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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

We consider a nonlinear stochastic partial differential equation (SPDE) that takes the form of the Camassa--Holm equation perturbed by a convective, position-dependent, noise term. We establish the first global-in-time existence result for…

Analysis of PDEs · Mathematics 2024-01-08 Luca Galimberti , Helge Holden , Kenneth H. Karlsen , Peter H. C. Pang

Stochastic modelling necessitates an interpretation of noise. In this paper, we describe the loss of deterministically stable behaviour in a fundamental fluid mechanics problem, conditional to whether noise is introduced in the sense of…

Dynamical Systems · Mathematics 2025-03-17 Theo Diamantakis , James Woodfield

The stochastic thin-film equation with mobility exponent $n\in [\frac{8}{3},3)$ on the one-dimensional torus with multiplicative Stratonovich noise is considered. We show that martingale solutions exist for non-negative initial values. This…

Analysis of PDEs · Mathematics 2024-11-01 Konstantinos Dareiotis , Benjamin Gess , Manuel V. Gnann , Max Sauerbrey

We study the traveling wave solutions to a reaction diffusion system modeling the public goods game with altruistic behaviors. The existence of the waves is derived through monotone iteration of a pair of classical upper- and lower…

Analysis of PDEs · Mathematics 2009-09-09 Xiaojie Hou , Wei Feng

In this paper, we study the numerical stabilization of a 1D system of two wave equations coupled by velocities with an internal, local control acting on only one equation. In the theoretical part of this study, we distinguished two cases.…

Analysis of PDEs · Mathematics 2021-01-25 Stéphane Gerbi , Chiraz Kassem , Amina Mortada , Ali Wehbe

The influence of small random perturbations on a deterministic dynamical system with a locally stable equilibrium is considered. The perturbed system is described by the It\^{o} stochastic differential equation. It is assumed that the noise…

Mathematical Physics · Physics 2016-02-18 Oskar Sultanov

The averaging principle is established for the slow component and the fast component being two dimensional stochastic Navier-Stokes equations and stochastic reaction-diffusion equations, respectively. The classical Khasminskii approach…

Probability · Mathematics 2018-10-05 Shihu Li , Xiaobin Sun , Yingchao Xie , Ying Zhao

Techniques from numerical bifurcation theory are very useful to study transitions between steady fluid flow patterns and the instabilities involved. Here, we provide computational methodology to use parameter continuation in determining…

Numerical Analysis · Mathematics 2020-11-12 S. Baars , J. P. Viebahn , T. E. Mulder , C. Kuehn , F. W. Wubs , H. A. Dijkstra

We prove that diffusion equations with a space-time stationary and ergodic, divergence-free drift homogenize in law to a deterministic stochastic partial differential equation with Stratonovich transport noise. In the absence of spatial…

Probability · Mathematics 2022-08-01 Benjamin Fehrman

This paper presents results on the unboundedness and minimal speed of traveling wave solutions for a one-dimensional spatial reaction-diffusion equation with an asymptotically linear reaction term and a saturation parameter. By applying a…

Dynamical Systems · Mathematics 2026-05-11 Yu Ichida

We investigate the connection between the existence of an explicit travelling wave solution and the travelling wave with minimal speed in a scalar monostable reaction-diffusion equation.

Analysis of PDEs · Mathematics 2020-08-18 Elaine C. M. Crooks , Michael Grinfeld

In this article we study effects that small perturbations in the noise have to the solution of differential equations driven by H\"older continuous functions of order $H>\frac12$. As an application, we consider stochastic differential…

Probability · Mathematics 2020-05-11 Lauri Viitasaari , Caibin Zeng

We present a finite element approach for diffusion problems with thermal fluctuations based on a fluctuating hydrodynamics model. The governing transport equations are stochastic partial differential equations with a fluctuating forcing…

Numerical Analysis · Mathematics 2024-03-21 P. Martínez-Lera , M. De Corato

We consider a stabilized finite element method based on a spacetime formulation, where the equations are solved on a global (unstructured) spacetime mesh. A unique continuation problem for the wave equation is considered, where data is…

Numerical Analysis · Mathematics 2023-05-10 Erik Burman , Ali Feizmohammadi , Arnaud Munch , Lauri Oksanen

A stochastic linear transport equation with multiplicative noise is considered and the question of no-blow-up is investigated. The drift is assumed only integrable to a certain power. Opposite to the deterministic case where smooth initial…

Probability · Mathematics 2013-03-19 Ennio Fedrizzi , Franco Flandoli

We consider the class of non-linear stochastic partial differential equations studied in \cite{conusdalang}. Equivalent formulations using integration with respect to a cylindrical Brownian motion and also the Skorohod integral are…

Probability · Mathematics 2015-03-25 Marta Sanz-Solé , André Süß

Motivated by recent experiments on intracellular calcium dynamics, we study the general issue of fluctuation-induced nucleation of waves in excitable media. We utilize a stochastic Fitzhugh-Nagumo model for this study, a spatially-extended…

Condensed Matter · Physics 2009-11-10 Herve Henry , Herbert Levine

We consider the one-dimensional KPP-equation driven by space-time white noise. We show that for all parameters above the critical value for survival, there exist stochastic wavelike solutions which travel with a deterministic positive…

Probability · Mathematics 2018-06-18 Sandra Kliem

Traveltime tomography is a very effective tool to reconstruct acoustic, seismic or electromagnetic wave speed distribution. To infer the velocity image of the medium from the measurements of first arrivals is a typical example of ill-posed…

Geophysics · Physics 2007-05-23 G. Vignoli , L. Zanzi
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