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In this paper we develop a new approach to nonlinear stochastic partial differential equations with Gaussian noise. Our aim is to provide an abstract framework which is applicable to a large class of SPDEs and includes many important cases…

Functional Analysis · Mathematics 2022-05-02 Antonio Agresti , Mark Veraar

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,…

Probability · Mathematics 2014-02-27 Benjamin Gess

We prove global well-posedness for low regularity data for the one dimensional quintic defocusing nonlinear Schr\"odinger equation. Precisely we show that a unique and global solution exists for initial data in the Sobolev space…

Analysis of PDEs · Mathematics 2016-08-14 Daniela De Silva , Nataša Pavlović , Gigliola Staffilani , Nikolaos Tzirakis

We study the Cauchy problem for a generalized derivative nonlinear Schr\"odinger equation with the Dirichlet boundary condition. We establish the local well-posedness results in the Sobolev spaces $H^1$ and $H^2$. Solutions are constructed…

Analysis of PDEs · Mathematics 2025-02-27 Masayuki Hayashi , Tohru Ozawa

In this paper, we prove the global wellposedness of the Gross-Pitaevskii equation with white noise potential, i.e. a cubic nonlinear Schr{\"o}dinger equation with harmonic confining potential and spatial white noise multiplicative term.…

Analysis of PDEs · Mathematics 2023-11-20 Pierre Mackowiak

We establish the first existence and uniqueness result for mild solutions of abstract stochastic evolution equations driven by arbitrary cylindrical L\'evy processes in Hilbert spaces. The coefficients are assumed to satisfy global…

Probability · Mathematics 2026-05-14 Gergely Bodó , Sonja Cox , Adam Jakubowski , Markus Riedle

This article studies the Stochastic Degasperis-Procesi (SDP) equation on $\mathbb{R}$ with an additive noise. Applying the kinetic theory, and considering the initial conditions in $L^2(\mathbb{R})\cap L^{2+\delta}(\mathbb{R})$, for…

Probability · Mathematics 2024-09-05 Lynnyngs K. Arruda , Nikolai V. Chemetov , Fernanda Cipriano

We prove existence and uniqueness of a mild solution of a stochastic evolution equation driven by a standard $\alpha$-stable cylindrical L\'evy process defined on a Hilbert space for $\alpha \in (1,2)$. The coefficients are assumed to map…

Probability · Mathematics 2021-08-05 Tomasz Kosmala , Markus Riedle

In this paper, we study the Cauchy problem for the stochastically perturbed high-dimensional modified Euler-Poincar\'{e} system (MEP2) on the torus $\mathbb{T}^d$, $d\geq 1$. We first establish a local well-posedness framework in the sense…

Analysis of PDEs · Mathematics 2024-04-01 Lei Zhang

We prove the local well-posedness of the periodic stochastic Korteweg-de Vries equation with the additive space-time white noise. In order to treat low regularity of the white noise in space, we consider the Cauchy problem in the Besov-type…

Analysis of PDEs · Mathematics 2010-07-13 Tadahiro Oh

In this paper, we prove the existence of martingale solutions of a class of stochastic equations with pseudo-monotone drift of polynomial growth of arbitrary order and a continuous diffusion term with superlinear growth. Both the nonlinear…

Probability · Mathematics 2025-05-28 Bixiang Wang

We prove a local in time well-posedness result for quasi-linear Hamiltonian Schr\"odinger equations on $\mathbb{T}^d$ for any $d\geq 1$. For any initial condition in the Sobolev space $H^s$, with $s$ large, we prove the existence and…

Analysis of PDEs · Mathematics 2022-02-15 Roberto Feola , Felice Iandoli

We consider one-dimensional stochastic differential equations with a boundary condition, driven by a Poisson process. We study existence and uniqueness of solutions and the absolute continuity of the law of the solution. In the case when…

Probability · Mathematics 2007-05-23 Aureli Alabert , Miguel A. Marmolejo

Consider the following time-dependent stable-like operator with drift $$ \mathscr{L}_t\varphi(x)=\int_{\mathbb{R}^d}\big[\varphi(x+z)-\varphi(x)-z^{(\alpha)}\cdot\nabla\varphi(x)\big]\sigma(t,x,z)\nu_\alpha(d z)+b(t,x)\cdot\nabla…

Probability · Mathematics 2018-06-26 Rengming Song , Longjie Xie

Well posedness is established for a family of equations modelling particle populations undergoing delocalised coagulation, advection, inflow and outflow in a externally specified velocity field. Very general particle types are allowed while…

Analysis of PDEs · Mathematics 2018-02-08 Robert I. A. Patterson

We study strictly parabolic stochastic partial differential equations on $\R^d$, $d\ge 1$, driven by a Gaussian noise white in time and coloured in space. Assuming that the coefficients of the differential operator are random, we give…

Probability · Mathematics 2007-05-23 Marco Ferrante , Marta Sanz-Solé

In this article we give sufficient and necessary conditions for the existence of a weak and mild solution to stochastic evolution equations with (general) L\'{e}vy noise taking values in the dual of a nuclear space. As part of our approach…

Probability · Mathematics 2022-11-24 C. A. Fonseca-Mora

Using the weak convergence approach, we prove the large deviation principle (LDP) for solutions to quasilinear stochastic evolution equations with small Gaussian noise in the critical variational setting, a recently developed general…

Probability · Mathematics 2026-02-23 Esmée Theewis , Mark Veraar

We consider a d-dimensional stochastic differential equation with additive noise and a drift coefficient which is assumed only to be a bounded Borel function. We show that, for almost all choices of the driving Brownian path, the equation…

Probability · Mathematics 2007-09-27 A. M. Davie

We consider the long time well-posedness of the Cauchy problem with large Sobolev data for a class of nonlinear Schr\"odinger equations (NLS) on $\mathbb{R}^2$ with power nonlinearities of arbitrary odd degree. Specifically, the method in…

Analysis of PDEs · Mathematics 2016-05-12 Nathan Totz
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