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Space-time fractional evolution equations are a powerful tool to model diffusion displaying space-time heterogeneity. We prove existence, uniqueness and stochastic representation of classical solutions for an extension of Caputo evolution…

Analysis of PDEs · Mathematics 2018-09-03 Lorenzo Toniazzi

We study the asymptotic behavior of solutions to stochastic evolution equations with monotone drift and multiplicative Poisson noise in the variational setting, thus covering a large class of (fully) nonlinear partial differential equations…

Analysis of PDEs · Mathematics 2009-09-22 Carlo Marinelli , Giacomo Ziglio

We study stability, long-time behavior and moment estimates for stochastic evolution equations with additive Wiener noise and with singular drift given by a divergence type quasilinear diffusion operator which may not necessarily exhibit a…

Analysis of PDEs · Mathematics 2023-09-28 Florian Seib , Wilhelm Stannat , Jonas M. Tölle

This paper is devoted to studying stochastic parabolic evolution equations with additive noise in Banach spaces of M-type 2. We construct both strict and mild solutions possessing very strong regularities. First, we consider the linear…

Probability · Mathematics 2017-04-14 Ton Viet Ta

An averaging result is proved for stochastic evolution equations with highly oscillating coefficients. This result applies in particular to equations with almost periodic coefficients. The convergence to the solution of the averaged…

Probability · Mathematics 2017-01-03 Mikhail Kamenski , Omar Mellah , Paul Raynaud de Fitte

Similar evolutionary variational inequalities appear as convenient formulations for continuous quasistationary models for sandpile growth, formation of a network of lakes and rivers, magnetization of type-II superconductors, and…

Soft Condensed Matter · Physics 2009-11-10 Leonid Prigozhin

We give a overview of stochastic models of evolution that have found applications in genetics, ecology and linguistics for an audience of nonspecialists, especially statistical physicists. In particular, we focus mostly on neutral models in…

Statistical Mechanics · Physics 2009-11-13 R. A. Blythe , A. J. McKane

It is proved that the solutions to the singular stochastic $p$-Laplace equation, $p\in (1,2)$ and the solutions to the stochastic fast diffusion equation with nonlinearity parameter $r\in (0,1)$ on a bounded open domain $\Lambda\subset\R^d$…

Probability · Mathematics 2012-05-08 Ioana Ciotir , Jonas M. Tölle

Semilinear stochastic evolution equations with L\'evy noise and monotone nonlinear drift are considered. The existence and uniqueness of the mild solutions in $L^p$ for these equations is proved and a sufficient condition for exponential…

Probability · Mathematics 2016-12-28 Erfan Salavati , Bijan Z. Zangeneh

We consider a class of stochastic kinetic equations, depending on two time scale separation parameters $\epsilon$ and $\delta$: the evolution equation contains singular terms with respect to $\epsilon$, and is driven by a fast ergodic…

Probability · Mathematics 2021-06-14 Charles-Edouard Bréhier , Shmuel Rakotonirina-Ricquebourg

We consider spatially extended conductance based neuronal models with noise described by a stochastic reaction diffusion equation with additive noise coupled to a control variable with multiplicative noise but no diffusion. We only assume a…

Probability · Mathematics 2020-01-16 Martin Sauer , Wilhelm Stannat

Using the weak convergence approach, we prove the large deviation principle (LDP) for solutions to quasilinear stochastic evolution equations with small Gaussian noise in the critical variational setting, a recently developed general…

Probability · Mathematics 2026-02-23 Esmée Theewis , Mark Veraar

In this paper, we generalize the classical Yosida approximation by utilizing a nonstandard duality mapping to establish the existence and uniqueness of both (probabilistically) weak and strong solutions and demonstrate the continuous…

Probability · Mathematics 2025-07-28 Wujing Fan , Wei Hong , Wei Liu

We study a quite general family of nonlinear evolution equations of diffusive type with nonlocal effects. More precisely, we study porous medium equations with a fractional Laplacian pressure, and the problem is posed on a bounded space…

Analysis of PDEs · Mathematics 2017-08-03 Quoc-Hung Nguyen , Juan Luis Vázquez

Doubly nonlinear stochastic evolution equations are considered. Upon assuming the additive noise to be rough enough, we prove the existence of probabilistically weak solutions of Friedrichs type and study their uniqueness in law. This…

Probability · Mathematics 2025-07-24 Carlo Orrieri , Luca Scarpa , Ulisse Stefanelli

In this paper we consider the stochastic primitive equation for geophysical flows subject to transport noise and turbulent pressure. Admitting very rough noise terms, the global existence and uniqueness of solutions to this stochastic…

Analysis of PDEs · Mathematics 2022-10-26 Antonio Agresti , Matthias Hieber , Amru Hussein , Martin Saal

For a class of evolution equations that possibly have only local solutions, we introduce a stochastic component that ensures that the solutions of the corresponding stochastically perturbed equations are global. The class of partial…

Analysis of PDEs · Mathematics 2024-03-12 Dan Crisan , Oana Lang

We study the limit of a kinetic evolution equation involving a small parameter and perturbed by a smooth random term which also involves the small parameter. Generalizing the classical method of perturbed test functions, we show the…

Analysis of PDEs · Mathematics 2011-07-15 A. Debussche , J. Vovelle

This paper is concerned with solutions to a one dimensional linear diffusion equation and their relation to some problems in stochastic control theory. A stochastic variational formula is obtained for the logarithm of the solution to the…

Optimization and Control · Mathematics 2009-12-02 Joseph G. Conlon , Mohar Guha

Spatiotemporal evolution in the real Ginzburg-Landau equation is studied with space-time noise and a slowly increasing critical parameter. Analytical estimates for the characteristic size of the domains formed in a slow sweep through the…

Statistical Mechanics · Physics 2007-05-23 G. D. Lythe