Related papers: On ill-posedness of nonlinear stochastic wave equa…
In this paper we construct a new type of noise of fractional nature that has a strong regularizing effect on differential equations. We consider an equation with this noise with a highly irregular coefficient. We employ a new method to…
We study the two-dimensional stochastic nonlinear wave equations (SNLW) with an additive space-time white noise forcing. In particular, we introduce a time-dependent renor- malization and prove that SNLW is pathwise locally well-posed. As…
The regularity of solutions to the stochastic nonlinear wave equation plays a critical role in the accuracy and efficiency of numerical algorithms. Rough or discontinuous initial conditions pose significant challenges, often leading to a…
We propose a novel time-splitting scheme for a class of semilinear stochastic evolution equations driven by cylindrical fractional noise. The nonlinearity is decomposed as the sum of a one-sided, non-globally, Lipschitz continuous function,…
We use the formalism of Hairer's regularity structures theory \cite{hai-14} to study a heat equation with non-linear perturbation driven by a space-time fractional noise. Different regimes are observed, depending on the global pathwise…
This article deals with stochastic partial differential equations with quadratic nonlinearities perturbed by small additive and multiplicative noise. We present the approximate solution of the original equation via the amplitude equation…
In this article, we study a $d$-dimensional stochastic nonlinear heat equation (SNLH) with a quadratic nonlinearity, forced by a fractional space-time white noise: \begin{equation*} \left\{\begin{array}{l} \partial_t u-\Delta u= \rho^2 u^2…
This article is devoted to forward and inverse problems associated with time-independent semilinear nonlocal wave equations. We first establish comprehensive well-posedness results for some semilinear nonlocal wave equations. The main…
In this article, we consider the one-dimensional stochastic wave and heat equations driven by a linear multiplicative Gaussian noise which is white in time and behaves in space like a fractional Brownian motion with Hurst index $H\in (\frac…
In this paper, we study a class of dissipative stochastic differential equations driven by nonlinear multiplicative fractional Brownian noise with Hurst index $H \in \left(\frac{1}{3},\frac{1}{2})\cup(\frac{1}{2}, 1\right) $. We establish…
We study a slow-fast system of coupled two- and three-dimensional Navier-Stokes equations in which the fast component is perturbed by an additive fractional Brownian noise with Hurst parameter $H>\frac{1}{3}$. The system is analyzed using…
The analysis of high-frequency financial data is often impeded by the presence of noise. This article is motivated by intraday return data in which market microstructure noise appears to be rough, that is, best captured by a continuous-time…
In this work, we study the Cauchy problem for a class of dispersive PDEs where a rough time coefficient is present in front of the dispersion. Under minimal assumptions on the occupation measure of this coefficient, we show that for the…
In this paper, we consider a system of $k$ second order non-linear stochastic partial differential equations with spatial dimension $d \geq 1$, driven by a $q$-dimensional Gaussian noise, which is white in time and with some spatially…
This work is devoted to non-linear stochastic Schr\"odinger equations with multiplicative fractional noise, where the stochastic integral is defined following the Riemann-Stieljes approach of Z\"ahle. Under the assumptions that the initial…
In this article, we consider the stochastic wave and heat equations driven by a Gaussian noise which is spatially homogeneous and behaves in time like a fractional Brownian motion with Hurst index $H>1/2$. The solutions of these equations…
In this article we identify a sharp ill-posedness/well-posedness threshold for kinetic wave equations (KWE) derived from quasilinear Schr\"{o}dinger models. We show well-posedness using a collisional averaging estimate proved in our earlier…
This article deals with the approximation of a stochastic partial differential equation (SPDE) via amplitude equations. We consider an SPDE with a cubic nonlinearity perturbed by a general multiplicative noise that preserves the constant…
In this article, we identify the necessary and sufficient conditions for the existence of a random field solution for some linear s.p.d.e.'s of parabolic and hyperbolic type. These equations rely on a spatial operator $\cL$ given by the…
In this paper, we consider the KPZ equation driven by space-time white noise replaced with its fractional derivatives of order $\gamma>0$ in spatial variable. A well-posedness theory for the KPZ equation is established by Hairer [3] as an…