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We consider one-dimensional stochastic differential equations with a boundary condition, driven by a Poisson process. We study existence and uniqueness of solutions and the absolute continuity of the law of the solution. In the case when…

Probability · Mathematics 2007-05-23 Aureli Alabert , Miguel A. Marmolejo

We set up a general formalism for models of spontaneous wave function collapse with dynamics represented by a stochastic differential equation driven by general Gaussian noises, not necessarily white in time. In particular, we show that the…

Quantum Physics · Physics 2009-11-13 Stephen L. Adler , Angelo Bassi

Using ideas from paracontrolled calculus, we prove local well-posedness of a renormalized version of the three-dimensional stochastic nonlinear wave equation with quadratic nonlinearity forced by an additive space-time white noise on a…

Analysis of PDEs · Mathematics 2021-06-23 Massimiliano Gubinelli , Herbert Koch , Tadahiro Oh

We consider reaction-diffusion equations that are stochastically forced by a small multiplicative noise term. We show that spectrally stable traveling wave solutions to the deterministic system retain their orbital stability if the…

Analysis of PDEs · Mathematics 2020-03-09 Christian Hamster , Hermen Jan Hupkes

This paper investigates a damped stochastic wave equation driven by a non-Gaussian Levy noise. The weak solution is proved to exist and be unique. Moreover we show the existence of a unique invariant measure associated with the transition…

Probability · Mathematics 2009-05-08 Lijun Bo , Kehua Shi , Yongjin Wang

We establish a new criterion for exponential mixing of random dynamical systems. Our criterion is applicable to a wide range of systems, including in particular dispersive equations. Its verification is in nature related to several topics,…

Analysis of PDEs · Mathematics 2024-07-23 Ziyu Liu , Dongyi Wei , Shengquan Xiang , Zhifei Zhang , Jia-Cheng Zhao

This paper concerns about the large time behavior of acoustic wave motion driven by a random force acting through the boundary. We begin with an abstract result showing the interconnection between the regularity of Markov semigroup…

Analysis of PDEs · Mathematics 2025-06-17 Zhe Jiao , Xiao Li

Long-term simulations of energetic electron fluxes in many space plasma systems require accounting for two groups of processes with well separated time-scales: microphysics of electron resonant scattering by electromagnetic waves and…

Plasma Physics · Physics 2021-10-04 A. S. Lukin , A. V. Artemyev , A. A. Petrukovich

We present a method for two-scale model derivation of the periodic homogenization of the one-dimensional wave equation in a bounded domain. It allows for analyzing the oscillations occurring on both microscopic and macroscopic scales. The…

Analysis of PDEs · Mathematics 2013-12-04 Thi Trang Nguyen , Michel Lenczner , Matthieu Brassart

A conceptual model for microscopic-macroscopic slow-fast stochastic systems is considered. A dynamical reduction procedure is presented in order to extract effective dynamics for this kind of systems. Under appropriate assumptions, the…

Probability · Mathematics 2010-11-15 Jian Ren , Hongbo Fu , Daomin Cao , Jinqiao Duan

We consider multiscale stochastic dynamical systems. In this article an \emph{intermediate} reduced model is obtained for a slow-fast system with fast mode driven by white noise. First, the reduced stochastic system on exponentially…

Mathematical Physics · Physics 2009-03-10 W. Wang , A. J. Roberts

We study the large deviations principle for locally periodic stochastic differential equations with small noise and fast oscillating coefficients. There are three possible regimes depending on how fast the intensity of the noise goes to…

Probability · Mathematics 2012-04-05 Paul Dupuis , Konstantinos Spiliopoulos

We develop an effective description of noise-induced oscillations based on deterministic phase dynamics. The phase equation is constructed to exhibit correct frequency and distribution density of noise-induced oscillations. In the simplest…

Chaotic Dynamics · Physics 2010-10-04 Justus T. C. Schwabedal , Arkady Pikovsky

This paper is devoted to the exponential stability for one-dimensional linear wave equations with in-domain localized damping and several types of Wentzell (or dynamic) boundary conditions. In a quite general boundary setting, we establish…

Analysis of PDEs · Mathematics 2025-03-31 Abdelhakim Dahmani , Yacine Chitour , Hoai-Minh Nguyen , Christophe Roman

A periodically-uneven (in one horizontal direction) stress-free boundary covering a linear, isotropic, homogeneous, lossless solid half space is submitted to a vertically-propagating shear-horizontal plane, body wave. The rigorous theory of…

Computational Physics · Physics 2018-05-28 Armand Wirgin

Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite…

Numerical Analysis · Mathematics 2021-06-30 Yukun Li , Shuonan Wu , Yulong Xing

We prove the pathwise well-posedness of stochastic porous media and fast diffusion equations driven by nonlinear, conservative noise. As a consequence, the generation of a random dynamical system is obtained. This extends results of the…

Analysis of PDEs · Mathematics 2019-01-09 Benjamin Fehrman , Benjamin Gess

In this paper we consider wave viscoelastic equation with dynamic boundary condition in a bounded domain, we establish a general decay result of energy by exploiting the frequency domain method which consists in combining a contradiction…

Analysis of PDEs · Mathematics 2018-08-01 Akram Ben Aissa , Mohamed Ferhat

We study the wellposedness and pathwise regularity of semilinear non-autonomous parabolic evolution equations with boundary and interior noise in an $L^p$ setting. We obtain existence and uniqueness of mild and weak solutions. The boundary…

Probability · Mathematics 2010-01-14 Roland Schnaubelt , Mark Veraar

The long time dynamics of large particles trapped in two inhomogeneous turbulent shear flows is studied experimentally. Both flows present a common feature, a shear region that separates two colliding circulations, but with different…

Fluid Dynamics · Physics 2016-03-02 N Machicoane , M López-Caballero , L Fiabane , J-F Pinton , M Bourgoin , J Burguete , R Volk