Related papers: The small-mass limit for some constrained wave equ…
We introduce a one-dimensional stochastic system where particles perform independent diffusions and interact through pairwise coagulation events, which occur at a nontrivial rate upon collision. Under appropriate conditions on the diffusion…
We discuss Einstein-Klein-Gordon system in an environment of an infinite number of scalar fields leading to an external thermal noise. In the lowest order of metric and field perturbations the quadratic fluctuations consist of a sum of…
In this paper we consider stochastic thin-film equation with nonlinear drift terms, colored Gaussian Stratonovych noise, as well as nonlinear colored Wiener noise. By means of Trotter-Kato-type decomposition into deterministic and…
Stolarsky's invariance principle quantifies the deviation of a subset of a metric space from the uniform distribution. Classically derived for spherical sets, it has been recently studied in a number of other situations, revealing a general…
This note provides a simple derivation of the overdamped approximation for kinetic (or underdamped) equilibrium Langevin dynamics, in cases where certain coefficients depend on the position variable. The equivalent small-mass limit of these…
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…
A stochastic model for nondemolition continuous measurement in a quantum system is given. It is shown that the posterior dynamics, including a continuous collapse of the wave function, is described by a nonlinear stochastic wave equation.…
In this paper, we analyze a semi-discrete finite volume scheme for the three-dimensional barotropic compressible Euler equations driven by a multiplicative Brownian noise. We derive necessary a priori estimates for numerical approximations,…
In this article, we consider the stochastic wave equation in spatial dimension $d=1$, with linear term $\sigma(u)=u$ multiplying the noise. This equation is driven by a Gaussian noise which is white in time and fractional in space with…
We construct a structure preserving non-conforming finite element approximation scheme for the bi-harmonic wave maps into spheres equation. It satisfies a discrete energy law and preserves the non-convex sphere constraint of the continuous…
A fully discrete approximation of the semi-linear stochastic wave equation driven by multiplicative noise is presented. A standard linear finite element approximation is used in space and a stochastic trigonometric method for the temporal…
The two-variable Langevin equations, modeling the Brownian motion of a particle moving in a potential and leading to the Maxwell-Boltzmann distribution of the corresponding Fokker-Planck equation, are shown to give rise to types of…
We provide an explicit rigorous derivation of a diffusion limit - a stochastic differential equation with additive noise - from a deterministic skew-product flow. This flow is assumed to exhibit time-scale separation and has the form of a…
We propose two types of stochastic extensions of nonholonomic constraints for mechanical systems. Our approach relies on a stochastic extension of the Lagrange-d'Alembert framework. We consider in details the case of invariant nonholonomic…
We investigate a fully discrete finite element approximation for the stochastic Kuramoto-Sivashinsky equation, combining the standard finite element methods in spatial discretization with the implicit Euler-Maruyama scheme in time. Rigorous…
We study damped geodesic motion of a particle of mass $m$ on a Riemannian manifold, in the presence of an external force and noise. Lifting the resulting stochastic differential equation to the orthogonal frame bundle, we prove that, as $m…
In this paper, we investigate the stochastic damped Burgers equation with multiplicative noise defined on the entire real line. We demonstrate the existence and uniqueness of a mild solution to the stochastic damped Burgers equation and…
In this article, we construct a global martingale solution to a general nonlinear Schr\"{o}dinger equation with linear multiplicative noise in the Stratonovich form. Our framework includes many examples of spatial domains like…
This paper investigates the well-posedness and small-noise asymptotics of a class of stochastic partial differential equations defined on a bounded domain of $\mathbb{R}^d$, where the diffusion coefficient depends nonlinearly and…
This paper focuses on the long-term behavior of solutions to nonlinear stochastic Fokker-Planck equations driven by common noise, where the drift term has a linear dependence on the measure. These equations, which describe the evolution of…