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This paper focuses on stochastic partial differential equations (SPDEs) under two-time-scale formulation. Distinct from the work in the existing literature, the systems are driven by $\alpha$-stable processes with $\alpha \in(1,2)$. In…

Statistics Theory · Mathematics 2016-09-30 Jianhai Bao , George Yin , Chenggui Yuan

In this note we introduce a new approach to rough and stochastic partial differential equations (RPDEs and SPDEs): we consider general Banach spaces as state spaces and -- for the sake of simiplicity -- finite dimensional sources of noise,…

Probability · Mathematics 2009-08-21 Josef Teichmann

In this article, we study the global well-posedness of hyperbolic SPDEs on a bounded domain in $\mathbb{R}^d$, driven by a space-time L\'evy white noise, when the drift and diffusion coefficients are locally Lipschitz and have linear…

Probability · Mathematics 2025-12-16 Raluca M. Balan , Juan J. Jiménez , Lluís Quer-Sardanyons

This paper deals with the numerical approximation of semilinear parabolic stochastic partial differential equation (SPDE) driven simultaneously by Gaussian noise and Poisson random measure, more realistic in modeling real world phenomena.…

Numerical Analysis · Mathematics 2020-11-19 Jean Daniel Mukam , Antoine Tambue

This paper develops and analyzes a fully discrete finite element method for a class of semilinear stochastic partial differential equations (SPDEs) with multiplicative noise. The nonlinearity in the diffusion term of the SPDEs is assumed to…

Numerical Analysis · Mathematics 2018-11-22 Xiaobing Feng , Yukun Li , Yi Zhang

In this paper, we establish the existence and uniqueness of invariant measures for a class of semilinear stochastic partial differential equations driven by multiplicative noise on a bounded domain. The main results can be applied to SPDEs…

Probability · Mathematics 2018-12-12 Zhao Dong , Rangrang Zhang

In the first part of the note we analyze the long time behaviour of a two dimensional stochastic Navier--Stokes equations system on a torus with a degenerate, one dimensional noise. In particular, for some initial data and noises we…

Probability · Mathematics 2021-08-27 Z. Brzeźniak , T. Komorowski , S. Peszat

In this paper we consider a non-linear Schroedinger equation with a cubic nonlinearity and a multi-dimensional double well potential. In the semiclassical limit the problem of the existence of stationary solutions simply reduces to the…

Mathematical Physics · Physics 2015-06-18 Andrea Sacchetti

We concern standing wave solutions with frequency $\lambda$ to a two dimensional Gross-Pitaevskii equation with a trap potential under the unit mass constraint, which is used to describe Bose-Einstein condensates with attractive…

Analysis of PDEs · Mathematics 2026-02-25 Lipeng Duan , Suting Wei , Jun Yang

This article is devoted to the analysis of semilinear, parabolic, Stochastic Partial Differential Equations, with slow and fast time scales. Asymptotically, an averaging principle holds: the slow component converges to the solution of…

Probability · Mathematics 2018-10-16 Charles-Edouard Bréhier

We study the Navier-Stokes equations with transport noise in critical function spaces. Assuming the initial data belongs to $H^{1/2}$ almost surely, we establish the existence and uniqueness of a local-in-time probabilistically strong…

Probability · Mathematics 2025-11-07 Mustafa Sencer Aydın , Fanhui Xu

We present a systematic study of moment evolution in multidimensional stochastic difference systems, focusing on characterizing systems whose low-order moments diverge in the neighborhood of a stable fixed point. We consider systems with a…

Mathematical Physics · Physics 2009-11-10 Dennis M. Wilkinson

In this paper, we consider a new approach for semi-discretization in time and spatial discretization of a class of semi-linear stochastic partial differential equations (SPDEs) with multiplicative noise. The drift term of the SPDEs is only…

Numerical Analysis · Mathematics 2023-07-10 Yukun Li , Liet Vo , Guanqian Wang

Motivated by the probabilistic representation for solutions of the Navier-Stokes equations, we introduce a novel class of stochastic differential equations that depend on the entire flow of its time marginals. We establish the existence and…

Probability · Mathematics 2024-12-17 Zimo Hao , Michael Röckner , Xicheng Zhang

The main goal of this work is to provide sample-path estimates for the solution of slowly time-dependent SPDEs perturbed by a cylindrical fractional Brownian motion. Our strategy is similar to the approach by Berglund and Nader for…

Probability · Mathematics 2025-02-25 Nils Berglund , Alexandra Blessing

We prove the existence of solution to the following $\mathbb{C}^3$-valued singular SPDE on the 2D torus $\mathbb{T}^2$: \begin{align} \label{CR} \partial_{\bar z} r = r \times \overline{r} + i \, \gamma \, {\mathscr W}, \tag{CR} \end{align}…

Probability · Mathematics 2025-09-29 Zdzisław Brzeźniak , Mikhail Neklyudov , Evelina Shamarova

In this article, we study the space-time SPDE $$ \partial_t^\beta u=-(-\Delta)^{\alpha/2} u+I_t^{1-\beta}[b(u)+\sigma(u)\dot{W}],$$ where $u=u(t,x)$ is defined for $(t,x)\in\mathbb{R}_+\times \mathbb{R},$ $\beta\in(0,1), \alpha\in(0,2)$ and…

Probability · Mathematics 2025-11-17 Ngartelbaye Guerngar , Erkan Nane

We derive low-order, inf-sup stable and divergence-free finite element approximations for the Stokes problem using Worsey-Farin splits in three dimensions and Powell-Sabin splits in two dimensions. The velocity space simply consists of…

Numerical Analysis · Mathematics 2022-02-02 Maurice Fabien , Johnny Guzman , Michael Neilan , Ahmed Zytoon

We study the stochastic cubic nonlinear wave equation (SNLW) with an additive noise on the three-dimensional torus $\mathbb{T}^3$. In particular, we prove local well-posedness of the (renormalized) SNLW when the noise is almost a space-time…

Analysis of PDEs · Mathematics 2022-05-31 Tadahiro Oh , Yuzhao Wang , Younes Zine

We study a generalized 1d periodic SPDE of Burgers type: $$ \partial_t u =- A^\theta u + \partial_x u^2 + A^{\theta/2} \xi $$ where $\theta > 1/2$, $-A$ is the 1d Laplacian, $\xi$ is a space-time white noise and the initial condition $u_0$…

Probability · Mathematics 2013-04-10 M. Gubinelli , M. Jara