Related papers: Struwe-like solutions for the Stochastic Harmonic …
In this article, we construct a Stratonovich solution for the stochastic wave equation in spatial dimension $d \leq 2$, with time-independent noise and linear term $\sigma(u)=u$ multiplying the noise. The noise is spatially homogeneous and…
We examine a stochastic Landau-Lifshitz-Gilbert equation based on an exchange energy functional containing second-order derivatives of the unknown field. Such regularizations are featured in advanced micromagnetic models recently introduced…
The splitting scheme (the Kato-Trotter formula) is applied to stochastic flows with common noise of the type introduced by Th.E.~Harris. The case of possibly coalescing flows with continuous infinitesimal covariance is considered and the…
We consider reaction-diffusion equations that are stochastically forced by a small multiplicative noise term. We show that spectrally stable travelling wave solutions to the deterministic system retain their orbital stability if the…
A second order accurate numerical scheme is proposed and implemented for the Landau-Lifshitz-Gilbert equation, which models magnetization dynamics in ferromagnetic materials, with large damping parameters. The main advantages of this method…
This paper studies duality and optimality conditions for general convex stochastic optimization problems. The main result gives sufficient conditions for the absence of a duality gap and the existence of dual solutions in a locally convex…
The dynamics of magnetisation in a bounded ferromagnet in $\mathbb{R}^d$ ($d=1,2$) at high temperatures can be described by the stochastic Landau--Lifshitz--Bloch (sLLB) equation, which is a vector-valued quasilinear stochastic partial…
A two-type continuous-state branching process in varying environments is constructed as the pathwise unique solution of a system of stochastic equations driven by time-space noises, where the pathwise uniqueness is derived from a comparison…
We show that the solutions to the damped stochastic wave equation converge pathwise to the solution of a stochastic heat equation. This is called the Smoluchowski-Kramers approximation. Cerrai and Freidlin have previously demonstrated that…
We investigate further qualitative properties of statistically stationary solutions to the Schr\"odinger map equation (SME) and the Binormal Curvature Flow (BCF), continuing the work initiated by E. G., M. Hofmanov\'a. Concerning the…
Flow-based architectures have recently proved to be an efficient tool for numerical simulations of Effective String Theories regularized on the lattice that otherwise cannot be efficiently sampled by standard Monte Carlo methods. In this…
We devise an explicit method to integrate $\alpha$-stable stochastic differential equations (SDEs) with non-Lipschitz coefficients. To mitigate against numerical instabilities caused by unbounded increments of the L\'evy noise, we use a…
We consider a one-dimensional harmonic crystal with conservative noise, in contact with two stochastic Langevin heat baths at different temperatures. The noise term consists of collisions between neighbouring oscillators that exchange their…
Using tools from the theory of random fields with stationary increments, we introduce a new class of processes which can be used as a model for the noise perturbing an SPDE. This type of noise (called harmonizable) is not necessarily…
In this paper we investigate the dispersive properties of the solutions of the two dimensional water-waves system. First we prove Strichartz type estimates with loss of derivatives at the same low level of regularity we were able to…
In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…
We construct Langevin equations describing the fluctuations of the tensor order parameter $Q_{\alpha\beta}$ in nematic liquid crystals by adding noise terms to time-dependent variational equations that follow from the Ginzburg-Landau-de…
We consider a nonlinear stochastic partial differential equation (SPDE) that takes the form of the Camassa--Holm equation perturbed by a convective, position-dependent, noise term. We establish the first global-in-time existence result for…
We study the stochastic nonlinear Schroedinger equations with linear multiplicative noise, particularly in the defocusing mass-critical and energy-critical cases. For general initial data, we prove the global existence and uniqueness of…
We construct finite time blow-up solutions to the 3-dimensional harmonic map flow into the sphere $S^2$, \begin{align*} u_t & = \Delta u + |\nabla u|^2 u \quad \text{in } \Omega\times(0,T) \\ u &= u_b \quad \text{on } \partial…