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We study a nonlinear, pseudomonotone, stochastic diffusion-convection evolution problem on a bounded spatial domain, in any space dimension, with homogeneous boundary conditions and reflection. The additive noise term is given by a…

Analysis of PDEs · Mathematics 2024-12-24 Niklas Sapountzoglou , Yassine Tahraoui , Guy Vallet , Aleksandra Zimmermann

We provide an abstract variational existence and uniqueness result for multi-valued, monotone, non-coercive stochastic evolution inclusions in Hilbert spaces with general additive and Wiener multiplicative noise. As examples we discuss…

Probability · Mathematics 2013-12-05 Benjamin Gess , Jonas M. Tölle

This work contributes to an understanding of the domain size's effect on the existence and uniqueness of the linear convection--diffusion equation with integral-type boundary conditions, where boundary conditions depend non-locally on…

Analysis of PDEs · Mathematics 2022-06-14 Chiun-Chang Lee , Masashi Mizuno , Sang-Hyuck Moon

In this article, we study the stochastic aggregation-diffusion equation with a singular drift represented by a monotone radial kernel. We demonstrate the existence and uniqueness of a diffusion process that acts as a weak solution to our…

Probability · Mathematics 2024-07-25 Jaouad Bourabiaa , Youssef Elmadani , Abdelouahab Hanine

Motivated by porous medium equations with randomly perturbed velocity field, this paper considers a class of nonlinear degenerate diffusion equations with nonlinear conservative noise in bounded domains. The existence, uniqueness and…

Probability · Mathematics 2023-09-06 Kai Du , Ruoyang Liu , Yuxing Wang

This paper is devoted to existence and uniqueness results for classes of nonlinear diffusion equations (or systems) which may be viewed as regular perturbations of Wasserstein gradient flows. First, in the case. where the drift is a…

Analysis of PDEs · Mathematics 2015-05-07 Guillaume Carlier , Maxime Laborde

We prove pathwise uniqueness for a class of stochastic differential equations (SDE) on a Hilbert space with cylindrical Wiener noise, whose nonlinear drift parts are sums of the sub-differential of a convex function and a bounded part. This…

Probability · Mathematics 2016-06-28 G. Da Prato , F. Flandoli , M. Röckner , A. Yu. Veretennikov

We present a numerical approximation method for linear diffusion-reaction problems with possibly discontinuous Dirichlet boundary conditions. The solution of such problems can be represented as a linear combination of explicitly known…

Numerical Analysis · Mathematics 2017-07-05 Ramona Baumann , Thomas P. Wihler

In this work, we introduce a new method to prove the existence and uniqueness of a variational solution to the stochastic nonlinear diffusion equation $dX(t)={\rm div} [\frac{\nabla X(t)}{|\nabla X(t)|}]dt+X(t)dW(t) in…

Probability · Mathematics 2018-06-27 Michael Röckner , Viorel Barbu

In this paper, the existence, uniqueness and dependence on initial value of solution for a singular diffusion equation with nonlinear boundary condition are discussed. It is proved that there exists a unique global smooth solution which…

Analysis of PDEs · Mathematics 2015-04-07 Jiaqing Pan

The aim of this paper is the rigorous derivation of a stochastic non-linear diffusion equation from a radiative transfer equation perturbed with a random noise. The proof of the convergence relies on a formal Hilbert expansion and the…

Analysis of PDEs · Mathematics 2014-05-13 Arnaud Debussche , Sylvain De Moor , Julien Vovelle

In this paper, we establish the existence, uniqueness and stability results for the obstacle problem associated with a degenerate nonlinear diffusion equation perturbed by conservative gradient noise. Our approach revolves round introducing…

Probability · Mathematics 2025-04-17 Kai Du , Ruoyang Liu

We prove that the solution to the singular-degenerate stochastic fast-diffusion equation with parameter $m\in (0,1)$, with zero Dirichlet boundary conditions on a bounded domain in any spatial dimension, and driven by linear multiplicative…

Analysis of PDEs · Mathematics 2024-02-26 Ioana Ciotir , Dan Goreac , Jonas M. Tölle

Pathwise uniqueness for stochastic PDEs with drift in differential form is a main open problem in the recent literature on regularisation by noise. This paper establishes a self-contained theory in the framework of stochastic evolution…

Probability · Mathematics 2025-12-22 Davide Addona , Davide Bignamini , Carlo Orrieri , Luca Scarpa

We consider a class of reaction-diffusion equations with a stochastic perturbation on the boundary. We show that in the limit of fast diffusion, one can rigorously approximate solutions of the system of PDEs with stochastic Neumann boundary…

Analysis of PDEs · Mathematics 2014-08-13 Wael W. Mohammed , Dirk Blömker

This paper is concerned with the It\^o stochastic differential equations with $\mR^{d\times k}$ diffusions in class of H\"older spaces and continuous $\mR^d$ drifts. We derive a uniqueness result of strong solutions for $\cC^\alpha \…

Analysis of PDEs · Mathematics 2025-07-21 Rongrong Tian , Shuheng Tu , Jinlong Wei

We prove existence and uniqueness of solutions to a class of stochastic semilinear evolution equations with a monotone nonlinear drift term and multiplicative noise, considerably extending corresponding results obtained in previous work of…

Analysis of PDEs · Mathematics 2020-12-11 Carlo Marinelli , Luca Scarpa

We prove strong well-posedness for a class of stochastic evolution equations in Hilbert spaces H when the drift term is Holder continuous. This class includes examples of semilinear stochastic damped wave equations which describe elastic…

Probability · Mathematics 2023-06-01 Davide Addona , Federica Masiero , Enrico Priola

We study the diffusion (or heat) equation on a finite 1-dimensional spatial domain, but we replace one of the boundary conditions with a "nonlocal condition", through which we specify a weighted average of the solution over the spatial…

Analysis of PDEs · Mathematics 2017-08-04 Peter D. Miller , David A. Smith

We prove existence and uniqueness of solutions to a nonlinear stochastic evolution equation on the $d$-dimensional torus with singular $p$-Laplace-type or total variation flow-type drift with general sublinear doubling nonlinearities and…

Analysis of PDEs · Mathematics 2019-09-27 Jonas M. Tölle
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