Related papers: Hyperbolic Anderson model with L\'evy white noise:…
We present a three-lane exclusion process that exhibits the same universal fluctuation pattern as generic one-dimensional Hamiltonian dynamics with short-range interactions, viz., with two sound modes in the Kardar-Parisi-Zhang (KPZ)…
We discuss the Hamiltonian formulation of gravity in 4-dimensional spacetime under Bondi-like coordinates ${v, r, x^a, a=2, 3}$. In Bondi-like coordinates, the 3-dimensional hypersurface is a null hypersurface and the evolution direction is…
We study the compressible Navier-Stokes system driven by physically relevant transport noise, where the noise influences both the continuity and momentum equations. Our approach is based on transforming the system into a partial…
We study the nonlinear stochastic heat equation in the spatial domain $\mathbb {R}$, driven by space-time white noise. A central special case is the parabolic Anderson model. The initial condition is taken to be a measure on $\mathbb {R}$,…
In this paper, we consider three-dimensional nonlinear stochastic wave equations driven by the Gaussian noise which is white in time and has some spatial correlations. Using the Malliavin-Stein's method, we prove the Gaussian fluctuation…
We construct solutions of a renormalized continuum fractional parabolic Anderson model, formally given by $\partial_t u=-(-\Delta)^{1/2}u+\xi u$, where $\xi$ is a periodic spatial white noise. To be precise, we construct limits as…
In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…
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.…
We study a class of fully-discrete schemes for the numerical approximation of solutions of stochastic Cahn--Hilliard equations with cubic nonlinearity and driven by additive noise. The spatial (resp. temporal) discretization is performed…
In this paper, we show that the value functions of mean field control problems with common noise are the unique viscosity solutions to fully second-order Hamilton-Jacobi-Bellman equations, in a Crandall-Lions-like framework. We allow the…
This paper attempts to obtain necessary and sufficient conditions to solve the parabolic Anderson model with fractional Gaussian noises: $\frac{\partial}{\partial t}u(t,x)=\frac{1}{2}\Delta u(t,x)+u(t,x)\dot{W}(t,x)$, where $ {W}(t,x)$ is…
We study the quantitative small noise limit in the $L^\infty$ norm of certain time-dependent Hamilton-Jacobi equations equipped with Neumann boundary conditions, depending on the regularity of the data and the geometric properties of the…
In this paper we show the H\"ormander hypoelliptic theorem for nonlocal operators by a purely probabilistic method: the Malliavin calculus. Roughly speaking, under general H\"ormander's Lie bracket conditions, we show the regularization…
We study time-fractional stochastic Navier-Stokes equations on a bounded domain of $\R^2$ (the restriction to dimension two is essential for the bilinear estimates via Sobolev embeddings) driven by a Hermite process $Z_H^k$ of order $k\ge1$…
In this work we establish weak convergence rates for temporal discretisations of stochastic wave equations with multiplicative noise, in particular, for the hyperbolic Anderson model. For this class of stochastic partial differential…
We give a new example of a measure-valued process without a density, which arises from a stochastic partial differential equation with a multiplicative noise term. This process has some unusual properties. We work with the heat equation…
The free-boundary compressible 1-D Euler equations with moving physical vacuum boundary are a system of hyperbolic conservation laws which are both characteristic and degenerate. The physical vacuum singularity (or rate-of-degeneracy)…
Suppose that $\{u(t\,, x)\}_{t >0, x \in\mathbb{R}^d}$ is the solution to a $d$-dimensional parabolic Anderson model with delta initial condition and driven by a Gaussian noise that is white in time and has a spatially homogeneous…
The phenomenon of an excitable system producing a pulse under external or internal stimulation may be interpreted as a stochastic escape problem. This work addresses this issue by examining the Morris-Lecar neural model driven by symmetric…
We study the three-dimensional stochastic electron magnetohydrodynamics (EMHD) system with fractional dissipation on the torus, driven by Stratonovich transport noise acting through divergence-free first-order operators. The noise generates…