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We report on a time regularity result for stochastic evolutionary PDEs with monotone coefficients. If the diffusion coefficient is bounded in time without additional space regularity we obtain a fractional Sobolev type time regularity of…

Consider a parabolic stochastic PDE of the form $\partial_t u=\frac{1}{2}\Delta u + \sigma(u)\eta$, where $u=u(t\,,x)$ for $t\ge0$ and $x\in\mathbb{R}^d$, $\sigma:\mathbb{R}\to\mathbb{R}$ is Lipschitz continuous and non random, and $\eta$…

The main result of this paper is that there are examples of stochastic partial differential equations [hereforth, SPDEs] of the type $$ \partial_t u=\frac12\Delta u +\sigma(u)\eta \qquad\text{on $(0\,,\infty)\times\mathbb{R}^3$}$$ such that…

We discuss existence, uniqueness, and space-time H\"older regularity for solutions of the parabolic stochastic evolution equation dU(t) = (AU(t) + F(t,U(t))) dt + B(t,U(t)) dW_H(t), t\in [0,\Tend], U(0) = u_0, where $A$ generates an…

Consider the following $p$-dimensional system of It\^o type stochastic PDEs, \begin{align*}\left[\begin{aligned} &\partial_t u(t\,,x) = \partial^2_x u(t\,,x) + b(u(t\,,x)) + \sigma(u(t\,,x)) \xi(t\,,x)\\ &\text{for…

It is frequently the case that a white-noise-driven parabolic and/or hyperbolic stochastic partial differential equation (SPDE) can have random-field solutions only in spatial dimension one. Here we show that in many cases, where the…

In this paper we work with parabolic SPDEs of the form $$ \partial_t u(t,x)=\partial_x^2 u(t,x)+g(t,x,u)+\sigma(t,x,u)\dot{W}(t,x) $$ with Neumann boundary conditions, where $x\in[0,1]$, $\dot{W}(t,x)$ is the space-time white noise on…

This paper concerns autonomous boundary value problems for 1D semilinear hyperbolic PDEs. For time-periodic classical solutions, which satisfy a certain non-resonance condition, we show the following: If the PDEs are continuous with respect…

In this article, we study the space-time SPDE $$ \partial_t^\beta u=-(-\Delta)^{\alpha/2} u+I_t^{1-\beta}[b(u)+\sigma(u)\dot{W}],$$ where $u=u(t,x)$ is defined for $(t,x)\in\mathbb{R}_+\times \mathbb{R},$ $\beta\in(0,1), \alpha\in(0,2)$ and…

Consider a parabolic stochastic PDE of the form $\partial_t u=\frac{1}{2}\Delta u + \sigma(u)\eta$, where $u=u(t\,,x)$ for $t\ge0$ and $x\in\mathbb{R}^d$, $\sigma:\mathbb{R}\rightarrow\mathbb{R}$ is Lipschitz continuous and non random, and…

We establish the existence of Lipschitz continuous solutions to the Cauchy Dirichlet problem for a class of evolutionary partial differential equations of the form $$ \partial_tu-\text{div}_x \nabla_\xi f(\nabla u)=0 $$ in a space-time…

Motivated by Girsanov's nonuniqueness examples for SDEs, we prove nonuniqueness for the parabolic stochastic partial differential equation (SPDE) \[\frac{\partial u}{\partial t}=\frac{\Delta}{2}u(t,x)…

In this paper, we prove convergence rates for time discretisation schemes for semi-linear stochastic evolution equations with additive or multiplicative Gaussian noise, where the leading operator $A$ is the generator of a strongly…

In this paper we present the following result on regularity of solutions of the second order parabolic equation $\partial_t u - \mbox{div} (A \nabla u)+B\cdot \nabla u=0$ on cylindrical domains of the form $\Omega=\mathcal O\times\mathbb R$…

We consider systems of stochastic evolutionary equations of the type $$du=\mathrm{div}\,S(\nabla u)\,dt+\Phi(u)dW_t$$ where $S$ is a non-linear operator, for instance the $p$-Laplacian $$S(\xi)=(1+|\xi|)^{p-2}\xi,\quad \xi\in\mathbb…

The boundary behaviour of solutions of stochastic PDEs with Dirichlet boundary conditions can be surprisingly - and in a sense, arbitrarily - bad: as shown by Krylov, for any $\alpha>0$ one can find a simple $1$-dimensional constant…

We establish well-posedness and maximal regularity estimates for linear parabolic SPDE in divergence form involving random coefficients that are merely bounded and measurable in the time, space, and probability variables. To reach this…

Consider the stochastic PDE, $\partial_tu = \partial^2_x u + \sigma(u) \dot{W}$ on $\mathbb{R}_+\times\mathbb{R}$, subject to $u(0)\equiv1$, where $\dot{W}$ denotes space-time white noise on $\mathbb{R}_+\times\mathbb{R}$ and…

We consider local weak solutions to the widely degenerate parabolic PDE \[ \partial_{t}u-\mathrm{div}\left((\vert Du\vert-\lambda)_{+}^{p-1}\frac{Du}{\vert Du\vert}\right)=f\qquad\mathrm{in}\ \ \Omega_{T}=\Omega\times(0,T), \] where…

For the time-space fractional degenerate Keller-Segel equation \begin{equation*} \begin{cases} \partial _{t}^{\beta }u=-(-\Delta )^{\frac{\alpha}{2}}(\rho (v)u),& t>0\\ (-\Delta )^{\frac{\alpha}{2}} v+v=u,& t>0 \end{cases} \end{equation*}…