Related papers: Concentration estimates for slowly time-dependent …
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…
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,…
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…
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.…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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}…
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…
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…
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…
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 $u_0$…