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We extend recent existence and uniqueness results for maximal solutions of SPDEs through an improved blow-up criterion. Whilst the maximal time of existence is typically characterised by blow-up in the energy norm of solutions, we show…

Analysis of PDEs · Mathematics 2024-08-22 Daniel Goodair

The deterministic inviscid primitive equations (also called the hydrostatic Euler equations) are known to be ill-posed in Sobolev spaces and in Gevrey classes of order strictly greater than 1, and some of their analytic solutions exist only…

Analysis of PDEs · Mathematics 2024-08-01 Ruimeng Hu , Quyuan Lin , Rongchang Liu

We investigate the focusing and defocusing energy-critical stochastic nonlinear Schr\"odinger equation, subject to random perturbations in the form of either additive or multiplicative (Stratonovich) noise. We establish local well-posedness…

Analysis of PDEs · Mathematics 2026-04-17 Annie Millet , Svetlana Roudenko

In this paper, the finite time blow-up of smooth solutions to the Cauchy problem for full Euler-Poisson equations and isentropic Euler-Poisson equations with repulsive forces or attractive forces in high dimensions $(n\geq3)$ is proved for…

Analysis of PDEs · Mathematics 2013-10-29 Yuexun Wang

The phenomenon of dissipation enhancement by transport noise is shown for stochastic 2D Navier-Stokes equations in velocity form. In the 3D case, suppression of blow-up is proved for stochastic Navier-Stokes equations in vorticity form; in…

Probability · Mathematics 2023-10-03 Dejun Luo

In this paper, we study the blowup of the $N$-dim Euler or Euler-Poisson equations with repulsive forces, in radial symmetry. We provide a novel integration method to show that the non-trivial classical solutions $(\rho,V)$, with compact…

Analysis of PDEs · Mathematics 2010-12-21 Manwai Yuen

In this paper we investigate a non-linear and non-local one dimensional transport equation under random perturbations on the real line. We first establish a local-in-time theory, i.e., existence, uniqueness and blow-up criterion for…

Analysis of PDEs · Mathematics 2022-03-23 Diego Alonso-Orán , Yingting Miao , Hao Tang

The solution of a parabolic stochastic partial differential equation (SPDE) driven by an infinite-dimensional Brownian motion is in general not a semi-martingale anymore and does in general not satisfy an It\^{o} formula like the solution…

Probability · Mathematics 2010-10-04 Arnulf Jentzen , Peter Kloeden

We prove the well-posedness of solutions to McKean-Vlasov stochastic differential equations driven by L\'evy noise under mild assumptions where, in particular, the L\'evy measure is not required to be finite. The drift, diffusion and jump…

Probability · Mathematics 2020-10-20 Neelima , Sani Biswas , Chaman Kumar , Gonçalo dos Reis , Christoph Reisinger

In this paper we prove the existence and uniqueness of maximal strong (in PDE sense) solution to several stochastic hydrodynamical systems on unbounded and bounded domains of $\mathbb{R}^n$, $n=2,3$. This maximal solution turns out to be a…

Probability · Mathematics 2014-07-23 Hakima Bessaih , Erika Hausenblas , Paul Razafimandimby

The main result of this paper is that there are examples of stochastic partial differential equations [hereforth, SPDEs] of the type $$ \partial_t u=\frac12\Delta u +\sigma(u)\eta \qquad\text{on $(0\,,\infty)\times\mathbb{R}^3$}$$ such that…

Probability · Mathematics 2017-02-28 Le Chen , Jingyu Huang , D. Khoshnevisan , Kunwoo Kim

We establish the existence and uniqueness of solutions to an abstract nonlinear equation driven by a multiplicative noise of L\'evy type, which covers many hydrodynamical models including 2D Navier-Stokes equations, 2D MHD equations, the 2D…

Probability · Mathematics 2021-05-11 Xuhui Peng , Juan Yang , Jianliang Zhai

Semilinear stochastic evolution equations with multiplicative L\'evy noise and monotone nonlinear drift are considered. Unlike other similar work we do not impose coercivity conditions on coefficients. Existence and uniqueness of the mild…

Probability · Mathematics 2013-12-03 Erfan Salavati , Bijan Z. Zangeneh

Motivated by recent breakthrough on smooth imploding solutions of compressible Euler, we construct self-similar smooth imploding solutions of isentropic relativistic Euler equations with isothermal equation of state $p=\frac1\ell\varrho$…

Analysis of PDEs · Mathematics 2024-03-19 Feng Shao , Dongyi Wei , Zhifei Zhang

In a previous work with Tai-Peng Tsai, the author studied the dynamics of axisymmetric, swirl-free Euler equation in four and higher dimensions. One conclusion of this analysis is that the dynamics become dramatically more singular as the…

Analysis of PDEs · Mathematics 2026-04-20 Evan Miller

This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise. Our main interest is on such SPDEs where the…

Numerical Analysis · Mathematics 2020-11-19 Jean Daniel Mukam , Antoine Tambue

In this paper we use the It\^o's formula and comparison theorems to study the blow-up in finite time of stochastic differential equations driven by a Brownian motion. In particular, we obtain an extension of Osgood criterion, which can be…

Probability · Mathematics 2013-05-14 Jorge A. León , Liliana Peralta Hernández , José Villa-Morales

The Cauchy problem for the stochastic nonlinear Schr\"odinger equation with multiplicative noise is considered where the nonlinear term is of power type and the noise coefficients are purely imaginary numbers. The main purpose of this paper…

Analysis of PDEs · Mathematics 2024-12-09 Isamu Dôku , Shunya Hashimoto , Shuji Machihara

We prove that mild solutions to the stochastic heat equation with superlinear accretive forcing and polynomially growing multiplicative noise cannot explode under two sets of assumptions. The first set of assumptions allows both the…

Probability · Mathematics 2024-09-25 Michael Salins

In this short note, we present a construction for the log-log blow up solutions to focusing mass-critical stochastic nonlinear Schr\"oidnger equations with multiplicative noises. The solution is understood in the sense of controlled rough…

Analysis of PDEs · Mathematics 2020-11-25 Chenjie Fan , Yiming Su , Deng Zhang