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We study the stochastic cubic nonlinear wave equation (SNLW) with an additive noise on the three-dimensional torus $\mathbb{T}^3$. In particular, we prove local well-posedness of the (renormalized) SNLW when the noise is almost a space-time…

偏微分方程分析 · 数学 2022-05-31 Tadahiro Oh , Yuzhao Wang , Younes Zine

We study the two-dimensional stochastic nonlinear wave equations (SNLW) with an additive space-time white noise forcing. In particular, we introduce a time-dependent renor- malization and prove that SNLW is pathwise locally well-posed. As…

概率论 · 数学 2018-05-24 Massimiliano Gubinelli , Herbert Koch , Tadahiro Oh

We pursue the investigations initiated in [Aur{\'e}lien Deya: A non-linear wave equation with fractional perturbation (2017)] about a wave-equation model with quadratic perturbation and stochastic forcing given by a space-time fractional…

概率论 · 数学 2017-10-24 Aurélien Deya

In this note, we establish a bi-parameter linear localization of the one-dimensional stochastic wave equation with a multiplicative space-time white noise forcing.

偏微分方程分析 · 数学 2024-07-16 Jingyu Huang , Tadahiro Oh , Mamoru Okamoto

We apply the paracontrolled calculus to study the asymptotic behavior of a certain quasilinear PDE with smeared mild noise, which originally appears as the space-time scaling limit of a particle system in random environment on one…

概率论 · 数学 2020-05-08 Tadahisa Funaki , Masato Hoshino , Sunder Sethuraman , Bin Xie

In this work, we deal with the stochastic counterpart of the nonlocal Cahn-Hilliard equation with regular potential in a smooth bounded one-, two- or three-dimensional domain. The problem is endowed with homogeneous Neumann boundary…

偏微分方程分析 · 数学 2026-04-29 Andrea Di Primio , Christoph Hurm

We study a $d$-dimensional wave equation model ($2\leq d\leq 4$) with quadratic non-linearity and stochastic forcing given by a space-time fractional noise. Two different regimes are exhibited, depending on the Hurst parameter…

概率论 · 数学 2021-05-21 Aurélien Deya

We sharpen in this work the tools of paracontrolled calculus in order to provide a complete analysis of the parabolic Anderson model equation and Burgers system with multiplicative noise, in a $3$-dimensional Riemannian setting, in either…

偏微分方程分析 · 数学 2017-04-26 I. Bailleul , F. Bernicot , D. Frey

We study the two-dimensional wave equation with cubic nonlinearity posed on $\mathbb R^2$, with space-time white noise forcing. After a suitable renormalisation of the nonlinearity, we prove global well-posedness for this equation for…

偏微分方程分析 · 数学 2021-09-07 Leonardo Tolomeo

We study the singular stochastic wave equation on $\mathbb T^2$, with a cubic nonlinearity and Gaussian rough Mat\'ern forcing (a Fourier multiplier of order $\alpha>0$ applied to space-time white noise) and establish local well-posedness…

概率论 · 数学 2025-10-15 Xue-Mei Li , Xianfeng Ren

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

We consider a quasilinear parabolic stochastic partial differential equation driven by a multiplicative noise and study regularity properties of its weak solution satisfying classical a priori estimates. In particular, we determine…

数值分析 · 数学 2015-03-13 Arnaud Debussche , Sylvain De Moor , Martina Hofmanova

We develop in this work a general version of paracontrolled calculus that allows to treat analytically within this paradigm some singular partial differential equations with the same efficiency as regularity structures. This work deals with…

经典分析与常微分方程 · 数学 2019-10-11 I. Bailleul , F. Bernicot

We study the stochastic dissipative quasi-geostrophic equation with space-time white noise on the two-dimensional torus. This equation is highly singular and basically ill-posed in its original form. The main objective of the present paper…

概率论 · 数学 2020-07-30 Yuzuru Inahama , Yoshihiro Sawano

In a recent work [DDRZ20], it has been developed a novel framework aimed at studying at a perturbative level a large class of non-linear, scalar, real, stochastic PDEs and inspired by the algebraic approach to quantum field theory. The main…

数学物理 · 物理学 2023-04-04 Alberto Bonicelli , Claudio Dappiaggi , Paolo Rinaldi

We study the stochastic viscous nonlinear wave equations (SvNLW) on $\mathbb T^2$, forced by a fractional derivative of the space-time white noise $\xi$. In particular, we consider SvNLW with the singular additive forcing $D^\frac{1}{2}\xi$…

偏微分方程分析 · 数学 2022-05-31 Ruoyuan Liu , Tadahiro Oh

We study the stochastic cubic complex Ginzburg-Landau equation with complex-valued space-time white noise on the three dimensional torus. This nonlinear equation is so singular that it can only be under- stood in a renormalized sense. In…

概率论 · 数学 2017-11-22 Masato Hoshino , Yuzuru Inahama , Nobuaki Naganuma

We introduce a non-linear paracontrolled calculus and use it to renormalise a class of singular SPDEs including certain quasilinear variants of the periodic two dimensional parabolic Anderson model.

概率论 · 数学 2017-11-10 M. Furlan , M. Gubinelli

We consider the problem of estimating stochastic volatility for a class of second-order parabolic stochastic PDEs. Assuming that the solution is observed at a high temporal frequency, we use limit theorems for multipower variations and…

统计理论 · 数学 2020-06-02 Carsten Chong

This paper investigates the parabolic scaling limit of a damped stochastic wave map from the real line into the two-dimensional sphere, perturbed by multiplicative Gaussian noise of co-normal type. We prove that under this rescaling, the…

概率论 · 数学 2025-07-29 Sandra Cerrai , Mengzi Xie
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