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In this paper we study a large class of nonlinear stochastic wave equations that arise in laser generation models and models for propagation in random media in a unified mathematical framework. Continuous and pulse-wave propagation models,…

Analysis of PDEs · Mathematics 2024-12-24 Sivaguru S. Sritharan , Saba Mudaliar

In this paper we establish the strong existence, pathwise uniqueness and a comparison theorem to a stochastic partial differential equation driven by Gaussian colored noise with non-Lipschitz drift, H\"older continuous diffusion…

Probability · Mathematics 2020-06-02 Jie Xiong , Xu Yang

This thesis is concerned with dynamics of conservative nonlinear waves on bounded domains. In general, there are two scenarios of evolution. Either the solution behaves in an oscillatory, quasiperiodic manner or the nonlinear effects cause…

General Relativity and Quantum Cosmology · Physics 2016-03-04 Maciej Maliborski

Many physical systems characterized by nonlinear multiscale interactions can be effectively modeled by treating unresolved degrees of freedom as random fluctuations. However, even when the microscopic governing equations and qualitative…

Statistical Mechanics · Physics 2021-06-07 Jared L. Callaham , Jean-Christophe Loiseau , Georgios Rigas , Steven L. Brunton

We adapt the microcanonical framework of equilibrium statistical mechanics to predict the statistics of short waves in inhomogeneous moving media. For steady inhomogeneities and background flow, we compute the wave spectrum at any location…

Fluid Dynamics · Physics 2026-02-18 Alexandre Tlili , Basile Gallet

We extend our recently introduced stochastic nonlocal traffic flow model to more general random perturbations, including Markovian noise derived from a discretized Jacobi-type stochastic differential equation. Invoking a deterministic…

Numerical Analysis · Mathematics 2026-03-26 Timo Böhme , Simone Göttlich , Andreas Neuenkirch

This work is concerned with the dynamics of a class of slow-fast stochastic dynamical systems with non-Gaussian stable L\'evy noise with a scale parameter. Slow manifolds with exponentially tracking property are constructed, eliminating the…

Dynamical Systems · Mathematics 2017-07-18 Shenglan Yuan , Jianyu Hu , Xianming Liu , Jinqiao Duan

A parameter estimation problem is considered for a one-dimensional stochastic wave equation driven by additive space-time Gaussian white noise. The estimator is of spectral type and utilizes a finite number of the spatial Fourier…

Probability · Mathematics 2008-10-02 W. Liu , S. V. Lototsky

We study the development of mean structures in a nonlinear model of large scale ocean dynamics with bottom topography and dissipation, and forced with a noise term. We show that the presence of noise in this nonlinear model leads to…

chao-dyn · Physics 2015-06-24 Alberto Alvarez , Emilio Hernandez-Garcia , Joaquin Tintore

We discuss several classes of linear second order initial-boundary value problems, where damping terms appear in the main wave equation as well as in the dynamic boundary condition. We investigate their well-posedness and describe some…

Analysis of PDEs · Mathematics 2018-12-21 Delio Mugnolo

A system of partial differential equations representing stochastic neural fields was recently proposed with the aim of modelling the activity of noisy grid cells when a mammal travels through physical space. The system was rigorously…

Analysis of PDEs · Mathematics 2023-07-18 José Antonio Carrillo , Pierre Roux , Susanne Solem

In this paper, we aim to develop a new weak formulation that ensures well-posedness for a broad range of stochastic partial differential equations with pseudo-differential operators whose symbols depend only on time and spatial frequencies.…

Probability · Mathematics 2024-09-10 Jae-Hwan Choi , Ildoo Kim

We perturb with an additive Gaussian white noise the Hamiltonian system associated to a cubic anharmonic oscillator. The stochastic system is assumed to start from initial conditions that guarantee the existence of a periodic solution for…

Probability · Mathematics 2019-07-26 Enrico Bernardi , Alberto Lanconelli

In this work we consider a class of stochastic parabolic equations with singular space depending potential, random driving force and random initial condition. For the analysis of these equations we combine the chaos expansion method from…

Analysis of PDEs · Mathematics 2021-09-15 Snežana Gordić , Tijana Levajković , Ljubica Oparnica

The paper is devoted to the analysis of the global well-posedness and the interior regularity of the 2D Navier-Stokes equations with inhomogeneous stochastic boundary conditions. The noise, white in time and coloured in space, can be…

Analysis of PDEs · Mathematics 2024-09-11 Antonio Agresti , Eliseo Luongo

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

In this paper, we prove a stability result for an elastodynamic system with acoustic boundary conditions and localized internal damping, defined in a bounded domain $\Omega$ of $\mathbb{R}^3$. Here, the internal damping is only assumed to…

Analysis of PDEs · Mathematics 2025-07-23 Abdelkhalek Balehouane , Hicham Kasri , Rokia Kechkar

In this work, a stochastic representation based on a physical transport principle is proposed to account for mesoscale eddy effects on the large-scale oceanic circulation. This stochastic framework arises from a decomposition of the…

Geophysics · Physics 2022-07-26 Long Li , Bruno Deremble , Noé Lahaye , Etienne Mémin

We consider the long time limit theorems for the solutions of a discrete wave equation with a weak stochastic forcing. The multiplicative noise conserves the energy and the momentum. We obtain a time-inhomogeneous Ornstein-Uhlenbeck…

Mathematical Physics · Physics 2015-06-04 Tomasz Komorowski , Stefano Olla , Lenya Ryzhik

This paper is concerned with the study of the wave equation on compact surfaces and locally distributed damping. We study the case where the damping is effective in a well-chosen subset of arbitrarily small measure.

Analysis of PDEs · Mathematics 2008-11-10 M. M. Cavalcanti , V. N. Domingos Cavalcanti , R. Fukuoka , J. A. Soriano