Related papers: Martingale solution to stochastic Korteweg - de Vr…
This paper studies a stochastic mean-field linear-quadratic optimal control problem with random coefficients. The state equation is a general linear stochastic differential equation with mean-field terms $\EE X(t)$ and $\EE u(t)$ of the…
Descriptions of complex physical or biological systems often include stochastic contributions, and these are commonly simulated using Wiener processes. In many cases however, non-Gaussian fluctuations may originate from non-Wiener processes…
In this work, we present sufficient conditions for the existence of a stationary solution of an abstract stochastic Cauchy problem driven by an arbitrary cylindrical L\'evy process, and show that these conditions are also necessary if the…
We revise the solutions of the forced Korteweg-de Vries equation describing a resonant interaction of a solitary wave with external pulse-type perturbations. In contrast to previous works where only the limiting cases of a very narrow…
We consider the stability and instability of periodic travling waves for Korteweg-de Vries type equations with fractional dispersion and other nonlinear dispersive equations. We establish that a constrained minimizer for the related…
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…
Phase transitions and effects of external noise on many body systems are one of the main topics in physics. In mean field coupled nonlinear dynamical stochastic systems driven by Brownian noise, various types of phase transitions including…
Wright's delay differential equation is one of the prime examples of a fully nonlinear equation without an explicit solution and whose dynamics can be understood by analytic means. In this paper, we introduce stochastic perturbations by…
The Korteweg-de Vries equation is one of the most important nonlinear evolution equations in the mathematical sciences. In this article invariant discretization schemes are constructed for this equation both in the Lagrangian and in the…
Stationary wave solutions of the perturbed Korteweg-de Vries equation are considered in the presence of external hamiltonian perturbations. Conditions of their chaotic behaviour are studied with the help of Melnikov theory. For the…
We study strictly parabolic stochastic partial differential equations on $\R^d$, $d\ge 1$, driven by a Gaussian noise white in time and coloured in space. Assuming that the coefficients of the differential operator are random, we give…
Large classes of multi-dimensional Gaussian processes can be enhanced with stochastic Levy area(s). In a previous paper, we gave sufficient and essentially necessary conditions, only involving variational properties of the covariance.…
We provide a detailed study of the dynamics obtained by linearizing the Korteweg-de Vries equation about one of its periodic traveling waves, a cnoidal wave. In a suitable sense, linearly analogous to space-modulated stability, we prove…
This work is devoted to the proof of the existence of a martingale solution for a complex version of the stochastic Stefan problem. This particular formulation incorporates two important features: a mushy region and turbulent transport…
Considered herein is a particular nonlinear dispersive stochastic system consisting of Dirac and Klein-Gordon equations. They are coupled by nonlinear terms due to the Yukawa interaction. We consider a case of homogeneous multiplicative…
In this paper, we study the global well-posedness of the stochastic S-KdV system in $H^1(\mathbb{R})\times H^1(\mathbb{R})$, which are driven by additive noises. It is difficult to show the global well-posedness of a related perturbation…
The Korteweg-de Vries (KdV) equation is known as a universal equation describing various long waves in dispersive systems. In this article, we prove that in a certain scaling regime, a large class of rough solutions to the Boussinesq…
Motivated by applications to a manifold of semilinear and quasilinear stochastic partial differential equations (SPDEs) we establish the existence and uniqueness of strong solutions to coercive and locally monotone SPDEs driven by L\'{e}vy…
We investigate a stochastic version of the Allen-Cahn-Navier-Stokes system in a smooth two- or three-dimensional domain with random initial data. The system consists of a Navier-Stokes equation coupled with a convective Allen-Cahn equation,…
We consider a 2D stochastic wave equation driven by a Gaussian noise, which is temporally white and spatially colored described by the Riesz kernel. Our first main result is the functional central limit theorem for the spatial average of…