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We study the question of existence of positive steady states of nonlinear evolution equations. We recast the steady state equation in the form of eigenvalue problems for a parametrised family of unbounded linear operators, which are…

Analysis of PDEs · Mathematics 2019-03-25 Àngel Calsina , József Z. Farkas

We consider a reaction-diffusion equation of the type \[ \partial_t\psi = \partial^2_x\psi + V(\psi) + \lambda\sigma(\psi)\dot{W} \qquad\text{on $(0\,,\infty)\times\mathbb{T}$}, \] subject to a "nice" initial value and periodic boundary,…

Probability · Mathematics 2020-12-24 Davar Khoshnevisan , Kunwoo Kim , Carl Mueller , Shang-Yuan Shiu

We study a nonlinear stochastic partial differential equation whose solution is the conditional log-Laplace functional of a superprocess in a random environment. We establish its existence and uniqueness by smoothing out the nonlinear term…

Probability · Mathematics 2016-09-07 Jie Xiong

In this paper we establish the strong existence, pathwise uniqueness and a comparison theorem to a stochastic partial differential equation driven by Gaussian colored noise with non-Lipschitz drift, H\"older continuous diffusion…

Probability · Mathematics 2020-06-02 Jie Xiong , Xu Yang

In this paper parabolic random partial differential equations and parabolic stochastic partial differential equations driven by a Wiener process are considered. A deterministic, tensorized evolution equation for the second moment and the…

Probability · Mathematics 2013-07-16 Annika Lang , Stig Larsson , Christoph Schwab

In this paper, we explore how our recently developed Wiener Chaos Expansion (WCE)-based neural operator (NO) can be applied to singular stochastic partial differential equations, e.g., the dynamic $\boldsymbol{\Phi}^4_2$ model simulated in…

Machine Learning · Computer Science 2026-03-10 Dai Shi , Luke Thompson , Andi Han , Peiyan Hu , Junbin Gao , José Miguel Hernández-Lobato

This work focuses on the regularization by nonlinear noise for a class of partial differential equations that may only have local solutions. In particular, we obtain the global existence, uniqueness and the Feller property for stochastic 3D…

Probability · Mathematics 2025-07-28 Wei Hong , Shihu Li , Wei Liu

In this paper, we introduce a non-commutative space of stochastic distributions, which contains the non-commutative white noise space, and forms, together with a natural multiplication, a topological algebra. A special inequality which…

Functional Analysis · Mathematics 2013-02-25 Daniel Alpay , Guy Salomon

We study function-valued solutions of a class of stochastic partial differential equations, involving operators with polynomially bounded coefficients. We consider semilinear equations under suitable parabolicity hypotheses. We provide…

Probability · Mathematics 2022-06-16 Alessia Ascanelli , Sandro Coriasco , André Suß

This article is devoted to the analysis of the weak rates of convergence of schemes introduced by the authors in a recent work, for the temporal discretization of the stochastic Allen-Cahn equation driven by space-time white noise. The…

Numerical Analysis · Mathematics 2018-04-19 Charles-Edouard Bréhier , Ludovic Goudenège

Focusing on two-level atoms, we apply the positive $P$ representation to a full-wave mixed bosonic and fermionic system of Jaynes-Cummings type and identify an advantageous degree of freedom in the choice of the involved nonorthogonal…

We establish weak convergence rates for noise discretizations of a wide class of stochastic evolution equations with non-regularizing semigroups and additive or multiplicative noise. This class covers the nonlinear stochastic wave, HJMM,…

Probability · Mathematics 2019-04-10 Philipp Harms , Marvin S. Müller

We consider systems of stochastic evolutionary equations of the type $$du=\mathrm{div}\,S(\nabla u)\,dt+\Phi(u)dW_t$$ where $S$ is a non-linear operator, for instance the $p$-Laplacian $$S(\xi)=(1+|\xi|)^{p-2}\xi,\quad \xi\in\mathbb…

Analysis of PDEs · Mathematics 2020-05-15 Dominic Breit

Stemming from the stochastic Lotka-Volterra or predator-prey equations, this work aims to model the spatial inhomogeneity by using stochastic partial differential equations (SPDEs). Compared to the classical models, the SPDE model is more…

Dynamical Systems · Mathematics 2019-11-21 N. N. Nhu , G. Yin

A stochastic affine evolution equation with bilinear noise term is studied where the driving process is a real-valued fractional Brownian motion. Stochastic integration is understood in the Skorokhod sense. Existence and uniqueness of weak…

Probability · Mathematics 2017-04-13 Bohdan Maslowski , Jana Šnupárková

We analyze several aspects of the phenomenon of stochastic resonance in reaction-diffusion systems, exploiting the nonequilibrium potential's framework. The generalization of this formalism (sketched in the appendix) to extended systems is…

Statistical Mechanics · Physics 2016-08-14 Horacio S. Wio , Roberto R. Deza

We study stochastically forced semilinear parabolic PDE's of the Ginzburg-Landau type. The class of forcings considered are white noises in time and colored smooth noises in space. Existence of the dynamics in $L^\infty$, as well as…

Chaotic Dynamics · Physics 2009-10-31 J. -P. Eckmann , M. Hairer

This paper identifies certain interesting mathematical problems of stochastic quantization type in the modeling of Laser propagation through turbulent media. In some of the typical physical contexts the problem reduces to stochastic…

Analysis of PDEs · Mathematics 2023-01-03 Sivaguru S. Sritharan , Saba Mudaliar

Using the white noise setting, in particular the Wick product, the Hermite transform, and the Kondratiev space, we present a new approach to study linear stochastic systems, where randomness is also included in the transfer function. We…

Probability · Mathematics 2008-11-27 Daniel Alpay , David Levanony

Stochastic processes described by evolution equations in the universality class of the FKPP equation may be approximately factorized into a linear stochastic part and a nonlinear deterministic part. We prove this factorization on a model…

High Energy Physics - Phenomenology · Physics 2008-11-26 S. Munier