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In this article, we consider the stochastic wave equation on the real line driven by a linear multiplicative Gaussian noise, which is white in time and whose spatial correlation corresponds to that of a fractional Brownian motion with Hurst…

Probability · Mathematics 2016-05-03 Raluca M. Balan , Maria Jolis , Lluís Quer-Sardanyons

In this paper, we study the stochastic heat equation in the spatial domain $\mathbb{R}^d$ subject to a Gaussian noise which is white in time and colored in space. The spatial correlation can be any symmetric, nonnegative and…

Probability · Mathematics 2015-10-22 Le Chen , Kunwoo Kim

We consider a nonlinear stochastic heat equation $\partial_tu=\frac{1}{2}\partial_{xx}u+\sigma(u)\partial_{xt}W$, where $\partial_{xt}W$ denotes space-time white noise and $\sigma:\mathbf {R}\to \mathbf {R}$ is Lipschitz continuous. We…

Probability · Mathematics 2013-07-12 Daniel Conus , Mathew Joseph , Davar Khoshnevisan

We investigate the moment asymptotics of the solution to the stochastic heat equation driven by a $(d+1)$-dimensional L\'evy space--time white noise. Unlike the case of Gaussian noise, the solution typically has no finite moments of order…

Probability · Mathematics 2019-07-09 Carsten Chong , Péter Kevei

This paper studies the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise which is white in time and which has the covariance of a fractional Brownian motion with Hurst parameter 1/4\textless{}H\textless{}1/2 in…

Probability · Mathematics 2015-05-20 Yaozhong Hu , Jingyu Huang , Khoa Lê , David Nualart , Samy Tindel

In this article, we consider the stochastic wave and heat equations driven by a Gaussian noise which is spatially homogeneous and behaves in time like a fractional Brownian motion with Hurst index $H>1/2$. The solutions of these equations…

Probability · Mathematics 2016-03-31 Raluca M. Balan , Daniel Conus

In this article, we consider the stochastic wave equation in dimension 1 driven by the L\'evy white noise introduced in Balan (2015). Using Rosenthal's inequality, we develop a maximal inequality for the moments of order $p \geq 2$ of the…

Probability · Mathematics 2015-05-18 Raluca M. Balan , Cheikh B. Ndongo

On the basis of the competing cubic-quintic nonlinearity model, stability (instability) of continuous waves in nonlocal random non-Kerr nonlinear media is studied analytically and numerically. Fluctuating media parameters are modeled by the…

Pattern Formation and Solitons · Physics 2008-04-24 Maxim A. Molchan

We consider the linear stochastic wave equation with spatially homogenous Gaussian noise, which is fractional in time with index $H>1/2$. We show that the necessary and sufficient condition for the existence of the solution is a relaxation…

Probability · Mathematics 2009-12-22 Raluca Balan , Ciprian Tudor

Consider the semilinear heat equation $\partial_t u = \partial^2_x u + \lambda\sigma(u)\xi$ on the interval $[0\,,1]$ with Dirichlet zero boundary condition and a nice non-random initial function, where the forcing $\xi$ is space-time white…

Probability · Mathematics 2013-03-06 Davar Khoshnevisan , Kunwoo Kim

We study the two-dimensional wave equation with cubic nonlinearity posed on $\mathbb R^2$, with space-time white noise forcing. After a suitable renormalisation of the nonlinearity, we prove global well-posedness for this equation for…

Analysis of PDEs · Mathematics 2021-09-07 Leonardo Tolomeo

We study the nonlinear fractional stochastic heat equation in the spatial domain $\mathbb{R}$ driven by space-time white noise. The initial condition is taken to be a measure on $\mathbb{R}$, such as the Dirac delta function, but this…

Probability · Mathematics 2014-09-16 Le Chen , Robert C. Dalang

In this article, we study the stochastic wave equation on the entire space $\mathbb{R}^d$, driven by a space-time L\'evy white noise with possibly infinite variance (such as the $\alpha$-stable L\'evy noise). In this equation, the noise is…

Probability · Mathematics 2023-03-23 Raluca M. Balan

In this article, we study the stochastic wave equation in all dimensions $d\leq 3$, driven by a Gaussian noise $\dot{W}$ which does not depend on time. We assume that either the noise is white, or the covariance function of the noise…

Probability · Mathematics 2021-07-12 Raluca M. Balan , Le Chen , Xia Chen

In this paper, we study a class of nonlinear space-time fractional stochastic kinetic equations in $\mathbb{R}^d$ with Gaussian noise which is white in time and homogeneous in space. This type of equation constitutes an extension of the…

Probability · Mathematics 2022-01-19 Junfeng Liu

This paper considers properties of nonlinear waves and solitons of Korteweg-de Vries equation in the presence of external perturbation. For time-periodic hamiltonian perturbation the width of the stochastic layer is calculated. The…

patt-sol · Physics 2009-10-31 K. B. Blyuss

We consider nonlinear parabolic SPDEs of the form $\partial_t u=\sL u + \sigma(u)\dot w$, where $\dot w$ denotes space-time white noise, $\sigma:\R\to\R$ is [globally] Lipschitz continuous, and $\sL$ is the $L^2$-generator of a L\'evy…

Probability · Mathematics 2008-05-06 Mohammud Foondun , Davar Khoshnevisan

This paper studies the behaviour of quadratic variations of a stochastic wave equation driven by a noise that is white in space and fractional in time. Complementing the analysis of quadratic variations in the space component carried out by…

Probability · Mathematics 2021-11-29 Radomyra Shevchenko

We consider nonlinear parabolic SPDEs of the form $\partial_t u=-(-\Delta)^{\alpha/2} u + b(u) +\sigma(u)\dot w$, where$\dot w$ denotes space-time white noise. The functions $b$ and $\sigma$ are both locally Lipschitz continuous. Under some…

Probability · Mathematics 2012-08-23 Mohammud Foondun , Rana Parshad

In this paper, we study the stochastic wave equations in the spatial dimension 3 driven by a Gaussian noise which is white in time and correlated in space. Our main concern is the sample path H\"older continuity of the solution both in time…

Probability · Mathematics 2013-09-02 Yaozhong Hu , Jingyu Huang , David Nualart
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