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We prove the large deviation principle for the law of the solutions to a class of parabolic semilinear stochastic partial differential equations driven by multiplicative noise, in $C\big([0,T]:L^\rho(D)\big)$, where $D\subset {\mathbb R}^d$…

概率论 · 数学 2020-10-28 Leila Setayeshgar

We prove existence and smoothness of the density of the solution to a nonlinear stochastic heat equation on $L^2(\mathcal{O})$ (evaluated at fixed points in time and space), where $\mathcal{O}$ is an open bounded domain in $\mathbb{R}^d$.…

概率论 · 数学 2012-02-23 Carlo Marinelli , Eulalia Nualart , Lluís Quer-Sardanyons

We analyse a nonlinear stochastic partial differential equation that corresponds to a viscous shallow water equation (of the Camassa--Holm type) perturbed by a convective, position-dependent noise term. We establish the existence of weak…

偏微分方程分析 · 数学 2022-11-16 Helge Holden , Kenneth H. Karlsen , Peter H. C. Pang

We analyze continuity equations with Stratonovich stochasticity, $\partial \rho+ div_h \left[ \rho \circ\left(u(t,x)+\sum_{i=1}^N a_i(x) \dot W_i(t) \right) \right]=0$, defined on a smooth closed Riemannian manifold $M$ with metric $h$. The…

偏微分方程分析 · 数学 2024-01-18 Luca Galimberti , Kenneth H. Karlsen

This work investigates radial solutions for nonlinear fractional Schr\"odinger equations driven by multiplicative noise. Leveraging radial deterministic and stochastic Strichartz estimates, we establish local well-posedness in the…

偏微分方程分析 · 数学 2025-06-03 Ao Zhang , Yanjie Zhang , Jinqiao Duan

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

We consider a stochastic heat equation with nonlinear finite-rank space-coloured multiplicative noise that admits a unique nonnegative solution when given nonnegative initial data. Inspired by existing results for fully discrete finite…

数值分析 · 数学 2026-04-30 Owen Hearder , Claude Le Bris , Ana Djurdjevac

We show existence and pathwise uniqueness of probabilistically strong solutions to a pseudomonotone stochastic evolution problem on a bounded domain $D\subseteq\mathbb{R}^d$, $d\in\mathbb{N}$, with homogeneous Dirichlet boundary conditions…

概率论 · 数学 2024-03-19 Kerstin Schmitz , Aleksandra Zimmermann

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

We prove the existence and uniqueness of the mild solution for a nonlinear stochastic heat equation defined on an unbounded spatial domain. The nonlinearity is not assumed to be globally, or even locally, Lipschitz continuous. Instead the…

概率论 · 数学 2021-02-12 Michael Salins

Using the hyper-exponential recurrence criterion, a large deviation principle for the occupation measure is derived for a class of non-linear monotone stochastic partial differential equations. The main results are applied to many concrete…

概率论 · 数学 2016-01-26 Ran Wang , Jie Xiong , Lihu Xu

In this paper, we study large deviation principles of nonlinear filtering for McKean-Vlasov stochastic differential equations. First of all, we establish the large deviation principle for the space-distribution dependent Zakai equation by a…

概率论 · 数学 2023-08-15 Huijie Qiao , Shengqing Zhu

In this paper, we establish the strong($H^1$) well-posedness of the two dimensional stochastic Navier-Stokes equation with multiplicative noise on moving domains. Due to the nonlocality effect, this equation exhibits a ``piecewise"…

概率论 · 数学 2025-05-22 Ping Chen , Tianyi Pan , Tusheng Zhang

We investigate the obstacle problem for generalized Dean--Kawasaki equations driven by correlated conservative noise, establishing the existence, uniqueness, and $L^1$-stability of stochastic kinetic solutions. Our core strategy combines a…

概率论 · 数学 2026-05-18 Ruoyang Liu , Rangrang Zhang

Semilinear stochastic evolution equations with multiplicative L\'evy noise and monotone nonlinear drift are considered. Unlike other similar works, we do not impose coercivity conditions on coefficients. We establish the continuous…

概率论 · 数学 2014-06-17 Erfan Salavati , Bijan Z. Zangeneh

Using a rough path formulation, we investigate existence, uniqueness and regularity for the stochastic Landau-Lifshitz-Gilbert equation with Stratonovich noise on the one dimensional torus. As a main result we show the continuity of the…

概率论 · 数学 2021-03-02 Emanuela Gussetti , Antoine Hocquet

We study the heat equation with a random potential term. The potential is a one-sided stable noise, with positive jumps, which does not depend on time. To avoid singularities, we define the equation in terms of a construction similar to the…

概率论 · 数学 2011-02-18 Carl Mueller , Leonid Mytnik , Aurel Stan

We consider stochastic nonlinear Schrodinger equations driven by an additive noise. The noise is fractional in time with Hurst parameter H in (0,1). It is also colored in space and the space correlation operator is assumed to be nuclear. We…

概率论 · 数学 2007-11-08 Eric Gautier

Several fluid systems are characterised by time reversal and parity breaking. Examples of such phenomena arise both in quantum and classical hydrodynamics. In these situations, the viscosity tensor, often dubbed ``odd viscosity'', becomes…

偏微分方程分析 · 数学 2022-11-30 Francesco Fanelli , Rafael Granero-Belinchón , Stefano Scrobogna

We prove probabilistic well-posedness for a 2D viscous nonlinear wave equation modeling fluid-structure interaction between a 3D incompressible, viscous Stokes flow and nonlinear elastodynamics of a 2D stretched membrane. The focus is on…

偏微分方程分析 · 数学 2022-06-07 Jeffrey Kuan , Tadahiro Oh , Sunčica Čanić