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We highlight a fundamental ill-posedness issue for nonlinear stochastic wave equations driven by a fractional noise. Namely, if the noise becomes too rough (i.e., the sum of its Hurst indexes becomes too small), then there is essentially no…

Probability · Mathematics 2021-12-17 Aurélien Deya

In this paper we focus on a small amplitude approximation of a Navier-Stokes-Fourier system modeling nonlinear acoustics. Omitting all third and higher order terms with respect to certain small parameters, we obtain a first order in time…

Analysis of PDEs · Mathematics 2024-04-18 Barbara Kaltenbacher , Pascal Lehner

In this article, we consider the two-dimensional stochastic Navier-Stokes equation (SNSE) on a smooth bounded domain, driven by affine-linear multiplicative white noise and with random initial conditions and Dirichlet boundary conditions.…

Analysis of PDEs · Mathematics 2011-12-14 Salah Mohammed , Tusheng Zhang

In this paper, we consider a system of $k$ second order non-linear stochastic partial differential equations with spatial dimension $d \geq 1$, driven by a $q$-dimensional Gaussian noise, which is white in time and with some spatially…

Probability · Mathematics 2011-02-17 Eulalia Nualart

We study the stochastic nonlinear Schr\"odinger equations with additive stochastic forcing. By using the dispersive estimate, we present a simple argument, constructing a unique local-in-time solution with rougher stochastic forcing than…

Analysis of PDEs · Mathematics 2020-12-23 Tadahiro Oh , Oana Pocovnicu , Yuzhao Wang

We investigate the well-posedness of stochastic differential equations driven by fractional Brownian motion, focusing on the long-range dependent case $H \in (\frac{1}{2}, 1)$. While existing results on regularization by such noise…

Probability · Mathematics 2025-07-01 Maximilian Buthenhoff , Ercan Sönmez

We show that that the stochastic 3D primitive equations with either the physical boundary conditions or Neumann boundary conditions on the top and bottom and Dirichlet boundary condition on the sides driven by multiplicative…

Analysis of PDEs · Mathematics 2020-08-04 Zdzisław Brzeźniak , Jakub Slavík

We analyze continuity equations with Stratonovich stochasticity, $\partial \rho+ div_h \left[ \rho \circ\left(u(t,x)+\sum_{i=1}^N a_i(x) \dot W_i(t) \right) \right]=0$, defined on a smooth closed Riemannian manifold $M$ with metric $h$. The…

Analysis of PDEs · Mathematics 2024-01-18 Luca Galimberti , Kenneth H. Karlsen

In this paper we study an Ergodic Markovian BSDE involving a forward process $X$ that solves an infinite dimensional forward stochastic evolution equation with multiplicative and possibly degenerate diffusion coefficient. A concavity…

Optimization and Control · Mathematics 2019-10-14 G. Guatteri , G. Tessitore

This paper addresses the problem of global well-posedness of a coupled system of Korteweg-de Vries equations, derived by Majda and Biello in the context of nonlinear resonant interaction of Rossby waves, in a periodic setting in homogeneous…

Analysis of PDEs · Mathematics 2013-10-07 Yanqiu Guo , Konrad Simon , Edriss S. Titi

We study a stochastic complex Ginzburg-Landau equation (SCGL) on compact surfaces with magnetic Laplacian and polynomial nonlinearity, forced by a space-time white noise. After renormalizing the equation in a suitable manner, we show that…

Analysis of PDEs · Mathematics 2025-03-03 Tristan Robert , Younes Zine

We study the Cauchy problem for the modified KdV equation for data u_0 in the space ^H^r_s defined by the norm ||u_0||_{^H^r_s}:=||<\xi>^s u^_0||_{L^r'_\xi}. Local well-posedness of this problem is established in the parameter range 2>=r>1,…

Analysis of PDEs · Mathematics 2007-05-23 Axel Gruenrock , Luis Vega

We consider a general nonlinear dispersive equation with monomial nonlinearity of order $k$ over $\mathbb{R}^d$. We construct a rigorous theory which states that higher-order nonlinearities and higher dimensions induce sharper local…

Analysis of PDEs · Mathematics 2024-12-17 Simão Correia , Pedro Leite

We investigate a stochastic transport equation driven by a multiplicative noise. For $L^q(0,T;W^{1,p}({\mathbb R}^d;{\mathbb R}^d))$ drift coefficient and $W^{1,r}({\mathbb R}^d)$ initial data, we obtain the existence and uniqueness of…

Analysis of PDEs · Mathematics 2017-11-15 Jinlong Wei , Jinqiao Duan , Hongjun Gao , Guangying Lv

We consider higher order viscous Burgers' equations with generalized nonlinearity and study the associated initial value problems for given data in the $L^2$-based Sobolev spaces. We introduce appropriate time weighted spaces to derive…

Analysis of PDEs · Mathematics 2015-06-02 Xavier Carvajal , Mahendra Panthee

In this contribution, a stochastic nonlinear evolution system under Neumann boundary conditions is investigated. Precisely, we are interested in finding an existence and uniqueness result for a random heat equation coupled with a…

Analysis of PDEs · Mathematics 2019-12-23 Caroline Bauzet , Frédéric Lebon , Asghar Ali Maitlo , Aleksandra Zimmermann

We obtain estimates on the first-order Malliavin derivative of mild solutions, evaluated at fixed points in time and space, to a class of parabolic dissipative stochastic PDEs on bounded domain of $\mathbb{R}^d$. In particular, such…

Probability · Mathematics 2022-01-04 Carlo Marinelli

We consider the Cauchy problem for the defocusing energy-critical stochastic nonlinear wave equations (SNLW) with an additive stochastic forcing on $\mathbb{R}^{d}$ and $\mathbb{T}^{d}$ with $d \geq 3$. By adapting the probabilistic…

Analysis of PDEs · Mathematics 2024-07-26 Enguerrand Brun , Guopeng Li , Ruoyuan Liu

We establish a new version of the stochastic Strichartz estimate for the stochastic convolution driven by jump noise which we apply to the stochastic nonlinear Schr\"{o}dinger equation with nonlinear multiplicative jump noise in the Marcus…

Probability · Mathematics 2021-04-20 Zdzisław Brzeźniak , Wei Liu , Jiahui Zhu

Non-Markovian stochastic Langevin-like equations of motion are compared to their corresponding Markovian (local) approximations. The validity of the local approximation for these equations, when contrasted with the fully nonlocal ones, is…

Statistical Mechanics · Physics 2009-12-23 R. L. S. Farias , Rudnei O. Ramos , L. A. da Silva