English
Related papers

Related papers: Intermittency for the wave equation with L\'evy wh…

200 papers

We study pathwise regularization by noise for equations on the plane in the spirit of the framework outlined by Catellier and Gubinelli (Stochastic Process. Appl., 2016). To this end, we extend the notion of non-linear Young equations to a…

Probability · Mathematics 2023-01-13 Florian Bechtold , Fabian A. Harang , Nimit Rana

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 study interface fluctuations for the $1$D stochastic Allen-Cahn equation perturbed by half a spatial derivative of the spacetime white noise. This half derivative makes the solution distribution-valued, so that proper renormalization is…

Probability · Mathematics 2025-08-22 Weijun Xu , Shuhan Zhou

In this article, we examine a stochastic partial differential equation (SPDE) driven by a symmetric $\alpha$-stable (S$\alpha$S) L\'evy noise, that is multiplied by a linear function $\sigma(u)=u$ of the solution. The solution is…

Probability · Mathematics 2024-09-20 Raluca M. Balan , Juan J. Jiménez

One of the models of intermittency is on-off intermittency, arising due to time-dependent forcing of a bifurcation parameter through a bifurcation point. For on-off intermittency the power spectral density of the time-dependent deviation…

Chaotic Dynamics · Physics 2013-04-19 J. Ruseckas , B. Kaulakys

This paper is concerned with a wave equation in dimension $d\in \{1,2, 3\}$, with a multiplicative space-time Gaussian noise which is fractional in time and homogeneous in space. We provide necessary and sufficient conditions on the…

Probability · Mathematics 2021-12-10 Xia Chen , Aurélien Deya , Jian Song , Samy Tindel

The existence of martingale solutions for stochastic porous media equations driven by nonlinear multiplicative space-time white noise is established in spatial dimension one. The Stroock-Varopoulos inequality is identified as a key tool in…

Probability · Mathematics 2024-09-25 Konstantinos Dareiotis , Máté Gerencsér , Benjamin Gess

We study the sample path regularity of the solution of a stochastic wave equation in spatial dimension $d=3$. The driving noise is white in time and with a spatially homogeneous covariance defined as a product of a Riesz kernel and a smooth…

Probability · Mathematics 2007-05-23 Robert C. Dalang , Marta Sanz-Solé

The combined influence of oscillatory excitations and multiplicative stochastic perturbations of white noise type on isochronous systems in the plane is investigated. It is assumed that the intensity of perturbations decays with time and…

Dynamical Systems · Mathematics 2025-05-01 Oskar A. Sultanov

A simple multivariate version of Costa's entropy power inequality is proved. In particular, it is shown that if independent white Gaussian noise is added to an arbitrary multivariate signal, the entropy power of the resulting random…

Information Theory · Computer Science 2008-04-30 M. Payaró , D. P. Palomar

This article is devoted to the analysis of the weak rates of convergence of schemes introduced by the authors in a recent work, for the temporal discretization of the stochastic Allen-Cahn equation driven by space-time white noise. The…

Numerical Analysis · Mathematics 2018-04-19 Charles-Edouard Bréhier , Ludovic Goudenège

We consider a stochastic wave equation in space dimension three driven by a noise white in time and with an absolutely continuous correlation measure given by the product of a smooth function and a Riesz kernel. Let $p_{t,x}(y)$ be the…

Probability · Mathematics 2008-02-13 Marta Sanz-Solé

We study the invariant measure of the one-dimensional stochastic Allen-Cahn equation for a small noise strength and a large but finite system. We endow the system with inhomogeneous Dirichlet boundary conditions that enforce at least one…

Probability · Mathematics 2016-06-02 Felix Otto , Hendrik Weber , Maria Westdickenberg

We consider wave equations with time-independent coefficients that have $C^{1,1}$ regularity in space. We show that, for nontrivial ranges of $p$ and $s$, the standard inhomogeneous initial value problem for the wave equation is well posed…

Analysis of PDEs · Mathematics 2023-08-30 Andrew Hassell , Jan Rozendaal

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

We consider a reaction-diffusion equation of the type \[ \partial_t\psi = \partial^2_x\psi + V(\psi) + \lambda\sigma(\psi)\dot{W} \qquad\text{on $(0\,,\infty)\times\mathbb{T}$}, \] subject to a "nice" initial value and periodic boundary,…

Probability · Mathematics 2020-12-24 Davar Khoshnevisan , Kunwoo Kim , Carl Mueller , Shang-Yuan Shiu

This paper focuses on the long-term behavior of solutions to nonlinear stochastic Fokker-Planck equations driven by common noise, where the drift term has a linear dependence on the measure. These equations, which describe the evolution of…

Analysis of PDEs · Mathematics 2025-03-07 Raphael Maillet

In this paper, we show almost global existence of small solutions to the Cauchy problem for symmetric system of wave equations with quadratic (in 3D) or cubic (in 2D) nonlinear terms and multiple propagation speeds. To measure the size of…

Analysis of PDEs · Mathematics 2017-01-19 Kunio Hidano

We present recent results on noise-induced transitions in a nonlinear oscillator with randomly modulated frequency. The presence of stochastic perturbations drastically alters the dynamical behaviour of the oscillator: noise can wash out a…

Chaotic Dynamics · Physics 2009-11-13 Sebastien Aumaitre , Francois Petrelis , Kirone Mallick

This article studies the dynamics of a nonlinear dissipative reaction-diffusion equation with well-separated stable states which is perturbed by infinite-dimensional multiplicative L\'evy noise with a regularly varying component at…

Probability · Mathematics 2019-04-30 Michael A. Högele
‹ Prev 1 8 9 10 Next ›