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In this paper, we consider a semi-linear stochastic strongly damped wave equation driven by additive Gaussian noise. Following a semigroup framework, we establish existence, uniqueness and space-time regularity of a mild solution to such…

Numerical Analysis · Mathematics 2020-08-10 Ruisheng Qi , Xiaojie Wang

This work deals with the ill-posed inverse problem of reconstructing a function $f$ given implicitly as the solution of $g = Af$, where $A$ is a compact linear operator with unknown singular values and known eigenfunctions. We observe the…

Statistics Theory · Mathematics 2013-02-28 Jan Johannes , Maik Schwarz

In this work, we provide the first strong convergence result of numerical approximation of a general second order semilinear stochastic fractional order evolution equation involving a Caputo derivative in time of order $\alpha\in(\frac 34,…

Numerical Analysis · Mathematics 2021-09-08 Aurelien Junior Noupelah , Antoine Tambue

The work considers a system of fractional order partial differential equations. The existence and uniqueness theorems for the classical solution of initial-boundary value problems are proved in two cases: 1) the right-hand side of the…

Analysis of PDEs · Mathematics 2024-03-28 Ravshan Ashurov , Oqila Muhiddinova

We construct global-in-time singular dynamics for the (renormalized) cubic fourth order nonlinear Schr\"odinger equation on the circle, having the white noise measure as an invariant measure. For this purpose, we introduce the…

Analysis of PDEs · Mathematics 2020-11-25 Tadahiro Oh , Nikolay Tzvetkov , Yuzhao Wang

For a class of weakly hyperbolic systems of the form D_t - A(t,x,D_x), where A(t,x,D_x) is a first-order pseudodifferential operator whose principal symbol degenerates like t^{l_*} at time t=0, for some integer l_* \geq 1, well-posedness of…

Analysis of PDEs · Mathematics 2010-01-15 Michael Dreher , Ingo Witt

We consider the Cauchy problem for a stochastic scalar parabolic-hyperbolic equation in any space dimension with nonlocal, nonlinear, and possibly degenerate diffusion terms. The equations are nonlocal because they involve fractional…

Analysis of PDEs · Mathematics 2020-08-10 Neeraj Bhauryal , Ujjwal Koley , Guy Vallet

We consider the Cauchy problem for one-dimensional dispersive equations with a general nonlinearity in the periodic setting. Our main hypotheses are both that the dispersive operator behaves for high frequencies as a Fourier multiplier by $…

Analysis of PDEs · Mathematics 2022-03-31 Luc Molinet , Tomoyuki Tanaka

We study a stochastic Schr{\"o}dinger equation with a quadratic nonlinearity and a space-time fractional perturbation, in space dimension less than 3. When the Hurst index is large enough, we prove local well-posedness of the problem using…

Analysis of PDEs · Mathematics 2020-05-05 Aurélien Deya , Nicolas Schaeffer , Laurent Thomann

Aim of this work is to extend the results of Cl\'ement, Da Prato & Pr\"uss on the fractional white noise perturbation with Hurst parameter 0<H<1. We will obtain similar results and it will turn out that the regularity of the solution u(t)…

Analysis of PDEs · Mathematics 2010-07-13 Stefan Sperlich , Mathias Wilke

We consider an initial- and Dirichlet boundary- value problem for a fourth-order linear stochastic parabolic equation, in two or three space dimensions, forced by an additive space-time white noise. Discretizing the space-time white noise a…

Numerical Analysis · Mathematics 2009-06-11 Georgios T. Kossioris , Georgios E. Zouraris

Using ideas from paracontrolled calculus, we prove local well-posedness of a renormalized version of the three-dimensional stochastic nonlinear wave equation with quadratic nonlinearity forced by an additive space-time white noise on a…

Analysis of PDEs · Mathematics 2021-06-23 Massimiliano Gubinelli , Herbert Koch , Tadahiro Oh

The aim of this paper is to prove the existence and uniqueness of solutions of the following $q$- Cauchy problem of second order linear $q$-difference problem associated with the Rubin's $q$- difference operator $\partial_q$ in a…

Analysis of PDEs · Mathematics 2020-01-30 Meniar Haddad , Marwa Mastouri

We consider the Cauchy problem for a hyperbolic pseudodifferential operator whose symbol is generalized, resembling a representative of a Colombeau generalized function. Such equations arise, for example, after a reduction-decoupling of…

Analysis of PDEs · Mathematics 2007-05-23 Guenther Hoermann

In this paper Tricomi-Gellerstedt-Keldysh-type fractional elliptic equations are studied. The results on the well-posedness of fractional elliptic boundary value problems are obtained for general positive operators with discrete spectrum…

Analysis of PDEs · Mathematics 2022-01-05 Michael Ruzhansky , Berikbol T. Torebek , Batirkhan Kh. Turmetov

In this paper we focus on the stochastic Euler-Poincar\'{e} equations with pseudo-differential/multiplicative noise. We first establish two new cancellation properties on pseudo-differential operators, which play a key role in energy…

Analysis of PDEs · Mathematics 2022-09-16 Hao Tang

A system of partial differential equations representing stochastic neural fields was recently proposed with the aim of modelling the activity of noisy grid cells when a mammal travels through physical space. The system was rigorously…

Analysis of PDEs · Mathematics 2023-07-18 José Antonio Carrillo , Pierre Roux , Susanne Solem

We consider a quasilinear parabolic stochastic partial differential equation driven by a multiplicative noise and study regularity properties of its weak solution satisfying classical a priori estimates. In particular, we determine…

Numerical Analysis · Mathematics 2015-03-13 Arnaud Debussche , Sylvain De Moor , Martina Hofmanova

The goal of this paper is twofold. In the first part we will study L\'{e}vy white noise in different distributional spaces and solve equations of the type $p(D)s=q(D)\dot{L}$, where $p$ and $q$ are polynomials. Furthermore, we will study…

Probability · Mathematics 2019-07-04 David Berger

We highlight a fundamental ill-posedness issue for nonlinear stochastic wave equations driven by a fractional noise. Namely, if the noise becomes too rough (i.e., the sum of its Hurst indexes becomes too small), then there is essentially no…

Probability · Mathematics 2021-12-17 Aurélien Deya