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The regularity and characterization of solutions to degenerate, quasilinear SPDE is studied. Our results are two-fold: First, we prove regularity results for solutions to certain degenerate, quasilinear SPDE driven by Lipschitz continuous…

概率论 · 数学 2014-05-23 Benjamin Gess , Michael Röckner

In this paper, we study the motion by mean curvature of curves in the plane perturbed by scale-dependent noise. We first introduce a so-called scale-dependent noise from the physics background to the curve shortening flow. To be more…

概率论 · 数学 2025-11-27 Qi Yan

The mean-field stochastic partial differential equation (SPDE) corresponding to a mean-field super-Brownian motion (sBm) is obtained and studied. In this mean-field sBm, the branching-particle lifetime is allowed to depend upon the…

概率论 · 数学 2022-12-13 Yaozhong Hu , Michael A. Kouritzin , Panqiu Xia , Jiayu Zheng

In this paper we investigate a nonlinear stochastic partial differential equation (spde in short) perturbed by a space-correlated Gaussian noise in arbitrary dimension $d\geq1$, with a non-Lipschitz coefficient noisy term. The equation…

概率论 · 数学 2011-04-29 Lahcen Boulanba , Mohamed Mellouk

This paper develops and analyzes a semi-discrete and a fully discrete finite element method for a one-dimensional quasilinear parabolic stochastic partial differential equation (SPDE) which describes the stochastic mean curvature flow for…

数值分析 · 数学 2013-03-26 Xiaobing Feng , Yukun Li , Andreas Prohl

The parametric nonlinear Schrodinger equation models a variety of parametrically forced and damped dispersive waves. For the defocusing regime, we derive a normal velocity for the evolution of curved dark-soliton fronts that represent a…

偏微分方程分析 · 数学 2023-08-21 Keith Promislow , Abba Ramadan

Inspired by applications, we consider reaction-diffusion equations on $\mathbb{R}$ that are stochastically forced by a small multiplicative noise term that is white in time, coloured in space and invariant under translations. We show how…

偏微分方程分析 · 数学 2020-03-09 Christian Hamster , Hermen Jan Hupkes

We consider a nonlinear stochastic partial differential equation (SPDE) in divergence form where the forcing term is a Gaussian noise, that is white in time and colored in space such that the gradient of the solution is H\"older-continuous,…

偏微分方程分析 · 数学 2022-02-03 Florian Kunick

We consider a family of singular surface quasi-geostrophic equations $$ \partial_{t}\theta+u\cdot\nabla\theta=-\nu (-\Delta)^{\gamma/2}\theta+(-\Delta)^{\alpha/2}\xi,\qquad u=\nabla^{\perp}(-\Delta)^{-1/2}\theta, $$ on…

概率论 · 数学 2023-08-29 Martina Hofmanová , Xiaoyutao Luo , Rongchan Zhu , Xiangchan Zhu

We study strictly parabolic stochastic partial differential equations on $\R^d$, $d\ge 1$, driven by a Gaussian noise white in time and coloured in space. Assuming that the coefficients of the differential operator are random, we give…

概率论 · 数学 2007-05-23 Marco Ferrante , Marta Sanz-Solé

In this paper we establish the strong existence, pathwise uniqueness and a comparison theorem to a stochastic partial differential equation driven by Gaussian colored noise with non-Lipschitz drift, H\"older continuous diffusion…

概率论 · 数学 2020-06-02 Jie Xiong , Xu Yang

In this paper, we investigate the stochastic evolution equations (SEEs) driven by $\log$-Whittle-Mat$\acute{{\mathrm{e}}}$rn (W-M) random diffusion coefficient field and $Q$-Wiener multiplicative force noise. First, the well-posedness of…

数值分析 · 数学 2022-07-05 X. Qi , M. Azaiez , C. Huang , C. Xu

In this paper, we study the stochastic partial differential equation with multiplicative noise $\frac{\partial u}{\partial t} =\mathcal L u+u\dot W$, where $\mathcal L$ is the generator of a symmetric L\'evy process $X$ and $\dot W$ is a…

概率论 · 数学 2016-01-29 Jian Song

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…

偏微分方程分析 · 数学 2024-01-08 Luca Galimberti , Helge Holden , Kenneth H. Karlsen , Peter H. C. Pang

This paper focuses on stochastic partial differential equations (SPDEs) under two-time-scale formulation. Distinct from the work in the existing literature, the systems are driven by $\alpha$-stable processes with $\alpha \in(1,2)$. In…

统计理论 · 数学 2016-09-30 Jianhai Bao , George Yin , Chenggui Yuan

In this paper we investigate the numerical solution of stochastic partial differential equations (SPDEs) for a wider class of stochastic equations. We focus on non-diagonal colored noise instead of the usual space-time white noise. By…

数值分析 · 数学 2013-11-12 Dirk Blömker , Minoo Kamrani

We investigate the evolution of primordial cosmological perturbations in a vacuum decay model where de Sitter space transitions to radiation domination through quantum-thermal decay processes. Unlike standard inflation, this framework…

宇宙学与河外天体物理 · 物理学 2026-05-12 Gabriela Barenboim

We are concerned with a stochastic mean curvature flow of graphs over a periodic domain of any space dimension. We establish existence of martingale solutions which are strong in the PDE sense and study their large-time behavior. Our…

概率论 · 数学 2019-03-13 Nils Dabrock , Martina Hofmanová , Matthias Röger

We describe the variation of the number $N(t)$ of spatial critical points of smooth curves (defined as a scalar distance $r$ from a fixed origin $O$) evolving under curvature-driven flows. In the latter, the speed $v$ in the direction of…

偏微分方程分析 · 数学 2014-12-23 G. Domokos

In this article, we consider the stochastic wave equation in spatial dimension $d=1$, with linear term $\sigma(u)=u$ multiplying the noise. This equation is driven by a Gaussian noise which is white in time and fractional in space with…

概率论 · 数学 2023-07-04 Raluca M. Balan , Jingyu Huang , Xiong Wang , Panqiu Xia , Wangjun Yuan
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