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We study the backward Kolmogorov equation on the space of probability measures associated to the Kushner-Stratonovich equation of nonlinear filtering. We prove existence and uniqueness in the viscosity sense and, in particular, we provide a…

Probability · Mathematics 2024-11-20 Mattia Martini

We study the long-time behavior of solutions to a stochastically driven Navier-Stokes system describing the motion of a compressible viscous fluid driven by a temporal multiplicative white noise perturbation. The existence of stationary…

Probability · Mathematics 2017-03-10 Dominic Breit , Eduard Feireisl , Martina Hofmanova , Bohdan Maslowski

We establish the global existence of weak martingale solutions to the simplified stochastic Ericksen--Leslie system modeling the nematic liquid crystal flow driven by Wiener-type noises on the two-dimensional bounded domains. The…

Analysis of PDEs · Mathematics 2020-11-19 Hengrong Du , Changyou Wang

This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dynamics generated by stochastic differential equations with…

Optimization and Control · Mathematics 2015-04-27 Viorel Barbu , Stefano Bonaccorsi , Luciano Tubaro

We prove the existence and uniqueness, for wave speeds sufficiently large, of monotone traveling wave solutions connecting stable to unstable spatial equilibria for a class of $N$-dimensional lattice differential equations with…

Dynamical Systems · Mathematics 2010-06-14 Aaron Hoffman , Benjamin Kennedy

We show global existence and non-uniqueness of probabilistically strong, analytically weak solutions of the three-dimensional Navier-Stokes equations perturbed by Stratonovich transport noise. We can prescribe either: \emph{i}) any…

Probability · Mathematics 2023-11-01 Umberto Pappalettera

We study the existence and uniqueness, the regularity, and the long-time behavior of strong solutions to stochastic curve shortening flow driven by a transport-type pure jump L\'evy noise. To obtain the existence and uniqueness of strong…

Probability · Mathematics 2026-05-12 Xiaotian Ge , Shijie Shang , Weina Wu , Jianliang Zhai

The stochastic Landau-Lifshitz-Bloch equation in dimensions 1; 2; and 3 perturbed by pure jump noise is considered in the Marcus canonical form. A proof for existence of a martingale solution is given. The proof uses the Faedo-Galerkin…

Probability · Mathematics 2023-02-13 Soham Gokhale , Utpal Manna

We study traveling wave solutions of the nonlinear variational wave equation. In particular, we show how to obtain global, bounded, weak traveling wave solutions from local, classical ones. The resulting waves consist of monotone and…

Analysis of PDEs · Mathematics 2022-01-13 Katrin Grunert , Audun Reigstad

In this article, we construct a Stratonovich solution for the stochastic wave equation in spatial dimension $d \leq 2$, with time-independent noise and linear term $\sigma(u)=u$ multiplying the noise. The noise is spatially homogeneous and…

Probability · Mathematics 2021-05-20 Raluca M. Balan

A Hamilton-Jacobi equation with Caputo's time-fractional derivative of order less than one is considered. The notion of a viscosity solution is introduced to prove unique existence of a solution to the initial value problem under periodic…

Analysis of PDEs · Mathematics 2017-04-20 Yoshikazu Giga , Tokinaga Namba

We study a stochastic extended Korteweg - de Vries equation driven by a multiplicative noise. We prove the existence of a martingale solution to the equation studied. The proof of the solution is based on two approximations of the problem…

Probability · Mathematics 2019-01-14 Anna Karczewska , Maciej Szczeciński

We prove existence and uniqueness of solutions to a nonlinear stochastic evolution equation on the $d$-dimensional torus with singular $p$-Laplace-type or total variation flow-type drift with general sublinear doubling nonlinearities and…

Analysis of PDEs · Mathematics 2019-09-27 Jonas M. Tölle

In this paper, we consider the Cauchy problem for the nonlinear fractional conservation laws driven by a multiplicative noise. In particular, we are concerned with the well-posedness theory and the study of the long-time behavior of…

Analysis of PDEs · Mathematics 2022-05-13 Abhishek Chaudhary

We consider reaction-diffusion equations that are stochastically forced by a small multiplicative noise term. We show that spectrally stable travelling wave solutions to the deterministic system retain their orbital stability if the…

Analysis of PDEs · Mathematics 2020-03-09 C. H. S. Hamster , H. J. Hupkes

This work is devoted to the proof of the existence of a martingale solution for a complex version of the stochastic Stefan problem. This particular formulation incorporates two important features: a mushy region and turbulent transport…

Analysis of PDEs · Mathematics 2025-05-14 Ioana Ciotir , Franco Flandoli , Dan Goreac

A stochastic linear transport equation with multiplicative noise is considered and the question of no-blow-up is investigated. The drift is assumed only integrable to a certain power. Opposite to the deterministic case where smooth initial…

Probability · Mathematics 2013-03-19 Ennio Fedrizzi , Franco Flandoli

In this paper, we prove a convergence theorem for singular perturbations problems for a class of fully nonlinear parabolic partial differential equations with ergodic structures. The limit function is represented as the viscosity solution…

Probability · Mathematics 2021-07-19 Mingshang Hu , Falei Wang

We consider a viscous incompressible fluid interacting with a linearly elastic shell of Koiter type which is located at some part of the boundary. Recently models with stochastic perturbation in the shell equation have been proposed in the…

Analysis of PDEs · Mathematics 2024-01-10 Dominic Breit , Prince Romeo Mensah , Thamsanqa Castern Moyo

We study the stochastic transport equation with globally $\beta$-H\"older continuous and bounded vector field driven by a non-degenerate pure-jump L\'evy noise of $\alpha$-stable type. Whereas the deterministic transport equation may lack…

Probability · Mathematics 2025-12-22 Zdzisław Brzeźniak , Enrico Priola , Jianliang Zhai , Jiahui Zhu