English
Related papers

Related papers: Large Deviations for $(1+1)$-dimensional Stochasti…

200 papers

By using the relativistic top theory, we derive a relativistic top deviation equation. This equation turns out to be a generalization of the geodesic deviation equation for a pair of nearby point particles. In fact, we show that when the…

High Energy Physics - Theory · Physics 2010-04-05 J. A. Nieto , J. Saucedo , V. M. Villanueva

Global existence for small data Cauchy problem of semilinear wave equations with scaling invariant damping in 3-D is established in this work, assuming that the data are radial and the constant in front of the damping belongs to $[1.5, 2)$.…

Analysis of PDEs · Mathematics 2021-02-02 Ning-An Lai , Yi Zhou

Stochastic dynamics has emerged as one of the key themes ranging from models in applications to theoretical foundations in mathematics. One class of stochastic dynamics problems that has received considerable attention recently are…

Analysis of PDEs · Mathematics 2021-11-16 Christian Kuehn , James MacLaurin , Giulio Zucal

We consider stochastic partial differential equations on $\mathbb{R}^{d}, d\geq 1$, driven by a Gaussian noise white in time and colored in space, for which the pathwise uniqueness holds. By using the Skorokhod representation theorem we…

Probability · Mathematics 2007-05-23 K. Bahlali , M. Eddahbi , M. Mellouk

We consider a class of particular solutions to the (2+1)-dimensional nonlinear partial differential equation (PDE) $u_t +\partial_{x_2}^n u_{x_1} - u_{x_1} u =0$ (here $n$ is any integer) reducing it to the ordinary differential equation…

Exactly Solvable and Integrable Systems · Physics 2015-06-15 A. I. Zenchuk

The solutions of SDEs with multiplicative noise are not Markovian. On a coarse-grained time scale they still are, but only in the "anti-Ito" case. This allows a simple computation of the most likely path. Any density peak moves along such a…

General Physics · Physics 2021-09-27 Dietrich Ryter

Stochastic factors are not negligible in applications of hydrostatic Euler equations (EE) and hydrostatic Navier-Stokes equations (NSE). Compared with the deterministic cases for which the ill-posedness of these models in the Sobolev spaces…

Analysis of PDEs · Mathematics 2023-01-20 Ruimeng Hu , Quyuan Lin

In this paper we present a general framework in which to rigorously study the effect of spatio-temporal noise on traveling waves and stationary patterns. In particular the framework can incorporate versions of the stochastic neural field…

Probability · Mathematics 2015-06-30 James Inglis , James MacLaurin

In this paper we prove the existence of a solution to the Dirichlet problem for harmonic maps into a geodesic ball on which the squared distance function from the origin is strictly convex. This improves a celebrated theorem obtained by S.…

Differential Geometry · Mathematics 2017-11-28 Stefano Pigola , Giona Veronelli

In this note, we establish a bi-parameter linear localization of the one-dimensional stochastic wave equation with a multiplicative space-time white noise forcing.

Analysis of PDEs · Mathematics 2024-07-16 Jingyu Huang , Tadahiro Oh , Mamoru Okamoto

The paper deals with the 2D gravity-capillary water waves equations in their Hamiltonian formulation, addressing the question of the nonlinear interaction of a plane wave with its reflection off a vertical wall. The main result is the…

Analysis of PDEs · Mathematics 2015-06-19 Thomas Alazard , Pietro Baldi

Unique existence of analytically strong solutions to stochastic partial differential equations (SPDE) with drift given by the subdifferential of a quasi-convex function and with general multiplicative noise is proven. The proof applies a…

Probability · Mathematics 2011-04-22 Benjamin Gess

In this paper we analyze the theoretical properties of a stochastic representation of the incompressible Navier-Stokes equations defined in the framework of the modeling under location uncertainty (LU). This setup built from a stochastic…

Analysis of PDEs · Mathematics 2023-02-01 Arnaud Debussche , Berenger Hug , Etienne Memin

In this paper we establish the large deviation principle for the stochastic quasi-geostrophic equation in the subcritical case with small multiplicative noise. The proof is mainly based on the stochastic control and weak convergence…

Probability · Mathematics 2013-05-22 Wei Liu , Michael Röckner , Xiangchan Zhu

This article generalizes the small noise cutoff phenomenon to the strong solutions of the stochastic heat equation and the damped stochastic wave equation over a bounded domain subject to additive and multiplicative Wiener and L\'evy noises…

Probability · Mathematics 2023-05-08 G. Barrera , M. A. Högele , J. C. Pardo

We show the local wellposedness of biharmonic wave maps with initial data of sufficiently high Sobolev regularity and a blow-up criterion in the sup-norm of the gradient of the solutions. In contrast to the wave maps equation we use a…

Analysis of PDEs · Mathematics 2020-03-25 Sebastian Herr , Tobias Lamm , Tobias Schmid , Roland Schnaubelt

We consider the damped nonlinear wave (NLW) equation driven by a spatially regular white noise. Assuming that the noise is non-degenerate in all Fourier modes, we establish a large deviations principle (LDP) for the occupation measures of…

Analysis of PDEs · Mathematics 2015-05-15 Davit Martirosyan , Vahagn Nersesyan

We study the long time statistics of a class of semi--linear damped wave equations with polynomial nonlinearities and perturbed by additive Gaussian noise in dimensions 2 and 3. We find that if sufficiently many directions in the phase…

Probability · Mathematics 2023-07-04 Hung D. Nguyen

For the $1+1$ dimensional damped stochastic Klein-Gordon equation, we show that random singularities associated with the law of the iterated logarithm exist and propogate in the same way as the stochastic wave equation. This provides…

Probability · Mathematics 2026-05-22 Hongyi Chen , Cheuk Yin Lee

We consider stochastic partial differential equations (SPDEs) on the one-dimensional torus, driven by space-time white noise, and with a time-periodic drift term, which vanishes on two stable and one unstable equilibrium branches. Each of…

Probability · Mathematics 2024-02-27 Nils Berglund , Rita Nader