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We study the two-dimensional stochastic nonlinear wave equation (SNLW) and stochastic nonlinear heat equation (SNLH) with a quadratic nonlinearity, forced by a fractional derivative (of order $\alpha > 0$) of a space-time white noise. In…

偏微分方程分析 · 数学 2020-12-18 Tadahiro Oh , Mamoru Okamoto

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

In this article, we study a $d$-dimensional stochastic nonlinear heat equation (SNLH) with a quadratic nonlinearity, forced by a fractional space-time white noise: \begin{equation*} \left\{\begin{array}{l} \partial_t u-\Delta u= \rho^2 u^2…

偏微分方程分析 · 数学 2021-09-27 Nicolas Schaeffer

We study the two-dimensional stochastic nonlinear heat equation (SNLH) and stochastic damped nonlinear wave equation (SdNLW) with an exponential nonlinearity $\lambda\beta e^{\beta u }$, forced by an additive space-time white noise. We…

偏微分方程分析 · 数学 2021-10-04 Tadahiro Oh , Tristan Robert , Yuzhao Wang

We study global-in-time dynamics of the stochastic nonlinear wave equations (SNLW) with an additive space-time white noise forcing, posed on the two-dimensional torus. Our goal in this paper is two-fold. (i) By introducing a hybrid…

偏微分方程分析 · 数学 2021-06-23 Massimiliano Gubinelli , Herbert Koch , Tadahiro Oh , Leonardo Tolomeo

We consider the two-dimensional stochastic damped nonlinear wave equation (SdNLW) with the cubic nonlinearity, forced by a space-time white noise. In particular, we investigate the limiting behavior of solutions to SdNLW with regularized…

偏微分方程分析 · 数学 2020-05-22 Tadahiro Oh , Mamoru Okamoto , Tristan Robert

We consider a two-dimensional stochastic heat equation with noise correlated at scale $\rho \ll 1$ and of strength $|\log\rho|^{-1/2}\sigma(v)$ depending nonlinearly on the solution $v$. Under certain conditions, the first author and Gu…

概率论 · 数学 2026-02-09 Alexander Dunlap , Cole Graham

We study the stochastic cubic nonlinear Schr\"odinger equation (SNLS) with an additive noise on the one-dimensional torus. In particular, we prove local well-posedness of the (renormalized) SNLS when the noise is almost space-time white…

偏微分方程分析 · 数学 2019-02-19 Justin Forlano , Tadahiro Oh , Yuzhao Wang

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 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 present an algorithm for solving stochastic heat equations, whose key ingredient is a non-uniform time discretization of the driving Brownian motion $W$. For this algorithm we derive an error bound in terms of its number of evaluations…

概率论 · 数学 2007-05-23 Thoms Mueller-Gronbach , Klaus Ritter

This paper studies the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise which is white in time and which has the covariance of a fractional Brownian motion with Hurst parameter 1/4\textless{}H\textless{}1/2 in…

概率论 · 数学 2015-05-20 Yaozhong Hu , Jingyu Huang , Khoa Lê , David Nualart , Samy Tindel

In this paper, we establish the existence and uniqueness of solutions to stochastic heat equations with logarithmic nonlinearity driven by Brownian motion on a bounded domain $D$ in the setting of $L^2(D)$ space. The result is valid for all…

概率论 · 数学 2019-07-10 Shijie Shang , Tusheng Zhang

We study the Cauchy problem for the nonlinear wave equations (NLW) with random data and/or stochastic forcing on a two-dimensional compact Riemannian manifold without boundary. (i) We first study the defocusing stochastic damped NLW driven…

偏微分方程分析 · 数学 2022-10-07 Tadahiro Oh , Tristan Robert , Nikolay Tzvetkov

The aim of this paper is to study the $d$-dimensional stochastic heat equation with a multiplicative Gaussian noise which is white in space and it has the covariance of a fractional Brownian motion with Hurst parameter $% H\in (0,1)$ in…

概率论 · 数学 2007-05-23 Yaozhong Hu , David Nualart

This paper studies the stochastic heat equation with multiplicative noises of the form uW, where W is a mean zero Gaussian noise and the differential element uW is interpreted both in the sense of Skorohod and Stratonovich. The existence…

概率论 · 数学 2014-02-12 Yaozhong Hu , Jingyu Huang , David Nualart , Samy Tindel

The study is devoted to the interpretation and wellposedness of the stochastic NLS model \begin{equation*} (\imath \partial_t-\Delta)u=|u|^2+\dot{B}, \quad u_0=0,\quad \quad t\in \mathbb{R}, \ x\in \mathbb{T}, \end{equation*} where…

偏微分方程分析 · 数学 2025-12-03 Aurélien Deya , Reika Fukuizumi , Laurent Thomann

In this paper, we establish a large deviation principle for the solutions to the stochastic heat equations with logarithmic nonlinearity driven by Brownian motion, which is neither locally Lipschitz nor locally monotone. Nonlinear versions…

概率论 · 数学 2022-07-07 Tianyi Pan , Shijie Shang , Tusheng Zhang

This paper studies stabilities of stochastic differential equation (SDE) driven by time-changed L\'evy noise in both probability and moment sense. This provides more flexibility in modeling schemes in application areas including physics,…

概率论 · 数学 2016-04-27 Erkan Nane , Yinan Ni

We consider the stochastic wave and heat equations with affine multiplicative Gaussian noise which is white in time and behaves in space like the fractional Brownian motion with index $H \in (\frac14,\frac12)$. The existence and uniqueness…

概率论 · 数学 2016-02-01 Raluca M. Balan , Maria Jolis , Lluís Quer-Sardanyons
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