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We show that two dynamical systems exhibiting very different deterministic behaviours possess very similar stationary distributions when stabilized by a multiplicative Gaussian white noise. We also discuss practical aspects of numerically…

Statistical Mechanics · Physics 2007-05-23 P. F. Gora

We consider the Navier-Stokes equations in $\mathbb R^d$ ($d=2,3$) with a stochastic forcing term which is white noise in time and coloured in space; the spatial covariance of the noise is not too regular, so It\^o calculus cannot be…

Probability · Mathematics 2015-10-14 Zdzislaw Brzezniak , Benedetta Ferrario

We study the long time statistics of a two-dimensional Hamiltonian system in the presence of Gaussian white noise. While the original dynamics is known to exhibit finite time explosion, we demonstrate that under the impact of the stochastic…

Probability · Mathematics 2025-08-06 Hung D. Nguyen , Lekun Wang

In this paper, we study the stochastic wave equations in the spatial dimension 3 driven by a Gaussian noise which is white in time and correlated in space. Our main concern is the sample path H\"older continuity of the solution both in time…

Probability · Mathematics 2013-09-02 Yaozhong Hu , Jingyu Huang , David Nualart

We show global existence and non-uniqueness of probabilistically strong, analytically weak solutions of the three-dimensional Navier-Stokes equations perturbed by Stratonovich transport noise. We can prescribe either: \emph{i}) any…

Probability · Mathematics 2023-11-01 Umberto Pappalettera

We study a class of stochastic time-fractional equations on $\mathbb{R}^d$ driven by a centered Gaussian noise, involving a Caputo time derivative of order $\beta>0$, a fractional (power) Laplacian of order $\alpha>0$, and a…

Probability · Mathematics 2026-02-06 Le Chen , Cheuk Yin Lee , Panqiu Xia

For the stochastic Navier-Stokes equations with a multiplicative white noise on ${\mathbb T}^{3}$, we prove that there exists a unique strong solution locally in time when the initial datum belongs to $L^p(\Omega; L^p)$ for $p>3$.

Analysis of PDEs · Mathematics 2021-10-15 Igor Kukavica , Fanhui Xu

We study the global-in-time dynamics for a stochastic semilinear wave equation with cubic defocusing nonlinearity and additive noise, posed on the $2$-dimensional torus. The noise is taken to be slightly more regular than space-time white…

Analysis of PDEs · Mathematics 2021-02-19 Justin Forlano , Leonardo Tolomeo

The deterministic inviscid primitive equations (also called the hydrostatic Euler equations) are known to be ill-posed in Sobolev spaces and in Gevrey classes of order strictly greater than 1, and some of their analytic solutions exist only…

Analysis of PDEs · Mathematics 2024-08-01 Ruimeng Hu , Quyuan Lin , Rongchang Liu

Usually discussions on the question of interpretation in the Langevin equation with multiplicative white noise are limited to the Ito and Stratonovich prescriptions. In this work, a Langevin equation with multiplicative white noise and its…

Statistical Mechanics · Physics 2012-07-24 Kwok Sau Fa

We prove existence and smoothness of the density of the solution to a nonlinear stochastic heat equation on $L^2(\mathcal{O})$ (evaluated at fixed points in time and space), where $\mathcal{O}$ is an open bounded domain in $\mathbb{R}^d$.…

Probability · Mathematics 2012-02-23 Carlo Marinelli , Eulalia Nualart , Lluís Quer-Sardanyons

We prove that the stochastic Burgers equation on $\mathbf{R}^{d}$, $d<4$, forced by gradient noise that is white in time and smooth in space, admits spacetime-stationary solutions. These solutions are thus the gradients of solutions to the…

Probability · Mathematics 2021-04-28 Alexander Dunlap

We have analyzed the phenomenon of stochastic resonance in a system driven by non Gaussian noises. We have considered both white and colored noises. In the latter case we have obtained a consistent Markovian approximation that enables us to…

Statistical Mechanics · Physics 2007-05-23 M. A. Fuentes , C. Tessone , H. S. Wio , R. Toral

In this paper, we consider three-dimensional nonlinear stochastic wave equations driven by the Gaussian noise which is white in time and has some spatial correlations. Using the Malliavin-Stein's method, we prove the Gaussian fluctuation…

Probability · Mathematics 2025-01-09 Masahisa Ebina

In this article, we study the stochastic wave equation in all dimensions $d\leq 3$, driven by a Gaussian noise $\dot{W}$ which does not depend on time. We assume that either the noise is white, or the covariance function of the noise…

Probability · Mathematics 2021-07-12 Raluca M. Balan , Le Chen , Xia Chen

The goal of this paper is twofold. In the first part we will study L\'{e}vy white noise in different distributional spaces and solve equations of the type $p(D)s=q(D)\dot{L}$, where $p$ and $q$ are polynomials. Furthermore, we will study…

Probability · Mathematics 2019-07-04 David Berger

In this paper, we prove the existence and uniqueness of maximally defined strong solutions to SDEs driven by multiplicative noise on general space-time domains $Q\subset\mathbb{R}_+\times\mathbb{R}^d$, which have continuous paths on the…

Probability · Mathematics 2019-10-10 Chengcheng Ling , Michael Röckner , Xiangchan Zhu

The paper is devoted to the open problem of regularization by noise of 3D Navier-Stokes equations. Opposite to several attempts made with additive noise which remained inconclusive, we show here that a suitable multiplicative noise of…

Probability · Mathematics 2021-08-11 Franco Flandoli , Dejun Luo

This paper advances the stochastic regularity theory for the Navier-Stokes equations by introducing a variable-intensity noise model within the Sobolev and Besov spaces. Traditional models usually assume constant-intensity noise, but many…

Fluid Dynamics · Physics 2024-11-08 Rômulo Damasclin Chaves dos Santos

We investigate the Cauchy problem for a quasilinear equation with transport rough input of the form $\mathrm{d} u-\partial_i(a^{ij}(u)\partial_j u)\mathrm{d} t =\mathrm{d} \mathbf{X}_t^i(x)\partial_i u_t,$ $u_0\in L^2$ on the torus $\mathbb…

Probability · Mathematics 2020-12-16 Antoine Hocquet
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