Related papers: Weak Existence for Degenerate Distribution Depende…
With the rapid increase of observational, experimental and simulated data for stochastic systems, tremendous efforts have been devoted to identifying governing laws underlying the evolution of these systems. Despite the broad applications…
Thermodynamically consistent models for two-phase flow in porous media have attracted significant attention in recent years. In this paper, we prove the existence, uniqueness and regularity of the weak solution to such a recent model…
Semilinear stochastic evolution equations with multiplicative L\'evy noise and monotone nonlinear drift are considered. Unlike other similar works, we do not impose coercivity conditions on coefficients. We establish the continuous…
This paper is concerned with fully discrete finite element methods for approximating variational solutions of nonlinear stochastic elastic wave equations with multiplicative noise. A detailed analysis of the properties of the weak solution…
White noise-driven nonlinear stochastic partial differential equations (SPDEs) of parabolic type are frequently used to model physical and biological systems in space dimensions d = 1,2,3. Whereas existence and uniqueness of weak solutions…
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…
Stochastic resonance holds much promise for the detection of weak signals in the presence of relatively loud noise. Following the discovery of nondynamical and of aperiodic stochastic resonance, it was recently shown that the phenomenon can…
We establish an existence result for weak solutions to an aggregation-diffusion-reaction equation with a constraint, arising in the modelling of multiple sclerosis. The model is derived from a general chemotaxis-type framework and describes…
Dynamical systems that are subject to continuous uncertain fluctuations can be modelled using Stochastic Differential Equations (SDEs). Controlling such system results in solving path constrained SDEs. Broadly, these problems fall under the…
In this paper we study the Cauchy problem for the Landau Hamiltonian wave equation, with time dependent irregular (distributional) electromagnetic field and similarly irregular velocity. For such equations, we describe the notion of a `very…
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…
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…
We consider the following SPDE on a Gelfand-triple $(V, H, V^*)$: $$ du(t)=A(t,u(t))dt+dI_t(u), \qquad u(0)=u_0\in H. $$ Given certain local monotonicity, continuity, coercivity and growth conditions of the operator $A:[0, T]\times V\to…
The (strong and weak) well-posedness is proved for singular SDEs depending on the distribution density point-wisely and globally, where the drift satisfies a local integrability condition in time-spatial variables, and is Lipschitz…
In this paper, we study dimension reduction techniques for large-scale controlled stochastic differential equations (SDEs). The drift of the considered SDEs contains a polynomial term satisfying a one-sided growth condition. Such…
On the one hand, we investigate the existence and pathwise uniqueness of a nonnegative martingale solution to the stochastic evolution system of nonlinear advection-diffusion equations proposed by Klausmeier with Gaussian multiplicative…
Periodic solutions of delay equations are usually approximated as continuous piecewise polynomials on meshes adapted to the solutions' profile. In practical computations this affects the regularity of the (coefficients of the) linearized…
In this paper, we consider the classical spin systems on unbounded lattices given by infinite-dimensional stochastic differential equations (SDEs). We assume that the stochastic forcing acts only on one particle. The other particles are not…
We study a class of nonlinear Burgers-type stochastic partial differential equations driven by additive space-time white noise in one spatial dimension. Building on the rough path framework initiated by Hairer, which provides a pathwise…
We prove weak existence of Euler equation (or Navier-Stokes equation) perturbed by a multiplicative noise on bounded domains of $\mathbb R^2$ with Dirichlet boundary conditions and with periodic boundary conditions. Solutions are $H^1$…