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In this paper, we study almost periodic solutions for semilinear stochastic differential equations driven by L\'{e}vy noise with exponential dichotomy property. Under suitable conditions on the coefficients, we obtain the existence and…

Probability · Mathematics 2014-04-29 Yan Wang

We prove existence of infinitely many stationary solutions as well as ergodic stationary solutions for the stochastic Navier-Stokes equations on $\mathbb{T}^2$ \begin{align*} \dif u+\div(u\otimes u)\dif t+\nabla p\dif t&=\Delta u\dif t +…

Probability · Mathematics 2024-02-22 Huaxiang Lü , Xiangchan Zhu

We study constrained 2-dimensional Navier-Stokes Equations driven by a multiplicative Gaussian noise in the Stratonovich form. In the deterministic case [4] we showed the existence of global solutions only on a two dimensional torus and…

Analysis of PDEs · Mathematics 2018-01-11 Zdzisław Brzeźniak , Gaurav Dhariwal

We prove well-posedness in $H^{\sigma}(\mathbb{R})$ for any $\sigma \in [0,\infty)$ of a parametrically forced nonlinear Schr\"odinger equation (PFNLS) in one dimension driven by multiplicative Stratonovich noise which has spatially…

Analysis of PDEs · Mathematics 2024-03-11 Manuel V. Gnann , Rik W. S. Westdorp , Joris van Winden

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

We consider the nonlinear wave equation (NLW) iv_t-|D|v=|v|^2v on the real line. We show that in a certain regime, the resonant dynamics is given by a completely integrable nonlinear equation called the Szego equation. Moreover, the Szego…

Analysis of PDEs · Mathematics 2011-11-28 Oana Pocovnicu

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 prove that semilinear stochastic abstract wave equations, including wave and plate equations, are well-posed in the strong sense with an $\alpha$-H\"{o}lder continuous drift coefficient, if $\alpha \in (2/3,1)$. The uniqueness may fail…

Probability · Mathematics 2023-03-03 Federica Masiero , Enrico Priola

We consider the non linear wave equation (NLW) on the d-dimensional torus with a smooth nonlinearity of order at least two at the origin. We prove that, for almost any mass, small and smooth solutions of high Sobolev indices are stable up…

Analysis of PDEs · Mathematics 2019-09-20 Joackim Bernier , Erwan Faou , Benoit Grebert

The main object of this paper is the planar wave equation \[\bigg(\frac{\partial^2}{\partial t^2}-a^2\varDelta\bigg)U(x,t)=f(x,t),\quad t\ge0, x\in \mathbb {R}^2,\] with random source $f$. The latter is, in certain sense, a symmetric…

Probability · Mathematics 2016-11-21 Larysa Pryhara , Georgiy Shevchenko

This study aims to examine the effect of L\'evy noise on the solutions of the nonlinear Schr\"odinger equation. An improved diversity of stochastic solutions is instinctively located discretely on certain conditions by applying the…

Dynamical Systems · Mathematics 2024-05-03 Hina Zulfiqar , Shenglan Yuan , Muhammad Shoaib Saleem

We consider the nonlinear Schr\"odinger equation on the $d$-dimensional torus $\mathbb T^d$, with the nonlinearity of polynomial type $|u|^{2\sigma}u$. For any $\sigma \in \mathbb N$ and $s>\frac d2$ we prove that adding to this equation a…

Probability · Mathematics 2024-06-28 Zdzisław Brzeźniak , Benedetta Ferrario , Mario Maurelli , Margherita Zanella

We consider in this paper travelling wave solutions to stochastic partial differential equations and corresponding wave speed. As a particular example we consider the Nagumo equation with multiplicative noise which we mainly consider in the…

Numerical Analysis · Mathematics 2015-03-17 G. J. Lord , V. Thuemmler

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

We study the mechanism of stochastic resonance in a two dimensional Landau Ginzburg equation perturbed by a white noise. We shortly review how to renormalize the equation in order to avoid ultraviolet divergences. Next we show that the…

Chaotic Dynamics · Physics 2009-11-10 Roberto Benzi , Alfonso Sutera

Consider the stochastic reaction-diffusion equation with logarithmic nonlinearity driven by space-time white noise: \begin{align}\label{1.a} \left\{ \begin{aligned} & \mathrm{d}u(t,x) = \frac{1}{2}\Delta u(t,x)\,\mathrm{d}t+ b(u(t,x))…

Probability · Mathematics 2021-06-08 Shijie Shang , Tusheng Zhang

We study well-posedness for fluid-structure interaction driven by stochastic forcing. This is of particular interest in real-life applications where forcing and/or data have a strong stochastic component. The prototype model studied here is…

Analysis of PDEs · Mathematics 2021-04-27 Jeffrey Kuan , Suncica Canic

We are interested in viscous scalar conservation laws with a white-in-time but spatially correlated stochastic forcing. The equation is assumed to be one-dimensional and periodic in the space variable, and its flux function to be locally…

Analysis of PDEs · Mathematics 2020-04-27 Sofiane Martel , Julien Reygner

We investigate the well-posedness of a class of stochastic second-order in time damped evolution equations in Hilbert spaces, subject to the constraint that the solution lie within the unitary sphere. Then, we focus on a specific example,…

Probability · Mathematics 2025-07-01 Sandra Cerrai , Zdzislaw Brzeźniak

This paper deals with linear stochastic partial differential equations with variable coefficients driven by L\'{e}vy white noise. We first derive an existence theorem for integral transforms of L\'{e}vy white noise and prove the existence…

Probability · Mathematics 2021-02-12 David Berger , Farid Mohamed
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