Related papers: Stochastic wave equation with H\"older noise coeff…
In this paper, we investigate the damped stochastic nonlinear Schr\"odinger(NLS) equation with multiplicative noise and its splitting-based approximation. When the damped effect is large enough, we prove that the solutions of the damped…
In light of recent work on particles fluctuating in linear viscoelastic fluids, we study a linear stochastic partial-integro-differential equation with memory that is driven by a stationary noise on a bounded, smooth domain. Using the…
In this paper, we discuss the global existence of weak solutions to the semilinear damped wave equation \begin{equation*} \begin{cases} \partial_t^2u-\Delta u + \partial_tu = f(u) & \text{in}\ \Omega\times (0,T), \\ u=0 & \text{on}\…
The sample-function regularity of the random-field solution to a stochastic partial differential equation (SPDE) depends naturally on the roughness of the external noise, as well as on the properties of the underlying integro-differential…
We analyze the nonlinear stochastic heat equation driven by heavy-tailed noise in free space and arbitrary dimension. The existence of a solution is proved even if the noise only has moments up to an order strictly smaller than its…
We study the Cauchy problem of the damped wave equation \begin{align*} \partial_{t}^2 u - \Delta u + \partial_t u = 0 \end{align*} and give sharp $L^p$-$L^q$ estimates of the solution for $1\le q \le p < \infty\ (p\neq 1)$ with derivative…
We study the space-time nonlinear fractional stochastic heat equation driven by a space-time white noise, \begin{align*} \partial_t^\beta u(t,x)=-(-\Delta)^{\alpha/2}u(t,x)+I_t^{1-\beta}\Big[\sigma(u(t,x))\dot{W}(t,x)\Big],\ \ t>0, \ x\in…
In this paper, we are concerned with solutions to the following nonlinear Schr\"odinger equation with combined inhomogeneous nonlinearities, $$ -\Delta u + \lambda u= \mu |x|^{-b}|u|^{q-2} u + |x|^{-b}|u|^{p-2} u \quad \mbox{in} \,\, \R^N,…
We explore the small mass limit of a stochastic wave equation (SWE) driven by cylindrical $\alpha$-stable noise, where $\alpha\in (1,2)$, and prove that it converges to a stochastic heat equation. We establish its well-posedness, and in…
Stochastic wave equations appear in several models for evolutionary processes subject to random forces, such as the motion of a strand of DNA in a liquid or heat flow around a ring. Semilinear stochastic wave equations can typically not be…
In this paper, we consider semilinear stochastic fractional heat equation $\frac{\partial}{\partial t}u_{\beta,t}(x)=\triangle^{\alpha/2}u_{\beta,t}(x)+\sigma(u_{\beta,t}(x))\eta_{\beta}$. The Gaussian noise $\eta_{\beta}$ is assumed to be…
In this paper, we establish the large deviation principles for stochastic porous media equations driven by time-dependent multiplicative noise on $\sigma$-finite measure space $(E,\mathcal{B}(E),\mu)$, and the Laplacian replaced by a…
We consider the stochastic heat equation with multiplicative noise $u_t={1/2}\Delta u+ u \diamond \dot{W}$ in $\bR_{+} \times \bR^d$, where $\diamond$ denotes the Wick product, and the solution is interpreted in the mild sense. The noise…
The Ladyzhenskaya-Smagorinsky equations model turbulence phenomena, and are given by $$\frac{\partial \boldsymbol{u}}{\partial t}-\mu…
We consider a stochastic heat equation of the type, $\partial_t u = \partial^2_x u + \sigma(u)\dot{W}$ on $(0\,,\infty)\times[-1\,,1]$ with periodic boundary conditions and on-degenerate positive initial data, where $\sigma:\mathbb{R}…
In this paper we consider a semi-linear, defocusing, shifted wave equation on the hyperbolic space \[ \partial_t^2 u - (\Delta_{{\mathbb H}^n} + \rho^2) u = - |u|^{p-1} u, \quad (x,t)\in {\mathbb H}^n \times {\mathbb R}; \] and introduce a…
In this paper, we study the following stochastic wave equation on the real line $\partial_t^2 u_{\alpha}=\partial_x^2 u_{\alpha}+b\left(u_\alpha\right)+\sigma\left(u_\alpha\right)\eta_{\alpha}$. The noise $\eta_\alpha$ is white in time and…
We consider a damped/driven nonlinear Schr\"odinger equation in an $n$-cube $K^{n}\subset\mathbb{R}^n$, $n$ is arbitrary, under Dirichlet boundary conditions \[ u_t-\nu\Delta u+i|u|^2u=\sqrt{\nu}\eta(t,x),\quad x\in K^{n},\quad u|_{\partial…
We consider linear and nonlinear hyperbolic SPDEs with mixed derivatives with additive space-time Gaussian white noise of the form $Y_{xt}=F(Y) + \sigma W_{xt}.$ Such equations, which transform to linear and nonlinear wave equations,…
We study the Cauchy problem for the nonlinear wave equations (NLW) with random data and/or stochastic forcing on a two-dimensional compact Riemannian manifold without boundary. (i) We first study the defocusing stochastic damped NLW driven…