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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

In the pathwise stochastic calculus framework, the paper deals with the general study of equations driven by an additive Gaussian noise, with a drift function having an infinite limit at point zero. An ergodic theorem and the convergence of…

Probability · Mathematics 2019-01-16 Nicolas Marie

We prove existence and uniqueness of solutions to a nonlinear stochastic evolution equation on the $d$-dimensional torus with singular $p$-Laplace-type or total variation flow-type drift with general sublinear doubling nonlinearities and…

Analysis of PDEs · Mathematics 2019-09-27 Jonas M. Tölle

We study a nonlinear, pseudomonotone, stochastic diffusion-convection evolution problem on a bounded spatial domain, in any space dimension, with homogeneous boundary conditions and reflection. The additive noise term is given by a…

Analysis of PDEs · Mathematics 2024-12-24 Niklas Sapountzoglou , Yassine Tahraoui , Guy Vallet , Aleksandra Zimmermann

We study the convergence of semilinear parabolic stochastic evolution equations, posed on a sequence of Banach spaces approximating a limiting space and driven by additive white noise projected onto the former spaces. Under appropriate…

Probability · Mathematics 2025-06-11 Yves van Gennip , Jonas Latz , Joshua Willems

In this paper, we are interested in the analytical study of a nonlinear Stochastic Partial Differential Equation (SPDE) arising as a model of phytoplankton aggregation. This SPDE consists in a diffusion equation with a chemotaxis term…

Analysis of PDEs · Mathematics 2015-07-27 Nadjia El Saadi , Zakia Benbaziz

In this article, the existence of a unique solution in the variational approach of the stochastic evolution equation $$\dX(t) = F(X(t)) \dt + G(X(t)) \dL(t)$$ driven by a cylindrical L\'evy process $L$ is established. The coefficients $F$…

Probability · Mathematics 2019-12-17 Tomasz Kosmala , Markus Riedle

Pathwise uniqueness for stochastic PDEs with drift in differential form is a main open problem in the recent literature on regularisation by noise. This paper establishes a self-contained theory in the framework of stochastic evolution…

Probability · Mathematics 2025-12-22 Davide Addona , Davide Bignamini , Carlo Orrieri , Luca Scarpa

The main result of the present paper is a statement on existence, uniqueness and regularity for mild solutions to a parabolic transport diffusion type equation that involves a non-smooth coefficient. We investigate related Cauchy problems…

Analysis of PDEs · Mathematics 2013-07-19 Elena Issoglio

In this article we introduce and analyze a notion of mild solution for a class of non-autonomous parabolic stochastic partial differential equations defined on a bounded open subset $D\subset\mathbb{R}^{d}$ and driven by an…

Probability · Mathematics 2009-02-19 Marta Sanz-Solé , Pierre-A. Vuillermot

A semiclassical approximation for an evolving density operator, driven by a "closed" hamiltonian operator and "open" markovian Lindblad operators, is obtained. The theory is based on the chord function, i.e. the Fourier transform of the…

Quantum Physics · Physics 2020-08-18 A. M. Ozorio de Almeida , P. de M. Rios , O. Brodier

We show that the unique solution to a semilinear stochastic differential equation with almost periodic coefficients driven by a fractional Brownian motion is almost periodic in a sense related to random dynamical systems. This type of…

Probability · Mathematics 2025-02-25 Nicolas Marie , Paul Raynaud de Fitte

In this article, we study semi-linear $\sigma$-evolution equations with double damping including frictional and visco-elastic damping for any $\sigma\ge 1$. We are interested in investigating not only higher order asymptotic expansions of…

Analysis of PDEs · Mathematics 2019-06-12 Hironori Michihisa , Tuan Anh Dao

We study quasi-linear stochastic partial differential equations with discontinuous drift coefficients. Existence and uniqueness of a solution is already known under weaker conditions on the drift, but we are interested in the regularity of…

Probability · Mathematics 2014-11-27 Torstein Nilssen

We study generalized solutions of an evolutionary equation related to some densely defined skew-symmetric operator in a real Hilbert space. We establish existence of a contractive semigroup, which provides generalized solutions, and suggest…

Analysis of PDEs · Mathematics 2025-04-24 Evgeny Yu. Panov

When the evolution familiy is hyperbolic and satisfies the Acquistapace-Terreni conditions, the existence and uniquenness of an almost automorphic mild solution and a weighted pseudo almost automorphic mild solution in distribution of…

Probability · Mathematics 2022-08-15 Moustapha Dieye , Amadou Diop , Mamadou Moustapha Mbaye , Mark A. McKibben

We investigate the stochastic evolution equations describing the motion of a Non-Newtonian fluids excited by multiplicative noise of L\'evy type. By making use of Galerkin approximation we can prove that the system has a global…

Probability · Mathematics 2014-05-15 Erika Hausenblas , Paul Andre Razafimandimby

We investigate the pathwise well-posedness of stochastic evolution equations perturbed by multiplicative Neumann boundary noise, such as fractional Brownian motion for $H\in(1/3,1/2]$. Combining the controlled rough path approach with the…

Probability · Mathematics 2023-10-17 Alexandra Neamtu , Tim Seitz

We consider a stochastic partial differential equation with a logarithmic nonlinearity with singularities at $1$ and $-1$ and a constraint of conservation of the space average. The equation, driven by a trace-class space-time noise,…

Probability · Mathematics 2019-10-21 Ludovic Goudenège , Luigi Manca

A subdiffusion problem in which the diffusion term is related to a stable stochastic process is introduced. Linear models of these systems have been studied in a general way, but non-linear models require a more specific analysis. The model…

Probability · Mathematics 2021-11-05 Soveny Solís , Vicente Vergara