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The stochastic heat equation on the sphere driven by additive isotropic Wiener noise is approximated by a spectral method in space and forward and backward Euler-Maruyama schemes in time. The spectral approximation is based on a truncation…

Numerical Analysis · Mathematics 2024-02-05 Annika Lang , Ioanna Motschan-Armen

Large-scale simulations of the wave equation in electromagnetism, seismology, and acoustics, can be solved efficiently by finite difference methods. The accuracy of these numerical solutions usually depends on the minimization of…

Medical Physics · Physics 2021-06-23 Gianmarco Pinton

We consider the linear Schr\"odinger equation under periodic boundary condition, driven by a random force and damped by a quasilinear damping: $$ \frac{d}{dt}u+i\big(-\Delta+V(x)\big) u=\nu \Big(\Delta u-\gr |u|^{2p}u-i\gi |u|^{2q}u \Big)…

Mathematical Physics · Physics 2013-09-20 Sergei B. Kuksin

We consider the stochastic heat equation $\partial_{s}u =\frac{1}{2}\Delta u +(\beta V(s,y)-\lambda)u$, with a smooth space-time stationary Gaussian random field $V(s,y)$, in dimensions $d\geq 3$, with an initial condition…

Probability · Mathematics 2021-10-27 Alexander Dunlap , Yu Gu , Lenya Ryzhik , Ofer Zeitouni

We study stochastic wave equations in the sense of Walsh defined by fractal Laplacians on Cantor-like sets. For this purpose, we give an improved estimate on the uniform norm of eigenfunctions and approximate the wave propagator using the…

Probability · Mathematics 2019-10-21 Tim Ehnes

We study the asymptotic behavior of solutions to wave equations with a structural damping term \[ u_{tt}-\Delta u+\Delta^2 u_t=0, \qquad u(0,x)=u_0(x), \,\,\, u_t(0,x)=u_1(x), \] in the whole space. New thresholds are reported in this paper…

Analysis of PDEs · Mathematics 2019-07-23 Tomonori Fukushima , Ryo Ikehata , Hironori Michihisa

We consider the Cauchy problem in ${\bf R}^{n}$ for strongly damped wave equations. We derive asymptotic profiles of these solutions with weighted $L^{1,1}({\bf R}^{n})$ data by using a method introduced in [10].

Analysis of PDEs · Mathematics 2014-02-26 Ryo Ikehata

We propose and analyse a new type of fully discrete finite element approximation of a class of linear stochastic parabolic evolution equations with additive noise. Our discretization differs from previous ones in that we use a finite…

Numerical Analysis · Mathematics 2025-01-23 Øyvind Stormark Auestad , Geir-Arne Fuglstad , Espen Robstad Jakobsen , Annika Lang

We study the short pulse dynamics in the deterministic and stochastic environment in this thesis. The integrable short pulse equation is a modelling equation for ultra-short pulse propagation in the infrared range in the optical fibers. We…

Optics · Physics 2015-02-04 Levent Kurt

We derived here in a systematic way, and for a large class of scaling regimes, asymptotic models for the propagation of internal waves at the interface between two layers of immiscible fluids of different densities, under the rigid lid…

Analysis of PDEs · Mathematics 2007-12-27 Jerry L. Bona , David Lannes , Jean-Claude Saut

In the present work, we establish the approximation of nonlinear stochastic partial differential equation (SPDE) driven by cylindrical {\alpha}-stable L\'evy processes via modulation or amplitude equations. We study SPDEs with a cubic…

Dynamical Systems · Mathematics 2021-06-30 Shenglan Yuan , Dirk Blömker

We consider semilinear hyperbolic systems with a trilinear nonlinearity. Both the differential equation and the initial data contain the inverse of a small parameter $\varepsilon$, and typical solutions oscillate with frequency proportional…

Analysis of PDEs · Mathematics 2022-07-01 Julian Baumstark , Tobias Jahnke

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…

Dynamical Systems · Mathematics 2007-05-23 Zhenxin Liu

We consider the stochastic heat equation of the following form \frac{\partial}{\partial t}u_t(x) = (\sL u_t)(x) +b(u_t(x)) + \sigma(u_t(x))\dot{F}_t(x)\quad \text{for}t>0, x\in \R^d, where $\sL$ is the generator of a L\'evy process and…

Probability · Mathematics 2010-03-02 Mohammud Foondun , Davar Khoshnevisan

In this paper, we study the diffusion approximation for singularly perturbed stochastic reaction-diffusion equation with a fast oscillating term. The asymptotic limit for the original system is obtained, where an extra Gaussian term…

Probability · Mathematics 2021-06-08 Longjie Xie , Li Yang

We consider the nonlinear string equation with Dirichlet boundary conditions $u_{xx}-u_{tt}=\phi(u)$, with $\phi(u)=\Phi u^{3} + O(u^{5})$ odd and analytic, $\Phi\neq0$, and we construct small amplitude periodic solutions with frequency…

Dynamical Systems · Mathematics 2015-06-26 Guido Gentile , Vieri Mastropietro , Michela Procesi

We consider time-independent solutions of hyperbolic equations such as $\d_{tt}u -\Delta u= f(x,u)$ where $f$ is convex in $u$. We prove that linear instability with a positive eigenfunction implies nonlinear instability. In some cases the…

Analysis of PDEs · Mathematics 2007-05-23 Paschalis Karageorgis , Walter A. Strauss

In this paper, it is shown how a combination of approximate symmetries of a nonlinear wave equation with small dissipations and singularity analysis provides exact analytic solutions. We perform the analysis using the Lie symmetry algebra…

Mathematical Physics · Physics 2019-09-24 Alfred Michel Grundland , Alexander Hariton

We consider non-linear time-fractional stochastic heat type equation $$\frac{\partial^\beta u}{\partial t^\beta}+\nu(-\Delta)^{\alpha/2} u=I^{1-\beta}_t \bigg[\int_{\mathbb{R}^d}\sigma(u(t,x),h) \stackrel{\cdot}{\tilde N }(t,x,h)\bigg]$$…

Probability · Mathematics 2020-02-17 Xiangqian Meng , Erkan Nane

Perturbed Einstein's equations with a linear response relation and a stochastic source, applicable to a relativistic star model are worked out . These perturbations which are stochastic in nature, are of significance for building a…

General Relativity and Quantum Cosmology · Physics 2023-02-22 Seema Satin