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We study the validity of a large deviation principle for a class of stochastic nonlinear damped wave equations, of Klein-Gordon type, in the joint small mass and small noise limit. The friction term is assumed to be state dependent.

Probability · Mathematics 2022-08-30 Sandra Cerrai , Mengzi Xie

Consider the $[0,1]$-valued continuous random field solution $(u_t(x))_{t\geq 0, x\in \mathbb R}$ to the one-dimensional stochastic heat equation \[ \partial_t u_t = \frac{1}{2}\Delta u_t + b(u_t) + \sqrt{u_t(1-u_t)} \dot W, \] where…

Probability · Mathematics 2024-06-04 Clayton Barnes , Leonid Mytnik , Zhenyao Sun

In this article we consider existence and uniqueness of the solutions to a large class of stochastic partial differential of form $\partial_t u = L_x u + b(t,u)+\sigma(t,u)\dot{W}$, driven by a Gaussian noise $\dot{W}$, white in time and…

Probability · Mathematics 2021-04-16 Benny Avelin , Lauri Viitasaari

Under general conditions we show that the solution of a stochastic parabolic partial differential equation of the form \[ \partial_t u = \mathrm{div} (A \nabla u) + f(t,x, u) + g_i (t,x,u) \dot{w}^i_t \] is almost surely H\"older continuous…

Analysis of PDEs · Mathematics 2016-01-12 Elton P. Hsu , Yu Wang , Zhenan Wang

In this paper, we explicitly calculate the quasi-potentials for the damped semilinear stochastic wave equation when the system is of gradient type. We show that in this case the infimum of the quasi-potential with respect to all possible…

Probability · Mathematics 2014-03-25 Sandra Cerrai , Michael Salins

This paper is devoted to investigating Freidlin-Wentzell's large deviation principle for one (spatial) dimensional nonlinear stochastic wave equation $\frac{\partial^2 u^{\e}(t,x)}{\partial t^2}=\frac{\partial^2 u^{\e}(t,x)}{\partial…

Probability · Mathematics 2022-11-29 Li Ruinan , Zhang Beibei

Motivated by the regularization by noise phenomenon for SDEs we prove existence and uniqueness of the flow of solutions for the non-Lipschitz stochastic heat equation $$\frac{\partial u}{\partial t}=\frac12\frac{\partial^2 u}{\partial z^2}…

Probability · Mathematics 2016-11-08 Oleg Butkovsky , Leonid Mytnik

We consider the nonlinear magnetic Schr\"odinger equation for $ u: \mathbb{R}^3 \times \mathbb{R} \to \mathbb{C} $, \[ iu_t = (i \nabla + A)^2 u + V u + g(u), u(x,0) = u_0(x),\] where $ A :\mathbb{R}^3 \to \mathbb{R}^3 $ is the magnetic…

Analysis of PDEs · Mathematics 2010-12-02 Eva Koo

We consider reaction-diffusion equations that are stochastically forced by a small multiplicative noise term. We show that spectrally stable travelling wave solutions to the deterministic system retain their orbital stability if the…

Analysis of PDEs · Mathematics 2020-03-09 C. H. S. Hamster , H. J. Hupkes

Consider the hyperbolic nonlinear Schr\"odinger equation (HNLS) over $\mathbb{R}^d$ $$ iu_t + u_{xx} - \Delta_{\textbf{y}} u + \lambda |u|^\sigma u=0. $$ We deduce the conservation laws associated with (HNLS) and observe the lack of…

Analysis of PDEs · Mathematics 2016-12-01 Simão Correia , Mário Figueira

For the stationary nonlinear Schr\"odinger equation $-\Delta u+ V(x)u- f(u) = \lambda u$ with periodic potential $V$ we study the existence and stability properties of multibump solutions with prescribed $L^2$-norm. To this end we introduce…

Analysis of PDEs · Mathematics 2018-12-19 Nils Ackermann , Tobias Weth

We investigate the optimal H\"older continuity and hitting probabilities for systems of stochastic heat equations and stochastic wave equations driven by an additive fractional Brownian sheet with temporal index $1/2$ and spatial index…

Probability · Mathematics 2022-03-03 Jialin Hong , Zhihui Liu , Derui Sheng

The work is devoted to Dirichlet problem for sub-quintic semi-linear wave equation with damping damping term of the form $(-\Delta)^\alpha\partial_t u$, $\alpha\in(0,\frac{1}{2})$, in bounded smooth domains of $\Bbb R^3$. It appears that to…

Analysis of PDEs · Mathematics 2014-03-31 Anton Savostianov

Consider the nonlinear stochastic heat equation $$ \frac{\partial u (t,x)}{\partial t}=\frac{\partial^2 u (t,x)}{\partial x^2}+ \sigma(u (t,x))\dot{W}(t,x),\quad t> 0,\, x\in \mathbb{R}, $$ where $\dot W$ is a Gaussian noise which is white…

Probability · Mathematics 2025-08-27 Bin Qian , Min Wang , Ran Wang , Yimin Xiao

We consider in this article the damped wave equation, in the \textit{scale-invariant case} with combined two nonlinearities, which reads as follows: \begin{displaymath} \d (E) \hspace{1cm} u_{tt}-\Delta u+\frac{\mu}{1+t}u_t=|u_t|^p+|u|^q,…

Analysis of PDEs · Mathematics 2020-08-25 Makram Hamouda , Mohamed Ali Hamza

We consider the free linear Schr\"odinger equation on a torus $\mathbb T^d$, perturbed by a hamiltonian nonlinearity, driven by a random force and damped by a linear damping: $$ u_t -i\Delta u +i\nu \rho |u|^{2q_*}u = - \nu f(-\Delta) u +…

Mathematical Physics · Physics 2014-04-08 Sergei Kuksin , Alberto Maiocchi

We study the sample path regularity of the solution of a stochastic wave equation in spatial dimension $d=3$. The driving noise is white in time and with a spatially homogeneous covariance defined as a product of a Riesz kernel and a smooth…

Probability · Mathematics 2007-05-23 Robert C. Dalang , Marta Sanz-Solé

In this article, we examine a stochastic partial differential equation (SPDE) driven by a symmetric $\alpha$-stable (S$\alpha$S) L\'evy noise, that is multiplied by a linear function $\sigma(u)=u$ of the solution. The solution is…

Probability · Mathematics 2024-09-20 Raluca M. Balan , Juan J. Jiménez

Let $\Omega$ be a smooth bounded domain in $\mathbb{R}^2$. For $\epsilon>0$ small, we construct non-constant solutions to the Ginzburg-Landau equations $-\Delta u=\frac{1}{\epsilon^2}(1-|u|^2)u$ in $\Omega$ such that on $\partial \Omega$ u…

Analysis of PDEs · Mathematics 2017-07-04 Rémy Rodiac

We prove that the initial value problem for the equation \[ - i\partial_t u + \sqrt{m^2-\Delta} \, u= (\frac{e^{-\mu_0 |x|}}{|x|} \ast |u|^2)u \ \text{in} \ \mathbb R^{1+3}, \quad m\ge 0, \ \mu_0 >0\] is globally well-posed and the solution…

Analysis of PDEs · Mathematics 2015-08-12 Sebastian Herr , Achenef Tesfahun