Related papers: No blow-up by nonlinear It\^o noise for the Euler …
In this paper, we investigate the existence and finite-time blow-up for the solution of a reaction-diffusion system of semilinear stochastic partial differential equations (SPDEs) subjected to a two-dimensional fractional Brownian motion…
We consider nonlinear parabolic SPDEs of the form $\partial_t u=-(-\Delta)^{\alpha/2} u + b(u) +\sigma(u)\dot w$, where$\dot w$ denotes space-time white noise. The functions $b$ and $\sigma$ are both locally Lipschitz continuous. Under some…
The solutions of SDEs with multiplicative noise are not Markovian. On a coarse-grained time scale they still are, but only in the "anti-Ito" case. This allows a simple computation of the most likely path. Any density peak moves along such a…
The paper is concerned with the problem of explosive solutions for a class of nonlinear stochastic wave equations in a domain $\mathcal{D}\subset\mathbb{R}^d$ for $d\leq3$. Under appropriate conditions on the initial data, the nonlinear…
A stochastic linear transport equation with multiplicative noise is considered and the question of no-blow-up is investigated. The drift is assumed only integrable to a certain power. Opposite to the deterministic case where smooth initial…
In this paper, we study the dynamics of a class of nonlinear Schr\"odinger equation $ i u_t = \triangle u + u^p $ for $ x \in \mathbb{T}^d$. We prove that the PDE is integrable on the space of non-negative Fourier coefficients, in…
We study the three dimensional stochastic Zakharov system in the energy space, where the Schr\"odinger equation is driven by linear multiplicative noise and the wave equation is driven by additive noise. We prove the well-posedness of the…
We study the scattering behavior of global solutions to stochastic nonlinear Schr\"odinger equations with linear multiplicative noise. In the case where the quadratic variation of the noise is globally finite and the nonlinearity is…
This paper is a continuation of Part I of this project, where we developed a new local well-posedness theory for nonlinear stochastic PDEs with Gaussian noise. In the current Part II we consider blow-up criteria and regularization…
We study the stochastic nonlinear Schroedinger equations with linear multiplicative noise, particularly in the defocusing mass-critical and energy-critical cases. For general initial data, we prove the global existence and uniqueness of…
The purpose of this work is twofold. First, we construct probabilistically strong solutions to the three-dimensional Euler equations perturbed by additive noise that are $\mathbb{P}$-almost surely continuous in time, H\"older in space, and…
A second-order PDE is derived from Euler's equaitons under certain assumptions. It is shown that this PDE admits shock and rarefaction waves, and that a single point gradient blow-up admits a unique similarity extension after blow-up that…
We study the construction of analytical non-radially solutions for the 1-dimensional compressible adiabatic Euler equations in this article. We could design the perturbational method to construct a new class of analytical solutions. In…
Uniform large deviations for the laws of the paths of the solutions of the stochastic nonlinear Schrodinger equation when the noise converges to zero are presented. The noise is a real multiplicative Gaussian noise. It is white in time and…
We show that the addition of a suitable Stratonovich noise prevents the explosion for ODEs with drifts of super-linear growth, in dimension $d\ge 2$. We also show the existence of an invariant measure and the geometric ergodicity for the…
In this article we present a way of treating stochastic partial differential equations with multiplicative noise by rewriting them as stochastically perturbed evolutionary equations in the sense of \cite{picardbook}, where a general…
We analyze the qualitative properties and the order of convergence of a splitting scheme for a class of nonlinear stochastic Schr\"odinger equations driven by additive It\^o noise. The class of nonlinearities of interest includes nonlocal…
In this work we investigate the phenomenon of pathwise non-uniqueness for the stochastic incompressible Euler equations with a passive tracer on the whole Euclidean space. The stochastic perturbations are interpreted as a transport noise…
In this paper, we consider the defocusing nonlinear wave equation $-\partial_t^2u+\Delta u=|u|^{p-1}u$ in $\mathbb R\times \mathbb R^d$. Building on our companion work ({\it \small Self-similar imploding solutions of the relativistic Euler…
This paper is devoted to the analysis of blow-up solutions for the fractional nonlinear Schr\"odinger equation with combined power-type nonlinearities \[ i\partial_t u-(-\Delta)^su+\lambda_1|u|^{2p_1}u+\lambda_2|u|^{2p_2}u=0, \] where…