English
Related papers

Related papers: A new stochastic differential equation approach fo…

200 papers

In this article we reconsider the problem of the propagation of waves in a random medium in a kinetic regime. The final aim of this program would be the understanding of the conditions which allow to derive a kinetic or radiative transfer…

Analysis of PDEs · Mathematics 2022-07-28 S Breteaux , F Nier

In this article, we consider the stochastic wave equation in spatial dimension $d=1$, with linear term $\sigma(u)=u$ multiplying the noise. This equation is driven by a Gaussian noise which is white in time and fractional in space with…

Probability · Mathematics 2023-07-04 Raluca M. Balan , Jingyu Huang , Xiong Wang , Panqiu Xia , Wangjun Yuan

We apply boundary integral equations for the first time to the two-dimensional scattering of time-harmonic waves from a smooth obstacle embedded in a continuously-graded unbounded medium. In the case we solve the square of the wavenumber…

Numerical Analysis · Mathematics 2016-05-04 Alex. H. Barnett , Bradley J. Nelson , J. Matthew Mahoney

This paper develops and analyzes an optimal-order semi-discrete scheme and its fully discrete finite element approximation for nonlinear stochastic elastic wave equations with multiplicative noise. A non-standard time-stepping scheme is…

Numerical Analysis · Mathematics 2025-04-08 Xiaobing Feng , Yukun Li , Liet Vo

Stochastic collocation methods for approximating the solution of partial differential equations with random input data (e.g., coefficients and forcing terms) suffer from the curse of dimensionality whereby increases in the stochastic…

Numerical Analysis · Mathematics 2014-05-23 Aretha L. Teckentrup , Peter Jantsch , Clayton G. Webster , Max Gunzburger

An integro-differential equation describing the angular distribution of beams is analyzed for a medium with random inhomogeneities. Beams are trapped because inhomogeneities give rise to wave localization at random locations and random…

Instrumentation and Methods for Astrophysics · Physics 2011-11-15 Aleksander Stanislavsky

In this work (Part I), we study three time-discretization procedures of the Dynamical Low-Rank Approximation (DLRA) of high-dimensional stochastic differential equations (SDEs). Specifically, we consider the Dynamically Orthogonal (DO)…

Numerical Analysis · Mathematics 2026-01-30 Yoshihito Kazashi , Fabio Nobile , Fabio Zoccolan

In this paper we consider an acoustic problem of wave propagation through a discontinuous medium. The problem is reduced to the dissipative wave equation with distributional dissipation. We show that this problem has a so-called very weak…

Analysis of PDEs · Mathematics 2017-05-04 Juan Carlos Munoz , Michael Ruzhansky , Niyaz Tokmagambetov

We report a detailed and systematic study of wave propagation through a stochastic absorbing random medium. Stochastic absorption is modeled by introducing an attenuation constant per unit length $\alpha$ in the free propagation region of…

Disordered Systems and Neural Networks · Physics 2007-05-23 Sandeep K. Joshi , Debendranath Sahoo , A. M. Jayannavar

This thesis aims at investigating the first steps toward an unconditionally stable space-time isogeometric method, based on splines of maximal regularity, for the linear acoustic wave equation. The unconditional stability of space-time…

Numerical Analysis · Mathematics 2023-03-29 Sara Fraschini

We present a stability and convergence analysis of the space-time continuous finite element method for the Hamiltonian formulation of the wave equation. More precisely, we prove a continuous dependence of the discrete solution on the data…

Numerical Analysis · Mathematics 2025-07-18 Sergio Gómez

We present a novel solution method for It\^o stochastic differential equations (SDEs). We subdivide the time interval into sub-intervals, then we use the quadratic polynomials for the approximation between two successive intervals. The main…

Numerical Analysis · Mathematics 2024-08-01 Faezeh Nassajian Mojarrad

Recently, two different proofs for large and intermediate-size solitary waves of the nonlocally dispersive Whitham equation have been presented, using either global bifurcation theory or the limit of waves of large period. We give here a…

Analysis of PDEs · Mathematics 2023-03-27 Mathias Nikolai Arnesen , Mats Ehrnstrom , Atanas G. Stefanov

In this short note, we derive a system of two nonlocal equations for the water-wave problem following the work of [AFM06]. Specifically, we consider a fluid with a one-dimensional free surface for an irrotational fluid both with, and…

Fluid Dynamics · Physics 2020-08-04 KL Oliveras

We consider stochastic and deterministic three-wave semi-linear systems with bounded and almost continuous set of frequencies. Such systems can be obtained by considering nonlinear lattice dynamics or truncated partial differential…

Analysis of PDEs · Mathematics 2020-04-22 Erwan Faou

The regularity of solutions to the stochastic nonlinear wave equation plays a critical role in the accuracy and efficiency of numerical algorithms. Rough or discontinuous initial conditions pose significant challenges, often leading to a…

Numerical Analysis · Mathematics 2024-12-20 Jiachuan Cao , Buyang Li , Katharina Schratz

We prove integrated local energy decay for solutions of the damped wave equation with time-dependent damping satisfying an appropriate generalization of the geometric control condition on asymptotically flat, stationary space-times. We…

Analysis of PDEs · Mathematics 2025-11-10 Perry Kleinhenz , Michael McNulty

In this paper, we propose and analyze a new stochastic homogenization method for diffusion equations with random and fast oscillatory coefficients. In the proposed method, the homogenized solutions are sought through a two-stage procedure.…

Numerical Analysis · Mathematics 2022-03-14 Zihao Yang , Jizu Huang , Xiaobing Feng , Xiaofei Guan

A particular type of random dynamical processes is considered, in which the stochasticity is introduced through randomly fluctuating parameters. A method of local multipliers is developed for treating the local stability of such dynamical…

Disordered Systems and Neural Networks · Physics 2015-06-25 V. I. Yukalov

We study an inverse problem for the wave equation where localized wave sources in random scattering media are to be determined from time resolved measurements of the waves at an array of receivers. The sources are far from the array, so the…

Mathematical Physics · Physics 2016-07-18 Liliana Borcea , Ilker Kocyigit