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For the stochastic heat equation with multiplicative noise we consider the problem of estimating the diffusivity parameter in front of the Laplace operator. Based on local observations in space, we first study an estimator that was derived…

Statistics Theory · Mathematics 2024-02-22 Josef Janák , Markus Reiß

In this paper, we obtain stability results for backward stochastic differential equations with jumps (BSDEs) in a very general framework. More specifically, we consider a convergent sequence of standard data, each associated to their own…

Probability · Mathematics 2023-04-06 Antonis Papapantoleon , Dylan Possamaï , Alexandros Saplaouras

This paper studies the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise which is white in time and which has the covariance of a fractional Brownian motion with Hurst parameter 1/4\textless{}H\textless{}1/2 in…

Probability · Mathematics 2015-05-20 Yaozhong Hu , Jingyu Huang , Khoa Lê , David Nualart , Samy Tindel

In this article, global stabilization results for the two dimensional (2D) viscous Burgers' equation, that is, convergence of unsteady solution to its constant steady state solution with any initial data, are established using a nonlinear…

Numerical Analysis · Mathematics 2020-08-11 Sudeep Kundu , Amiya Kumar Pani

We propose an alternative proof of the classical result of Type-I blowup with log correction for the semilinear heat equation. Compared with previous proofs, we use a novel idea of enforcing stable normalizations for perturbations around…

Analysis of PDEs · Mathematics 2026-01-14 Thomas Y. Hou , Van Tien Nguyen , Yixuan Wang

We study the stochastic heat equation (SHE) $\partial_t u = \frac12 \Delta u + \beta u \xi$ driven by a multiplicative L\'evy noise $\xi$ with positive jumps and amplitude $\beta>0$, in arbitrary dimension $d\geq 1$. We prove the existence…

Probability · Mathematics 2023-07-12 Quentin Berger , Carsten Chong , Hubert Lacoin

In this paper, we consider the exponential stabilization and observation of an unstable heat equation in a general multi-dimensional domain by combining the finite-dimensional spectral truncation technique and the recently developed…

Systems and Control · Electrical Eng. & Systems 2021-02-05 Hongyinping Feng , Pei-Hua Lang , Jiankang Liu

We study the d - dimensional Bose gas at finite temperature using the renormalization group method. The flow - equations and the free energy have been obtained for dimension d, and the cases d<2 and d=2 have been analysed in the limit of…

Condensed Matter · Physics 2009-11-07 M. Crisan , D. Bodea , I. Grosu , I. Tifrea

We study the stochastic heat equation in two spatial dimensions with a multiplicative white noise, as the limit of the equation driven by a noise that is mollified in space and white in time. As the mollification radius $ \varepsilon\to 0…

Probability · Mathematics 2021-03-17 Yu Gu , Jeremy Quastel , Li-Cheng Tsai

This article generalizes the small noise cutoff phenomenon to the strong solutions of the stochastic heat equation and the damped stochastic wave equation over a bounded domain subject to additive and multiplicative Wiener and L\'evy noises…

Probability · Mathematics 2023-05-08 G. Barrera , M. A. Högele , J. C. Pardo

We revisit the large-scale Gaussian fluctuations for the stochastic Landau-Lifshitz Navier-Stokes equation (LLNS) at and above criticality, using the method in \cite{CGT24}. With the classical diffusive scaling in $d\geq 3$ and weak…

Probability · Mathematics 2025-12-05 Sotiris Kotitsas , Marco Romito , Zhilin Yang , Xiangchan Zhu

Existence and uniqueness of solutions to the stochastic heat equation with multiplicative spatial noise is studied. In the spirit of pathwise regularization by noise, we show that a perturbation by a sufficiently irregular continuous path…

Probability · Mathematics 2021-01-05 Rémi Catellier , Fabian A. Harang

Second-order phase transitions in a non-equilibrium liquid-gas model with reversible mode couplings, i.e., model H for binary-fluid critical dynamics, are studied using dynamic field theory and the renormalization group. The system is…

Statistical Mechanics · Physics 2015-06-24 Jaime E. Santos , Uwe C. Tauber

We prove universality of a macroscopic behavior of solutions of a large class of semi-linear parabolic SPDEs on $\mathbb{R}_+\times\mathbb{T}$ with fractional Laplacian $(-\Delta)^{\sigma/2}$, additive noise and polynomial non-linearity,…

Probability · Mathematics 2025-03-19 Paweł Duch

The study is devoted to the interpretation and wellposedness of the stochastic NLS model \begin{equation*} (\imath \partial_t-\Delta)u=|u|^2+\dot{B}, \quad u_0=0,\quad \quad t\in \mathbb{R}, \ x\in \mathbb{T}, \end{equation*} where…

Analysis of PDEs · Mathematics 2025-12-03 Aurélien Deya , Reika Fukuizumi , Laurent Thomann

This paper investigates the parabolic scaling limit of a damped stochastic wave map from the real line into the two-dimensional sphere, perturbed by multiplicative Gaussian noise of co-normal type. We prove that under this rescaling, the…

Probability · Mathematics 2025-07-29 Sandra Cerrai , Mengzi Xie

This paper concerns the stability of analytical and numerical solutions of nonlinear stochastic delay differential equations (SDDEs). We derive sufficient conditions for the stability, contractivity and asymptotic contractivity in mean…

Numerical Analysis · Mathematics 2014-01-21 Siqing Gan , Aiguo Xiao , Desheng Wang

We consider a natural class of $\mathbf{R}^d$-valued one-dimensional stochastic PDEs driven by space-time white noise that is formally invariant under the action of the diffeomorphism group on $\mathbf{R}^d$. This class contains in…

Probability · Mathematics 2021-09-16 Yvain Bruned , Franck Gabriel , Martin Hairer , Lorenzo Zambotti

We study the stochastic viscous nonlinear wave equations (SvNLW) on $\mathbb T^2$, forced by a fractional derivative of the space-time white noise $\xi$. In particular, we consider SvNLW with the singular additive forcing $D^\frac{1}{2}\xi$…

Analysis of PDEs · Mathematics 2022-05-31 Ruoyuan Liu , Tadahiro Oh

A stochastic transport linear equation (STLE) with multiplicative space-time dependent noise is studied. It is shown that, under suitable assumptions on the noise, a multiplicative renormalization leads to convergence of the solutions of…

Probability · Mathematics 2019-11-27 Lucio Galeati