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In this work we consider a class of stochastic parabolic equations with singular space depending potential, random driving force and random initial condition. For the analysis of these equations we combine the chaos expansion method from…

Analysis of PDEs · Mathematics 2021-09-15 Snežana Gordić , Tijana Levajković , Ljubica Oparnica

The stochastic parabolic equations with random potentials, driving forces and initial conditions are considered. The Wick product is used to give sense to the product of two generalized stochastic processes, and the existence and uniqueness…

Probability · Mathematics 2022-04-07 Snežana Gordić , Tijana Levajković , Ljubica Oparnica

We study nonlinear parabolic stochastic partial differential equations with Wick-power and Wick-polynomial type nonlinearities set in the framework of white noise analysis. These equations include the stochastic Fujita equation, the…

Probability · Mathematics 2023-03-16 Tijana Levajkovic , Stevan Pilipovic , Dora Selesi , Milica Zigic

This article is concerned with the existence of solution to the stochastic Degasperis-Procesi equation on $\mathbb{R}$ with an infinite dimensional multiplicative noise and integrable initial data. Writing the equation as a system composed…

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

In this paper, we combine deterministic splitting methods with a polynomial chaos expansion method for solving stochastic parabolic evolution problems. The stochastic differential equation is reduced to a system of deterministic equations…

Numerical Analysis · Mathematics 2021-07-02 Andreas Kofler , Tijana Levajković , Hermann Mena , Alexander Ostermann

We present an abstract framework for analyzing the weak error of fully discrete approximation schemes for linear evolution equations driven by additive Gaussian noise. First, an abstract representation formula is derived for sufficiently…

Numerical Analysis · Mathematics 2013-07-17 M. Kovács , S. Larsson , F. Lindgren

We investigate linear parabolic equations in divergence form with singular coefficients and non-smooth boundary data. When the diffusion, drift, or potential terms, as well as the initial or boundary conditions, are distributions rather…

Analysis of PDEs · Mathematics 2026-02-10 Arshyn Altybay , Alibek Yeskermessuly

We study nonlinear stochastic partial differential equations with Wick-analytic type nonlinearities set in the framework of white noise analysis. These equations include the stochastic Fisher--KPP equations, stochastic Allen--Cahn,…

Probability · Mathematics 2024-05-09 Tijana Levajkovic , Stevan Pilipovic , Dora Selesi , Milica Zigic

In this paper, we provide a general framework for investigating McKean-Vlasov stochastic partial differential equations. We first show the existence of weak solutions by combining the localizing approximation, Faedo-Galerkin technique,…

Probability · Mathematics 2025-08-12 Wei Hong , Shihu Li , Wei Liu

In this paper, we develop a universal, conceptually simple and systematic method to prove well-posedness to Cauchy problems for weak solutions of parabolic equations with non-smooth, time-dependent, elliptic part having a variational…

Analysis of PDEs · Mathematics 2025-06-25 Pascal Auscher , Khalid Baadi

This paper concerns the McKean-Vlasov stochastic differential equation (SDE) with common noise. An appropriate definition of a weak solution to such an equation is developed. The importance of the notion of compatibility in this definition…

Probability · Mathematics 2020-06-29 William R. P. Hammersley , David Šiška , Łukasz Szpruch

Doubly nonlinear stochastic evolution equations are considered. Upon assuming the additive noise to be rough enough, we prove the existence of probabilistically weak solutions of Friedrichs type and study their uniqueness in law. This…

Probability · Mathematics 2025-07-24 Carlo Orrieri , Luca Scarpa , Ulisse Stefanelli

This paper concerns the macroscopic behavior of solutions to parabolic equations with large, highly oscillatory, random potential. When the correlation function of the random potential satisfies a specific integrability condition, we show…

Probability · Mathematics 2014-08-06 Yu Gu , Guillaume Bal

We obtain general weak existence and stability results for stochastic convolution equations with jumps under mild regularity assumptions, allowing for non-Lipschitz coefficients and singular kernels. Our approach relies on weak convergence…

Probability · Mathematics 2021-12-22 Eduardo Abi Jaber , Christa Cuchiero , Martin Larsson , Sergio Pulido

In this paper, we study the existence of solution for stochastic evolution equations with almost sectorial operators and possibly a non dense domain. Such problems cover several types of evolution equations, we are interested here in…

Analysis of PDEs · Mathematics 2023-07-25 Arnaud Ducrot , Fatima Zahra Lahbiri

We study the weak solvability of a nonlinearly coupled system of parabolic and pseudo-parabolic equations describing the interplay between mechanics, chemical reactions, diffusion and flow in a mixture theory framework. Our approach relies…

Analysis of PDEs · Mathematics 2017-02-09 Arthur J. Vromans , A. A. F. van de Ven , Adrian Muntean

This paper is devoted to studying stochastic parabolic evolution equations with additive noise in Banach spaces of M-type 2. We construct both strict and mild solutions possessing very strong regularities. First, we consider the linear…

Probability · Mathematics 2017-04-14 Ton Viet Ta

Chemical and biochemical reactions can exhibit surprisingly different behaviours, ranging from multiple steady-state solutions to oscillatory solutions and chaotic behaviours. These types of systems are often modelled by a system of…

Analysis of PDEs · Mathematics 2025-07-03 Erika Hausenblas , Michael A. Högele , Tesfalem A. Tegegn

We resolve the issue of uniqueness of weak solutions for linear, inertial fluid-poroelastic-structure coupled dynamics. The model comprises a 3D Biot poroelastic system coupled to a 3D incompressible Stokes flow via a 2D interface, where…

Analysis of PDEs · Mathematics 2025-02-12 George Avalos , Justin T. Webster

A global existence theorem on weak solutions is shown for the continuous coagulation equation with collisional breakage under certain classes of unbounded collision kernels and distribution functions. This model describes the dynamics of…

Analysis of PDEs · Mathematics 2018-05-28 Prasanta Kumar Barik , Ankik Kumar Giri
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