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This paper is devoted to investigating Freidlin-Wentzell's large deviation principle for one (spatial) dimensional nonlinear stochastic wave equation $\frac{\partial^2 u^{\e}(t,x)}{\partial t^2}=\frac{\partial^2 u^{\e}(t,x)}{\partial…

Probability · Mathematics 2022-11-29 Li Ruinan , Zhang Beibei

A one-dimensional stochastic wave equation driven by a general stochastic measure is studied in this paper. The Fourier series expansion of stochastic measures is considered. It is proved that changing the integrator by the corresponding…

Probability · Mathematics 2019-02-05 Vadym Radchenko , Nelia Stefans'ka

A recently developed method has been extended to a nonlocal equation arising in steady water wave propagation in two dimensions. We obtain analyic approximation of steady water wave solution in two dimensions with rigorous error bounds for…

Fluid Dynamics · Physics 2013-09-24 Saleh Tanveer

Acoustic perturbations to stellar envelopes can lead to the formation of weak shock waves via nonlinear wave-steepening. Close to the stellar surface, the weak shock wave increases in strength and can potentially lead to the expulsion of…

High Energy Astrophysical Phenomena · Physics 2024-10-14 Tamar Faran , Christopher D. Matzner , Eliot Quataert

We consider the variational wave equation in one-dimensional space with stochastic forcing by an additive noise. Blow-up of local smooth solutions is established, and global existence is proved in the class of weak martingale solutions.

Analysis of PDEs · Mathematics 2024-09-30 Billel Guelmame , Julien Vovelle

The problem of underwater acoustic (UWA) channel estimation is the non-uniform sparse representation that may increase the algorithm complexity and the required time. A mathematical framework utilizing l21 constraint with two-dimensional…

Optimization and Control · Mathematics 2021-08-31 Amer Aljanabi , Mohanad Abd Shehab , Osama Alluhaibi , Qasim Zeeshan Ahmed , Pavlos Lazaridis

This paper is concerned with a numerical solution to the scattering of a time-harmonic electromagnetic wave by a bounded and impenetrable obstacle in three dimensions. The electromagnetic wave propagation is modeled by a boundary value…

Numerical Analysis · Mathematics 2022-02-21 Gang Bao , Mingming Zhang , Xue Jiang , Peijun Li , Xiaokai Yuan

We consider the free linear Schroedinger equation on a torus $\mathbb T^d$, perturbed by a Hamiltonian nonlinearity, driven by a random force and damped by a linear damping: $$u_t -i\Delta u +i\nu \rho |u|^{2q_*}u = - \nu f(-\Delta) u +…

Mathematical Physics · Physics 2013-12-02 Sergei Kuksin , Alberto Maiocchi

Although for a number of semilinear stochastic wave equations existence and uniqueness results for corresponding solution processes are known from the literature, these solution processes are typically not explicitly known and numerical…

Probability · Mathematics 2021-11-02 Ladislas Jacobe de Naurois , Arnulf Jentzen , Timo Welti

Existing theoretical results for attenuation of surface waves propagating on water of random fluctuating depth are shown to over predict the rate of decay due to the way in which ensemble averaging is performed. A revised approach is…

Fluid Dynamics · Physics 2026-03-05 Lloyd Dafydd , Richard Porter

Stochastic averaging allows for the reduction of the dimension and complexity of stochastic dynamical systems with multiple time scales, replacing fast variables with statistically equivalent stochastic processes in order to analyze…

Probability · Mathematics 2015-02-25 William F. Thompson , Rachel A. Kuske , Adam H. Monahan

This paper deals with the asymptotic behavior and FEM error analysis of a class of strongly damped wave equations using a semidiscrete finite element method in spatial directions combined with a finite difference scheme in the time…

Numerical Analysis · Mathematics 2025-11-03 Krishan Kumar , P. Danumjaya , Anil Kumar , Amiya K. Pani

We establish a novel convergent iteration framework for a weak approximation of general switching diffusion. The key theoretical basis of the proposed approach is a restriction of the maximum number of switching so as to untangle and…

Numerical Analysis · Mathematics 2023-07-06 Qinjing Qiu , Reiichiro Kawai

This paper discusses the problem of estimating a stochastic signal from nonlinear uncertain observations with time-correlated additive noise described by a first-order Markov process. Random deception attacks are assumed to be launched by…

Signal Processing · Electrical Eng. & Systems 2024-05-09 R. Caballero-Águila , J. Hu , J. Linares-Pérez

The main object of this paper is the planar wave equation \[\bigg(\frac{\partial^2}{\partial t^2}-a^2\varDelta\bigg)U(x,t)=f(x,t),\quad t\ge0, x\in \mathbb {R}^2,\] with random source $f$. The latter is, in certain sense, a symmetric…

Probability · Mathematics 2016-11-21 Larysa Pryhara , Georgiy Shevchenko

The semilinear stochastic wave equation on the sphere driven by multiplicative Gaussian noise is discretized by a stochastic trigonometric integrator in time and a spectral Galerkin approximation in space based on the spherical harmonic…

Numerical Analysis · Mathematics 2026-02-03 David Cohen , Stefano Di Giovacchino , Annika Lang

We consider the time discretization of fractional stochastic wave equation with Gaussian noise, which is negatively correlated. Major obstacles to design and analyze time discretization of stochastic wave equation come from the…

Numerical Analysis · Mathematics 2022-05-20 Xing Liu

In this paper, we obtain several asymptotic profiles of solutions to the Cauchy problem for structurally damped wave equations $\partial_{t}^{2} u - \Delta u + \nu (-\Delta)^{\sigma} \partial_{t} u=0$, where $\nu >0$ and $0< \sigma \le1$.…

Analysis of PDEs · Mathematics 2016-07-08 Ryo Ikehata , Hiroshi Takeda

We study a general class of singular degenerate parabolic stochastic partial differential equations (SPDEs) which include, in particular, the stochastic porous medium equations and the stochastic fast diffusion equation. We propose a fully…

Numerical Analysis · Mathematics 2020-12-23 Ľubomír Baňas , Benjamin Gess , Christian Vieth

This article deals with the approximation of a stochastic partial differential equation (SPDE) via amplitude equations. We consider an SPDE with a cubic nonlinearity perturbed by a general multiplicative noise that preserves the constant…

Dynamical Systems · Mathematics 2019-10-08 Hongbo Fu , Dirk Blömker