Related papers: Effective dynamics of stochastic wave equation wit…
We consider a class of wave equations with constant damping and polynomial nonlinearities that are perturbed by small, multiplicative, space-time white noise. The equations are defined on a one-dimensional bounded interval with Dirichlet…
This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dynamics generated by stochastic differential equations with…
We investigate a general class of models for swarming/self-collective behaviour in domains with boundaries. The model is expressed as a stochastic system of interacting particles subject to both reflecting boundary condition and common…
We are concerned with a nonlinear nonautonomous model represented by an equation describing the dynamics of an age-structured population diffusing in a space habitat $O,$ governed by local Lipschitz vital factors and by a stochastic…
The non-linear dynamics of long-wavelength cosmological fluctuations may be phrased in terms of an effective classical, but stochastic evolution equation. The stochastic noise represents short-wavelength modes that continually redshift into…
The white noise approach to the investigation of the dynamics of a quantum particle interacting with a dilute and in general non-equilibrium gaseous environment in the low density limit is outlined. The low density limit is the kinetic…
Constructing discrete models of stochastic partial differential equations is very delicate. Stochastic centre manifold theory provides novel support for coarse grained, macroscale, spatial discretisations of nonlinear stochastic partial…
We present a systematic derivation of the wave kinetic equation describing the dynamics of a statistically inhomogeneous incoherent wave field in a medium with a weak quadratic nonlinearity. The medium can be nonstationary and…
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…
In this work we perform rigorous small noise expansions to study the impact of stochastic forcing on the behaviour of planar travelling wave solutions to reaction-diffusion equations on cylindrical domains. In particular, we use a…
We consider stochastic and deterministic three-wave semi-linear systems with bounded and almost continuous set of frequencies. Such systems can be obtained by considering nonlinear lattice dynamics or truncated partial differential…
The principal aim of the present work is to explore limit theorems for small random perturbations of dynamical systems with periodic impulse effects, in the limit of vanishing noise intensity. We start with a system whose time evolution is…
We study environmental echoes induced by a weak potential barrier outside a Schwarzschild black hole. In the low-finesse limit, the time domain response is governed by a sequence of transient wave packets formed by finite round-trip…
In {\em{Holm}, Proc. Roy. Soc. A 471 (2015)} stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics…
The evolution Stokes equation in a perforated domain subject to Fourier boundary condition on the boundaries of the holes is considered. We assume that the dynamic is driven by a stochastic perturbation on the interior of the domain and…
We study nonlinear wave equations perturbed by transport noise acting either on the displacement or on the velocity. Such noise models random advection and, under suitable scaling of space covariance, may generate an effective dissipative…
We consider particles that are conditioned to initial and final states. The trajectory of these particles is uniquely shaped by the intricate interplay of internal and external sources of randomness. The internal randomness is aptly…
The macroscopic behavior of dissipative stochastic partial differential equations usually can be described by a finite dimensional system. This article proves that a macroscopic reduced model may be constructed for stochastic…
We explore the relation between fast waves, damping and imposed noise for different scalings by considering the singularly perturbed stochastic nonlinear wave equations \nu u_{tt}+u_t=\D u+f(u)+\nu^\alpha\dot{W} on a bounded spatial domain.…
In this paper, we consider a system of $k$ second order non-linear stochastic partial differential equations with spatial dimension $d \geq 1$, driven by a $q$-dimensional Gaussian noise, which is white in time and with some spatially…