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In this paper, we prove the existence of a unique maximal local strong solutions to a stochastic system for both 2D and 3D penalised nematic liquid crystals driven by multiplicative Gaussian noise. In the 2D case, we show that this solution…

Analysis of PDEs · Mathematics 2020-04-06 Zdzislaw Brzezniak , Erika Hausenblas , Paul Razafimandimby

In this paper, we consider the stochastic %equations of incompressible non-Newtonian fluids driven by a cylindrical Wiener process $W$ with shear rate dependent on viscosity in a bounded Lipschitz domain $D\in \mathbb{R}^n$ during the time…

Analysis of PDEs · Mathematics 2017-01-06 Zhong Tan , Huaqiao Wang , Yucong Wang

In this paper, we present a general framework for solving stochastic functional differential equations in infinite dimensions in the sense of martingale solutions, which can be applied to a large class of SPDE with finite delays, e.g.…

Probability · Mathematics 2014-07-25 Michael Rockner , Rongchan Zhu , Xiangchan Zhu

We study the existence and propagation of singularities of the solution to a one-dimensional linear stochastic wave equation driven by an additive Gaussian noise that is white in time and colored in space. Our approach is based on a…

Probability · Mathematics 2021-07-22 Cheuk Yin Lee , Yimin Xiao

We study the stochastic nonlinear Schroedinger equations with linear multiplicative noise, particularly in the defocusing mass-critical and energy-critical cases. For general initial data, we prove the global existence and uniqueness of…

Probability · Mathematics 2018-11-06 Deng Zhang

We study well-posedness for fluid-structure interaction driven by stochastic forcing. This is of particular interest in real-life applications where forcing and/or data have a strong stochastic component. The prototype model studied here is…

Analysis of PDEs · Mathematics 2021-04-27 Jeffrey Kuan , Suncica Canic

In this paper, we consider the classical spin systems on unbounded lattices given by infinite-dimensional stochastic differential equations (SDEs). We assume that the stochastic forcing acts only on one particle. The other particles are not…

Probability · Mathematics 2026-04-16 Tong Lu , Huaizhong Zhao

In this paper, we study the global conservative weak solutions for a class of nonlinear dispersive wave equations after wave breaking. We first transform the equations into an equivalent semi-linear system by introducing new variables. We…

Analysis of PDEs · Mathematics 2023-03-17 Yonghui Zhou , Shuguan Ji

One proves the existence and uniqueness in $(L^p(\mathbb{R}^3))^3$, $\frac{3}{2}<p<2$, of a global mild solution to random vorticity equations associated to stochastic $3D$ Navier-Stokes equations with linear multiplicative Gaussian noise…

Probability · Mathematics 2018-06-18 Viorel Barbu , Michael Röckner

We are concerned with a stochastic mean curvature flow of graphs over a periodic domain of any space dimension. We establish existence of martingale solutions which are strong in the PDE sense and study their large-time behavior. Our…

Probability · Mathematics 2019-03-13 Nils Dabrock , Martina Hofmanová , Matthias Röger

For a real-valued one dimensional diffusive strict local martingale,, we provide a set of smooth functions in which the Cauchy problem has a unique classical solution under a local H\"older condition. Under the weaker Engelbert-Schmidt…

Mathematical Finance · Quantitative Finance 2022-05-11 Umut Cetin , Kasper Larsen

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 the existence and the uniqueness of a local maximal solution to an $H^1$-critical stochastic wave equation with multiplicative noise on a smooth bounded domain $\mathcal{D} \subset \mathbb{R}^2$ with exponential nonlinearity.…

Probability · Mathematics 2024-04-16 Zdzisław Brzeźniak , Nimit Rana

One-dimensional stochastic differential equations with additive L\'evy noise are considered. Conditions for existence and uniqueness of a strong solution are obtained. In particular, if the noise is a L\'evy symmetric stable process with…

Probability · Mathematics 2013-06-04 Andrey Pilipenko

Unlike many deterministic PDEs, stochastic equations are not amenable to the classical variational theory of Euler-Lagrange. In this paper, we show how self-dual variational calculus leads to solutions of various stochastic partial…

Analysis of PDEs · Mathematics 2018-02-08 Shirin Boroushaki , Nassif Ghoussoub

Inspired by Abbatiello, Feireisl and Novotn\'y, we prove the global existence of dissipative turbulent solution for the compressible Navier-Stokes equations with anisotropic viscous stress tensor on unbounded domain. Our work complements…

Analysis of PDEs · Mathematics 2025-10-24 Ondřej Kreml , Šárka Nečasová , Tong Tang

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

In this paper, we prove that the existence of globally conservative weak solutions for a class of two-component nonlinear dispersive wave equations beyond wave breaking. We first introduce a new set of independent and dependent variables in…

Analysis of PDEs · Mathematics 2024-09-30 Yonghui Zhou , Xiaowan Li

In this paper we prove the local existence and uniqueness of solutions for a class of stochastic fractional partial differential equations driven by multiplicative noise. We also establish that for this class of equations adding linear…

Probability · Mathematics 2013-07-17 Michael Rockner , Rongchan Zhu , Xiangchan Zhu

We consider the stochastic thin-film equation with colored Gaussian Stratonovich noise in one space dimension and establish the existence of nonnegative weak (martingale) solutions. The construction is based on a Trotter-Kato-type…

Probability · Mathematics 2022-08-02 Benjamin Gess , Manuel V. Gnann
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