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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…

Dynamical Systems · Mathematics 2025-11-19 Ruiao Hu , Linyu Peng

A stochastic variational inequality is proposed to model an elasto-plastic oscillator excited by a filtered white noise. We prove the ergodic properties of the process and characterize the corresponding invariant measure. This extends…

Analysis of PDEs · Mathematics 2011-12-21 Alain Bensoussan , Laurent Mertz

In this paper, we study the large deviation principle of invariant measures of stochastic reaction-diffusion lattice systems driven by multiplicative noise. We first show that any limit of a sequence of invariant measures of the stochastic…

Probability · Mathematics 2024-05-07 Bixiang Wang

In this paper, we seek to understand the behavior of dynamical systems that are perturbed by a parameter that changes discretely in time. If we impose certain conditions, we can study certain embedded systems within a hybrid system as…

Dynamical Systems · Mathematics 2014-08-04 Xavier Garcia , Jennifer Kunze , Thomas Rudelius , Anthony Sanchez , Sijing Shao , Emily Speranza , Chad Vidden

This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…

Condensed Matter · Physics 2009-10-28 Alon Drory

Stochastic averaging problems with Gaussian forcing have been studied thoroughly for many years, but far less attention has been paid to problems where the stochastic forcing has infinite variance, such as an {\alpha}-stable noise forcing.…

Dynamical Systems · Mathematics 2017-05-24 William F. Thompson , Rachel A. Kuske , Adam. H. Monahan

In this paper, we establish large deviation principle for the strong solution of a doubly nonlinear PDE driven by small multiplicative Brownian noise. Motononicity arguments and the weak convergence approach have been exploited in the…

Probability · Mathematics 2022-12-27 Ananta K Majee

We consider the local well-posedness of the one-dimensional nonisentropic Euler equations with moving physical vacuum boundary condition. The physical vacuum singularity requires the sound speed to be scaled as the square root of the…

Analysis of PDEs · Mathematics 2019-05-29 Yongcai Geng , Yachun Li , Dehua Wang , Runzhang Xu

The Linear Inverse Model (LIM) is a class of data-driven methods that construct approximate linear stochastic models to represent complex observational data. The stochastic forcing can be modeled using either Gaussian white noise or…

Numerical Analysis · Mathematics 2025-04-03 Justin Lien , Hiroyasu Ando

We study the convergence of a Zakharov system driven by a time white noise, colored in space, to a multiplicative stochastic nonlinear Schr{\"o}dinger equation, as the ion-sound speed tends to infinity. In the absence of noise, the…

Analysis of PDEs · Mathematics 2024-09-24 Grégoire Barrué , Anne de Bouard , Arnaud Debussche

The stability of difference schemes for, in general, hyperbolic systems of conservation laws with source terms are studied. The basic approach is to investigate the stability of a non-linear scheme in terms of its cor- responding scheme in…

Computational Physics · Physics 2009-09-22 M. Mond , V. S. Borisov

In this work we prove the existence and uniqueness of the strong solution to the two-dimensional stochastic magneto-hydrodynamic system perturbed by Levy noise. The local monotonicity arguments have been ex- ploited in the proofs. The…

Probability · Mathematics 2014-12-22 Utpal Manna , Manil T. Mohan

Using ideas from paracontrolled calculus, we prove local well-posedness of a renormalized version of the three-dimensional stochastic nonlinear wave equation with quadratic nonlinearity forced by an additive space-time white noise on a…

Analysis of PDEs · Mathematics 2021-06-23 Massimiliano Gubinelli , Herbert Koch , Tadahiro Oh

The paper is devoted to the group analysis of equations of motion of two-dimensional uniformly stratified rotating fluids used as a basic model in geophysical fluid dynamics. It is shown that the nonlinear equations in question have a…

Mathematical Physics · Physics 2011-08-10 Nail H. Ibragimov , Ranis N. Ibragimov

We propose a notion of conditioned stochastic stability of invariant measures on repellers: we consider whether quasi-ergodic measures of absorbing Markov processes, generated by random perturbations of the deterministic dynamics and…

Dynamical Systems · Mathematics 2025-12-18 Bernat Bassols Cornudella , Matheus Manzatto de Castro , Jeroen S. W. Lamb

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…

Statistical Mechanics · Physics 2015-05-28 Cédric Bernardin , Gabriel Stoltz

This study investigates a stochastic version of a class of non-Newtonian fluids governed by third-grade fluid equations, which exhibit complex and highly nonlinear dynamics. In particular, we address the random dynamics and asymptotic…

Probability · Mathematics 2026-01-22 Kush Kinra

We study the parabolic defocusing stochastic quantization equation with both mutliplicative spatial white noise and an independant space-time white noise forcing, on compact surfaces, with polynomial nonlinearity. After renormalizing the…

Analysis of PDEs · Mathematics 2024-01-24 Hugo Eulry , Antoine Mouzard , Tristan Robert

Some of recent important developments are overviewed, several longstanding open problems are discussed, and a perspective is presented for the mathematical theory of multidimensional conservation laws. Some basic features and phenomena of…

Analysis of PDEs · Mathematics 2010-08-11 Gui-Qiang G. Chen

We introduce a kinetic formulation for scalar conservation laws with nonlocal and nonlinear diffusion terms. We deal with merely L 1 initial data, general self-adjoint pure jump L{\'e}vy operators, and locally Lipschitz nonlinearities of…

Analysis of PDEs · Mathematics 2019-10-22 Nathaël Alibaud , Boris Andreianov , Adama Ouedraogo
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