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We show that perturbing ill-posed differential equations with (potentially very) smooth random processes can restore well-posedness -- even if the perturbation is (potentially much) more regular than the drift component of the solution. The…

Probability · Mathematics 2024-09-25 Máté Gerencsér

The paper studies some ill-posed boundary value problems on semi-plane for parabolic equations with homogenuous Cauchy condition at initial time and with the second order Cauchy condition on the boundary of the semi-plane. A class of inputs…

Analysis of PDEs · Mathematics 2009-11-13 Nikolai Dokuchaev

In this paper, we investigate the Cauchy problem for the coupled generalized Korteweg-de Vries system driven by white noise. We prove local well-posedness for data in $ H^{s} \times H^{s},$ with $ s>1/2$. The key ingredients that we used in…

Analysis of PDEs · Mathematics 2025-10-31 Aissa Boukarou

We develop in this work a general version of paracontrolled calculus that allows to treat analytically within this paradigm some singular partial differential equations with the same efficiency as regularity structures. This work deals with…

Classical Analysis and ODEs · Mathematics 2019-10-11 I. Bailleul , F. Bernicot

We investigate the quality of space approximation of a class of stochastic integral equations of convolution type with Gaussian noise. Such equations arise, for example, when considering mild solutions of stochastic fractional order partial…

Numerical Analysis · Mathematics 2022-01-05 Erika Hausenblas , Mihály Kovács

We consider the Cauchy problem for strictly hyperbolic $m$-th order partial differential equations with coefficients low-regular in time and smooth in space. It is well-known that the problem is $L^2$ well-posed in the case of Lipschitz…

Analysis of PDEs · Mathematics 2016-12-01 Massimo Cicognani , Daniel Lorenz

In this paper we study the Poisson and heat equations on bounded and unbounded domains with smooth boundary with random Dirichlet boundary conditions. The main novelty of this work is a convenient framework for the analysis of such…

Probability · Mathematics 2013-05-24 Zdzislaw Brzezniak , Ben Goldys , Szymon Peszat , Francesco Russo

In this paper we investigate a nonlinear stochastic partial differential equation (spde in short) perturbed by a space-correlated Gaussian noise in arbitrary dimension $d\geq1$, with a non-Lipschitz coefficient noisy term. The equation…

Probability · Mathematics 2011-04-29 Lahcen Boulanba , Mohamed Mellouk

This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…

Condensed Matter · Physics 2009-10-28 Alon Drory

For a one-dimensional mildly quasilinear wave equation given in the upper half-plane, we consider the Cauchy problem. The initial conditions have discontinuity of the first kind at one point. We construct the solution using the method of…

Analysis of PDEs · Mathematics 2023-07-10 Viktor I. Korzyuk , Jan V. Rudzko

We study a $d$-dimensional wave equation model ($2\leq d\leq 4$) with quadratic non-linearity and stochastic forcing given by a space-time fractional noise. Two different regimes are exhibited, depending on the Hurst parameter…

Probability · Mathematics 2021-05-21 Aurélien Deya

We give stability estimates in the Cauchy problem for general partial differential equation of the elliptic type similar to the Helmholtz equation. We do not impose any (pseudo)convexity assumptions on the domain or the operator. These…

Analysis of PDEs · Mathematics 2018-07-04 Victor Isakov

We extend Walsh's theory of martingale measures in order to deal with hyperbolic stochastic partial differential equations that are second order in time, such as the wave equation and the beam equation, and driven by spatially homogeneous…

Probability · Mathematics 2011-02-18 Robert C. Dalang , Carl Mueller

We consider a nonlinear fourth order in space partial differential equation arising in the context of the modeling of nonlinear acoustic wave propagation in thermally relaxing viscous fluids. We use the theory of operator semigroups in…

Analysis of PDEs · Mathematics 2015-09-25 Rainer Brunnhuber , Barbara Kaltenbacher

We consider the Cauchy problem for the spatially inhomogeneous non-cutoff Boltzmann equation with polynomially decaying initial data in the velocity variable. We establish short-time existence for any initial data with this decay in a fifth…

Analysis of PDEs · Mathematics 2020-03-11 Christopher Henderson , Stanley Snelson , Andrei Tarfulea

Fractional (in time and in space) evolution equations defined on Dirichlet regular bounded open domains, driven by fractional integrated in time Gaussian spatiotemporal white noise, are considered here. Sufficient conditions for the…

Dynamical Systems · Mathematics 2017-01-17 V. V. Anh , N. N. Leonenko , M. D. Ruiz-Medina

In this paper we study a class of stochastic partial differential equations in the whole space $\mathbb{R}^{d}$, with arbitrary dimension $d\geq 1$, driven by a Gaussian noise white in time and correlated in space. The differential operator…

Probability · Mathematics 2007-05-23 Lahcen Boulanba , M'hamed Eddahbi , Mohamed Mellouk

In this paper we construct a new type of noise of fractional nature that has a strong regularizing effect on differential equations. We consider an equation with this noise with a highly irregular coefficient. We employ a new method to…

Functional Analysis · Mathematics 2018-06-26 Oussama Amine , David Baños , Frank Proske

In this paper we study the well-posedness of the Cauchy problem for first order hyperbolic systems with constant multiplicities and with low regularity coefficients depending just on the time variable. We consider Zygmund and log-Zygmund…

Analysis of PDEs · Mathematics 2014-04-21 Ferruccio Colombini , Daniele Del Santo , Francesco Fanelli , Guy Métivier

The present article is devoted to well-posedness by noise for the continuity equation. Namely, we consider the continuity equation with non-linear and partially degenerate stochastic perturbations in divergence form. We prove the existence…

Analysis of PDEs · Mathematics 2020-06-19 Benjamin Gess , Scott Smith