Related papers: Global solution for superlinear stochastic heat eq…
It is frequently the case that a white-noise-driven parabolic and/or hyperbolic stochastic partial differential equation (SPDE) can have random-field solutions only in spatial dimension one. Here we show that in many cases, where the…
We indicate that the nonlinear Schr\"odinger equation with white noise dispersion possesses stochastic symplectic and multi-symplectic structures. Based on these structures, we propose the stochastic symplectic and multi-symplectic methods,…
We study the mild Skorohod solution to the following fractional stochastic heat equation on $\mathbb{R}$: \begin{equation} \begin{cases} \partial_t u(t,x)=-(-\Delta)^{\rho/2} u(t,x) +\beta u(t,x)\delta_0(x)\xi(t),\\ u(0,\cdot)=u_0(x),…
We consider a generalized model of random walk in dynamical random environment, and we show that the multiplicative-noise stochastic heat equation (SHE) describes the fluctuations of the quenched density at a certain precise location in the…
We revisit a result of Hairer-Shen on polymer-type approximations for the stochastic heat equation with a multiplicative noise (SHE) in $d=1$. We consider a general class of polymer models with strongly mixing environment in space and time,…
We consider stochastic partial differential equations (SPDEs) on the one-dimensional torus, driven by space-time white noise, and with a time-periodic drift term, which vanishes on two stable and one unstable equilibrium branches. Each of…
We study nonlinear stability of spatially homogeneous oscillations in reaction-diffusion systems. Assuming absence of unstable linear modes and linear diffusive behavior for the neutral phase, we prove that spatially localized perturbations…
In this paper we will see that the global or local existence of solutions to \begin{eqnarray*} \dfrac{\partial u_{1}}{\partial t} & = & \mathit{k}_{1} (t) \Delta u_{1} + h_{1}(t) u_{1}^{p_{11}} u_{2}^{p_{12}},\\ \dfrac{\partial…
We examine the almost-sure asymptotics of the solution to the stochastic heat equation driven by a L\'evy space-time white noise. When a spatial point is fixed and time tends to infinity, we show that the solution develops unusually high…
Let $\{u(t,x)\}_{t>0,x\in{{\mathbb R}^{d}}}$ denote the solution to the linear (fractional) stochastic heat equation. We establish rates of convergence with respect to the uniform distance between the density of spatial averages of solution…
In this article, we study a class of stochastic partial differential equations with fractional differential operators subject to some time-independent multiplicative Gaussian noise. We derive sharp conditions, under which a unique global…
In this note, we establish optimal lower and upper Gaussian bounds for the density of the solution to a class of stochastic integral equations driven by an additive spatially homogeneous Gaussian random field. The proof is based on the…
In [HHL+17] the authors showed existence and uniqueness of solutions to the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise that is white in time and rougher than white in space (in particular, its covariance…
We consider the mollified versions of the Kardar-Parisi-Zhang (KPZ) equation and the stochastic heat equation (SHE) in high dimensions $d\geq 3$ and analyze their probability distributions as the mollification is removed. Up to the…
We study the solutions of the semiclassical Einstein equation in flat cosmological spacetimes driven by a massive conformally coupled scalar field. In particular, we show that it is possible to give initial conditions at finite time to get…
The purpose of this short note is to prove a convenient version of It\^o's formula for the Rearranged Stochastic Heat Equation (RSHE) introduced by the two authors in a previous contribution. This equation is a penalised version of the…
In this paper, we study the stochastic heat equation driven by a multiplicative space-time $G$-white noise within the framework of sublinear expectations. The existence and uniqueness of the mild solution are proved. By generalizing the…
We study a stochastic differential equation with an unbounded drift and general H\"older continuous noise of an arbitrary order. The corresponding equation turns out to have a unique solution that, depending on a particular shape of the…
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…
We study the solutions of the stochastic heat equation driven by spatially inhomogeneous multiplicative white noise based on a fractal measure. We prove pathwise uniqueness for solutions of this equation when the noise coefficient is…