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In this paper we prove strong well-posedness for a system of stochastic differential equations driven by a degenerate diffusion satisfying a weak-type H\"ormander condition, assuming H\"older regularity assumptions on the drift coefficient.…

Probability · Mathematics 2022-10-07 Giacomo Lucertini , Stefano Pagliarani , Andrea Pascucci

In this paper we study the spatial averages of the solution of a one-dimensional stochastic wave equation driven by a Gaussian multiplicative noise, which is white in time and has a homogeneous spatial covariance described by the Riesz…

Probability · Mathematics 2025-08-05 Chengbo Sun , Yaozhong Hu

The Cahn-Hilliard/Allen-Cahn equation with noise is a simplified mean field model of stochastic microscopic dynamics associated with adsorption and desorption-spin flip mechanisms in the context of surface processes. For such an equation we…

Probability · Mathematics 2022-10-13 Dimitra C. Antonopoulou , Geogia Karali , Annie Millet

We prove a priori bounds for solutions of singular stochastic porous media equations with multiplicative noise in their natural $L^1$-based regularity class. We consider the first singular regime, i.e.~noise of space-time regularity…

Analysis of PDEs · Mathematics 2025-07-09 Markus Tempelmayr , Hendrik Weber

A multiscale analysis of 1D stochastic bistable reaction-diffusion equations with additive noise is carried out w.r.t. travelling waves within the variational approach to stochastic partial differential equations. It is shown with explicit…

Probability · Mathematics 2019-02-11 Jennifer Krüger , Wilhelm Stannat

We study systems of reaction-diffusion equations perturbed by multiplicative noise, where the reaction terms satisfy quasipositivity, a triangular mass-control structure, and polynomial growth. Our results apply to a broad class of…

Probability · Mathematics 2026-05-27 Dionysis Milesis , Michael Salins

This paper is concerned with the problem of regularization by noise of systems of reaction-diffusion equations with mass control. It is known that $\textit{strong}$ solutions to such systems of PDEs may blow-up in finite time. Moreover, for…

Analysis of PDEs · Mathematics 2023-11-30 Antonio Agresti

In this paper we consider a class of stochastic reaction-diffusion equations. We provide local well-posedness, regularity, blow-up criteria and positivity of solutions. The key novelties of this work are related to the use transport noise,…

Analysis of PDEs · Mathematics 2023-05-31 Antonio Agresti , Mark Veraar

We prove that an averaging principle holds for a general class of stochastic reaction-diffusion systems, having unbounded multiplicative noise, in any space dimension. We show that the classical Khasminskii approach for systems with a…

Probability · Mathematics 2008-05-05 Sandra Cerrai

Consider the stochastic reaction-diffusion equation with logarithmic nonlinearity driven by space-time white noise: \begin{align}\label{1.a} \left\{ \begin{aligned} & \mathrm{d}u(t,x) = \frac{1}{2}\Delta u(t,x)\,\mathrm{d}t+ b(u(t,x))…

Probability · Mathematics 2021-06-08 Shijie Shang , Tusheng Zhang

Starting from the simple point process model of 1/f noise we derive a stochastic nonlinear differential equation for the signal exhibiting 1/f noise in any desirably wide range of frequency. A stochastic differential equation (the general…

Statistical Mechanics · Physics 2009-11-10 B. Kaulakys , J. Ruseckas

We study the existence, uniqueness, and regularity of the solution to the stochastic reaction-diffusion equation (SRDE) with colored noise $\dot{F}$: $$ \partial_t u = a^{ij}u_{x^ix^j} + b^i u_{x^i} + cu - \bar{b} u^{1+\beta} + \xi…

Probability · Mathematics 2023-04-25 Beom-Seok Han , Jaeyun Yi

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

In this paper, we investigate the nonlocal reaction-diffusion equation driven by stationary noise, which is a regular approximation to white noise and satisfies certain properties. We show the existence of random attractor for the equation.…

Dynamical Systems · Mathematics 2025-11-04 Xiuling Gui , Jin Yang , Chunfeng Wang , Jing Hou , Ji Shu

In this article, we consider the stochastic Cahn--Hilliard equation driven by multiplicative space-time white noise with diffusion coefficient of sublinear growth. By introducing the spectral Galerkin method, we first obtain the…

Probability · Mathematics 2020-06-23 Jianbo Cui , Jialin Hong

We consider strong convergence of the finite differences approximation in space for stochastic reaction diffusion equations with multiplicative noise under a one-sided Lipschitz condition only. We derive convergence with an implicit rate…

Probability · Mathematics 2015-04-17 Martin Sauer , Wilhelm Stannat

In this paper, we established a quadratic transportation cost inequality for solutions of stochastic reaction diffusion equations driven by multiplicative space-time white noise based on a new inequality we proved for the moments (under the…

Probability · Mathematics 2019-05-01 Shijie Shang , Tusheng Zhang

We investigate stochastic reaction-diffusion equations on finite metric graphs. On each edge in the graph a multiplicative cylindrical Gaussian noise driven reaction-diffusion equation is given. The vertex conditions are the standard…

Dynamical Systems · Mathematics 2023-03-03 Eszter Sikolya

We study the dynamics of generic reaction-diffusion fronts, including pulses and chemical waves, in the presence of multiplicative noise. We discuss the connection between the reaction-diffusion Langevin-like field equations and the…

Statistical Mechanics · Physics 2009-11-07 A. Rocco , L. Ramirez-Piscina , J. Casademunt

Motivated by the traditional Lotka-Volterra competitive models, this paper proposes and analyzes a class of stochastic reaction-diffusion partial differential equations. In contrast to the models in the literature, the new formulation…

Probability · Mathematics 2021-05-10 N. N. Nguyen , G. Yin