Related papers: Conservative stochastic Cahn--Hilliard equation wi…

The Cahn--Hilliard equation is a fundamental model that describes phase separation processes of binary mixtures. In recent years, several types of dynamic boundary conditions have been proposed in order to account for possible short-range…

In this paper, the optimal control for discrete-time systems driven by fractional noises is studied. A stochastic maximum principle is obtained by introducing a backward stochastic difference equation contains both fractional noises and the…

In this paper we investigate the well-posedness of backward or forward stochastic differential equations whose law is constrained to live in an a priori given (smooth enough) set and which is reflected along the corresponding ''normal''…

We study the one-dimensional stochastic wave equation driven by a Gaussian multiplicative noise which is white in time and has the covariance of a fractional Brownian motion with Hurst parameter $H\in [1/2,1)$ in the spatial variable. We…

In this paper, we establish a large deviation principle for stochastic evolution equations with reflection in an infinite dimensional ball. Weak convergence approach plays an important role.

We study the sharp interface limit of the stochastic Cahn-Hilliard equation with cubic double-well potential and additive space-time white noise $\epsilon^{\sigma}\dot{W}$ where $\epsilon>0$ is an interfacial width parameter. We prove that,…

This work is devoted to non-linear stochastic Schr\"odinger equations with multiplicative fractional noise, where the stochastic integral is defined following the Riemann-Stieljes approach of Z\"ahle. Under the assumptions that the initial…

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…

We prove a large deviation principle result for solutions of abstract stochastic evolution equations perturbed by small Levy noise. We use general large deviations theorems of Varadhan and Bryc, viscosity solutions of integro-partial…

The aim of this paper is to analyse a WIS-stochastic differential equation driven by fractional Brownian motion with $H>\tfrac{1}{2}$. For this, we summarise the theory of fractional white noise and prove a fundamental $L^2$-estimate for…

We consider a class of Cahn-Hilliard equation that models phase separation process of binary mixtures involving nontrivial boundary interactions in a bounded domain with non-permeable wall. The system is characterized by certain dynamic…

Using the Maslowski and Seidler method, the existence of invariant measure for 2-dimensional stochastic Cahn-Hilliard-Navier-Stokes equations with multiplicative noise is proved in state space $L_x^2\times H^1$, working with the weak…

We study the solutions of the stochastic heat equation with multiplicative space-time white noise. We prove a comparison theorem between the solutions of stochastic heat equations with the same noise coefficient which is H\"{o}lder…

This work contributes a systematic survey and complementary insights of reflecting Brownian motion and its properties. Extension of the Skorohod problem's solution to more general cases is investigated, based on which a discussion is…

In this article, we consider the stochastic wave equation on the real line driven by a linear multiplicative Gaussian noise, which is white in time and whose spatial correlation corresponds to that of a fractional Brownian motion with Hurst…

Unique continuation principles are fundamental properties of elliptic partial differential equations, giving conditions that guarantee that the solution to an elliptic equation must be uniformly zero. Since finite-element discretizations…

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…

This article analyzes an explicit temporal splitting numerical scheme for the stochastic Allen-Cahn equation driven by additive noise, in a bounded spatial domain with smooth boundary in dimension $d\le 3$. The splitting strategy is…

P. Galenko et al. proposed a modified Cahn-Hilliard equation to model rapid spinodal decomposition in non-equilibrium phase separation processes. This equation contains an inertial term which causes the loss of any regularizing effect on…

This paper studies the 1D stochastic Allen--Cahn equation on a bounded domain driven by localized white noise. We prove that the associated Markov process admits a unique invariant measure and is exponential mixing. The main challenge lies…