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Related papers: A regularity theory for stochastic generalized Bur…

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We study a class of nonlinear Burgers-type stochastic partial differential equations driven by additive space-time white noise in one spatial dimension. Building on the rough path framework initiated by Hairer, which provides a pathwise…

Probability · Mathematics 2026-01-26 Nannan Li , Xing Gao

A new class of fractional-order stochastic evolution equations of the form $(\partial_t + A)^\gamma X(t) = \dot{W}^Q(t)$, $t\in[0,T]$, $\gamma \in (0,\infty)$, is introduced, where $-A$ generates a $C_0$-semigroup on a separable Hilbert…

Probability · Mathematics 2026-01-06 Kristin Kirchner , Joshua Willems

In light of recent work on particles fluctuating in linear viscoelastic fluids, we study a linear stochastic partial-integro-differential equation with memory that is driven by a stationary noise on a bounded, smooth domain. Using the…

Probability · Mathematics 2021-11-02 Scott A. McKinley , Hung D. Nguyen

We consider systems of stochastic evolutionary equations of the type $$du=\mathrm{div}\,S(\nabla u)\,dt+\Phi(u)dW_t$$ where $S$ is a non-linear operator, for instance the $p$-Laplacian $$S(\xi)=(1+|\xi|)^{p-2}\xi,\quad \xi\in\mathbb…

Analysis of PDEs · Mathematics 2020-05-15 Dominic Breit

We investigate the stochastic heat equation driven by space-time white noise defined on an abstract Hilbert space, assuming that the drift and diffusion coefficients are both merely H\"older continuous. Random field SPDEs are covered as…

Probability · Mathematics 2025-08-04 Yi Han

In this work, we consider the stochastic Burgers-Huxley equation perturbed by multiplicative Gaussian noise, and discuss about the global solvability results and asymptotic behavior of solutions. We show the existence of a global strong…

Probability · Mathematics 2020-10-20 Manil T. Mohan

In this paper, we study a nonlinear one spatial dimensional stochastic heat equations driven by Gaussian noise: $\frac{\partial u }{\partial t}=\frac{\partial^2 u }{\partial x^2}+\sigma(u )\dot{W} $, where $\dot{W} $ is white in time and…

Probability · Mathematics 2021-01-05 Yaozhong Hu , Xiong Wang

Upon its inception the theory of regularity structures allowed for the treatment for many semilinear perturbations of the stochastic heat equation driven by space-time white noise. When the driving noise is non-Gaussian the machinery of…

Probability · Mathematics 2017-07-25 Ajay Chandra , Hao Shen

Semilinear stochastic partial differential equations on bounded domains $\mathscr{D}$ are considered. The semilinear term may have arbitrary polynomial growth as long as it is continuous and monotone except perhaps near the origin. Typical…

Probability · Mathematics 2019-09-25 Neelima , David Šiška

The main object of this paper is the planar wave equation \[\bigg(\frac{\partial^2}{\partial t^2}-a^2\varDelta\bigg)U(x,t)=f(x,t),\quad t\ge0, x\in \mathbb {R}^2,\] with random source $f$. The latter is, in certain sense, a symmetric…

Probability · Mathematics 2016-11-21 Larysa Pryhara , Georgiy Shevchenko

This article is devoted to the numerical study of various finite difference approximations to the stochastic Burgers equation. Of particular interest in the one-dimensional case is the situation where the driving noise is white both in…

Probability · Mathematics 2013-09-20 Martin Hairer , Jochen Voss

We consider a family of singular surface quasi-geostrophic equations $$ \partial_{t}\theta+u\cdot\nabla\theta=-\nu (-\Delta)^{\gamma/2}\theta+(-\Delta)^{\alpha/2}\xi,\qquad u=\nabla^{\perp}(-\Delta)^{-1/2}\theta, $$ on…

Probability · Mathematics 2023-08-29 Martina Hofmanová , Xiaoyutao Luo , Rongchan Zhu , Xiangchan Zhu

In this paper we work with parabolic SPDEs of the form $$ \partial_t u(t,x)=\partial_x^2 u(t,x)+g(t,x,u)+\sigma(t,x,u)\dot{W}(t,x) $$ with Neumann boundary conditions, where $x\in[0,1]$, $\dot{W}(t,x)$ is the space-time white noise on…

Probability · Mathematics 2025-04-29 Yi Han

In this paper we treat semilinear stochastic partial differential equations by two methods. First, we extend the framework of [BDR10] from a Hilbert space to a Gelfand triple and as an application we prove the existence of solutions for the…

Probability · Mathematics 2014-02-05 Michael Röckner , Rongchan Zhu , Xiangchan Zhu

We consider the ordinary differential equation (ODE) $dx_{t} =b(t,x_{t} ) dt+ dw_{t}$ where $w$ is a continuous driving function and $b$ is a time-dependent vector field which possibly is only a distribution in the space variable. We…

Probability · Mathematics 2016-02-05 R. Catellier , M. Gubinelli

High order and fractional PDEs have become prominent in theory and in modeling many phenomena. Here, we focus on the regularizing effect of a large class of memoryful high-order or time-fractional PDEs---through their fundamental…

Probability · Mathematics 2014-12-02 Hassan Allouba

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…

Probability · Mathematics 2010-01-29 Víctor Ortiz-López , Marta Sanz-Solé

An optimal first-order global regularity theory, in spaces of functions defined in terms of oscillations, is established for solutions to Dirichlet problems for the $p$-Laplace equation and system, with right-hand side in divergence form.…

Analysis of PDEs · Mathematics 2019-04-01 Dominic Breit , Andrea Cianchi , Lars Diening , Sebastian Schwarzacher

In this paper we propose an all-in-one statement which includes existence, uniqueness, regularity, and numerical approximations of mild solutions for a class of stochastic partial differential equations (SPDEs) with non-globally monotone…

Probability · Mathematics 2024-12-20 Sara Mazzonetto , Diyora Salimova

Tikhonov regularization is studied in the case of linear pseudodifferential operator as the forward map and additive white Gaussian noise as the measurement error. The measurement model for an unknown function $u(x)$ is \begin{eqnarray*}…

Analysis of PDEs · Mathematics 2016-06-03 Hanne Kekkonen , Matti Lassas , Samuli Siltanen