Related papers: Coupled Stochastic Allen-Cahn equations: Existence…

In this article we consider existence and uniqueness of the solutions to a large class of stochastic partial differential of form $\partial_t u = L_x u + b(t,u)+\sigma(t,u)\dot{W}$, driven by a Gaussian noise $\dot{W}$, white in time and…

This paper provides an existence-and-uniqueness theorem characterizing the stochastic integral with respect to a Wiener process. The integral is represented as a mapping from the space of measurable and adapted pathwise locally integrable…

In this paper we prove the existence and uniqueness of maximal strong (in PDE sense) solution to several stochastic hydrodynamical systems on unbounded and bounded domains of $\mathbb{R}^n$, $n=2,3$. This maximal solution turns out to be a…

This paper is concerned with the existence of optimal controls for backward stochastic partial differential equations with random coefficients, in which the control systems are represented in an abstract evolution form, i.e. backward…

We put forward a new method for proving weak uniqueness of stochastic equations with singular drifts driven by a non-Markov or infinite-dimensional noise. We apply our method to study stochastic heat equation (SHE) driven by Gaussian…

In this paper we prove several results related to the existence and uniqueness of solution to coupled highly nonlinear stochastic partial differential equations (PDEs). These equations are motivated by the dynamics of nematic liquid…

In this paper, we present a framework for Stability Analysis of Systems of Coupled Linear Partial-Differential Equations. The class of PDE systems considered in this paper includes parabolic, elliptic and hyperbolic systems with Dirichelet,…

In the present manuscript we consider the Boltzmann equation that models a polyatomic gas by introducing one additional continuous variable, referred to as microscopic internal energy. We establish existence and uniqueness theory in the…

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…

In this paper, we prove pathwise uniqueness for stochastic degenerate systems with a H{\"o}lder drift, for a H{\"o}lder exponent larger than the critical value 2/3. This work extends to the degenerate setting the earlier results obtained by…

We give a necessary and sufficient condition for the existence of an increasing coupling of $N$ ($N \geq 2$) synchronous dynamics on $S^{\mathbb Z^d}$(PCA). Increasing means the coupling preserves stochastic ordering. We first present our…

This paper deals with the existence and uniqueness of solutions to kinetic equations describing alignment of self-propelled particles. The particularity of these models is that the velocity variable is not on the euclidean space but…

We establish the local existence of pathwise solutions for the stochastic Euler equations in a three-dimensional bounded domain with slip boundary conditions and a very general nonlinear multiplicative noise. In the two-dimensional case we…

We study the dynamics of visco-elastic materials coupled by a common cohesive interface (or, equivalently, {two single domains separated by} a prescribed cohesive crack) in the anti-plane setting. We consider a general class of…

We consider the stochastic differential equation $$ dX_t = b(X_t) dt + dL_t,$$ where the drift $b$ is a generalized function and $L$ is a symmetric one dimensional $\alpha$-stable L\'evy processes, $\alpha \in (1, 2)$. We define the notion…

The main objective of this work is to characterize the pathwise local structure of solutions of semilinear stochastic evolution equations (see's) and stochastic partial differential equations (spde's) near stationary solutions. Such…

Population dynamics with complex biological interactions, accounting for uncertainty quantification, is critical for many application areas. However, due to the complexity of biological systems, the mathematical formulation of the…

We prove strong rate resp. weak rate ${\mathcal O}(\tau)$ for a structure preserving temporal discretization (with $\tau$ the step size) of the stochastic Allen-Cahn equation with additive resp. multiplicative colored noise in $d=1,2,3$…

This paper investigates a class of controlled stochastic partial differential equations (SPDEs) arising in the modeling of composite materials with spatially varying properties. The state equation describes the evolution of a material…

In this article we deal with stochastic perturbation of degenerate parabolic partial differential equations (PDEs). The particular emphasise is on analysing the effect of multiplicative L\'{e}vy noise to such problems and establishing…