English
Related papers

Related papers: Global dynamics for the stochastic KdV equation wi…

200 papers

We study the small noise asymptotic for stochastic Burgers equations on $(0,1)$ with Dirichlet boundary condition. We consider the case that the noise is more singular than space-time white noise. We let the noise magnitude $\sqrt{\epsilon}…

Probability · Mathematics 2024-12-02 Rui Bai , Chunrong Feng , Huaizhong Zhao

We consider a fractional nonlinear wave equations (fNLW) with a general power-type nonlinearity, on the two-dimensional torus. Our main goal is to construct invariant global-in-time Gibbs dynamics for a renormalized fNLW. We first construct…

Analysis of PDEs · Mathematics 2025-10-24 Luigi Forcella , Oana Pocovnicu

This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dynamics generated by stochastic differential equations with…

Optimization and Control · Mathematics 2015-04-27 Viorel Barbu , Stefano Bonaccorsi , Luciano Tubaro

A change of variables is introduced to reduce certain nonlinear stochastic evolution equations with multiplicative noise to the corresponding deterministic equation. The result is then used to investigate a stochastic porous medium…

Probability · Mathematics 2007-07-24 S. V. Lototsky

In this paper, we propose a quantized learning equation with a monotone increasing resolution of quantization and stochastic analysis for the proposed algorithm. According to the white noise hypothesis for the quantization error with dense…

Machine Learning · Computer Science 2021-12-28 Jinwuk Seok , Jeong-Si Kim

In this article we present a numerical analysis for a third-order differential equation with non-periodic boundary conditions and time-dependent coefficients, namely, the linear Korteweg-de Vries Burgers equation. This numerical analysis is…

Numerical Analysis · Mathematics 2022-12-14 Cristhian Montoya , Carlos Spa

In this paper we discuss the well known Kardar Parisi Zhang (KPZ) equation driven by temporally correlated noise. We use a self consistent approach to derive the scaling exponents of this system. We also draw general conclusions about the…

Statistical Mechanics · Physics 2008-04-21 Eytan Katzav , Moshe Schwartz

In this paper, we are concerned with the local and global existence for the stochastic Prandtl equation in two and three dimensions, which governs the velocity field inside the boundary layer that appears in the inviscid limit of the…

Analysis of PDEs · Mathematics 2024-08-09 Ya-Guang Wang , Meng Zhao

With the nonuniform media taken into account, the nonisospectral and variable-coefficient Korteweg-de Vries equation, which describes various physical situations such as fluid dynamics and plasma, is under investigation in this paper. With…

Pattern Formation and Solitons · Physics 2017-10-17 Ling-Jun Liu , Xin Yu

The distance between the solutions to the integrable Korteweg-de Vries (KdV) equation and a broad class of non-integrable generalized KdV (gKdV) equations is estimated in appropriate Sobolev spaces. This family of equations includes, as…

Analysis of PDEs · Mathematics 2026-02-06 Nikos I. Karachalios , Dionyssios Mantzavinos , Jeffrey Oregero

We first introduce a new model for a two-dimensional gauge-covariant wave equation with space-time white noise. In our main theorem, we obtain the probabilistic global well-posedness of this model in the Lorenz gauge. Furthermore, we prove…

Analysis of PDEs · Mathematics 2025-02-12 Bjoern Bringmann , Igor Rodnianski

The existence of martingale solutions for stochastic porous media equations driven by nonlinear multiplicative space-time white noise is established in spatial dimension one. The Stroock-Varopoulos inequality is identified as a key tool in…

Probability · Mathematics 2024-09-25 Konstantinos Dareiotis , Máté Gerencsér , Benjamin Gess

We present simple classical dynamical models to address the question of introducing a stochastic nature in a time variable. These models include noise in the time variable but not in the "space" variable, which is opposite to the normal…

Other Condensed Matter · Physics 2007-05-23 Toru Ohira

Stochastic Navier-Stokes equations in 2D and 3D possibly unbounded domains driven by a multiplicative Gaussian noise are considered. The noise term depends on the unknown velocity and its spatial derivatives. The existence of a martingale…

Probability · Mathematics 2017-01-03 Zdzisław Brzeźniak , Elżbieta Motyl

Upon its inception the theory of regularity structures allowed for the treatment for many semilinear perturbations of the stochastic heat equation driven by space-time white noise. When the driving noise is non-Gaussian the machinery of…

Probability · Mathematics 2017-07-25 Ajay Chandra , Hao Shen

Denoising diffusion models have recently shown impressive results in generative tasks. By learning powerful priors from huge collections of training images, such models are able to gradually modify complete noise to a clean natural image…

Computer Vision and Pattern Recognition · Computer Science 2023-06-29 Naama Pearl , Yaron Brodsky , Dana Berman , Assaf Zomet , Alex Rav Acha , Daniel Cohen-Or , Dani Lischinski

This paper identifies certain interesting mathematical problems of stochastic quantization type in the modeling of Laser propagation through turbulent media. In some of the typical physical contexts the problem reduces to stochastic…

Analysis of PDEs · Mathematics 2023-01-03 Sivaguru S. Sritharan , Saba Mudaliar

Early warning indicators often suffer from the shortness and coarse-graining of real-world time series. Furthermore, the typically strong and correlated noise contributions in real applications are severe drawbacks for statistical measures.…

Data Analysis, Statistics and Probability · Physics 2026-03-03 Martin Heßler , Oliver Kamps

We prove the existence and uniqueness of solutions to a one-dimensional Stefan Problem for reflected SPDEs which are driven by space-time white noise. The solutions are shown to exist until almost surely positive blow-up times. Such…

Probability · Mathematics 2019-04-11 Ben Hambly , Jasdeep Kalsi

We study the compressible Navier-Stokes system driven by physically relevant transport noise, where the noise influences both the continuity and momentum equations. Our approach is based on transforming the system into a partial…

Analysis of PDEs · Mathematics 2025-04-15 D. Breit , E. Feireisl , M. Hofmanova , P. B. Mucha