Related papers: The Stochastic Energy-Casimir Method
We study the stability and dynamics of solitons in the Korteweg-de Vries (KdV) equation in the presence of noise and deterministic forcing. The noise is space-dependent and statistically translation-invariant. We show that, for small…
The influence of multiplicative stochastic perturbations on the class of asymptotically Hamiltonian systems on the plane is investigated. It is assumed that disturbances do not preserve the equilibrium of the corresponding limiting system…
We introduce a class of one dimensional deterministic models of energy-volume conserving interfaces. Numerical simulations show that these dynamics are genuinely super-diffusive. We then modify the dynamics by adding a conservative…
We prove diffusive behaviour of the energy fluctuations in a system of harmonic oscillators with a stochastic perturbation of the dynamics that conserves energy and momentum. The results concern pinned systems or lattice dimension $d\ge 3$,…
As is well known, energy is generally deemed as one of the most important physical invariants in many conservative problems and hence it is of remarkable interest to consider numerical methods which are able to preserve it. In this paper,…
We study the large time behavior of solutions to a linear transmission problem in one space dimension. The problem at hand models a thermoelastic material with second sound confined by a purely elastic one. We shall characterize all…
We consider the stochastic Cahn-Hilliard equation driven by additive Gaussian noise in a convex domain with polygonal boundary in dimension $d\le 3$. We discretize the equation using a standard finite element method in space and a fully…
We propose and analyse a novel, fully discrete numerical algorithm for the approximation of the generalised Stokes system forced by transport noise -- a prototype model for non-Newtonian fluids including turbulence. Utilising the Gradient…
We prove nonlinear stability of the Larson-Penston family of self-similarly collapsing solutions to the isothermal Euler-Poisson system. Our result applies to radially symmetric perturbations and it is the first full nonlinear stability…
We numerically study the stability of collisionless equilibria in the context of general relativity. More precisely, we consider the spherically symmetric, asymptotically flat Einstein-Vlasov system in Schwarzschild and in maximal areal…
The subject of this paper is a generalized Camassa-Holm equation under random perturbation. We first establish local existence and uniqueness results as well as blow-up criteria for pathwise solutions in the Sobolev spaces $H^s$ with…
This paper deals with the analysis of stochastic systems which can be described by a Langevin equation. By the method presented in this paper drift and diffusion terms of the corresponding Fokker-Planck equation can be extracted from the…
These notes present an alternative approach to the asymptotic stability of stochastic partial differential equations driven by multiplicative noise, applicable to a wide range of dissipative systems. The method builds on general criteria…
We establish the conditioned stochastic stability of equilibrium states for H\"older potentials on uniformly hyperbolic sets. While standard stochastic stability characterises measures on attractors, we analyse the statistics of transient…
We construct stochastic multisymplectic systems by considering a stochastic extension to the variational formulation of multisymplectic partial differential equations proposed in [Hydon, {\it Proc. R. Soc. A}, 461, 1627--1637, 2005]. The…
Properties of systems driven by white non-Gaussian noises can be very different from these systems driven by the white Gaussian noise. We investigate stationary probability densities for systems driven by $\alpha$-stable L\'evy type noises,…
One- and multi-dimensional stochastic Maxwell equations with additive noise are considered in this paper. It is known that such system can be written in the multi-symplectic structure, and the stochastic energy increases linearly in time.…
This paper considers the problem of finite-time stability for stochastic nonlinear systems. A new Lyapunov theorem of stochastic finite-time stability is proposed, and an important corollary is obtained. Some comparisons with the existing…
The Vlasov-Schr\"odinger-Poisson system is a kinetic-quantum hybrid model describing quasi-lower dimensional electron gases. For this system, we construct a large class of 2D kinetic/1D quantum steady states in a bounded domain as…
The effect of multiplicative stochastic perturbations on Hamiltonian systems on the plane is investigated. It is assumed that perturbations fade with time and preserve a stable equilibrium of the limiting system. The paper investigates…