Related papers: White noise for KdV and mKdV on the circle
We study ODEs with vector fields given by general Schwartz distributions, and we show that if we perturb such an equation by adding an "infinitely regularizing" path, then it has a unique solution and it induces an infinitely smooth flow of…
In this article, we consider a stochastic PDE of parabolic type, driven by a space-time white-noise, and its numerical discretization in time with a semi-implicit Euler scheme. When the nonlinearity is assumed to be bounded, then a…
We quantify the effect of Gaussian white noise on fast--slow dynamical systems with one fast and two slow variables, which display mixed-mode oscillations owing to the presence of a folded-node singularity. The stochastic system can be…
We propose a novel automatic parameter selection strategy for variational imaging problems under Poisson noise corruption. The selection of a suitable regularization parameter, whose value is crucial in order to achieve high quality…
We prove the orbital stability of periodic traveling-wave solutions for systems of dispersive equations with coupled nonlinear terms. Our method is basically developed under two assumptions: one concerning the spectrum of the linearized…
A single incompressible, inviscid, irrotational fluid medium bounded above by a free surface is considered. The Hamiltonian of the system is expressed in terms of the so-called Dirichlet-Neumann operators. The equations for the surface…
We consider the Cauchy problem for the Zakharov-Kuznetsov equation in the cylinder. We improve the local wellposedness to spaces of regularity $s > 1/2$. The result is optimal in terms of the corresponding bilinear estimate or Picard…
Blind image denoising is an important yet very challenging problem in computer vision due to the complicated acquisition process of real images. In this work we propose a new variational inference method, which integrates both noise…
We propose a Bayesian nonparametric approach for the noise reduction of a given chaotic time series contaminated by dynamical noise, based on Markov Chain Monte Carlo methods (MCMC). The underlying unknown noise process (possibly) exhibits…
We consider the Navier-Stokes equations in $\mathbb R^d$ ($d=2,3$) with a stochastic forcing term which is white noise in time and coloured in space; the spatial covariance of the noise is not too regular, so It\^o calculus cannot be…
Signal detection in colored noise with an unknown covariance matrix has a myriad of applications in diverse scientific/engineering fields. The test statistic is the largest generalized eigenvalue (l.g.e.) of the whitened sample covariance…
We show that if one drives the KPZ equation by the derivative of a space-time white noise smoothened out at scale $\varepsilon \ll 1$ and multiplied by $\varepsilon^{3/4}$ then, as $\varepsilon \to 0$, solutions converge to the Cole-Hopf…
We give necessary and/or sufficient conditions for stochastic stability of second-order linear autonomous systems with parameters, which are perturbed by a random process of the "white noise" type. The Ito's and Stratonovich's forms of…
In the first part of the paper we develop the sensitivity analysis for the nonlinear McKean-Vlasov diffusions stressing precise estimates of growth of solutions and their derivatives with respect to the initial data, under rather general…
Abstract. We take a pathwise approach to classical McKean-Vlasov stochastic differential equations with additive noise, as e.g. exposed in Sznitmann [38]. Our study was prompted by some concrete problems in battery modelling [23], and also…
The power spectral density in Fourier frequency domain, and the different variants of the Allan deviation (ADEV) in dependence on the averaging time are well established tools to analyse the fluctuation properties and frequency instability…
In this paper, we study the novel nonlinear wave structures of a (2+1)-dimensional variable-coefficient Korteweg-de Vries (KdV) system by its analytic solutions. Its $N$-soliton solution are obtained via Hirota's bilinear method, and in…
We develop a theory of Malliavin calculus for Banach space valued random variables. Using radonifying operators instead of symmetric tensor products we extend the Wiener-Ito isometry to Banach spaces. In the white noise case we obtain two…
Testing for white noise is a classical yet important problem in statistics, especially for diagnostic checks in time series modeling and linear regression. For high-dimensional time series in the sense that the dimension $p$ is large in…
We study in this article the stochastic Zakharov-Kuznetsov equation driven by a multiplicative noise. We establish, in space dimensions two and three the global existence of martingale solutions, and in space dimension two the global…