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We extend Walsh's theory of martingale measures in order to deal with hyperbolic stochastic partial differential equations that are second order in time, such as the wave equation and the beam equation, and driven by spatially homogeneous…

Probability · Mathematics 2011-02-18 Robert C. Dalang , Carl Mueller

We study a wave equation in dimension $d\in \{1,2\}$ with a multiplicative space-time Gaussian noise. The existence and uniqueness of the Stratonovich solution is obtained under some conditions imposed on the Gaussian noise. The strategy is…

Probability · Mathematics 2022-06-01 Xia Chen , Aurélien Deya , Jian Song , Samy Tindel

This paper is devoted to the well-posedness of the inhomogeneous nonlinear wave equations. By combining Strichartz estimates with the contraction mapping principle, we establish local and global well-posedness in the function spaces…

Analysis of PDEs · Mathematics 2026-04-07 Jiang Boyu Shen Jiawei , Li Kexue

We consider the long time well-posedness of the Cauchy problem with large Sobolev data for a class of nonlinear Schr\"odinger equations (NLS) on $\mathbb{R}^2$ with power nonlinearities of arbitrary odd degree. Specifically, the method in…

Analysis of PDEs · Mathematics 2016-05-12 Nathan Totz

This paper aims to investigate the stochastic generalization of the projected deterministic constrained modified Swift-Hohenberg equation. In particular, we prove the global well-posedness and its invariance of Hilbert submanifold i.e. if…

Probability · Mathematics 2025-05-06 Javed Hussain , Saeed Ahmed , Abdul Fatah

We study stability, long-time behavior and moment estimates for stochastic evolution equations with additive Wiener noise and with singular drift given by a divergence type quasilinear diffusion operator which may not necessarily exhibit a…

Analysis of PDEs · Mathematics 2023-09-28 Florian Seib , Wilhelm Stannat , Jonas M. Tölle

We study the three-dimensional cubic nonlinear wave equation (NLW) with random initial data below $L^2(\mathbb{T}^3)$. By considering the second order expansion in terms of the random linear solution, we prove almost sure local…

Analysis of PDEs · Mathematics 2020-12-15 Tadahiro Oh , Oana Pocovnicu , Nikolay Tzvetkov

We introduce a second-order stochastic model to explore the variability in growth of biological shapes with applications to medical imaging. Our model is a perturbation with a random force of the Hamiltonian formulation of the geodesics.…

Probability · Mathematics 2010-03-23 François-Xavier Vialard

We aim at the development and analysis of the numerical schemes for approximately solving the backward diffusion-wave problem, which involves a fractional derivative in time with order $\alpha\in(1,2)$. From terminal observations at two…

Numerical Analysis · Mathematics 2021-09-16 Zhengqi Zhang , Zhi Zhou

It has long been conjectured that for nonlinear wave equations which satisfy a nonlinear form of the null condition, the low regularity well-posedness theory can be significantly improved compared to the sharp results of Smith-Tataru for…

Analysis of PDEs · Mathematics 2021-11-08 Albert Ai , Mihaela Ifrim , Daniel Tataru

We consider a class of stochastic PDEs of Burgers type in spatial dimension 1, driven by space-time white noise. Even though it is well known that these equations are well posed, it turns out that if one performs a spatial discretization of…

Probability · Mathematics 2012-07-31 Martin Hairer , Jan Maas

We introduce an explicit adaptive Milstein method for stochastic differential equations (SDEs) with no commutativity condition. The drift and diffusion are separately locally Lipschitz and together satisfy a monotone condition. This method…

Numerical Analysis · Mathematics 2022-11-22 Cónall Kelly , Gabriel Lord , Fandi Sun

The theory of turbulent Newtonian fluids turns out that the choice of the boundary condition is a relevant issue, since it can modify the behavior of the fluid by creating or avoiding a strong boundary layer. In this work we study…

Analysis of PDEs · Mathematics 2017-05-03 Nikolai Chemetov , Fernanda Cipriano

A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence and uniqueness of finite time solutions is proved by an extension of the Ovsyannikov method. This result is applied to a…

Functional Analysis · Mathematics 2018-05-15 Alexei Daletskii

We consider the stochastic partial differential equation, $\partial_t u = \tfrac12 \partial^2_x u + b(u) + \sigma(u) \dot{W},$ where $u=u(t\,,x)$ is defined for $(t\,,x)\in(0\,,\infty)\times\mathbb{R}$, and $\dot{W}$ denotes space-time…

Probability · Mathematics 2025-09-16 Mohammud Foondun , Davar Khoshnevisan , Eulalia Nualart

We prove that the solution to the singular-degenerate stochastic fast-diffusion equation with parameter $m\in (0,1)$, with zero Dirichlet boundary conditions on a bounded domain in any spatial dimension, and driven by linear multiplicative…

Analysis of PDEs · Mathematics 2024-02-26 Ioana Ciotir , Dan Goreac , Jonas M. Tölle

In the present paper, we consider the Cauchy problem of nonlinear Schr\"odinger equations with a derivative nonlinearity which depends only on $\bar{u}$. The well-posedness of the equation at the scaling subcritical regularity was proved by…

Analysis of PDEs · Mathematics 2018-06-08 Hiroyuki Hirayama

We study the nonlinear Schr\"odinger equation posed on product spaces $\mathbf R^n\times \mathcal M^k$, for $n\geq 1$ and $k\geq1$, with $\mathcal M^k$ any $k$-dimensional compact Riemaniann manifold. The main results concern global…

Analysis of PDEs · Mathematics 2016-04-01 Mirko Tarulli

Using analysis for 2-admissible functions in weighted Sobolev spaces and stochastic calculus for possibly degenerate symmetric elliptic forms, we construct weak solutions to a wide class of stochastic differential equations starting from an…

Probability · Mathematics 2016-11-16 Jiyong Shin , Gerald Trutnau

This paper studies the two-dimensional inhomogeneous Navier--Stokes equations governing stratified flows in a bounded domain under a gravitational potential \(f\). Our main results are as follows. First, we provide a rigorous…

Analysis of PDEs · Mathematics 2025-12-23 Song Jiang , Quan Wang