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This paper investigates the well-posedness and small-noise asymptotics of a class of stochastic partial differential equations defined on a bounded domain of $\mathbb{R}^d$, where the diffusion coefficient depends nonlinearly and…

Probability · Mathematics 2025-06-23 Sandra Cerrai , Giuseppina Guatteri , Gianmario Tessitore

We consider stochastic reaction-diffusion equations on a finite network represented by a finite graph. On each edge in the graph a multiplicative cylindrical Gaussian noise driven reaction-diffusion equation is given supplemented by a…

Probability · Mathematics 2021-06-22 Mihály Kovács , Eszter Sikolya

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

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

This article studies the dynamics of a nonlinear dissipative reaction-diffusion equation with well-separated stable states which is perturbed by infinite-dimensional multiplicative L\'evy noise with a regularly varying component at…

Probability · Mathematics 2019-04-30 Michael A. Högele

Reaction-diffusion equations coupled to ordinary differential equations (ODEs) may exhibit spatially low-regular stationary solutions. This work provides a comprehensive theory of asymptotic stability of bounded, discontinuous or…

Analysis of PDEs · Mathematics 2023-05-18 Chris Kowall , Anna Marciniak-Czochra , Finn Münnich

In this paper, we consider the stochastic reaction-diffusion equation $\mathrm{d}u = (\mathcal{A} u + f(u))\mathrm{d}t + \sigma(u)\mathrm{d}W$ on a smooth bounded domain $\mathcal{O}$ with homogeneous Dirichlet boundary conditions. We…

Analysis of PDEs · Mathematics 2026-04-16 Xuewei Ju , Xiaoting Tong

In this paper, we introduce branching processes in a L\'evy random environment. In order to define this class of processes, we study a particular class of non-negative stochastic differential equations driven by Brownian motions and Poisson…

Probability · Mathematics 2016-07-13 S. Palau , J. C. Pardo

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

Let $X=(X_t)_{t \ge 0}$ be a stochastic process which has an (not necessarily stationary) independent increment on a probability space $(\Omega, \mathbb{P})$. In this paper, we study the following Cauchy problem related to the stochastic…

Analysis of PDEs · Mathematics 2017-10-30 Ildoo Kim , Kyeong-Hun Kim , Panki Kim

Consider the following stochastic reaction-diffusion equation with logarithmic superlinear coefficient b, driven by space-time white noise W: $$ u_t(t,x) = (1/2)u_{xx}(t,x) + b(u(t,x)) + \sigma(u(t,x))W(dt,dx) $$ for $t > 0$ and $x \in…

Probability · Mathematics 2025-09-17 Shijie Shang , Pengyu Wang , Tusheng Zhang

We study stochastic reaction--diffusion equation $$ \partial_tu_t(x)=\frac12 \partial^2_{xx}u_t(x)+b(u_t(x))+\dot{W}_{t}(x), \quad t>0,\, x\in D $$ where $b$ is a generalized function in the Besov space…

Probability · Mathematics 2022-02-14 Siva Athreya , Oleg Butkovsky , Khoa Lê , Leonid Mytnik

A general system of n ordinary differential equations coupled with one reaction-diffusion equation, considered in a bounded N-dimensional domain, with no-flux boundary condition is studied in a context of pattern formation. Such initial…

Analysis of PDEs · Mathematics 2023-04-14 Szymon Cygan , Grzegorz Karch , Anna Marciniak-Czochra , Kanako Suzuki

We prove convergence of the solutions X_n of semilinear stochastic evolution equations dX_n(t) = (A_nX(t) + F_n(t,X_n(t)))dt + G_n(t,X_n(t))dW_H(t), X_n(0) = x_n, on a Banach space B, driven by a cylindrical Brownian motion W_H in a Hilbert…

Probability · Mathematics 2019-07-05 Markus Kunze , Jan van Neerven

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 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

We study the well-posedness of a nonlinear reaction diffusion partial differential equation system on the half-line coupled with a stochastic dynamical boundary condition, a random system arising from the description of the chemical…

Probability · Mathematics 2025-05-12 Mario Maurelli , Daniela Morale , Stefania Ugolini

We consider a reaction-diffusion equation on a network subjected to dynamic boundary conditions, with time delayed behaviour, also allowing for multiplicative Gaussian noise perturbations. Exploiting semigroup theory, we rewrite the…

Probability · Mathematics 2017-02-17 Francesco Cordoni , Luca Di Persio

We consider the stochastic reaction-diffusion equation in $1+1$ dimensions driven by multiplicative space-time white noise, with a distributional drift belonging to a Besov-H\"older space with any regularity index larger than $-1$. We…

Probability · Mathematics 2024-09-18 Konstantinos Dareiotis , Teodor Holland , Khoa Lê

We establish a framework for the existence and uniqueness of solutions to stochastic nonlinear (possibly multi-valued) diffusion equations driven by multiplicative noise, with the drift operator $L$ being the generator of a transient…

Probability · Mathematics 2024-02-05 Benjamin Gess , Michael Röckner , Weina Wu
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