Related papers: On the approximation for singularly perturbed stoc…
We consider in this paper travelling wave solutions to stochastic partial differential equations and corresponding wave speed. As a particular example we consider the Nagumo equation with multiplicative noise which we mainly consider in the…
We find the weak rate of convergence of the spatially semidiscrete finite element approximation of the nonlinear stochastic heat equation. Both multiplicative and additive noise is considered under different assumptions. This extends an…
A multiscale analysis of 1D stochastic bistable reaction-diffusion equations with additive noise is carried out w.r.t. travelling waves within the variational approach to stochastic partial differential equations. It is shown with explicit…
For the nonlinear wave equation $u_{tt} - c(u)\big(c(u) u_x\big)_x~=~0$, it is well known that solutions can develop singularities in finite time. For an open dense set of initial data, the present paper provides a detailed asymptotic…
We estimate nonparametrically the spatially varying diffusivity of a stochastic heat equation from observations perturbed by additional noise. To that end, we employ a two-step localization procedure, more precisely, we combine local state…
This paper is concerned with the long-time dynamics of the nonlinear wave equation in one-space dimension, $$ u_{tt} - \delta^2 u_{xx} +V'(u) =0 \qquad x\in [0,1] $$ where $\delta>0$ is a parameter and $V(u)$ is a potential bounded from…
Spatially localized structures are key components of turbulence and other spatio-temporally chaotic systems. From a dynamical systems viewpoint, it is desirable to obtain corresponding exact solutions, though their existence is not…
In this overview paper, we show existence of smooth solitary-wave solutions to the nonlinear, dispersive evolution equations of the form \begin{equation*} \partial_t u + \partial_x(\Lambda^s u + u\Lambda^r u^2) = 0, \end{equation*} where…
Consider the following stochastic heat equation, \begin{align*} \frac{\partial u_t(x)}{\partial t}=-\nu(-\Delta)^{\alpha/2} u_t(x)+\sigma(u_t(x))\dot{F}(t,\,x), \quad t>0, \; x \in R^d. \end{align*} Here $-\nu(-\Delta)^{\alpha/2}$ is the…
This article introduces and analyzes a new explicit, easily implementable, and full discrete accelerated exponential Euler-type approximation scheme for additive space-time white noise driven stochastic partial differential equations…
We consider a parameter dependent family of damped hyperbolic equations with interesting limit behavior: the system approaches steady states exponentially fast and for parameter to zero the solutions converge to that of a parabolic limit…
The work is devoted to Dirichlet problem for sub-quintic semi-linear wave equation with damping damping term of the form $(-\Delta)^\alpha\partial_t u$, $\alpha\in(0,\frac{1}{2})$, in bounded smooth domains of $\Bbb R^3$. It appears that to…
In this paper we develop a perturbation method to predict the rate of occurrence of rare events for singularly perturbed stochastic systems using a probability density function approach. In contrast to a stochastic normal form approach, we…
We consider time fractional stochastic heat type equation $$\partial^\beta_tu(t,x)=-\nu(-\Delta)^{\alpha/2} u_t(x)+I^{1-\beta}_t[\sigma(u)\stackrel{\cdot}{W}(t,x)]$$ in $(d+1)$ dimensions, where $\nu>0$, $\beta\in (0,1)$, $\alpha\in (0,2]$,…
This paper is concerned with weighted energy estimates for solutions to wave equation $\partial_t^2u-\Delta u + a(x)\partial_tu=0$ with space-dependent damping term $a(x)=|x|^{-\alpha}$ $(\alpha\in [0,1))$ in an exterior domain $\Omega$…
Let u = {u(t, x), t $\in$ [0, T ], x $\in$ R d } be the solution to the linear stochastic heat equation driven by a fractional noise in time with correlated spatial structure. We study various path properties of the process u with respect…
In this work, we are interested in building the fully discrete scheme for stochastic fractional diffusion equation driven by fractional Brownian sheet which is temporally and spatially fractional with Hurst parameters $H_{1}, H_{2}…
We consider a linear system that consists of a linear wave equation on a horizontal hypersurface and a parabolic equation in the half space below. The model describes longitudinal elastic waves in organic monolayers at the water-air…
This paper presents a stable finite element approximation for the acoustic wave equation on second-order form, with perfectly matched layers (PML) at the boundaries. Energy estimates are derived for varying PML damping for both the discrete…
We provide a rigorous justification of various kinetic regimes exhibited by the nonlinear Schr\"{o}dinger equation with an additive stochastic forcing and a viscous dissipation. The importance of such damped-driven models stems from their…