Related papers: Averaging approximation to singularly perturbed no…
We study the long time statistics of a class of semi--linear damped wave equations with polynomial nonlinearities and perturbed by additive Gaussian noise in dimensions 2 and 3. We find that if sufficiently many directions in the phase…
Stochastic wave equations appear in several models for evolutionary processes subject to random forces, such as the motion of a strand of DNA in a liquid or heat flow around a ring. Semilinear stochastic wave equations can typically not be…
We present a deep learning approximation, stochastic optimization based, method for wave kinetic equations. To build confidence in our approach, we apply the method to a Smoluchowski coagulation equation with multiplicative kernel for which…
In this paper, we obtain the existence and uniqueness of the strong solution to one spatial dimension stochastic wave equation $\frac{\partial^2 u(t,x)}{\partial t^2}=\frac{\partial^2 u(t,x)}{\partial x^2}+\sigma(t,x,u(t,x))\dot{W}(t,x)$…
The time-space fractional cable equation arises from extending the generalized fractional Ohm's law to model anomalous diffusion processes. In this paper, we develop and analyze a numerical approximation for stochastic nonlinear time-space…
This work explores the use of a forward-backward martingale method together with a decoupling argument and entropic estimates between the conditional and averaged measures to prove a strong averaging principle for stochastic differential…
To model wave propagation in inhomogeneous media with frequency-dependent power-law attenuation, it is needed to use the fractional powers of symmetric coercive elliptic operators in space and the Caputo tempered fractional derivative in…
In this paper we develop a new approximation method valid for a wide family of nonlinear wave equations of Nonlinear Schr\"odinger type. The result is a reduced set of ordinary differential equations for a finite set of parameters measuring…
In this paper, stochastic inertial manifold for damped wave equations subjected to additive white noise is constructed by the Lyapunov-Perron method. It is proved that when the intensity of noise tends to zero the stochastic inertial…
The time discretization of stochastic spectral fractional wave equation is studied by using the difference methods. Firstly, we exploit rectangle formula to get a low order time discretization, whose the strong convergence order is smaller…
We prove the convergence, in the small mass limit, of statistically invariant states for a class of semi-linear damped wave equations, perturbed by an additive Gaussian noise, both with Lipschitz-continuous and with polynomial…
We study the following ultraparabolic equation \[ \frac{\partial}{\partial t}u\left(t,s\right)+\frac{\partial}{\partial…
We study stochastic partial differential equations (SPDEs) with potentially very rough fractional noise with Hurst parameter $H\in(0,1)$. Close to a change of stability measured with a small parameter $\varepsilon$, we rely on the natural…
A standard finite element method discretizes the stochastic linear Schr\"{o}dinger equation driven by additive noise in the spatial variables. The weak convergence of the resulting approximate solution is analyzed, and it is established…
We present an abstract framework for analyzing the weak error of fully discrete approximation schemes for linear evolution equations driven by additive Gaussian noise. First, an abstract representation formula is derived for sufficiently…
This article deals with stochastic partial differential equations with quadratic nonlinearities perturbed by small additive and multiplicative noise. We present the approximate solution of the original equation via the amplitude equation…
In this paper, we propose a new spectral decomposition method to simulate waves propagating in complicated waveguides. For the numerical solutions of waveguide scattering problems, an important task is to approximate the…
In this paper, we study the following stochastic wave equation on the real line $\partial_t^2 u_{\alpha}=\partial_x^2 u_{\alpha}+b\left(u_\alpha\right)+\sigma\left(u_\alpha\right)\eta_{\alpha}$. The noise $\eta_\alpha$ is white in time and…
In this paper, we investigate the wave solutions of a stochastic rotating shallow water model. This approximate model provides an interesting simple description of the interplay between waves and random forcing ensuing either from the wind…
A numerical analysis for the fully discrete approximation of an operator Lyapunov equation related to linear SPDEs (stochastic partial differential equations) driven by multiplicative noise is considered. The discretization of the Lyapunov…