Related papers: Stochastic wave equation with H\"older noise coeff…
We study the stochastic viscous nonlinear wave equations (SvNLW) on $\mathbb T^2$, forced by a fractional derivative of the space-time white noise $\xi$. In particular, we consider SvNLW with the singular additive forcing $D^\frac{1}{2}\xi$…
We consider the class of non-linear stochastic partial differential equations studied in \cite{conusdalang}. Equivalent formulations using integration with respect to a cylindrical Brownian motion and also the Skorohod integral are…
We consider nonlinear parabolic SPDEs of the form $\partial_t u=-(-\Delta)^{\alpha/2} u + b(u) +\sigma(u)\dot w$, where$\dot w$ denotes space-time white noise. The functions $b$ and $\sigma$ are both locally Lipschitz continuous. Under some…
We consider the family of stochastic partial differential equations indexed by a parameter $\eps\in(0,1]$, \begin{equation*} Lu^{\eps}(t,x) = \eps\sigma(u^\eps(t,x))\dot{F}(t,x)+b(u^\eps(t,x)), \end{equation*} $(t,x)\in(0,T]\times\Rd$ with…
In this paper, stochastic inertial manifold for damped wave equations subjected to additive white noise is constructed by the Lyapunov-Perron method. It is proved that when the intensity of noise tends to zero the stochastic inertial…
In this article, we study the space-time SPDE $$ \partial_t^\beta u=-(-\Delta)^{\alpha/2} u+I_t^{1-\beta}[b(u)+\sigma(u)\dot{W}],$$ where $u=u(t,x)$ is defined for $(t,x)\in\mathbb{R}_+\times \mathbb{R},$ $\beta\in(0,1), \alpha\in(0,2)$ and…
For a sequence $\dot{L}^{\varepsilon}$ of L\'evy noises with variance $\sigma^2(\varepsilon)$, we prove the Gaussian approximation of the solution $u^{\varepsilon}$ to the stochastic wave equation driven by $\sigma^{-1}(\varepsilon)…
Consider the semilinear heat equation $\partial_t u = \partial^2_x u + \lambda\sigma(u)\xi$ on the interval $[0\,,1]$ with Dirichlet zero boundary condition and a nice non-random initial function, where the forcing $\xi$ is space-time white…
We establish the strong comparison principle and strict positivity of solutions to the following nonlinear stochastic heat equation on $\mathbb{R}^d$ \[ \left(\frac{\partial }{\partial t} -\frac{1}{2}\Delta \right) u(t,x) = \rho(u(t,x))…
We establish the stochastic comparison principles, including moment comparison principle as a special case, for solutions to the following nonlinear stochastic heat equation on $\mathbb{R}^d$ \[ \left(\frac{\partial }{\partial t}…
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…
We study the sample path regularity of the solutions of a class of spde's which are second order in time and that includes the stochastic wave equation. Non-integer powers of the spatial Laplacian are allowed. The driving noise is white in…
In this paper, we discuss an initial boundary value problem for the stochastic wave equation involving the nonlinear damping term $|u_t|^{q-2}u_t$ and a source term of the type $|u|^{p-2}u$. We firstly establish the local existence and…
We give sharp regularity results for the solution to the stochastic wave equation with linear fractional-colored noise. We apply these results in order to establish upper and lower bound for the hitting probabilities of the solution in…
In this article, we study the stochastic wave equation on the entire space $\mathbb{R}^d$, driven by a space-time L\'evy white noise with possibly infinite variance (such as the $\alpha$-stable L\'evy noise). In this equation, the noise is…
Considering the damped wave equation with a Gaussian noise $F$ where $F$ is white in time and has a covariance function depending on spatial variables, we will see that this equation has a mild solution which is stationary in time $t$. We…
In this article, we study the stochastic wave equation in arbitrary spatial dimension $d$, with a multiplicative term of the form $\sigma(u)=u$, also known in the literature as the Hyperbolic Anderson Model. This equation is perturbed by a…
We prove an analogue of a classical asymptotic stability result of standing waves of the Schr\"odinger equation originating in work by Soffer and Weinstein. Specifically, our result is a transposition on the lattice Z of a result by…
We study second-order stochastic parabolic equations in a cylindrical domain with homogeneous Dirichlet boundary conditions. Under a natural compatibility condition on the gradient-type noise, we establish global Schauder estimates in…
The paper establishes the strong convergence rates of a spatio-temporal full discretization of the stochastic wave equation with nonlinear damping in dimension one and two. We discretize the SPDE by applying a spectral Galerkin method in…