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This paper is concerned with the existence and uniqueness of the solution for the stochastic fast logarithmic equation with Stratonovich multiplicative noise in $\mathbb{R}^{d}$ for $d\geqslant 3$. It provides an answer to a critical case…

概率论 · 数学 2023-04-04 Ioana Ciotir , Reika Fukuizumi , Dan Goreac

We consider a class of stochastic PDEs of Burgers type in spatial dimension 1, driven by space-time white noise. Even though it is well known that these equations are well posed, it turns out that if one performs a spatial discretization of…

概率论 · 数学 2012-07-31 Martin Hairer , Jan Maas

In this paper, we establish the existence and uniqueness of invariant measures for a class of semilinear stochastic partial differential equations driven by multiplicative noise on a bounded domain. The main results can be applied to SPDEs…

概率论 · 数学 2018-12-12 Zhao Dong , Rangrang Zhang

We construct non-negative martingale solutions to the stochastic porous medium equation in one dimension with homogeneous Dirichlet boundary conditions which exhibit a type of sticky behavior at zero. The construction uses the stochastic…

概率论 · 数学 2024-11-12 Ben Hambly , Dörte Kreher , Konstantins Starovoitovs

Numerical approximation of a stochastic partial integro-differential equation driven by a space- time white noise is studied by truncating a series representation of the noise, with finite element method for spatial discretization and…

数值分析 · 数学 2017-11-07 Max Gunzburger , Buyang Li , Jilu Wang

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

Consider the non-linear stochastic fractional-diffusion equation \begin{eqnarray*} \left \{\begin{array}{lll} \frac{\partial}{\partial t}u(x,t)= -( \Delta)^{\alpha/2} u^m(x,t) + \sigma(u(x,t)) \dot{W}(x,t),\, x\in \mathbb{R}^d,t>0, u(x,0)=…

概率论 · 数学 2017-03-20 McSylvester Ejighikeme Omaba

We study weighted porous media equations on domains $\Omega\subseteq{\mathbb R}^N$, either with Dirichlet or with Neumann homogeneous boundary conditions when $\Omega\not={\mathbb R}^N$. Existence of weak solutions and uniqueness in a…

偏微分方程分析 · 数学 2012-11-09 Gabriele Grillo , Matteo Muratori , Maria Michaela Porzio

In this paper we initiate the mathematical analysis of a system of nonlinear Stochastic Partial Differential equations describing the motion of turbulent Non-Newtonian media in the presence of fluctuating magnetic field. The system is…

偏微分方程分析 · 数学 2015-07-06 Paul Andre Razafimandimby , Mamadou Sango

It is generally argued that the solution to a stochastic PDE with multiplicative noise---such as $\dot{u}=\frac12 u"+u\xi$, where $\xi$ denotes space-time white noise---routinely produces exceptionally-large peaks that are "macroscopically…

概率论 · 数学 2018-05-09 Davar Khoshnevisan , Kunwoo Kim , Yimin Xiao

The stochastic thin-film equation with mobility exponent $n\in [\frac{8}{3},3)$ on the one-dimensional torus with multiplicative Stratonovich noise is considered. We show that martingale solutions exist for non-negative initial values. This…

偏微分方程分析 · 数学 2024-11-01 Konstantinos Dareiotis , Benjamin Gess , Manuel V. Gnann , Max Sauerbrey

We study the stochastic nonlinear Schroedinger equations with linear multiplicative noise, particularly in the defocusing mass-critical and energy-critical cases. For general initial data, we prove the global existence and uniqueness of…

概率论 · 数学 2018-11-06 Deng Zhang

Martingale solutions of stochastic Navier-Stokes equations in 2D and 3D possibly unbounded domains, driven by the L\'evy noise consisting of the compensated time homogeneous Poisson random measure and the Wiener process are considered.…

概率论 · 数学 2012-09-03 Elżbieta Motyl

We consider invariant measures for the stochastic Burgers equation on $\mathbb{R}$, forced by the derivative of a spacetime-homogeneous Gaussian noise that is white in time and smooth in space. An invariant measure is indecomposable, or…

概率论 · 数学 2025-10-01 Alexander Dunlap , Cole Graham , Lenya Ryzhik

We prove the existence of a global martingale solution of a stochastic Hall-magnetohydrodynamics equations on $\mathbb{R}^3$ with multiplicative noise. Using the Fourier analysis we construct a sequence of approximate solutions. The…

概率论 · 数学 2021-09-15 Elżbieta Motyl

Consider the following stochastic reaction-diffusion equation with logarithmic superlinear coefficient b, driven by space-time white noise W: $$ u_t(t,x) = (1/2)u_{xx}(t,x) + b(u(t,x)) + \sigma(u(t,x))W(dt,dx) $$ for $t > 0$ and $x \in…

概率论 · 数学 2025-09-17 Shijie Shang , Pengyu Wang , Tusheng Zhang

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

We construct examples of solutions to the incompressible porous media (IPM) equation that must exhibit infinite in time growth of derivatives provided they remain smooth. As an application, this allows us to obtain nonlinear instability for…

偏微分方程分析 · 数学 2021-02-11 Alexander Kiselev , Yao Yao

We prove existence of infinitely many stationary solutions as well as ergodic stationary solutions for the stochastic Navier-Stokes equations on $\mathbb{T}^2$ \begin{align*} \dif u+\div(u\otimes u)\dif t+\nabla p\dif t&=\Delta u\dif t +…

概率论 · 数学 2024-02-22 Huaxiang Lü , Xiangchan Zhu

In [HHL+17] the authors showed existence and uniqueness of solutions to the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise that is white in time and rougher than white in space (in particular, its covariance…

概率论 · 数学 2024-04-30 Máté Gerencsér