English
Related papers

Related papers: Approximating dynamics of a singularly perturbed s…

200 papers

This article introduces the splitting method to systems responding to rough paths as external stimuli. The focus is on nonlinear partial differential equations with rough noise but we also cover rough differential equations. Applications to…

Probability · Mathematics 2010-08-04 Peter Friz , Harald Oberhauser

We show that the energy of classical solutions to the wave equation with hyperbolic boundary condition (i.e., dynamic Wentzell boundary condition) and damping on the boundary decays like 1/t. In fact we allow mixed boundary conditions: a…

Analysis of PDEs · Mathematics 2025-12-23 Hugo Parada , Nicolas Vanspranghe

In this paper, we continue the study of some controllability issues for the forward stochastic heat equation with dynamic boundary conditions. The main novelty in the present paper consists of considering only one control without extra…

Optimization and Control · Mathematics 2024-12-02 Mahmoud Baroun , Said Boulite , Abdellatif Elgrou , Omar Oukdach

Assuming that a formal approximation of multiple waves has been obtained by matched asymptotic methods, we derive a {\em Spatial Shadowing lemma} to construct exact solutions near the formal approximation. In Part I, we consider a general…

patt-sol · Physics 2014-11-18 Xiao-Biao Lin

In this paper, we develop a computational multiscale to solve the parabolic wave approximation with heterogeneous and variable media. Parabolic wave approximation is a technique to approximate the full wave equation. One benefit of the…

Numerical Analysis · Mathematics 2021-04-07 Eric Chung , Yalchin Efendiev , Sai-Mang Pun , Zecheng Zhang

The aim article is to contribute to the definition of a versatile language for metastability in the context of partial differential equations of evolutive type. A general framework suited for parabolic equations in one dimensional bounded…

Analysis of PDEs · Mathematics 2013-03-25 Corrado Mascia , Marta Strani

We review the theory of wave interaction in finite and infinite depth. Both of these strands of water-wave research begin with the deterministic governing equations for water waves, from which simplified equations can be derived to model…

Fluid Dynamics · Physics 2019-09-11 Raphael Stuhlmeier , Teodor Vrecica , Yaron Toledo

We consider a generic Hamiltonian system of nonlinear interacting waves with 3-wave interactions. In the kinetic regime of wave turbulence, which assumes weak nonlinearity and large system size, the relevant observable associated with the…

Statistical Mechanics · Physics 2022-09-07 Jules Guioth , Freddy Bouchet , Gregory L. Eyink

In this paper, we propose the uncertain volatility models with stochastic bounds. Like the regular uncertain volatility models, we know only that the true model lies in a family of progressively measurable and bounded processes, but instead…

Mathematical Finance · Quantitative Finance 2017-02-17 Jean-Pierre Fouque , Ning Ning

In this paper we study the randomized non-autonomous complete linear differential equation. The diffusion coefficient and the source term in the differential equation are assumed to be stochastic processes and the initial condition is…

Probability · Mathematics 2018-02-13 J. Catatayud , J. -C. Cortes , M. Jornet

The periodic standing-wave method for binary inspiral computes the exact numerical solution for periodic binary motion with standing gravitational waves, and uses it as an approximation to slow binary inspiral with outgoing waves. Important…

General Relativity and Quantum Cosmology · Physics 2009-11-10 Zeferino Andrade , Christopher Beetle , Alexey Blinov , Benjamin Bromley , Lior M. Burko , Maria Cranor , Robert Owen , Richard H. Price

We consider the numerical approximation of the mild solution to a semilinear stochastic wave equation driven by additive noise. For the spatial approximation we consider a standard finite element method and for the temporal approximation, a…

Numerical Analysis · Mathematics 2023-12-06 Mihály Kovács , Annika Lang , Andreas Petersson

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

A solution to the linear Boltzmann equation satisfies an energy bound, which reflects a natural fact: The energy of particles in a finite volume is bounded in time by the energy of particles initially occupying the volume augmented by the…

Numerical Analysis · Mathematics 2021-01-19 Jonas Bünger , Neeraj Sarna , Manuel Torrilhon

This paper investigates the well-posedness and small-noise asymptotics of a class of stochastic partial differential equations defined on a bounded domain of $\mathbb{R}^d$, where the diffusion coefficient depends nonlinearly and…

Probability · Mathematics 2025-06-23 Sandra Cerrai , Giuseppina Guatteri , Gianmario Tessitore

In this paper we study the randomized heat equation with homogeneous boundary conditions. The diffusion coeffcient is assumed to be a random variable and the initial condition is treated as a stochastic process. The solution of this…

Probability · Mathematics 2018-02-13 J. Calatayud , J. -C. Cortes , M. Jornet

We prove existence and uniqueness for some nonlinear stochastic differential equation used in molecular dynamics, whose nonlinearity comes from a conditional expectation term. We also introduce an interacting particle system in order to…

Probability · Mathematics 2010-01-16 Benjamin Jourdain , Tony Lelievre , Raphaël Roux

In this work, we consider systems that are subjected to intermittent instabilities due to external stochastic excitation. These intermittent instabilities, though rare, have a large impact on the probabilistic response of the system and…

Chaotic Dynamics · Physics 2017-06-02 Mustafa A. Mohamad , Themistoklis P. Sapsis

We exhibit a class of properties of an spde that guarantees existence, uniqueness and bounds on moments of the solution. These moment bounds are expressed in terms of quantities related to the associated deterministic homogeneous p.d.e.…

Probability · Mathematics 2014-01-28 Le Chen , Robert C. Dalang

The aim of the paper is to study local Hadamard well-posedness for wave equation with an hyperbolic dynamical boundary condition, internal and/or boundary damping and sources for initial data in the natural energy space. Moreover the…

Analysis of PDEs · Mathematics 2020-04-13 Enzo Vitillaro
‹ Prev 1 4 5 6 7 8 10 Next ›