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Let $\xi$ be a Gaussian white noise on $\mathbb R^d$ ($d=1,2,3$). Let $(\xi_\varepsilon)_{\varepsilon>0}$ be continuous Gaussian processes such that $\xi_\varepsilon\to\xi$ as $\varepsilon\to0$, defined by convolving $\xi$ against a…

Probability · Mathematics 2021-05-26 Pierre Yves Gaudreau Lamarre

We show that the spacing between eigenvalues of the discrete 1D Hamiltonian with arbitrary potentials which are bounded, and with Dirichlet or Neumann Boundary Conditions is bounded away from zero. We prove an explicit lower bound, given by…

Disordered Systems and Neural Networks · Physics 2013-08-30 Alexander Rivkind , Yevgeny Krivolapov , Shmuel Fishman , Avy Soffer

A standard approach to analysis of noise-induced effects in stochastic dynamics assumes a Gaussian character of the noise term describing interaction of the analyzed system with its complex surroundings. An additional assumption about the…

Statistical Mechanics · Physics 2009-05-06 Bartlomiej Dybiec , Ewa Gudowska-Nowak

We numerically analyze the energy level statistics of the Anderson model with Gaussian site disorder and constant hopping. The model is realized on different two-dimensional lattices, namely, the honeycomb, the kagom\'e, the square, and the…

Mesoscale and Nanoscale Physics · Physics 2015-11-20 Dayasindhu Dey , Manoranjan Kumar , Pragya Shukla

We investigate the weak order of convergence for space-time discrete approximations of semilinear parabolic stochastic evolution equations driven by additive square-integrable L\'evy noise. To this end, the Malliavin regularity of the…

Probability · Mathematics 2018-08-28 Adam Andersson , Felix Lindner

This work is devoted to deriving small mass limiting equation for a class of Hamiltonian systems with multiplicative L\'evy noise. Derivation of the limiting equation depends on the structure of the stochastic Hamiltonian systems, in which…

Probability · Mathematics 2021-05-18 Zibo Wang , Li Lv , Jinqiao Duan

We study the one-dimensional stochastic wave equation driven by a Gaussian multiplicative noise which is white in time and has the covariance of a fractional Brownian motion with Hurst parameter $H\in [1/2,1)$ in the spatial variable. We…

Probability · Mathematics 2020-10-27 Francisco Delgado-Vences , David Nualart , Guangqu Zheng

We study a class of models for nonlinear acoustics, including the well-known Westervelt and Kuznetsov equations, as well as a model of Rasmussen that can be seen as a thermodynamically consistent modification of the latter. Using…

Analysis of PDEs · Mathematics 2024-09-04 Herbert Egger , Marvin Fritz

The Homotopy Analysis Method (HAM) is a powerful technique which allows to derive approximate solutions of both ordinary and partial differential equations. We propose to use a variational approach based on the Least Action Principle (LAP)…

Computational Physics · Physics 2025-01-28 Gervais Nazaire Chendjou Beukam , Jean Pierre Nguenang , Stefano Ruffo , Andrea Trombettoni

This paper investigates the structure preservation and convergence analysis of a class of fully discrete finite difference schemes for the stochastic heat equation driven by L\'evy space-time white noise. The novelty lies in the…

Numerical Analysis · Mathematics 2024-09-24 Chuchu Chen , Tonghe Dang , Jialin Hong

In this article, we consider the stochastic Cahn--Hilliard equation driven by space-time white noise. We discretize this equation by using a spatial spectral Galerkin method and a temporal accelerated implicit Euler method. The optimal…

Numerical Analysis · Mathematics 2020-06-23 Jianbo Cui , Jialin Hong , Liying Sun

We study the stochastic transport equation with globally $\beta$-H\"older continuous and bounded vector field driven by a non-degenerate pure-jump L\'evy noise of $\alpha$-stable type. Whereas the deterministic transport equation may lack…

Probability · Mathematics 2025-12-22 Zdzisław Brzeźniak , Enrico Priola , Jianliang Zhai , Jiahui Zhu

In this article, we develop and analyze a full discretization, based on the spatial spectral Galerkin method and the temporal drift implicit Euler scheme, for the stochastic Cahn--Hilliard equation driven by multiplicative space-time white…

Numerical Analysis · Mathematics 2020-06-22 Jianbo Cui , Jialin Hong

We consider the non-linear equation $T^{-1} u+\partial_tu-\partial_x^2\pi(u)=\xi$ driven by space-time white noise $\xi$, which is uniformly parabolic because we assume that $\pi'$ is bounded away from zero and infinity. Under the further…

Analysis of PDEs · Mathematics 2015-12-21 Felix Otto , Hendrik Weber

The parabolic Anderson model (PAM) is one of the most interesting and challenging SPDEs related to various physical phenomena, and can be described mathematically as a stochastic heat equation driven by linear multiplicative noise. In this…

Probability · Mathematics 2023-12-15 Xiao Liang

We perform the Hamiltonian analysis for the lowest-order effective action, up to second order in derivatives, of the complete Horava theory. The model includes the invariant terms that depend on \partial_i ln N proposed by Blas, Pujolas and…

High Energy Physics - Theory · Physics 2011-12-08 Jorge Bellorín , Alvaro Restuccia

This study aims to analyze the ergodicity for stochastic 2D Boussinesq equations and explore the impact of a highly degenerate pure jump Levy noise acting only in the temperature equation, this noise could appear on a few Fourier modes. By…

Probability · Mathematics 2025-03-25 Jianhua Huang , Xuhui Peng , Xue Wang , Jiangwei Zhang

We present a consistent continuum framework and a variable-coefficient acoustofluidic solver to analyze acoustic streaming. A perturbation approach is used to split the compressible Navier-Stokes equations into two sub-systems: a…

Fluid Dynamics · Physics 2025-07-28 Khemraj Gautam Kshetri , Amneet Pal Singh Bhalla , Nitesh Nama

We analyze a specific class of random systems that are driven by a symmetric L\'{e}vy stable noise. In view of the L\'{e}vy noise sensitivity to the confining "potential landscape" where jumps take place (in other words, to environmental…

Statistical Mechanics · Physics 2015-06-11 M. Zaba , P. Garbaczewski , V. Stephanovich

In this paper, we present a rate of convergence in the uniform norm for the densities of spatial averages of the solution to the d-dimensional parabolic Anderson model driven by a Gaussian multiplicative noise, which is white in time and…

Probability · Mathematics 2022-05-30 Sefika Kuzgun , David Nualart
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