the regularity of solutions to inhomogeneous time-fractional evolution equations involving anisotropic non-local operators in mixed-norm Sobolev spaces of variable order, with non-trivial initial conditions. The…

Analysis of PDEs · Mathematics 2025-05-05 Jae-Hwan Choi , Jaehoon Kang , Daehan Park , Jinsol Seo

We consider the stochastic wave and heat equations with affine multiplicative Gaussian noise which is white in time and behaves in space like the fractional Brownian motion with index $H \in (\frac14,\frac12)$. The existence and uniqueness…

Probability · Mathematics 2016-02-01 Raluca M. Balan , Maria Jolis , Lluís Quer-Sardanyons

In this paper, we investigate the stochastic damped Burgers equation with multiplicative noise defined on the entire real line. We demonstrate the existence and uniqueness of a mild solution to the stochastic damped Burgers equation and…

Dynamical Systems · Mathematics 2025-06-10 Zhenxin Liu , Zhiyuan Shi

The paper is devoted to the analysis of the global well-posedness and the interior regularity of the 2D Navier-Stokes equations with inhomogeneous stochastic boundary conditions. The noise, white in time and coloured in space, can be…

Analysis of PDEs · Mathematics 2024-09-11 Antonio Agresti , Eliseo Luongo

In this paper, we prove the global wellposedness of the Gross-Pitaevskii equation with white noise potential, i.e. a cubic nonlinear Schr{\"o}dinger equation with harmonic confining potential and spatial white noise multiplicative term.…

Analysis of PDEs · Mathematics 2023-11-20 Pierre Mackowiak

We establish an optimal strong convergence rate of a fully discrete numerical scheme for second order parabolic stochastic partial differential equations with monotone drifts, including the stochastic Allen-Cahn equation, driven by an…

Numerical Analysis · Mathematics 2020-05-21 Zhihui Liu , Zhonghua Qiao