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We consider an ensemble of mass collisionless particles, which interact mutually either by an attraction of Newton's law of gravitation or by an electrostatic repulsion of Coulomb's law, under a background downward gravity in a…

Analysis of PDEs · Mathematics 2024-12-25 Chanwoo Kim

The Covariant Phase Space Formalism (CPSF) provides a robust framework for deriving symplectic structures and surface charges in diffeomorphism-invariant theories. By construction, the CPSF operates on two distinct manifolds: the spacetime…

High Energy Physics - Theory · Physics 2026-03-17 M. Golshani , M. M. Sheikh-Jabbari , V. Taghiloo , M. H. Vahidinia

We construct unique martingale solutions to the damped stochastic wave equation $$ \mu \frac{\partial^2u}{\partial t^2}(t,x)=\Delta u(t,x)-\frac{\partial u}{\partial t}(t,x)+b(t,x,u(t,x))+\sigma(t,x,u(t,x))\frac{dW_t}{dt},$$ where $\Delta$…

Probability · Mathematics 2025-04-29 Yi Han

The results of the author and Gess [27] develop a robust well-posedness theory for a broad class of conservative stochastic PDEs, with both probabilistically stationary and non-stationary Stratonovich noise, and with irregular noise…

Probability · Mathematics 2025-04-28 Benjamin Fehrman

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…

Analysis of PDEs · Mathematics 2024-01-08 Luca Galimberti , Helge Holden , Kenneth H. Karlsen , Peter H. C. Pang

We study a nonlinear stochastic heat equation forced by a space-time white noise on closed surfaces, with nonlinearity $e^{\beta u}$. This equation corresponds to the stochastic quantization of the Liouville quantum gravity (LQG) measure.…

Analysis of PDEs · Mathematics 2020-06-01 Tadahiro Oh , Tristan Robert , Nikolay Tzvetkov , Yuzhao Wang

We study parametric estimation for second order linear parabolic stochastic partial differential equations (SPDEs) in two space dimensions driven by two types of $Q$-Wiener processes based on high frequency spatio-temporal data. First, we…

Statistics Theory · Mathematics 2025-04-15 Yozo Tonaki , Yusuke Kaino , Masayuki Uchida

In this paper, we study the existence of random periodic solutions for semilinear SPDEs on a bounded domain with a smooth boundary. We identify them as the solutions of coupled forward-backward infinite horizon stochastic integral equations…

Probability · Mathematics 2015-02-12 Chunrong Feng , Huaizhong Zhao

The periodic KdV equation u_t=u_{xxx}+\beta uu_x arises from a Hamiltonian system with infinite-dimensional phase space L^2(T). Bourgain has shown that there exists a Gibbs measure \nu on balls \{\phi :\Vert\Phi\Vert^2_{L^2}\leq N\} in the…

Analysis of PDEs · Mathematics 2024-09-24 Gordon Blower

We establish Liouville type theorems for elliptic systems with various classes of non-linearities on $\mathbb{R}^N$. We show among other things, that a system has no semi-stable solution in any dimension, whenever the infimum of the…

Analysis of PDEs · Mathematics 2011-11-23 Mostafa Fazly

We study the perturbed sine-Gordon equation $\theta_{tt}-\theta_{xx}+\sin \theta= F(\varepsilon,x)$, where we assume that the perturbation $F$ is analytic in $\varepsilon$ and that its derivatives with respect to $\varepsilon$ satisfy…

Analysis of PDEs · Mathematics 2018-02-01 Timur Mashkin

This paper introduces SPDE bridges with observation noise and contains an analysis of their spatially semidiscrete approximations. The SPDEs are considered in the form of mild solutions in an abstract Hilbert space framework suitable for…

Numerical Analysis · Mathematics 2023-01-16 Giulia Di Nunno , Salvador Ortiz-Latorre , Andreas Petersson

There are many deep and useful theorems relating Schramm-Loewner evolution (SLE$_\kappa$) and Liouville quantum gravity ($\gamma$-LQG) in the case when the parameters satisfy $\kappa \in \{\gamma^2, 16/\gamma^2\}$. Roughly speaking, these…

Probability · Mathematics 2024-05-01 Morris Ang , Ewain Gwynne

These are the lectures notes of the course given at the Eleventh Modave Summer School in Mathematical Physics, 2015, aimed at PhD candidates and junior researchers in theoretical physics. We review in details the result of…

High Energy Physics - Theory · Physics 2016-03-01 Laura Donnay

We prove a general theorem that the $L_{\rho}^2({\mathbb{R}^{d}};{\mathbb{R}^{1}})\otimes L_{\rho}^2({\mathbb{R}^{d}};{\mathbb{R}^{d}})$ valued solution of an infinite horizon backward doubly stochastic differential equation, if exists,…

Probability · Mathematics 2008-10-01 Qi Zhang , Huaizhong Zhao

This work provides stability results in the spatial sup norm for hyperbolic-parabolic loops in one spatial dimension. The results are obtained by an application of the small-gain stability analysis. Two particular cases are selected for the…

Optimization and Control · Mathematics 2018-02-12 Iasson Karafyllis , Miroslav Krstic

In this paper, we investigate the existence and finite-time blow-up for the solution of a reaction-diffusion system of semilinear stochastic partial differential equations (SPDEs) subjected to a two-dimensional fractional Brownian motion…

Analysis of PDEs · Mathematics 2024-05-28 S. Sankar , Manil T. Mohan , S. Karthikeyan

Classical gravity theory predicts a state-dependent gravitational potential for a quantum test mass, leading to nonlinear Schrodinger-Newton (SN) state evolution that contrasts with quantum gravity. Testing the effect of SN evolution can…

Quantum Physics · Physics 2026-01-08 Wenjie Zhong , Yubao Liu , Yiqiu Ma

We study the long-time behavior of fully discretized semilinear SPDEs with additive space-time white noise, which admit a unique invariant probability measure $\mu$. We show that the average of regular enough test functions with respect to…

Numerical Analysis · Mathematics 2013-12-02 Charles-Edouard Bréhier , Marie Kopec

We prove existence and uniqueness of strong solutions for a class of semilinear stochastic evolution equations driven by general Hilbert space-valued semimartingales, with drift equal to the sum of a linear maximal monotone operator in…

Probability · Mathematics 2019-11-01 Carlo Marinelli , Luca Scarpa