Related papers: Invariant Measures for Nonlinear Conservation Laws…
It is well known, thanks to Lax-Wendroff theorem, that the local conservation of a numerical scheme for a conservative hyperbolic system is a simple and systematic way to guarantee that, if stable, a scheme will provide a sequence of…
We consider the Cauchy problem for a stochastic scalar parabolic-hyperbolic equation in any space dimension with nonlocal, nonlinear, and possibly degenerate diffusion terms. The equations are nonlocal because they involve fractional…
The monotonicity and 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 and monotonicity of a non-linear scheme in terms…
This paper considers the asymptotic behaviour of deterministically and stochastically forced linear pantograph equations. The asymptotic behaviour is studied in the case when all solutions of the pantograph equation without forcing tend to…
We prove that the statistical properties of random perturbations of a nonuniformly hyperbolic diffeomorphism are described by a finite number of stationary measures. We also give necessary and sufficient conditions for the stochastic…
We indicate that the nonlinear Schr\"odinger equation with white noise dispersion possesses stochastic symplectic and multi-symplectic structures. Based on these structures, we propose the stochastic symplectic and multi-symplectic methods,…
Integrable non-linear Hamiltonian systems perturbed by additive noise develop a Lyapunov instability, and are hence chaotic, for any amplitude of the perturbation. This phenomenon is related, but distinct, from Taylor's diffusion in…
In this note, we shall consider the existence of invariant measures for a class of infinite dimensional stochastic functional differential equations with delay whose driving semigroup is eventually norm continuous. The results obtained are…
We investigate a class of scalar conservation laws on manifolds driven by multiplicative Gaussian (Ito) noise. The Cauchy problem defined on a Riemannian manifold is shown to be well-posed. We prove existence of generalized kinetic…
Symmetries and conservation laws are studied for a generalized Westervelt equation which is a nonlinear partial differential equation modelling the propagation of sound waves in a compressible medium. This nonlinear wave equation is widely…
We consider an inviscid 3-layer quasi-geostrophic model with stochastic forcing in a 2D bounded domain. After establishing well-posedness of such system under natural regularity assumptions on the initial condition and the (additive) noise,…
The changes that quantum states undergo during measurement are both probabilistic and nonlocal. These two characteristics complement one another to insure compatibility with relativity and maintain conservation laws. The probabilistic…
The influence of multiplicative white noise on the resonance capture of strongly nonlinear oscillatory systems under chirped-frequency excitations is investigated. It is assumed that the intensity of the perturbation decays polynomially…
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…
We study the well-posedness of the Bayesian inverse problem for scalar hyperbolic conservation laws where the statistical information about inputs such as the initial datum and (possibly discontinuous) flux function are inferred from noisy…
Stochastic resonance is a phenomenon where a noise of appropriate intensity enhances the input signal strength. In this work, by employing the recently developed convex optimization methods in the context of dynamical systems and stochastic…
Extensive studies have investigated the transition mechanism of boundary layers initiated by a single primary instability. In a real-world scenario, however, multiple primary instabilities of different physical nature would coexist and…
In this work we perform rigorous small noise expansions to study the impact of stochastic forcing on the behaviour of planar travelling wave solutions to reaction-diffusion equations on cylindrical domains. In particular, we use a…
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…
The existence and uniqueness of a global positive solution is proven for the system of stochastic differential equations describing a nonautonomous stochastic density dependent predator-prey model with Holling-type II functional response…