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Fix $d\in\{1,2\}$, we consider a $d$-dimensional stochastic wave equation driven by a Gaussian noise, which is temporally white and colored in space such that the spatial correlation function is integrable and satisfies Dalang's condition.…

Probability · Mathematics 2021-08-18 David Nualart , Guangqu Zheng

We prove quasi-invariance of Gaussian measures supported on Sobolev spaces under the dynamics of the three-dimensional defocusing cubic nonlinear wave equation. As in the previous work on the two-dimensional case, we employ a simultaneous…

Probability · Mathematics 2022-07-20 Trishen S. Gunaratnam , Tadahiro Oh , Nikolay Tzvetkov , Hendrik Weber

In this paper, we obtain the existence and uniqueness of the strong solution to one spatial dimension stochastic wave equation $\frac{\partial^2 u(t,x)}{\partial t^2}=\frac{\partial^2 u(t,x)}{\partial x^2}+\sigma(t,x,u(t,x))\dot{W}(t,x)$…

Probability · Mathematics 2021-10-27 Shuhui Liu , Yaozhong Hu , Xiong Wang

In this article, we study the stochastic wave equation in arbitrary spatial dimension $d$, with a multiplicative term of the form $\sigma(u)=u$, also known in the literature as the Hyperbolic Anderson Model. This equation is perturbed by a…

Probability · Mathematics 2017-06-26 Raluca M. Balan , Jian Song

We study the tensorial modes of the two-fluid model, where one of this fluids has an equation of state $p = - \rho/3$ (variable cosmological constant, cosmic string fluid, texture) or $p = - \rho$ (cosmological constant), while the other…

General Relativity and Quantum Cosmology · Physics 2007-05-23 J. C. Fabris , S. V. B. Goncalves

We first introduce a new model for a two-dimensional gauge-covariant wave equation with space-time white noise. In our main theorem, we obtain the probabilistic global well-posedness of this model in the Lorenz gauge. Furthermore, we prove…

Analysis of PDEs · Mathematics 2025-02-12 Bjoern Bringmann , Igor Rodnianski

In the dynamics generated by the suspension bridge equation, traveling waves are an essential feature. The existing literature focuses primarily on the idealized one-dimensional case, while traveling structures in two spatial dimensions…

Analysis of PDEs · Mathematics 2025-07-17 Lindsey van der Aalst , Jan Bouwe van den Berg , Jean-Philippe Lessard

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 bi-parameter local linearization of the one-dimensional nonlinear stochastic wave equation driven by a Gaussian noise, which is white in time and has a spatially homogeneous covariance structure of Riesz-kernel type. We…

Probability · Mathematics 2025-10-03 Guoping Liu , Ran Wang

We consider a general class of SPDEs in $\mathbb{R}^d$ driven by a Gaussian spatially homogeneous noise which is white in time. We provide sufficient conditions on the coefficients and the spectral measure associated to the noise ensuring…

Probability · Mathematics 2012-06-18 Lluis Quer-Sardanyons

In this paper, we consider three-dimensional nonlinear stochastic wave equations driven by the Gaussian noise which is white in time and has some spatial correlations. Using the Malliavin-Stein's method, we prove the Gaussian fluctuation…

Probability · Mathematics 2025-01-09 Masahisa Ebina

In this note, we establish optimal lower and upper Gaussian bounds for the density of the solution to a class of stochastic integral equations driven by an additive spatially homogeneous Gaussian random field. The proof is based on the…

Probability · Mathematics 2009-12-21 David Nualart , Lluis Quer-Sardanyons

We extend Walsh's theory of martingale measures in order to deal with hyperbolic stochastic partial differential equations that are second order in time, such as the wave equation and the beam equation, and driven by spatially homogeneous…

Probability · Mathematics 2011-02-18 Robert C. Dalang , Carl Mueller

In this paper, we characterize the topological support in Holder norm of the law of the solution to a stochastic wave equation with three-dimensional space variable is proved. This note is a continuation of [9] and [10]. The result is a…

Probability · Mathematics 2018-07-10 Francisco J. Delgado-Vences

In this short report we give a proof of the existence of a stationary solution to the Gross-Pitaevskii equation in $2d$ driven by a space-time white noise.

Probability · Mathematics 2022-03-29 Anne de Bouard , Arnaud Debussche , Reika Fukuizumi

We consider the class of non-linear stochastic partial differential equations studied in \cite{conusdalang}. Equivalent formulations using integration with respect to a cylindrical Brownian motion and also the Skorohod integral are…

Probability · Mathematics 2015-03-25 Marta Sanz-Solé , André Süß

In this paper we consider a general class of second order stochastic partial differential equations on $\mathbb{R}^d$ driven by a Gaussian noise which is white in time and it has a homogeneous spatial covariance. Using the techniques of…

Probability · Mathematics 2014-10-08 Yaozhong Hu , Jingyu Huang , David Nualart , Xiaobin Sun

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

We consider vanishing viscosity approximations to solutions of the stochastic incompressible Euler equations in two space dimensions with additive noise. We identify sufficient and necessary conditions under which martingale solutions of…

Probability · Mathematics 2025-02-26 Tobias Rohner , Franziska Weber

We consider the one-dimensional stochastic heat and wave equations driven by Gaussian noises with constant initial conditions. We study the spatial average of the solutions on an interval of length $R$ and show that the family of laws of…

Probability · Mathematics 2025-08-05 Masahisa Ebina