Related papers: On ill-posedness of nonlinear stochastic wave equa…

This paper is concerned with exponentially ill-posed operator equations with additive impulsive noise on the right hand side, i.e. the noise is large on a small part of the domain and small or zero outside. It is well known that Tikhonov…

We study weighted Tikhonov regularization for large-scale linear discrete ill-posed problems with random noise. Under a polynomial upper-bound assumption on the generalized eigenvalues of the discrete forward operator, we derive stochastic…

This paper focuses on the well-posedness (or lack thereof) of three-dimensional time-harmonic wave propagation problems modeled by the Helmholtz equation. It is well-known that if the problem is set in bounded domain with Dirichlet boundary…

We consider rough stochastic volatility models where the driving noise of volatility has fractional scaling, in the "rough" regime of Hurst parameter $H < 1/2$. This regime recently attracted a lot of attention both from the statistical and…

We are concerned with multidimensional nonlinear stochastic transport equation driven by Brownian motions. For irregular fluxes, by using stochastic BGK approximations and commutator estimates, we gain the existence and uniqueness of…

We consider an inverse problem for a Westervelt type nonlinear wave equation with fractional damping. This equation arises in nonlinear acoustic imaging, and we show the forward problem is locally well-posed. We prove that the smooth…

We study the instability of standing wave solutions for nonlinear Schr\"{o}dinger equations with a one-dimensional harmonic potential in dimension $N\ge 2$. We prove that if the nonlinearity is $L^2$-critical or supercritical in dimension…

We consider fractional Hartree and cubic nonlinear Schr\"odinger equations on Euclidean space $\mathbb R^d$ and on torus $\mathbb T^d$. We establish norm inflation (a stronger phenomena than standard ill-posedness) at every initial data in…

We present high-order numerical schemes for linear stochastic heat and wave equations with Dirichlet boundary conditions, driven by additive noise. Standard Euler schemes for SPDEs are limited to an order convergence between 1/2 and 1 due…

In this work we study the inverse boundary value problem of determining the refractive index in the acoustic equation. It is known that this inverse problem is ill-posed. Nonetheless, we show that the ill-posedness decreases when we…

We analyze the nonlinear stochastic heat equation driven by heavy-tailed noise in free space and arbitrary dimension. The existence of a solution is proved even if the noise only has moments up to an order strictly smaller than its…

In this paper, we consider the strong convergence of the time-space fractional diffusion equation driven by fractional Gaussion noise with Hurst index $H\in(\frac{1}{2},1)$. A sharp regularity estimate of the mild solution and the numerical…

This work is devoted to the effective macroscopic dynamics of a weakly damped stochastic nonlinear wave equation with a random dynamical boundary condition. The white noises are taken into account not only in the model equation defined on a…

The well-known Stokes waves refer to periodic traveling waves under the gravity at the free surface of a two dimensional full water wave system. In this paper, we prove that small-amplitude Stokes waves with infinite depth are nonlinearly…

In this article, we investigate the asymptotic behaviour of the spatial integral of the solution to the parabolic Anderson model with time independent noise in dimension $d\geq 1$, as the domain of the integral becomes large. We consider 3…

We study small noise large deviation asymptotics for stochastic differential equations with a multiplicative noise given as a fractional Brownian motion $B^H$ with Hurst parameter $H>\frac12$. The solutions of the stochastic differential…

We study the appearance of large scale mean motion sustained by stochastic forcing on a rotating fluid (in the quasigeostrophic approximation) flowing over topography. As in other noise rectification phenomena, the effect requires…

We study modulational stability and instability in the Whitham equation, combining the dispersion relation of water waves and a nonlinearity of the shallow water equations, and modified to permit the effects of surface tension and constant…

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…

With recently developed tools, we prove a homogenisation theorem for a random ODE with short and long-range dependent fractional noise. The effective dynamics are not necessarily diffusions, they are given by stochastic differential…