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In this article, we construct a Stratonovich solution for the stochastic wave equation in spatial dimension $d \leq 2$, with time-independent noise and linear term $\sigma(u)=u$ multiplying the noise. The noise is spatially homogeneous and…

Probability · Mathematics 2021-05-20 Raluca M. Balan

We consider the Cauchy problem for the defocusing stochastic nonlinear Schr\"odinger equations (SNLS) with an additive noise in the mass-critical and energy-critical settings. By adapting the probabilistic perturbation argument employed in…

Analysis of PDEs · Mathematics 2020-01-28 Tadahiro Oh , Mamoru Okamoto

We are concerned with the 3D stochastic magnetohydrodynamic (MHD) equations driven by additive noise on torus. For arbitrarily prescribed divergence-free initial data in $L^{2}_x$, we construct infinitely many probabilistically strong and…

Analysis of PDEs · Mathematics 2024-08-13 Wenping Cao , Yachun Li , Deng Zhang

We prove optimal regularity estimates in Sobolev spaces in time and space for solutions to stochastic porous medium equations. The noise term considered here is multiplicative, white in time and coloured in space. The coefficients are…

Probability · Mathematics 2022-10-25 Stefano Bruno , Benjamin Gess , Hendrik Weber

This paper focuses on the long-term behavior of solutions to nonlinear stochastic Fokker-Planck equations driven by common noise, where the drift term has a linear dependence on the measure. These equations, which describe the evolution of…

Analysis of PDEs · Mathematics 2025-03-07 Raphael Maillet

We study quasilinear degenerate parabolic-hyperbolic stochastic partial differential equations with general multiplicative noise within the framework of kinetic solutions. Our results are twofold: First, we establish new regularity results…

Probability · Mathematics 2017-09-19 Benjamin Gess , Martina Hofmanová

We consider the Cauchy problem for nonlinear Schrodinger equations in the presence of a smooth, possibly unbounded, potential. No assumption is made on the sign of the potential. If the potential grows at most linearly at infinity, we…

Analysis of PDEs · Mathematics 2016-08-16 Rémi Carles

We prove the global well-posedness of the one-dimensional Navier-Stokes-Korteweg equations driven by a stochastic multiplicative noise. The analysis is performed for the general case of capillarity and viscosity coefficients $k(\rho)=…

Analysis of PDEs · Mathematics 2026-03-26 L. Pescatore

In this article, we identify the necessary and sufficient conditions for the existence of a random field solution for some linear s.p.d.e.'s of parabolic and hyperbolic type. These equations rely on a spatial operator $\cL$ given by the…

Probability · Mathematics 2011-02-22 Raluca Balan

We extend our recently introduced stochastic nonlocal traffic flow model to more general random perturbations, including Markovian noise derived from a discretized Jacobi-type stochastic differential equation. Invoking a deterministic…

Numerical Analysis · Mathematics 2026-03-26 Timo Böhme , Simone Göttlich , Andreas Neuenkirch

In this article, we establish the well-posedness theory for renormalized entropy solutions of a degenerate parabolic-hyperbolic PDE perturbed by a multiplicative Levy noise with general L1-data on the unbounded domain. By using a suitable…

Analysis of PDEs · Mathematics 2024-08-27 Soumya Ranjan Behera , Ananta K Majee

We consider a nonlinear stochastic partial differential equation (SPDE) that takes the form of the Camassa--Holm equation perturbed by a convective, position-dependent, noise term. We establish the first global-in-time existence result for…

Analysis of PDEs · Mathematics 2024-01-08 Luca Galimberti , Helge Holden , Kenneth H. Karlsen , Peter H. C. Pang

We study the three-dimensional stochastic electron magnetohydrodynamics (EMHD) system with fractional dissipation on the torus, driven by Stratonovich transport noise acting through divergence-free first-order operators. The noise generates…

Probability · Mathematics 2026-04-10 Ruimeng Hu , Qirui Peng , Xu Yang

This paper focuses on the initial value problem for the hyperbolic Keller-Segel (HKS) equation with sensitivity adjustment in Besov sapces over $\mathbb{R}^d$: $\partial_t u + \nabla \cdot \left(\varrho (t) u (1 - u) \nabla S \right)= 0$,…

Analysis of PDEs · Mathematics 2025-09-16 Bo Bi , Lei Zhang

For some deterministic nonlinear PDEs on the torus whose solutions may blow up in finite time, we show that, under suitable conditions on the nonlinear term, the blow-up is delayed by multiplicative noise of transport type in a certain…

Probability · Mathematics 2021-12-08 Franco Flandoli , Lucio Galeati , Dejun Luo

We study the existence and uniqueness of solutions of 2D Stochastic Navier-Stokes equation with space irregular jump noise for initial data in certain Sobolev spaces of negative order. Comparing with the Galerkin approximation method, the…

Probability · Mathematics 2019-07-30 Jiahui Zhu , Zdzisław Brzeźniak , Wei Liu

In this paper, we show the existence and uniqueness of a strong solution to stochastic 3D tamed Navier-Stokes equations driven by multiplicative Levy noise with periodic boundary conditions. Then we establish the large deviation principles…

Probability · Mathematics 2020-02-24 Zhao Dong , Rangrang Zhang

In this paper, we investigate an ill-posed Cauchy problem involving a stochastic parabolic equation. We first establish a Carleman estimate for this equation. Leveraging this estimate, we derive the conditional stability and convergence…

Numerical Analysis · Mathematics 2024-05-13 Fangfang Dou , Peimin Lü , Yu Wang

In this paper, we study the Cauchy problem for the inhomogeneous biharmonic nonlinear Schr\"{o}dinger (IBNLS) equation \[iu_{t} +\Delta^{2} u=\lambda |x|^{-b}|u|^{\sigma}u,~u(0)=u_{0} \in H^{s} (\mathbb R^{d}),\] where $d\in \mathbb N$,…

Analysis of PDEs · Mathematics 2022-06-15 JinMyong An , PyongJo Ryu , JinMyong Kim

In this paper, the successive approximation method is applied to investigate the existence and uniqueness of solutions to the stochastic differential equations (SDEs) driven by L\'evy noise under non-Lipschitz condition which is a much…

Dynamical Systems · Mathematics 2014-05-15 Y Xu , B Pei