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The blow-up phenomena of stochastic semilinear parabolic equations with additive as well as linear multiplicative L\'evy noises are investigated in this work. By suitably modifying the concavity method in the stochastic context, we…

Probability · Mathematics 2024-04-11 Manil T. Mohan , S. Pradeep , S. Sankar , S. Karthikeyan

We study the Cauchy problem for Schr\"odinger type stochastic partial differential equations with uniformly bounded coefficients on a curved space. We give conditions on the coefficients, on the drift and diffusion terms, on the Cauchy…

Analysis of PDEs · Mathematics 2022-08-29 Alessia Ascanelli , Sandro Coriasco , André Süß

This paper is concerned with the existence and uniqueness of the solution for the stochastic fast logarithmic equation with Stratonovich multiplicative noise in $\mathbb{R}^{d}$ for $d\geqslant 3$. It provides an answer to a critical case…

Probability · Mathematics 2023-04-04 Ioana Ciotir , Reika Fukuizumi , Dan Goreac

In this article, we introduce a time-independent version of the L\'evy colored noise considered in Balan (2015) and Balan and Jim\'enez (2026). We study the existence of the solution of a linear stochastic partial differential equation with…

Probability · Mathematics 2026-04-29 Raluca M. Balan , Jinxin Wang

\rm We obtain the global smooth effects for the solutions of the linear Schr\"odinger equation in anisotropic Lebesgue spaces. Applying these estimates, we study the Cauchy problem for the generalized elliptical and non-elliptical…

Analysis of PDEs · Mathematics 2008-12-09 Wang Baoxiang , Han Lijia , Huang Chunyan

In this paper we investigate a nonlinear stochastic partial differential equation (spde in short) perturbed by a space-correlated Gaussian noise in arbitrary dimension $d\geq1$, with a non-Lipschitz coefficient noisy term. The equation…

Probability · Mathematics 2011-04-29 Lahcen Boulanba , Mohamed Mellouk

We study the ergodicity of finite-dimensional approximations of the Schr\"odinger equation. The system is driven by a multiplicative scalar noise. Under general assumptions over the distribution of the noise, we show that the system has a…

Mathematical Physics · Physics 2007-10-22 Vahagn Nersesyan

In this article, we study the well-posedness theory for solutions of the stochastic heat equations with logarithmic nonlinearity perturbed by multiplicative Levy noise. By using Aldous tightness criteria and Jakubowski version of the…

Analysis of PDEs · Mathematics 2024-09-09 Kavin R , Ananta K Majee

Existence and uniqueness of solutions to the stochastic heat equation with multiplicative spatial noise is studied. In the spirit of pathwise regularization by noise, we show that a perturbation by a sufficiently irregular continuous path…

Probability · Mathematics 2021-01-05 Rémi Catellier , Fabian A. Harang

We study the focusing stochastic nonlinear Schr\"odinger equation in 1D in the $L^2$-critical and supercritical cases with an additive or multiplicative perturbation driven by space-time white noise. Unlike the deterministic case, the…

Analysis of PDEs · Mathematics 2022-10-11 Annie Millet , Svetlana Roudenko , Kai Yang

In this paper, we are concerned with the local and global existence for the stochastic Prandtl equation in two and three dimensions, which governs the velocity field inside the boundary layer that appears in the inviscid limit of the…

Analysis of PDEs · Mathematics 2024-08-09 Ya-Guang Wang , Meng Zhao

Motivated by applications to a manifold of semilinear and quasilinear stochastic partial differential equations (SPDEs) we establish the existence and uniqueness of strong solutions to coercive and locally monotone SPDEs driven by L\'{e}vy…

Analysis of PDEs · Mathematics 2013-05-22 Zdzisław Brzeźniak , Wei Liu , Jiahui Zhu

We are concerned with the three dimensional navier-stokes equations driven by a general multiplicative noise. For every divergence free and mean free initial condition in L2, we establish existence of infinitely many global-in-time…

Probability · Mathematics 2025-05-13 Huaxiang Lv , Yichun Zhu

We consider obstacle problems for nonlinear stochastic evolution equations. More precisely, the leading operator in our equation is a nonlinear, second order pseudomonotone operator of Leray-Lions type. The multiplicative noise term is…

Probability · Mathematics 2025-07-17 Niklas Sapountzoglou , Yassine Tahraoui , Guy Vallet , Aleksandra Zimmermann

This paper studies the behavior of solitons in the Korteweg-de Vries equation under the influence of multiplicative noise. We introduce stochastic processes that track the amplitude and position of solitons based on a rescaled frame…

Analysis of PDEs · Mathematics 2024-02-06 Rik W. S. Westdorp , Hermen Jan Hupkes

We treat some classes of linear and semilinear stochastic partial differential equations of Schr\"odinger type on $\mathbb{R}^d$, involving a non-flat Laplacian, within the framework of white noise analysis, combined with Wiener-It\^o chaos…

Analysis of PDEs · Mathematics 2025-04-04 Sandro Coriasco , Stevan Pilipović , Dora Seleši

We prove well-posedness in $H^{\sigma}(\mathbb{R})$ for any $\sigma \in [0,\infty)$ of a parametrically forced nonlinear Schr\"odinger equation (PFNLS) in one dimension driven by multiplicative Stratonovich noise which has spatially…

Analysis of PDEs · Mathematics 2024-03-11 Manuel V. Gnann , Rik W. S. Westdorp , Joris van Winden

We demonstrate the systematic derivation of a class of discretizations of nonlinear Schr{\"o}dinger (NLS) equations for general polynomial nonlinearity whose stationary solutions can be found from a reduced two-point algebraic condition. We…

Exactly Solvable and Integrable Systems · Physics 2018-04-13 P. G. Kevrekidis , S. V. Dmitriev , A. A. Sukhorukov

In this article we show that a finite dimensional stochastic differential equation driven by a L\'evy process can be formulated as a stochastic partial differential equation. We prove the existence and uniqueness of strong solutions of such…

Probability · Mathematics 2018-02-15 Suprio Bhar , Rajeev Bhaskaran , Barun Sarkar

Gradient estimates are derived, for the first time, for the semigroup associated to a class of stochastic differential equations driven by multiplicative L\'evy noise. In particular, the estimates are sharp for $\alpha$-stable type noises.…

Probability · Mathematics 2015-05-28 Feng-Yu Wang , Lihu Xu , Xicheng Zhang