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We consider spatially extended conductance based neuronal models with noise described by a stochastic reaction diffusion equation with additive noise coupled to a control variable with multiplicative noise but no diffusion. We only assume a…

Probability · Mathematics 2020-01-16 Martin Sauer , Wilhelm Stannat

Using ideas from paracontrolled calculus, we prove local well-posedness of a renormalized version of the three-dimensional stochastic nonlinear wave equation with quadratic nonlinearity forced by an additive space-time white noise on a…

Analysis of PDEs · Mathematics 2021-06-23 Massimiliano Gubinelli , Herbert Koch , Tadahiro Oh

In this paper, we consider fractional parabolic equation of the form $ \frac{\partial u}{\partial t}=-(-\Delta)^{\frac{\alpha}{2}}u+u\dot W(t,x)$, where $-(-\Delta)^{\frac{\alpha}{2}}$ with $\alpha\in(0,2]$ is a fractional Laplacian and…

Probability · Mathematics 2016-04-13 Xia Chen , Yaozhong Hu , Jian Song , Xiaoming Song

We establish the existence and uniqueness of strong solutions, in both the PDE and probabilistic sense, for a broad class of nonlinear stochastic partial differential equations (SPDEs) on a bounded domain $\mathscr{O}\subset \mathbb{R}^d$…

Analysis of PDEs · Mathematics 2025-12-16 Agus L. Soenjaya , Thanh Tran

We construct unique martingale solutions to the damped stochastic wave equation $$ \mu \frac{\partial^2u}{\partial t^2}(t,x)=\Delta u(t,x)-\frac{\partial u}{\partial t}(t,x)+b(t,x,u(t,x))+\sigma(t,x,u(t,x))\frac{dW_t}{dt},$$ where $\Delta$…

Probability · Mathematics 2025-04-29 Yi Han

The paper deals with the stochastic two-dimensional Navier-Stokes equation for incompressible fluids, set in a bounded domain with Dirichlet boundary conditions. We consider additive noise in the form $G\, dW$, where $W$ is a cylindrical…

Probability · Mathematics 2025-05-13 Matteo Ferrari

This paper provides necessary as well as sufficient conditions on the Hurst parameters so that the continuous time parabolic Anderson model $\frac{\partial u}{\partial t}=\frac{1}{2}\frac{\partial^2 u}{\partial x^2}+u\dot{W}$ on $[0,…

Probability · Mathematics 2021-01-18 Zhen-Qing Chen , Yaozhong Hu

The paper starts by giving a motivation for this research and justifying the considered stochastic diffusion models for cosmic microwave background radiation studies. Then it derives the exact solution in terms of a series expansion to a…

Applications · Statistics 2019-11-05 Phil Broadbridge , Alexander D. Kolesnik , Nikolai Leonenko , Andriy Olenko

Nonlinear hydroelastic waves along a compressed ice sheet lying on top of a two-dimensional fluid of infinite depth are investigated. Based on a Hamiltonian formulation of this problem and by applying techniques from Hamiltonian…

Analysis of PDEs · Mathematics 2025-01-15 Philippe Guyenne , Adilbek Kairzhan , Catherine Sulem

We establish Strichartz estimates (both reversed and some direct ones), pointwise decay estimates, and weighted decay estimates for the linear wave equation in dimension two with an almost scaling-critical potential, in the case when there…

Analysis of PDEs · Mathematics 2015-11-24 Marius Beceanu

We consider the stochastic heat equation driven by a multiplicative Gaussian noise that is white in time and spatially homogeneous in space. Assuming that the spatial correlation function is given by a Riesz kernel of order $\alpha \in…

Probability · Mathematics 2024-11-12 Carsten Chong

We establish existence of an ergodic invariant measure on $H^1(D,\mathbb{R}^3)\cap L^2(D,\mathbb{S}^2)$ for the stochastic Landau-Lifschitz-Gilbert equation on a bounded one dimensional interval $D$. The conclusion is achieved by employing…

Probability · Mathematics 2023-12-29 Emanuela Gussetti

This paper studies the stochastic heat equation with multiplicative noises of the form uW, where W is a mean zero Gaussian noise and the differential element uW is interpreted both in the sense of Skorohod and Stratonovich. The existence…

Probability · Mathematics 2014-02-12 Yaozhong Hu , Jingyu Huang , David Nualart , Samy Tindel

We establish the unique ergodicity of a fully discrete scheme for monotone SPDEs with polynomial growth drift and bounded diffusion coefficients driven by multiplicative white noise. The main ingredient of our method depends on the…

Numerical Analysis · Mathematics 2025-11-13 Zhihui Liu

We reduce the equations governing the spherically symmetric perturbations of static spherically symmetric solutions of the Einstein-Vlasov system (with either massive or massless particles) to a single stratified wave equation…

General Relativity and Quantum Cosmology · Physics 2017-10-11 Carsten Gundlach

We study the convergence of a Zakharov system driven by a time white noise, colored in space, to a multiplicative stochastic nonlinear Schr{\"o}dinger equation, as the ion-sound speed tends to infinity. In the absence of noise, the…

Analysis of PDEs · Mathematics 2024-09-24 Grégoire Barrué , Anne de Bouard , Arnaud Debussche

We analyse a two-particle quantum system in $\R^d$ with interaction and in presence of a random external potential field with a continuous argument (an Anderson model in a continuous space). Our aim is to establish the so-called Wegner-type…

Mathematical Physics · Physics 2008-12-16 A. Boutet de Monvel , V. Chulaevsky , Y. Suhov

We prove localized energy estimates for the wave equation in domains with a strictly concave boundary when homogeneous Dirichlet or Neumann conditions are imposed. By restricting the solution to small, frequency dependent, space time…

Analysis of PDEs · Mathematics 2014-11-07 Matthew D. Blair

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

Dynamical Systems · Mathematics 2025-01-22 Zhenxin Liu , Zhiyuan Shi

In the present work, we investigate stochastic third grade fluids equations in a $d$-dimensional setting, for $d = 2, 3$. More precisely, on a bounded and simply connected domain $\mathcal{D}$ of $\mathbb{R}^d$, $d = 2,3$, with a…

Analysis of PDEs · Mathematics 2023-11-27 Raya Nouira , Fernanda Cipriano , Yassine Tahraoui
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