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Related papers: White noise for KdV and mKdV on the circle

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We prove the invariance of the mean 0 white noise for the periodic KdV. First, we show that the Besov-type space \hat{b}^s_{p, \infty}, sp <-1, contains the support of the white noise. Then, we prove local well-posedness in \hat{b}^s_{p,…

Analysis of PDEs · Mathematics 2015-05-13 Tadahiro Oh

We prove the local well-posedness of the periodic stochastic Korteweg-de Vries equation with the additive space-time white noise. In order to treat low regularity of the white noise in space, we consider the Cauchy problem in the Besov-type…

Analysis of PDEs · Mathematics 2010-07-13 Tadahiro Oh

In this paper, we study the Besov regularity of d-dimensional L\'evy white noises. More precisely, we describe new sample paths properties of a given white noise in terms of weighted Besov spaces. In particular, the smoothness and…

Probability · Mathematics 2016-03-07 Julien Fageot , Alireza Fallah , Michael Unser

It is shown that white noise is an invariant measure for the Korteweg-deVries equation on $\mathbb T$. This is a consequence of recent results of Kappeler and Topalov establishing the well-posedness of the equation on appropriate negative…

Analysis of PDEs · Mathematics 2007-05-23 Jeremy Quastel , Benedek Valko

In this paper, we study the Besov regularity of L\'evy white noises on the $d$-dimensional torus. Due to their rough sample paths, the white noises that we consider are defined as generalized stochastic fields. We, initially, obtain…

Probability · Mathematics 2017-06-20 Julien Fageot , Michael Unser , John Paul Ward

We consider the real-valued defocusing modified Korteweg-de Vries equation (mKdV) on the circle. Based on the complete integrability of mKdV, Killip-Vi\c{s}an-Zhang (2018) discovered a conserved quantity which they used to prove low…

Analysis of PDEs · Mathematics 2025-04-11 Andreia Chapouto , Justin Forlano

We consider the family of interpolation measures of Gibbs measures and white noise given by $$dQ_{0,\b}^{(p)} = Z_\b^{-1} \ind_{{\int_{\T} u^2\le K\b^{-1/2}\}} e^{-\int_{\T} u^2 +\b \int u^p} dP_{0,\b}$$ where $P_{0, \b}$ is the Wiener…

Probability · Mathematics 2010-05-24 Tadahiro Oh , Jeremy Quastel , Benedek Valko

We consider the Korteweg--de Vries equation with white noise initial data, posed on the whole real line, and prove the almost sure existence of solutions. Moreover, we show that the solutions obey the group property and follow a white noise…

Analysis of PDEs · Mathematics 2023-07-19 Rowan Killip , Jason Murphy , Monica Visan

We consider the defocusing generalized KdV equations on the circle. In particular, we construct global-in-time solutions with initial data distributed according to the Gibbs measure and show that the law of the random solutions, at any…

Analysis of PDEs · Mathematics 2016-04-27 Tadahiro Oh , Geordie Richards , Laurent Thomann

In this paper we prove that a Gaussian white noise on the $d$-dimensional torus has paths in the Besov spaces $B^{-d/2}_{p,\infty}(\T^d)$ with $p\in [1, \infty)$. This result is shown to be optimal in several ways. We also show that…

Probability · Mathematics 2010-11-08 Mark Veraar

In this paper, we construct invariant measures for the Ostrovsky equation associated with the norm $L^2$. On the other hand, we prove the local well- posedness in the besov space $\hat{b}^s_{p,\infty}$ for $sp >-1$.

Analysis of PDEs · Mathematics 2016-06-16 Darwich Mohamad

We study the stochastic Korteweg-de Vries equation (SKdV) with an additive space-time white noise forcing, posed on the one-dimensional torus. In particular, we construct global-in-time solutions to SKdV with spatial white noise initial…

Analysis of PDEs · Mathematics 2023-11-15 Tadahiro Oh , Jeremy Quastel , Philippe Sosoe

We construct a white noise theory and white noise calculus for the (multi-parameter) L\' evy sheet and its compensated Poisson random measures. The theory applies to stochastic partial differential equations subject to L\' evy noise.

Probability · Mathematics 2025-10-30 Olfa Draouil , Rahma Yasmina Moulay Hachemi , Bernt Øksendal

A bifurcating system subject to multiplicative noise can exhibit on-off intermittency close to the instability threshold. For a canonical system, we discuss the dependence of this intermittency on the Power Spectrum Density (PSD) of the…

Statistical Mechanics · Physics 2015-05-13 Sebastien Aumaitre , Kirone Mallick , Francois Petrelis

We propose a hybrid method combining partial differential equation (PDE) and Monte Carlo (MC) techniques to obtain efficient estimates of statistics for plastic deformation related to kinematic hardening models driven by transient coloured…

Statistical Mechanics · Physics 2025-11-12 Harry L. F. Ip , Charlie Mathey , Laurent Mertz , Jonathan J. Wylie

The stochastic PDE known as the Kardar-Parisi-Zhang equation (KPZ) has been proposed as a model for a randomly growing interface. This equation can be reformulated as a stochastic Burgers equation. We study a stochastic KdV-Burgers equation…

Analysis of PDEs · Mathematics 2011-09-23 Geordie Richards

The aim of these lectures is to show that the methods of classical Hamiltonian mechanics can be profitably used to solve certain classes of nonlinear partial differential equations. The prototype of these equations is the well-known…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 F. Magri , G. Falqui , M. Pedroni

The sample paths of white noise are proved to be elements of certain Besov spaces with dominating mixed smoothness. Unlike in isotropic spaces, here the regularity does not get worse with increasing space dimension. Consequently, white…

Probability · Mathematics 2020-05-25 Felix Hummel

Additive or multiplicative stationary noise recently became an important issue in applied fields such as microscopy or satellite imaging. Relatively few works address the design of dedicated denoising methods compared to the usual white…

Computer Vision and Pattern Recognition · Computer Science 2013-07-18 Jérôme Fehrenbach , Pierre Weiss

In this paper, by introducing a new type asymptotic coupling by reflection, we explore the long time behavior of random probability measure flows associated with a large class of one-dimensional McKean-Vlasov SDEs with common noise.…

Probability · Mathematics 2024-01-17 Bao Jianhai , Wang Jian
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