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Related papers: Singular limits for stochastic equations

200 papers

Several aspects of regularity theory for parabolic systems are investigated under the effect of random perturbations. The deterministic theory, when strict parabolicity is assumed, presents both classes of systems where all weak solutions…

Analysis of PDEs · Mathematics 2011-08-02 Lisa Beck , Franco Flandoli

We study an evolutionary $p$-Laplace problem whose potential is subject to a translation in time. Provided the trajectory along which the potential is translated admits a sufficiently regular local time, we establish existence of solutions…

Analysis of PDEs · Mathematics 2023-07-24 Florian Bechtold , Jörn Wichmann

We show that that the stochastic 3D primitive equations with either the physical boundary conditions or Neumann boundary conditions on the top and bottom and Dirichlet boundary condition on the sides driven by multiplicative…

Analysis of PDEs · Mathematics 2020-08-04 Zdzisław Brzeźniak , Jakub Slavík

We consider stochastic inviscid dyadic models with energy-preserving noise. It is shown that the models admit weak solutions which are unique in law. Under a certain scaling limit of the noise, the stochastic models converge weakly to a…

Probability · Mathematics 2023-05-04 Dejun Luo , Danli Wang

We study the convergence of a Zakharov system driven by a time white noise, colored in space, to a multiplicative stochastic nonlinear Schr{\"o}dinger equation, as the ion-sound speed tends to infinity. In the absence of noise, the…

Analysis of PDEs · Mathematics 2024-09-24 Grégoire Barrué , Anne de Bouard , Arnaud Debussche

We consider endomorphisms of a compact manifold which are expanding except for a finite number of points and prove the existence and uniqueness of a physical measure and its stochastical stability. We also characterize the zero-noise limit…

Dynamical Systems · Mathematics 2009-11-10 Vitor Araujo , Ali Tahzibi

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…

Analysis of PDEs · Mathematics 2020-08-10 Neeraj Bhauryal , Ujjwal Koley , Guy Vallet

Numerical approximation of a stochastic partial integro-differential equation driven by a space- time white noise is studied by truncating a series representation of the noise, with finite element method for spatial discretization and…

Numerical Analysis · Mathematics 2017-11-07 Max Gunzburger , Buyang Li , Jilu Wang

The Einstein's linear equation of a small perturbation in a space-time with a homogeneous section of low dimension, is studied. For every harmonic mode of the horizon, there are two solutions which behave differently at large distance $r$.…

General Relativity and Quantum Cosmology · Physics 2011-01-14 Jose L. Martinez-Morales

We study the homogenization of nonlinear, first-order equations with highly oscillatory mixing spatio-temporal dependence. It is shown in a variety of settings that the homogenized equations are stochastic Hamilton-Jacobi equations with…

Analysis of PDEs · Mathematics 2020-09-25 Benjamin Seeger

We present uniqueness and existence in weighted Sobolev spaces of the equation $$ u_t=(au_{xx}+bu_x+cu)+ \xi |u|^{1+\lambda} {\dot{B}}, \quad\,\, t>0, \, x\in (0,1) $$ with initial data $u(0,\cdot)=u_0$ and zero boundary data. Here…

Probability · Mathematics 2019-05-29 Beom-seok Han , Kyeong-hun Kim

In this paper, we establish the well-posedness and optimal trajectory regularity for the solution of stochastic evolution equations with generalized Lipschitz-type coefficients driven by general multiplicative noises. To ensure the…

Analysis of PDEs · Mathematics 2019-02-25 Jialin Hong , Zhihui Liu

We here address the question of restoration of uniqueness in mean-field games deriving from deterministic differential games with a large number of players. The general strategy for restoring uniqueness is inspired from earlier similar…

Probability · Mathematics 2018-04-11 Francois Delarue

The stabilisation by noise on the boundary of the Chafee-Infante equation with dynamical boundary conditions subject to a multiplicative It\^o noise is studied. In particular, we show that there exists a finite range of noise intensities…

Analysis of PDEs · Mathematics 2018-11-14 Klemens Fellner , Stefanie Sonner , Bao Quoc Tang , Do Duc Thuan

We consider an evolution operator for a discrete Langevin equation with a strongly hyperbolic classical dynamics and noise with finite moments. Using a perturbative expansion of the evolution operator we calculate high order corrections to…

chao-dyn · Physics 2015-06-24 Niels Sondergaard , Gabor Vattay , Gergely Palla , Andre Voros

We study the sharp interface limit of the stochastic Cahn-Hilliard equation with cubic double-well potential and additive space-time white noise $\epsilon^{\sigma}\dot{W}$ where $\epsilon>0$ is an interfacial width parameter. We prove that,…

Probability · Mathematics 2024-01-25 Ľubomír Baňas , Jean Daniel Mukam

In this paper, we consider a non-linear fourth-order evolution equation of Cahn-Hilliard-type on evolving surfaces with prescribed velocity, where the non-linear terms are only assumed to have locally Lipschitz derivatives. High-order…

Numerical Analysis · Mathematics 2022-03-07 Cedric Aaron Beschle , Balázs Kovács

The inviscid limit of the stochastic Burgers equation, with body forces white noise in time, is discussed in terms of the level surfaces of the minimising Hamilton-Jacobi function, the classical mechanical caustic and the Maxwell set and…

Probability · Mathematics 2007-06-11 A. D. Neate , A. Truman

We study the approximation of SPDEs on the whole real line near a change of stability via modulation or amplitude equations, which acts as a replacement for the lack of random invariant manifolds on extended domains. Due to the…

Probability · Mathematics 2017-11-20 Luigi Amedeo Bianchi , Dirk Blömker

Quantum noise in a model of singly resonant frequency doubling including phase mismatch and driving in the harmonic mode is analyzed. The general formulae about the fixed points and their stability as well as the squeezing spectra…

Quantum Physics · Physics 2007-05-23 C. Cabrillo , J. L. Roldan , P. Garcia-Fernandez
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