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We introduce a time-integrator to sample with high order of accuracy the invariant distribution for a class of semilinear SPDEs driven by an additive space-time noise. Combined with a postprocessor, the new method is a modification with…

Numerical Analysis · Mathematics 2016-08-18 Charles-Edouard Bréhier , Gilles Vilmart

This article investigates the existence, uniqueness, and regularity of solutions to nonlinear stochastic reaction-diffusion-advection equations (SRDAEs) with spatially homogeneous colored noises and infinitesimal generators of subordinate…

Probability · Mathematics 2025-09-04 Jae-Hwan Choi , Beom-Seok Han , Daehan Park

In this paper, we consider a semi-linear stochastic strongly damped wave equation driven by additive Gaussian noise. Following a semigroup framework, we establish existence, uniqueness and space-time regularity of a mild solution to such…

Numerical Analysis · Mathematics 2020-08-10 Ruisheng Qi , Xiaojie Wang

The purpose of this paper is twofold. Firstly, we prove transportation inequalities ${\bf T_2}(C)$ on the space of continuous paths with respect to the uniform metric for the law of the solution to a class of non-linear monotone stochastic…

Probability · Mathematics 2023-03-14 Ruinan Li , Xinyu Wang

We study well-posedness of a first-order-in-time model for nonlinear acoustics with nonhomogeneous boundary conditions in fractional Sobolev spaces. The analysis proceeds by first establishing well-posedness of an abstract parabolic-type…

Analysis of PDEs · Mathematics 2026-01-19 Pascal Lehner

We solve the Schr{\"o}dinger equation with logarithmic nonlinearity and multiplicative spatial white noise on R d with d $\le$ 2. Because of the nonlinearity, the regularity structures and the paracontrolled calculus can not be used. To…

Analysis of PDEs · Mathematics 2023-08-31 Quentin Chauleur , Antoine Mouzard

The present contribution contains a quite extensive theory for the stability analysis of plane periodic waves of general Schr{\"o}dinger equations. On one hand, we put the one-dimensional theory, or in other words the stability theory for…

Analysis of PDEs · Mathematics 2021-05-19 Corentin Audiard , L Rodrigues

In this article, we construct a global martingale solution to a general nonlinear Schr\"{o}dinger equation with linear multiplicative noise in the Stratonovich form. Our framework includes many examples of spatial domains like…

Analysis of PDEs · Mathematics 2019-06-21 Fabian Hornung

The nonlinear wave and Schrodinger equations on Euclidean space of any dimension, with general power nonlinearity and with both the focusing and defocusing signs, are proved to be ill-posed in the Sobolev space of index s whenever the…

Analysis of PDEs · Mathematics 2007-05-23 Michael Christ , James Colliander , Terence Tao

Moving boundary problems allow to model systems with phase transition at an inner boundary. Driven by problems in economics and finance, in particular modeling of limit order books, we consider a stochastic and non-linear extension of the…

Probability · Mathematics 2018-10-31 Marvin S. Mueller

We obtain estimates on the first-order Malliavin derivative of mild solutions, evaluated at fixed points in time and space, to a class of parabolic dissipative stochastic PDEs on bounded domain of $\mathbb{R}^d$. In particular, such…

Probability · Mathematics 2022-01-04 Carlo Marinelli

We perform approximate inference in state-space models with nonlinear state transitions. Without parameterizing a generative model, we apply Bayesian update formulas using a local linearity approximation parameterized by neural networks.…

Machine Learning · Computer Science 2022-01-26 David Ruhe , Patrick Forré

The stability properties and perturbation-induced dynamics of the full set of stationary states of the nonlinear Schroedinger equation are investigated numerically in two physical contexts: periodic solutions on a ring and confinement by a…

Condensed Matter · Physics 2009-10-31 Lincoln D. Carr , J. Nathan Kutz , William P. Reinhardt

This paper discusses the in-domain feedback stabilization of reaction-diffusion PDEs with Robin boundary conditions in the presence of an uncertain time- and spatially-varying delay in the distributed actuation. The proposed control design…

Optimization and Control · Mathematics 2021-08-18 Hugo Lhachemi , Christophe Prieur , Robert Shorten

We prove global well-posedness for a class of dissipative semilinear stochastic evolution equations with singular drift and multiplicative Wiener noise. In particular, the nonlinear term in the drift is the superposition operator associated…

Analysis of PDEs · Mathematics 2018-10-03 Carlo Marinelli , Luca Scarpa

We prove optimal regularity estimates in Sobolev spaces in time and space for solutions to stochastic porous medium equations. The noise term considered here is multiplicative, white in time and coloured in space. The coefficients are…

Probability · Mathematics 2022-10-25 Stefano Bruno , Benjamin Gess , Hendrik Weber

A nonlinear Schrodinger equation arising from light propagation down an inhomogeneous medium is considered. The inhomogeneity is reflected through a non-uniform coefficient of the non-linear term in the equation. In particular, a…

Pattern Formation and Solitons · Physics 2015-05-18 R. Marangell , C. K. R. T. Jones , H. Susanto

The paper is concerned with spatial and time regularity of solutions to linear stochastic evolution equation perturbed by L\'evy white noise "obtained by subordination of a Gaussian white noise". Sufficient conditions for spatial continuity…

Probability · Mathematics 2015-10-23 Zdzisław Brzeźniak , Jerzy Zabczyk

Existing smart composite piezoelectric beam models in the literature mostly ignore the electro-magnetic interactions and adopt the linear elasticity theory. However, these interactions substantially change the controllability and…

Optimization and Control · Mathematics 2018-03-21 Ahmet Ozkan Ozer

We consider linear and nonlinear hyperbolic SPDEs with mixed derivatives with additive space-time Gaussian white noise of the form $Y_{xt}=F(Y) + \sigma W_{xt}.$ Such equations, which transform to linear and nonlinear wave equations,…

Numerical Analysis · Mathematics 2015-08-10 Henry C. Tuckwell