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We are concerned with multidimensional nonlinear stochastic transport equation driven by Brownian motions. For irregular fluxes, by using stochastic BGK approximations and commutator estimates, we gain the existence and uniqueness of…

概率论 · 数学 2018-01-16 Jinlong Wei , Rongrong Tian , Guangying Lv

We show that first order semilinear PDEs by stochastic perturbation are well-posedness for globally Holder continuous and bounded vector field, with an integrability condition on the divergence. This result extends the liner case presented…

偏微分方程分析 · 数学 2013-10-29 Christian Olivera

A linear stochastic vector advection equation is considered. The equation may model a passive magnetic field in a random fluid. The driving velocity field is a integrable to a certain power and the noise is infinite dimensional. We prove…

偏微分方程分析 · 数学 2017-05-02 Franco Flandoli , Christian Olivera

In this paper we consider the following non-linear stochastic partial differential equation (SPDE): \begin{align*} \begin{cases} \mathrm{d}u(s,x)=\sum^n_{i=1} \mathscr{L}_i u(s,x)\circ \mathrm{d}W_i(s)+\left(V(x)+\mu\Delta…

偏微分方程分析 · 数学 2023-06-28 Neeraj Bhauryal , Ana Bela Cruzeiro , Carlos Oliveira

In this paper, we establish the strong($H^1$) well-posedness of the two dimensional stochastic Navier-Stokes equation with multiplicative noise on moving domains. Due to the nonlocality effect, this equation exhibits a ``piecewise"…

概率论 · 数学 2025-05-22 Ping Chen , Tianyi Pan , Tusheng Zhang

We show the existence and uniqueness of strong solutions for stochastic differential equation driven by partial $\alpha$-stable noise and partial Brownian noise with singular coefficients. The proof is based on the regularity of degenerate…

概率论 · 数学 2017-07-18 Yueling Li , Longjie Xie , Yingchao Xie

We investigate a stochastic transport equation driven by a multiplicative noise. For $L^q(0,T;W^{1,p}({\mathbb R}^d;{\mathbb R}^d))$ drift coefficient and $W^{1,r}({\mathbb R}^d)$ initial data, we obtain the existence and uniqueness of…

偏微分方程分析 · 数学 2017-11-15 Jinlong Wei , Jinqiao Duan , Hongjun Gao , Guangying Lv

We consider the stochastic transport equation with a possibly unbounded H\"older continuous vector field. Well-posedness is proved, namely, we show existence, uniqueness and strong stability of W^{1,p}-weak solutions.

偏微分方程分析 · 数学 2018-07-03 David A. C. Mollinedo

In this article, well-posedness of stochastic anisotropic $p$-Laplace equation driven by L\'evy noise is shown. Such an equation in deterministic setting was considered by Lions [7]. The results obtained in this article can be applied to…

概率论 · 数学 2022-02-08 Neelima

In this paper, we establish the well-posedness for the third grade fluid equation perturbed by a multiplicative white noise. This equation describes the motion of a non-Newtonian fluid of differential type with relevant viscoelastic…

概率论 · 数学 2021-03-12 Fernanda Cipriano , Philippe Didier , Sílvia Guerra

In this paper we prove well-posedness and stabibility of a class of stochastic delay differential equations with singular drift. Moreover, we show local well-posedness under localized assumptions.

概率论 · 数学 2017-08-04 Stefan Bachmann

We prove that semilinear stochastic abstract wave equations, including wave and plate equations, are well-posed in the strong sense with an $\alpha$-H\"{o}lder continuous drift coefficient, if $\alpha \in (2/3,1)$. The uniqueness may fail…

概率论 · 数学 2023-03-03 Federica Masiero , Enrico Priola

Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…

概率论 · 数学 2026-04-20 Franco Flandoli , Francesco Russo

In this paper, we consider the 2D stochastic Nernst-Planck-Navier-Stokes equations with transport noise. By assuming the ionic species have the same diffusivity and opposite valences, we prove the global well-posedness of the system.…

偏微分方程分析 · 数学 2024-01-23 Quyuan Lin , Rongchang Liu , Weinan Wang

We prove well-posedness for a transport-diffusion problem coupled with a wave equation for the potential. We assume that the initial data are small. A bilinear form in the spirit of Kato's proof for the Navier-Stokes equations is used,…

偏微分方程分析 · 数学 2018-01-26 Arnaud Heibig

A stochastic linear transport equation with multiplicative noise is considered and the question of no-blow-up is investigated. The drift is assumed only integrable to a certain power. Opposite to the deterministic case where smooth initial…

概率论 · 数学 2013-03-19 Ennio Fedrizzi , Franco Flandoli

We study a class of linear first and second order partial differential equations driven by weak geometric $p$-rough paths, and prove the existence of a unique solution for these equations. This solution depends continuously on the driving…

偏微分方程分析 · 数学 2008-03-24 Michael Caruana , Peter Friz

In this work, we extend existing well-posedness by noise results for the stochastic transport and continuity equations by treating them as special cases of the linear advection equation of $k$-forms, which arises naturally in geometric…

偏微分方程分析 · 数学 2022-11-29 Aythami Bethencourt de Leon , So Takao

The results of the author and Gess [27] develop a robust well-posedness theory for a broad class of conservative stochastic PDEs, with both probabilistically stationary and non-stationary Stratonovich noise, and with irregular noise…

概率论 · 数学 2025-04-28 Benjamin Fehrman

The well-posedness is established for McKean-Vlasov SDEs driven by $\alpha$-stable noises ($1<\alpha<2$). In this model, the drift is H\"{o}lder continuous in space variable and Lipschitz continuous in distribution variable with respect to…

概率论 · 数学 2023-06-21 Chang-Song Deng , Xing Huang
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