English
Related papers

Related papers: Martingale solutions to the stochastic thin-film e…

200 papers

In this paper, a stabilized second order in time accurate linear exponential time differencing (ETD) scheme for the no-slope-selection thin film growth model is presented. An artificial stabilizing term $A\tau^2\frac{\partial\Delta^2…

Numerical Analysis · Mathematics 2019-07-05 Wenbin Chen , Weijia Li , Zhiwen Luo , Cheng Wang , Xiaoming Wang

We prove that a solution, in a variational framework, to the Stratonovich stochastic partial differential equation with noise $G\left(t, \Psi_t\right) \circ dW_t$ is given by a solution to the It\^{o} equation with It\^{o}-Stratonovich…

Probability · Mathematics 2025-08-06 Daniel Goodair

The time-global existence of solutions to a system of stochastic Schr\"odinger equations with multiplicative noise and the quadratic nonlinear terms are discussed in this paper. The same system in the deterministic treatment was studied in…

Analysis of PDEs · Mathematics 2023-05-30 Masaru Hamano , Shunya Hashimoto , Shuji Machihara

We compactify the ten-dimensional spacetime in heterotic supergravity leaving four-dimensional Minkowski spacetime. We search for nonsupersymmetric, non-Ricci-flat solutions of the equations of motion with the quadratic curvature term. By…

High Energy Physics - Theory · Physics 2021-09-10 Takanao Tsuyuki

A fully discrete approximation of the linear stochastic wave equation driven by additive noise is presented. A standard finite element method is used for the spatial discretisation and a stochastic trigonometric scheme for the temporal…

Numerical Analysis · Mathematics 2013-03-05 D. Cohen , S. Larsson , M. Sigg

We construct a martingale solution of the stochastic nonlinear Schr\"odinger equation with a multiplicative noise of jump type in the Marcus canonical form. The problem is formulated in a general framework that covers the subcritical…

Probability · Mathematics 2018-09-27 Zdzisław Brzeźniak , Fabian Hornung , Utpal Manna

In this work, we investigate the well-posedness of a stochastic heat equation with an arbitrary (but polynomial) nonlinearity in any dimension $d\geq 1$ perturbed by a multiplicative white noise in the Stratonovich form, subject to an…

Probability · Mathematics 2026-04-30 Ashish Bawalia , Zdzisław Brzeźniak , Manil T. Mohan

Stochastic fractionally dissipative quasi-geostrophic type equation on $R^d$ with a multiplicative Gaussian noise is considered. We prove the existence of a martingale solution. In the 2D sub-critical case we prove also the pathwise…

Probability · Mathematics 2017-02-10 Zdzislaw Brzezniak , Elżbieta Motyl

We study the gradient-flow structure of a non-Newtonian thin film equation with power-law rheology. The equation is quasilinear, of fourth order and doubly-degenerate parabolic. By adding a singular potential to the natural Dirichlet…

Analysis of PDEs · Mathematics 2023-01-26 Peter Gladbach , Jonas Jansen , Christina Lienstromberg

Stochastic domain decomposition is proposed as a novel method for solving the two-dimensional Maxwell's equations as used in the magnetotelluric method. The stochastic form of the exact solution of Maxwell's equations is evaluated using…

We consider a stochastic nonlinear defocusing Schr\"{o}dinger equation with zero-order linear damping, where the stochastic forcing term is given by a combination of a linear multiplicative noise in the Stratonovich form and a nonlinear…

Probability · Mathematics 2023-07-10 Zdzisław Brzeźniak , Benedetta Ferrario , Margherita Zanella

The limit from an Euler type system to the 2D Euler equations with Stratonovich transport noise is investigated. A weak convergence result for the vorticity field and a strong convergence result for the velocity field are proved. Our…

Probability · Mathematics 2022-05-12 Franco Flandoli , Umberto Pappalettera

In this paper we present a rigorous asymptotic analysis for stochastic systems with two fast relaxation times. The mathematical model analyzed in this paper consists of a Langevin equation for the particle motion with time-dependent force…

Mathematical Physics · Physics 2007-05-23 G. A. Pavliotis , A. M. Stuart

We study the convective wave equation in two space dimension driven by spatially homogeneous Gaussian noise. The existence of the real-valued solution is proved by providing a necessary and sufficient condition of Gaussian noise source. Our…

Probability · Mathematics 2014-12-09 Sang-Hyeon Park , Imbo Sim

A fully coupled system of two second-order parabolic degenerate equations arising as a thin film approximation to the Muskat problem is interpreted as a gradient flow for the 2-Wasserstein distance in the space of probability measures with…

Analysis of PDEs · Mathematics 2013-08-29 Philippe Laurencot , Bogdan-Vasile Matioc

We give a new result on the well-posedness of the two-dimensional Stochastic Harmonic Map flow, whose study is motivated by the Landau-Lifshitz-Gilbert model for thermal fluctuations in micromagnetics. We construct strong solutions that…

Probability · Mathematics 2018-11-12 Antoine Hocquet

A recent paper of Melbourne & Stuart, A note on diffusion limits of chaotic skew product flows, Nonlinearity 24 (2011) 1361-1367, gives a rigorous proof of convergence of a fast-slow deterministic system to a stochastic differential…

Dynamical Systems · Mathematics 2015-06-15 Georg A. Gottwald , Ian Melbourne

This article extends the work on stochastic constrained heat equation in \cite{brzezniak2020global}. We will show the existence of Martingale solutions to the stochastic-constrained heat equations. The proof is based on compactness,…

Probability · Mathematics 2024-11-08 Javed Hussain , Abdul Fatah , Saeed Ahmed

In this paper, we propose a stochastic conformal multi-symplectic method for a class of damped stochastic Hamiltonian partial differential equations in order to inherit the intrinsic properties, and apply the numerical method to solve a…

Symplectic Geometry · Mathematics 2018-03-30 Chuchu Chen , Jialin Hong , Lihai Ji

We prove existence of martingale solutions for the stochastic Cahn-Hilliard equation with degenerate mobility and multiplicative Wiener noise. The potential is allowed to be of logarithmic or double-obstacle type. By extending to the…

Analysis of PDEs · Mathematics 2021-09-17 Luca Scarpa