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This paper is devoted to proving the small noise asymptotic behaviour, particularly large deviation principle, for multi-scale stochastic dynamical systems with fully local monotone coefficients driven by multiplicative noise. The main…

Probability · Mathematics 2024-03-11 Wei Hong , Wei Liu , Luhan Yang

We study Freidlin-Wentzell's large deviation principle for one dimensional nonlinear stochastic heat equation driven by a Gaussian noise: $$\frac{\partial u^\varepsilon(t,x)}{\partial t} = \frac{\partial^2 u^\varepsilon(t,x)}{\partial…

Probability · Mathematics 2022-08-26 Ruinan Li , Ran Wang , Beibei Zhang

In this paper, we establish the well-posedness for the third grade fluid equation perturbed by a multiplicative white noise. This equation describes the motion of a non-Newtonian fluid of differential type with relevant viscoelastic…

Probability · Mathematics 2021-03-12 Fernanda Cipriano , Philippe Didier , Sílvia Guerra

In this paper, we establish the well-posedness and optimal trajectory regularity for the solution of stochastic evolution equations with generalized Lipschitz-type coefficients driven by general multiplicative noises. To ensure the…

Analysis of PDEs · Mathematics 2019-02-25 Jialin Hong , Zhihui Liu

A linear stochastic vector advection equation is considered. The equation may model a passive magnetic field in a random fluid. The driving velocity field is a integrable to a certain power and the noise is infinite dimensional. We prove…

Analysis of PDEs · Mathematics 2017-05-02 Franco Flandoli , Christian Olivera

We propose a Hilbert space solution theory for a nonhomogeneous heat equation with delay in the highest order derivatives with nonhomogeneous Dirichlet boundary conditions in a bounded domain. Under rather weak regularity assumptions on the…

Analysis of PDEs · Mathematics 2014-01-23 Denys Khusainov , Michael Pokojovy , Reinhard Racke

We study the Blackstock equation which models the propagation of nonlinear sound waves through dissipative fluids. Global well-posedness of the model with homogeneous Dirichlet boundary conditions is shown for small initial data. To this…

Analysis of PDEs · Mathematics 2018-12-21 Marvin Fritz , Vanja Nikolić , Barbara Wohlmuth

We establish global well-posedness and scattering results for the logarithmically energy-supercritical nonlinear wave equation, under the assumption that the initial data satisfies a partial symmetry condition. These results generalize and…

Analysis of PDEs · Mathematics 2024-05-16 Aynur Bulut , Benjamin Dodson

In this paper, we show the existence and uniqueness of a strong solution to stochastic 3D tamed Navier-Stokes equations driven by multiplicative Levy noise with periodic boundary conditions. Then we establish the large deviation principles…

Probability · Mathematics 2020-02-24 Zhao Dong , Rangrang Zhang

We investigate the focusing and defocusing energy-critical stochastic nonlinear Schr\"odinger equation, subject to random perturbations in the form of either additive or multiplicative (Stratonovich) noise. We establish local well-posedness…

Analysis of PDEs · Mathematics 2026-04-17 Annie Millet , Svetlana Roudenko

We consider a system of interacting diffusions on the integer lattice. By letting the mesh size go to zero and by using a suitable scaling, we show that the system converges (in a strong sense) to a solution of the stochastic heat equation…

Probability · Mathematics 2014-04-29 Mathew Joseph , Davar Khoshnevisan , Carl Mueller

In this paper, we study the stochastic logrithmic Schr\"odinger equation with saturated nonlinear multiplicative L\'evy noise. The global well-posedness is established for the stochastic logrithmic Schr\"odinger equation in an appropriate…

Probability · Mathematics 2025-02-11 Jiahui Zhu , Jianliang Zhai

We consider the Cauchy problem 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 and no quadratic uu_{xx} term. For a polynomial nonlinearity with no quadratic…

Analysis of PDEs · Mathematics 2013-06-26 Benjamin Harrop-Griffiths

We consider a stochastic model of incompressible non-Newtonian fluids of second grade on a bounded domain of $\mathbb{R}^2$ driven by L\'evy noise. Applying the variational approach, global existence and uniqueness of strong probabilistic…

Probability · Mathematics 2017-01-03 Shijie Shang , Jianliang Zhai , Tusheng Zhang

We consider the two-dimensional MHD Boundary layer system without hydrodynamic viscosity, and establish the existence and uniqueness of solutions in Sobolev spaces under the assumption that the tangential component of magnetic fields…

Analysis of PDEs · Mathematics 2021-06-04 Wei-Xi Li , Rui Xu

In this work, we investigate the McKean-Vlasov stochastic partial differential equations driven by Poisson random measure. By adapting the variational framework, we prove the well-posedness and large deviation principle for a class of…

Probability · Mathematics 2025-08-05 Yuhang Jiang , Jinming Li , Shihu Li

We demonstrate the large deviation principle in the small noise limit for the three dimensional stochastic planetary geostrophic equations of large-scale ocean circulation. In this paper, we first prove the well-posedness of weak solutions…

Probability · Mathematics 2020-08-10 Bo You

We prove that mild solutions to the stochastic heat equation with superlinear accretive forcing and polynomially growing multiplicative noise cannot explode under two sets of assumptions. The first set of assumptions allows both the…

Probability · Mathematics 2024-09-25 Michael Salins

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

In this paper, we consider a semi-classical version of the nonhomogeneous heat equation with singular time-dependent coefficients on the lattice $\hbar \mathbb{Z}^n$. We establish the well-posedeness of such Cauchy equations in the…

Analysis of PDEs · Mathematics 2025-04-30 Marianna Chatzakou , Aparajita Dasgupta , Michael Ruzhansky , Abhilash Tushir
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