Related papers: On the approximation for singularly perturbed stoc…
In order to understand the impact of random influences at physical boundary on the evolution of multiscale systems, a stochastic partial differential equation model under a fast random dynamical boundary condition is investigated. The…
We study the singular stochastic wave equation on $\mathbb T^2$, with a cubic nonlinearity and Gaussian rough Mat\'ern forcing (a Fourier multiplier of order $\alpha>0$ applied to space-time white noise) and establish local well-posedness…
We consider a non-linear filtering problem, whereby the signal obeys the stochastic Navier-Stokes equations and is observed through a linear mapping with additive noise. The setup is relevant to data assimilation for numerical weather…
In this paper, we want to understand the Proudman resonance. It is a resonant respond in shallow waters of a water body on a traveling atmospheric disturbance when the speed of the disturbance is close to the typical water wave velocity. We…
Exponential decay estimates of a general linear weakly damped wave equation are studied with decay rate lying in a range. Based on the $C^0$-conforming finite element method to discretize spatial variables keeping temporal variable…
We express the probabilistic character associated to the wave function by treating it as a stochastic variable. This is accomplished by means of a stochastic equation for the wave function whose noise changes the phase of the wave function…
We review the theory of wave interaction in finite and infinite depth. Both of these strands of water-wave research begin with the deterministic governing equations for water waves, from which simplified equations can be derived to model…
Latent variable models have been playing a central role in psychometrics and related fields. In many modern applications, the inference based on latent variable models involves one or several of the following features: (1) the presence of…
The scattering of electromagnetic waves by an obstacle is analyzed through a set of partial differential equations combining the Maxwell's model with the mechanics of fluids. Solitary type EM waves, having compact support, may easily be…
We study the large deviation principle (LDP) for locally damped nonlinear wave equations perturbed by a bounded noise. When the noise is sufficiently non-degenerate, we establish the LDP for empirical distributions with lower bound of a…
Stochastic reaction-diffusion models can be analytically studied on complex networks using the linear noise approximation. This is illustrated through the use of a specific stochastic model, which displays traveling waves in its…
In this work, we investigate a system of interacting particles governed by a set of stochastic differential equations. Our main goal is to rigorously demonstrate that the empirical measure associated with the particle system converges…
Formulas are derived for solutions of many-body wave scattering problems by small particles in the case of acoustically soft, hard, and impedance particles embedded in an inhomogeneous medium. The limiting case is considered, when the size…
Straightforward method for the derivation of linearized version of stochastic stability analysis of the nonlinear differential equations is presented. Methods for the study of large time behavior of the moments are exposed. These general…
We develop a hybrid scheme based on a finite difference scheme and a rescaling technique to approximate the solution of nonlinear wave equation. In order to numerically reproduce the blow-up phenomena, we propose a rule of scaling…
We consider the stochastic heat equation $$\frac{\partial Y_t(x)}{\partial t} = \frac{1}{2} \Delta_x Y_t(x) + Y_{t-}(x)^{\beta} \dot{L}^{\alpha}$$ with $t \ge 0$, $x \in \mathbb{R}$ and $L^{\alpha}$ being an $\alpha$-stable white noise…
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 +…
Uniform asymptotic approximations are obtained for the prolate spheroidal wave functions, in the high-frequency case. The results are obtained by an application of certain existing asymptotic solutions of differential equations, and involve…
We consider linear and nonlinear waves in a stratified hydrostatic fluid within a channel of variable area, under the restriction of one-dimensional flow. We derive a modified version of Riemann's invariant that is related to the wave…
A new approach to the old-standing problem of the anomaly of the scaling exponents of nonlinear models of turbulence has been proposed and tested through numerical simulations. This is achieved by constructing, for any given nonlinear…