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相关论文: $L_p$-regularity theory for the stochastic reactio…

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Existence, uniqueness, and regularity of a strong solution are obtained for stochastic PDEs with a colored noise $F$ and its super-linear diffusion coefficient: $$ du=(a^{ij}u_{x^ix^j}+b^iu_{x^i}+cu)dt+\xi|u|^{1+\lambda}dF, \quad…

概率论 · 数学 2021-01-06 Jae-Hwan Choi , Beom-Seok Han

This article investigates the existence, uniqueness, and regularity of solutions to nonlinear stochastic reaction-diffusion-advection equations (SRDAEs) with spatially homogeneous colored noises and infinitesimal generators of subordinate…

概率论 · 数学 2025-09-04 Jae-Hwan Choi , Beom-Seok Han , Daehan Park

A condition is identified that implies that solutions to the stochastic reaction-diffusion equation $\frac{\partial u}{\partial t} = \mathcal{A} u + f(u) + \sigma(u) \dot{W}$ on a bounded spatial domain never explode. We consider the case…

概率论 · 数学 2021-12-10 Michael Salins

We introduce the uniqueness, existence, $L_p$-regularity, and maximal H\"older regularity of the solution to semilinear stochastic partial differential equation driven by a multiplicative space-time white noise: $$ u_t = au_{xx} + bu_{x} +…

概率论 · 数学 2022-05-24 Beom-Seok Han

We establish the $L_p$-regularity theory for a semilinear stochastic partial differential equation with multiplicative white noise: $$ du = (a^{ij}u_{x^ix^j} + b^{i}u_{x^i} + cu + \bar b^{i}|u|^\lambda u_{x^i})dt + \sigma^k(u)dw_t^k,\quad…

概率论 · 数学 2022-05-24 Beom-Seok Han

We obtain uniqueness and existence of a solution $u$ to the following second-order stochastic partial differential equation (SPDE) : \begin{align} \label{abs eqn} du= \left( \bar a^{ij}(\omega,t)u_{x^ix^j}+ f \right)dt + g^k dw^k_t, \quad t…

概率论 · 数学 2020-11-24 Ildoo Kim

We consider the stochastic heat equation of the following form \frac{\partial}{\partial t}u_t(x) = (\sL u_t)(x) +b(u_t(x)) + \sigma(u_t(x))\dot{F}_t(x)\quad \text{for}t>0, x\in \R^d, where $\sL$ is the generator of a L\'evy process and…

概率论 · 数学 2010-03-02 Mohammud Foondun , Davar Khoshnevisan

We study the stability of reaction-diffusion equations in presence of noise. The relationship of stability of solutions between the stochastic ordinary different equations and the corresponding stochastic reaction-diffusion equation is…

概率论 · 数学 2020-02-18 Guangying Lv , Jinlong Wei , Guang-an Zou

We consider the stochastic reaction-diffusion equation in $1+1$ dimensions driven by multiplicative space-time white noise, with a distributional drift belonging to a Besov-H\"older space with any regularity index larger than $-1$. We…

概率论 · 数学 2024-09-18 Konstantinos Dareiotis , Teodor Holland , Khoa Lê

In this paper we prove the local existence and uniqueness of solutions for a class of stochastic fractional partial differential equations driven by multiplicative noise. We also establish that for this class of equations adding linear…

概率论 · 数学 2013-07-17 Michael Rockner , Rongchan Zhu , Xiangchan Zhu

This paper is concerned with the problem of regularization by noise of systems of reaction-diffusion equations with mass control. It is known that $\textit{strong}$ solutions to such systems of PDEs may blow-up in finite time. Moreover, for…

偏微分方程分析 · 数学 2023-11-30 Antonio Agresti

Motivated by the regularization by noise phenomenon for SDEs we prove existence and uniqueness of the flow of solutions for the non-Lipschitz stochastic heat equation $$\frac{\partial u}{\partial t}=\frac12\frac{\partial^2 u}{\partial z^2}…

概率论 · 数学 2016-11-08 Oleg Butkovsky , Leonid Mytnik

In this paper, we investigate the existence and finite-time blow-up for the solution of a reaction-diffusion system of semilinear stochastic partial differential equations (SPDEs) subjected to a two-dimensional fractional Brownian motion…

偏微分方程分析 · 数学 2024-05-28 S. Sankar , Manil T. Mohan , S. Karthikeyan

We study stochastic reaction--diffusion equation $$ \partial_tu_t(x)=\frac12 \partial^2_{xx}u_t(x)+b(u_t(x))+\dot{W}_{t}(x), \quad t>0,\, x\in D $$ where $b$ is a generalized function in the Besov space…

概率论 · 数学 2022-02-14 Siva Athreya , Oleg Butkovsky , Khoa Lê , Leonid Mytnik

We present existence, uniqueness, and sharp regularity results of solution to the stochastic partial differential equation (SPDE) \begin{align} \label{abs eqn} du=(a^{ij}(\omega,t)u_{x^ix^j}+f)dt + (\sigma^{ik}(\omega,t)u_{x^i}+g^k)dw^k_t,…

概率论 · 数学 2019-05-21 Ildoo Kim , Kyeong-hun Kim

The sample-function regularity of the random-field solution to a stochastic partial differential equation (SPDE) depends naturally on the roughness of the external noise, as well as on the properties of the underlying integro-differential…

概率论 · 数学 2023-11-21 Davar Khoshnevisan , Marta Sanz-Solé

We consider reaction-diffusion equations that are stochastically forced by a small multiplicative noise term. We show that spectrally stable travelling wave solutions to the deterministic system retain their orbital stability if the…

偏微分方程分析 · 数学 2020-03-09 C. H. S. Hamster , H. J. Hupkes

We prove higher-order fractional Sobolev regularity for fully nonlinear, uniformly elliptic equations in the presence of unbounded source terms. More precisely, we show the existence of a universal number $0< \varepsilon <1$, depending only…

偏微分方程分析 · 数学 2022-04-08 Edgard A. Pimentel , Makson S. Santos , Eduardo V. Teixeira

In this paper we consider a class of stochastic reaction-diffusion equations. We provide local well-posedness, regularity, blow-up criteria and positivity of solutions. The key novelties of this work are related to the use transport noise,…

偏微分方程分析 · 数学 2023-05-31 Antonio Agresti , Mark Veraar

Consider the stochastic heat equation $\partial_t u = (\frac{\varkappa}{2})\Delta u+\sigma(u)\dot{F}$, where the solution $u:=u_t(x)$ is indexed by $(t,x)\in (0, \infty)\times\R^d$, and $\dot{F}$ is a centered Gaussian noise that is white…

概率论 · 数学 2011-11-22 Daniel Conus , Mathew Joseph , Davar Khoshnevisan , Shang-Yuan Shiu
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