Related papers: Anderson stochastic quantization equation
In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…
We give a new example of a measure-valued process without a density, which arises from a stochastic partial differential equation with a multiplicative noise term. This process has some unusual properties. We work with the heat equation…
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…
In this paper, the hyperbolic Anderson equation generated by a time-dependent Gaussian noise is under investigation in two fronts: The solvability and large-$t$ asymptotics. The investigation leads to a necessary and sufficient condition…
We study a stochastic complex Ginzburg-Landau equation (SCGL) on compact surfaces with magnetic Laplacian and polynomial nonlinearity, forced by a space-time white noise. After renormalizing the equation in a suitable manner, we show that…
Even though the heat equation with random potential is a well-studied object, the particular case of time-independent Gaussian white noise in one space dimension has yet to receive the attention it deserves. The paper investigates the…
The paper formulates Bayesian inverse problems for inference in a topological measure space given noisy observations. Conditions for the validity of the Bayes formula and the well-posedness of the posterior measure are studied. The abstract…
This paper considers uncertainty quantification in systems perturbed by stochastic disturbances, in particular, Gaussian white noise. The main focus of this work is on describing the time evolution of statistical moments of certain…
We consider the random Schr\"odinger operator on $\mathbb{R}$ obtained by perturbing the Laplacian with a white noise. We prove that Anderson localization holds for this operator: almost surely the spectral measure is pure point and the…
In this paper we consider the two-dimensional stochastic Gross-Pitaevskii equation, which is a model to describe Bose-Einstein condensation at positive temperature. The equation is a complex Ginzburg-Landau equation with a harmonic…
We study global-in-time dynamics of the stochastic nonlinear beam equations (SNLB) with an additive space-time white noise, posed on the four-dimensional torus. The roughness of the noise leads us to introducing a time-dependent…
We derive a method to reconstruct Gaussian signals from linear measurements with Gaussian noise. This new algorithm is intended for applications in astrophysics and other sciences. The starting point of our considerations is the principle…
The present paper is a continuation of our previous work on the stochastic quantization of the $\exp(\Phi)_2$-quantum field model on the two-dimensional torus. Making use of key properties of Gaussian multiplicative chaos and refining the…
We introduce a stochastic analysis of Grassmann random variables suitable for the stochastic quantization of Euclidean fermionic quantum field theories. Analysis on Grassmann algebras is developed here from the point of view of quantum…
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…
We address the numerical discretization of the Allen-Cahn prob- lem with additive white noise in one-dimensional space. The discretization is conducted in two stages: (1) regularize the white noise and study the regularized problem, (2)…
We study the two-dimensional stochastic nonlinear heat equation (SNLH) and stochastic damped nonlinear wave equation (SdNLW) with an exponential nonlinearity $\lambda\beta e^{\beta u }$, forced by an additive space-time white noise. We…
We consider an SPDE driven by a parabolic second order partial differential operator with a nonlinear random external forcing defined by a Gaussian noise that is white in time and has a spatially homogeneous covariance. We prove existence…
In this note we solve a general statistical inverse problem under absence of knowledge of both the noise level and the noise distribution via application of the (modified) heuristic discrepancy principle. Hereby the unbounded (non-Gaussian)…
Our first purpose is to extend the results from \cite{T} on the radial defocusing NLS on the disc in $\mathbb{R}^2$ to arbitrary smooth (defocusing) nonlinearities and show the existence of a well-defined flow on the support of the Gibbs…