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In this paper, we consider semilinear stochastic fractional heat equation $\frac{\partial}{\partial t}u_{\beta,t}(x)=\triangle^{\alpha/2}u_{\beta,t}(x)+\sigma(u_{\beta,t}(x))\eta_{\beta}$. The Gaussian noise $\eta_{\beta}$ is assumed to be…

Probability · Mathematics 2016-08-30 Kexue Li

The paper is concerned with spatial and time regularity of solutions to linear stochastic evolution equation perturbed by L\'evy white noise "obtained by subordination of a Gaussian white noise". Sufficient conditions for spatial continuity…

Probability · Mathematics 2015-10-23 Zdzisław Brzeźniak , Jerzy Zabczyk

This paper establishes strong convergence rates for the spatial finite element discretization of a two-dimensional stochastic Navier--Stokes system with transport noise and no-slip boundary conditions on a convex polygonal domain. The main…

Numerical Analysis · Mathematics 2025-12-15 Binjie Li , Qin Zhou

We investigate the growth of the tallest peaks of random field solutions to the parabolic Anderson models over concentric balls as the radii approach infinity. The noise is white in time and correlated in space. The spatial correlation…

Probability · Mathematics 2017-03-02 Jingyu Huang , Khoa Lê

We consider a nonlinear stochastic partial differential equation (SPDE) that takes the form of the Camassa--Holm equation perturbed by a convective, position-dependent, noise term. We establish the first global-in-time existence result for…

Analysis of PDEs · Mathematics 2024-01-08 Luca Galimberti , Helge Holden , Kenneth H. Karlsen , Peter H. C. Pang

For the stochastic partial differential equation $\frac{\partial u}{\partial t}=\mathcal L u +u\dot W$ where $\dot W$ is Gaussian noise colored in time and $\mathcal L$ is the infinitesimal generator of a Feller process $X$, we obtain…

Probability · Mathematics 2026-05-20 Jian Song , Meng Wang , Wangjun Yuan

This paper establishes a comprehensive well-posedness and regularity theory for time-fractional stochastic partial differential equations on $\mathbb{R}^d$ driven by mixed Wiener--L\'evy noises. The equations feature a Caputo time…

Analysis of PDEs · Mathematics 2026-01-21 Yong Zhen Yang , Yong Zhou

In this paper we investigate the numerical solution of stochastic partial differential equations (SPDEs) for a wider class of stochastic equations. We focus on non-diagonal colored noise instead of the usual space-time white noise. By…

Numerical Analysis · Mathematics 2013-11-12 Dirk Blömker , Minoo Kamrani

In this article, we consider the stochastic wave equation in spatial dimension $d=1$, with linear term $\sigma(u)=u$ multiplying the noise. This equation is driven by a Gaussian noise which is white in time and fractional in space with…

Probability · Mathematics 2023-07-04 Raluca M. Balan , Jingyu Huang , Xiong Wang , Panqiu Xia , Wangjun Yuan

This paper is concerned with the asymptotic behavior of bounded solutions of the Cauchy problem \begin{equation*} \left\{ \begin{array}{ll} u_t=u_{xx} +f(t,u), & x\in\mathbb{R},\,t>0,\\ u(x,0)= u_0, & x\in\mathbb{R}, \end{array}\right.…

Analysis of PDEs · Mathematics 2018-07-12 Weiwei Ding , Hiroshi Matano

Let u be a solution to a quasi-linear Klein-Gordon equation in one-space dimension, $\Box u + u = P (u, $\partial$\_t u, $\partial$\_x u; $\partial$\_t $\partial$\_x u, $\partial$^2\_x u)$ , where P is a homogeneous polynomial of degree…

Analysis of PDEs · Mathematics 2015-09-03 Annalaura Stingo

We are interested in (uniformly) parabolic PDEs with a nonlinear dependance of the leading-order coefficients, driven by a rough right hand side. For simplicity, we consider a space-time periodic setting with a single spatial variable:…

Analysis of PDEs · Mathematics 2018-11-07 Felix Otto , Hendrik Weber

We show the existence of Holder continuous solution of Boussinesq equations in whole space which has compact support both in space and time.

Analysis of PDEs · Mathematics 2019-02-27 Tao Tao , Liqun Zhang

We study the asymptotic speed of a random front for solutions $u_t(x)$ to stochastic reaction-diffusion equations of the form \[ \partial_tu=\farc{1}{2}\partial_x^2u+f(u)+\sigma\sqrt{u(1-u)}\dot{W}(t,x),~t\ge 0,~x\in\Rm, \] arising in…

Analysis of PDEs · Mathematics 2019-03-12 Carl Mueller , Leonid Mytnik , Lenya Ryzhik

In this paper, we aim to develop a new weak formulation that ensures well-posedness for a broad range of stochastic partial differential equations with pseudo-differential operators whose symbols depend only on time and spatial frequencies.…

Probability · Mathematics 2024-09-10 Jae-Hwan Choi , Ildoo Kim

The aim of this work is to prove a compact embedding for a weighted fractional Sobolev spaces. As an application, we use this embedding to prove, via variational methods, the existence of solutions for the following Schr\"odinger equation…

Analysis of PDEs · Mathematics 2023-08-07 Federico Bernini , Sergio Rolando , Simone Secchi

In the present paper we consider the coupled system of nonlinear Schr\"{o}dinger equations with the fractional Laplacian \[ \left\{ \begin{aligned} (-\Delta)^\alpha u_1 & = \lambda_1u_1+f_1(u_1)+\partial_1F(u_1,u_2)\ \ \mathrm{in}\…

Analysis of PDEs · Mathematics 2016-04-07 Santosh Bhattarai

We consider a quasilinear parabolic stochastic partial differential equation driven by a multiplicative noise and study regularity properties of its weak solution satisfying classical a priori estimates. In particular, we determine…

Numerical Analysis · Mathematics 2015-03-13 Arnaud Debussche , Sylvain De Moor , Martina Hofmanova

In this paper we consider the following non-linear stochastic partial differential equation (SPDE): \begin{align*} \begin{cases} \mathrm{d}u(s,x)=\sum^n_{i=1} \mathscr{L}_i u(s,x)\circ \mathrm{d}W_i(s)+\left(V(x)+\mu\Delta…

Analysis of PDEs · Mathematics 2023-06-28 Neeraj Bhauryal , Ana Bela Cruzeiro , Carlos Oliveira

We study a class of stochastic time-fractional equations on $\mathbb{R}^d$ driven by a centered Gaussian noise, involving a Caputo time derivative of order $\beta>0$, a fractional (power) Laplacian of order $\alpha>0$, and a…

Probability · Mathematics 2026-02-06 Le Chen , Cheuk Yin Lee , Panqiu Xia
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