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The purpose of this paper is to establish the well-posedness of martingale (probabilistic weak) solutions to stochastic degenerate aggregation--diffusion equations arising in biological and public health contexts. The studied equation is of…

概率论 · 数学 2025-10-07 Mostafa Bendahmane , Mohamed Mehdaoui , Mouhcine Tilioua

We prove the existence of martingale solutions to stochastic thin-film equations in the physically relevant space dimension $d=2$. Conceptually, we rely on a stochastic Faedo-Galerkin approach using tensor-product linear finite elements in…

偏微分方程分析 · 数学 2024-07-31 Stefan Metzger , Günther Grün

In this paper, we prove the existence of martingale solutions of a class of stochastic equations with pseudo-monotone drift of polynomial growth of arbitrary order and a continuous diffusion term with superlinear growth. Both the nonlinear…

概率论 · 数学 2025-05-28 Bixiang Wang

In this paper, we study the classical Keller - Segel system on a two-dimensional domain perturbed by a pair of Wiener processes, where the leading diffusion term is replaced by a porous media term. Since the randomness is intrinsic, the…

偏微分方程分析 · 数学 2022-09-27 Erika Hausenblas , Debopriya Mukherjee , Ali Zakaria

The existence of global nonnegative martingale solutions to a stochastic cross-diffusion system for an arbitrary but finite number of interacting population species is shown. The random influence of the environment is modeled by a…

概率论 · 数学 2020-03-20 Gaurav Dhariwal , Ansgar Jüngel , Nicola Zamponi

We study the one-dimensional isentropic compressible Euler equations with linear (frictional) damping, subject to multiplicative, white-in-time stochastic forcing. The system is posed on a bounded interval with $L^\infty$ initial data and…

偏微分方程分析 · 数学 2026-03-19 Rongyi Dai , Jeffrey Kuan , Krutika Tawri , Sunčica Čanić , Konstantina Trivisa

In this paper we consider the three-dimensional compressible MHD system with stochastic external forces in a bounded domain. We obtain the existence of martingale solution which is a weak solution for the fluid variables, the Brownian…

偏微分方程分析 · 数学 2024-09-19 Huaqiao Wang

We prove the existence of nonnegative martingale solutions to a class of stochastic degenerate-parabolic fourth-order PDEs arising in surface-tension driven thin-film flow influenced by thermal noise. The construction applies to a range of…

We study the existence of weak martingale solutions to a stochastic moving boundary problem arising from the interaction between an isentropic compressible fluid and a viscoelastic structure. In the model, we consider a three-dimensional…

偏微分方程分析 · 数学 2025-05-22 Jeffrey Kuan , Krutika Tawri

We consider a stochastic nonlinear Schr\"odinger equation with multiplicative noise in an abstract framework that covers subcritical focusing and defocusing stochastic NLS in $H^1$ on compact manifolds and bounded domains. We construct a…

概率论 · 数学 2018-10-17 Zdzislaw Brzezniak , Fabian Hornung , Lutz Weis

In recent years, stochastic effects have become increasingly relevant for describing fluid behaviour, particularly in the context of turbulence. The most important model for inviscid fluids in computational fluid dynamics are the Euler…

数值分析 · 数学 2024-12-11 Dominic Breit , Thamsanqa Castern Moyo , Philipp Öffner

In this paper, we study the stochastic degenerate Keller-Segel system perturbed by linear multiplicative noise in a bounded domain $\mathcal{O}$. We establish the global existence of martingale solutions for this model with any nonnegative…

偏微分方程分析 · 数学 2025-02-28 Jinhuan Wang , Qian Li , Hui Huang

We investigate numerical behaviour of a convection diffusion equation with random coefficients by approximating statistical moments of the solution. Stochastic Galerkin approach, turning the original stochastic problem to a system of…

数值分析 · 数学 2021-10-19 Pelin Çiloğlu , Hamdullah Yücel

We introduce a family of discontinuous Galerkin methods to approximate the eigenvalues and eigenfunctions of a Stokes-Brinkman type of problem based in the interior penalty strategy. Under the standard assumptions on the meshes and a…

数值分析 · 数学 2025-07-17 Felipe Lepe , Gonzalo Rivera , Jesus Vellojin

This work is about the existence of martingale solutions and weak solutions for a stochastic nonlocal Burgers equation on bounded intervals. The existence of a martingale solution is shown by using a Galerkin approximation, Prokhorov's…

概率论 · 数学 2014-10-29 Guangying Lv , Jinqiao Duan

In this paper, we investigate the well-posedness of the martingale problem associated to non-linear stochastic differential equations (SDEs) in the sense of McKean-Vlasov under mild assumptions on the coefficients as well as classical…

经典分析与常微分方程 · 数学 2021-04-23 Paul-Eric Chaudru de Raynal , Noufel Frikha

Sticky diffusion models a Markovian particle experiencing reflection and temporary adhesion phenomena at the boundary. Numerous numerical schemes exist for approximating stopped or reflected stochastic differential equations (SDEs), but…

数值分析 · 数学 2025-08-11 Akash Sharma

Unique existence of analytically strong solutions to stochastic partial differential equations (SPDE) with drift given by the subdifferential of a quasi-convex function and with general multiplicative noise is proven. The proof applies a…

概率论 · 数学 2011-04-22 Benjamin Gess

We introduce a general framework for approximating parabolic Stochastic Partial Differential Equations (SPDEs) based on fluctuation-dissipation balance. Using this approach we formulate Stochastic Discontinuous Galerkin Methods (SDGM). We…

数值分析 · 数学 2023-02-28 Will Pazner , Nathaniel Trask , Paul J. Atzberger

We establish finite time extinction with probability one for weak solutions of the Cauchy-Dirichlet problem for the 1D stochastic porous medium equation with Stratonovich transport noise and compactly supported smooth initial datum.…

概率论 · 数学 2020-01-30 Sebastian Hensel
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