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We investigate the global well-posedness and ergodicity of the complex Ginzburg-Landau equation with a general nonlinear term on the two-dimensional torus, driven by complex-valued space-time white noise. Due to the roughness of noise, the…

Probability · Mathematics 2026-03-25 Huiping Chen , Yong Chen , Yong Liu

In this article, we address the velocity tracking control problem for a class of stochastic non-Newtonian fluids. More precisely, we consider the stochastic third-grade fluid equation perturbed by infinite-dimensional additive white noise…

Probability · Mathematics 2026-03-10 Kush Kinra , Fernanda Cipriano

We study the two-dimensional incompressible Navier-Stokes equation on the torus, driven by Gaussian noise that is white in time and colored in space. We consider the case where the magnitude of the random forcing $\sqrt{\e}$ and its…

Probability · Mathematics 2021-01-01 Sandra Cerrai , Nicholas Paskal

We review some basic results on existence and uniqueness of the invariant measure for the two-dimensional stochastic Navier-Stokes equations. A large part of the literature concerns the additive noise case; after revising these models, we…

Probability · Mathematics 2025-01-06 Benedetta Ferrario , Margherita Zanella

We study the two-dimensional magnetohydrodynamics system forced by space-time white noise. Due to a lack of an explicit invariant measure, the approach of Da Prato and Debussche (2002, J. Funct. Anal., \textbf{196}, pp. 180--210) on the…

Analysis of PDEs · Mathematics 2023-08-21 Kazuo Yamazaki

The objective of this note is to present the results from the two recent papers. We study the Navier--Stokes equation on the two--dimensional torus when forced by a finite dimensional white Gaussian noise. We give conditions under which…

Probability · Mathematics 2007-05-23 Martin Hairer , Jonathan C. Mattingly , Etienne Pardoux

We propose a Dynamical generalized Polynomial Chaos (DgPC) method to solve time-dependent stochastic partial differential equations (SPDEs) with white noise forcing. The long-time simulation of SPDE solutions by Polynomial Chaos (PC)…

Numerical Analysis · Mathematics 2016-12-16 H. Cagan Ozen , Guillaume Bal

We study constrained 2-dimensional Navier-Stokes Equations driven by a multiplicative Gaussian noise in the Stratonovich form. In the deterministic case [4] we showed the existence of global solutions only on a two dimensional torus and…

Analysis of PDEs · Mathematics 2018-01-11 Zdzisław Brzeźniak , Gaurav Dhariwal

We consider the Kolmogorov operator $K$ associated to a stochastic Navier-Stokes equation driven by space-time white noise on the two-dimensional torus with periodic boundary conditions and a rotating reference frame, introducing fictitious…

Probability · Mathematics 2015-04-17 Martin Sauer

We study strictly parabolic stochastic partial differential equations on $\R^d$, $d\ge 1$, driven by a Gaussian noise white in time and coloured in space. Assuming that the coefficients of the differential operator are random, we give…

Probability · Mathematics 2007-05-23 Marco Ferrante , Marta Sanz-Solé

We study existence and uniqueness of solution for stochastic differential equations with distributional drift by giving a meaning to the Stroock-Varadhan martingale problem associated such equations. The approach we exploit is the one of…

Probability · Mathematics 2017-08-01 Giuseppe Cannizzaro , Khalil Chouk

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…

Analysis of PDEs · Mathematics 2022-10-07 Tadahiro Oh , Tristan Robert , Nikolay Tzvetkov

In this paper, we study a class of nonlinear space-time fractional stochastic kinetic equations in $\mathbb{R}^d$ with Gaussian noise which is white in time and homogeneous in space. This type of equation constitutes an extension of the…

Probability · Mathematics 2022-01-19 Junfeng Liu

We consider the variational wave equation in one-dimensional space with stochastic forcing by an additive noise. Blow-up of local smooth solutions is established, and global existence is proved in the class of weak martingale solutions.

Analysis of PDEs · Mathematics 2024-09-30 Billel Guelmame , Julien Vovelle

In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…

Statistical Mechanics · Physics 2023-10-03 K. S. Fa , C. -L. Ho , Y. B. Matos , M. G. E da Luz

In this paper we study 3D Navier-Stokes (NS) equation driven by space-time white noise by using regularity structure theory introduced in [Hai14] and paracontrolled distribution proposed in [GIP13]. We obtain local existence and uniqueness…

Probability · Mathematics 2017-01-05 Rongchan Zhu , Xiangchan Zhu

In this article, we study the global well-posedness of hyperbolic SPDEs on a bounded domain in $\mathbb{R}^d$, driven by a space-time L\'evy white noise, when the drift and diffusion coefficients are locally Lipschitz and have linear…

Probability · Mathematics 2025-12-16 Raluca M. Balan , Juan J. Jiménez , Lluís Quer-Sardanyons

We provide an abstract variational existence and uniqueness result for multi-valued, monotone, non-coercive stochastic evolution inclusions in Hilbert spaces with general additive and Wiener multiplicative noise. As examples we discuss…

Probability · Mathematics 2013-12-05 Benjamin Gess , Jonas M. Tölle

We survey different approaches to study the invariance of the white noise for the periodic KdV. We mainly discuss the following two methods. First, we discuss the PDE method, following Bourgain \cite{BO4}, in a general framework. Then, we…

Analysis of PDEs · Mathematics 2010-07-13 Tadahiro Oh

Stochastic averaging problems with Gaussian forcing have been studied thoroughly for many years, but far less attention has been paid to problems where the stochastic forcing has infinite variance, such as an {\alpha}-stable noise forcing.…

Dynamical Systems · Mathematics 2017-05-24 William F. Thompson , Rachel A. Kuske , Adam. H. Monahan