Related papers: Stochastic Schr\"{o}dinger-Korteweg de Vries syste…

We consider the Cauchy problem for a generalized KdV equation \begin{eqnarray*} u_{t}+\partial_{x}^{3}u+u^{7}u_{x}=0, \end{eqnarray*} with random data on \R. Kenig, Ponce, Vega(Comm. Pure Appl. Math.46(1993), 527-620)proved that the problem…

Unique existence of solutions to porous media equations driven by continuous linear multiplicative space-time rough signals is proven for initial data in $L^1(\mathcal {O})$ on bounded domains $\mathcal {O}$. The generation of a continuous,…

We propose and study a temporal, and spatio-temporal discretisation of the 2D stochastic Navier--Stokes equations in bounded domains supplemented with no-slip boundary conditions. Considering additive noise, we base its construction on the…

We address the Cauchy problem for a nonlinear Schr{\"o}dinger equation where the dispersion is modulated by a deterministic noise. The noise is understood as the derivative of a self-affine function of order H $\in$ (0, 1). Due to the…

This paper studies the quintic nonlinear Schr\"odinger equation on $\mathbb{R}^d$ with randomized initial data below the critical regularity $H^{\frac{d-1}{2}}$. The main result is a proof of almost sure local well-posedness given a Wiener…

In this paper, we prove the existence and uniqueness of solutions of the fractional p-Laplace equation with a polynomial drift of arbitrary order driven by superlinear transport noise. By the monotone argument, we first prove the existence…

The Korteweg-de Vries equation (KdV) and various generalized, most often semi- linear versions have been studied for about 50 years. Here, the focus is made on a quasi-linear generalization of the KdV equation, which has a fairly general…

We establish well-posedness results for multidimensional non degenerate $\alpha$-stable driven SDEs with time inhomogeneous singular drifts in $\mathbb{L}^r-{\mathbb B}_{p,q}^{-1+\gamma}$ with $\gamma<1$ and $\alpha$ in $(1,2]$, where…

This paper is concerned with stochastic incompressible Navier-Stokes equations with multiplicative noise in two dimensions with respect to periodic boundary conditions. Based on the Helmholtz decomposition of the multiplicative noise,…

We consider spatially extended conductance based neuronal models with noise described by a stochastic reaction diffusion equation with additive noise coupled to a control variable with multiplicative noise but no diffusion. We only assume a…

In this contribution, we are interested in the analysis of a semi-implicit time discretization scheme for the approximation of a parabolic equation driven by multiplicative colored noise involving a $p$-Laplace operator (with $p\geq 2$),…

This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…

We address the local well-posedness for the stochastic Navier-Stokes system with multiplicative cylindrical noise in the whole space. More specifically, we prove that there exists a unique local strong solution to the system in…

In this article we consider the Cauchy problem with large initial data for an equation of the form (\partial_t+\partial_x^3)u=F(u,u_x,u_{xx}) where F is a polynomial with no constant or linear terms. Local well-posedness was established in…

In this paper, we investigate the well-posedness of the martingale problem associated to non-linear stochastic differential equations (SDEs) in the sense of McKean-Vlasov under mild assumptions on the coefficients as well as classical…

We study well-posedness for a non-integrable generalization of the fifth order KdV, the second member in the KdV heirarchy. In particular, we use differentiation-by-parts to establish well-posedness for $s> 35/64$ in low modulation…

In a previous paper, we studied the ergodic properties of an Euler scheme of a stochastic differential equation with a Gaussian additive noise in order to approximate the stationary regime of such equation. We now consider the case of…

A system of partial differential equations representing stochastic neural fields was recently proposed with the aim of modelling the activity of noisy grid cells when a mammal travels through physical space. The system was rigorously…

We study the complex-valued modified Korteweg-de Vries equation (mKdV) on the circle. We first consider the real-valued setting and show global well-posedness of the (usual) renormalized mKdV equation in the Fourier-Lebesgue spaces. In the…

We establish a general theory of optimal strong error estimation for numerical approximations of a second-order parabolic stochastic partial differential equation with monotone drift driven by a multiplicative infinite-dimensional Wiener…