Related papers: Filtering of Stochastic Nonlinear Wave Equations
A parameter estimation problem is considered for a one-dimensional stochastic wave equation driven by additive space-time Gaussian white noise. The estimator is of spectral type and utilizes a finite number of the spatial Fourier…
We consider a quantization of relativistic wave equations which allows to treat quantum fields together with interacting particles at a finite time. We discuss also a dissipative interaction with the environment. We introduce a stochastic…
We review models of biological evolution in which the population frequency changes deterministically with time. If the population is self-replicating, although the equations for simple prototypes can be linearised, nonlinear equations arise…
We study the weakly non-linear development of shear-driven gravity waves, and investigate the mixing properties of the finite amplitude solutions. Calculations to date have been restricted to the linear theory, which predicts that gravity…
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…
We consider linear stochastic differential-algebraic equations with constant coefficients and additive white noise. Due to the nature of this class of equations, the solution must be defined as a generalised process (in the sense of Dawson…
We formulate stochastic partial differential equations on Riemannian manifolds, moving surfaces, general evolving Riemannian manifolds (with appropriate assumptions) and Riemannian manifolds with random metrics, in the variational setting…
We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…
In the following article we consider the non-linear filtering problem in continuous-time and in particular the solution to Zakai's equation or the normalizing constant. We develop a methodology to produce finite variance, almost surely…
Elastic wave propagation is a century-old problem. Unlike on a flat manifold, analytical solution is not well established for a curved manifold. In this study we take a step towards building an analytical framework for solving the elastic…
We study the numerical error in solitary wave solutions of nonlinear dispersive wave equations. A number of existing results for discretizations of solitary wave solutions of particular equations indicate that the error grows quadratically…
Long-term simulations of energetic electron fluxes in many space plasma systems require accounting for two groups of processes with well separated time-scales: microphysics of electron resonant scattering by electromagnetic waves and…
In this paper we consider the continuous--time nonlinear filtering problem, which has an infinite--dimensional solution in general, as proved by Chaleyat--Maurel and Michel. There are few examples of nonlinear systems for which the optimal…
In this paper, we consider a nonlinear filtering model with observations driven by correlated Wiener processes and point processes. We first derive a Zakai equation whose solution is a unnormalized probability density function of the filter…
We demonstrate that in three space dimensions, the scattering behaviour of semilinear wave equations with quintic-type nonlinearities uniquely determines the nonlinearity. The nonlinearity is permitted to depend on both space and time.
We study the bi-parameter local linearization of the one-dimensional nonlinear stochastic wave equation driven by a Gaussian noise, which is white in time and has a spatially homogeneous covariance structure of Riesz-kernel type. We…
A major challenge in next-generation industrial applications is to improve numerical analysis by quantifying uncertainties in predictions. In this work we present a formulation of a fully nonlinear and dispersive potential flow water wave…
Physics of nonlinear waves on variable backgrounds and the relevant mathematical analysis continues to be the challenging aspect of the study. In this work, we consider a (3+1)-dimensional nonlinear model describing the dynamics of {water…
We establish weak convergence rates for noise discretizations of a wide class of stochastic evolution equations with non-regularizing semigroups and additive or multiplicative noise. This class covers the nonlinear stochastic wave, HJMM,…
Wave shoaling of water waves over mild bottom slopes is well described by linearized theories. However, the analytical treatment of nonlinear wave shoaling subject to rapidly varying bottoms has proven to be elusive in the past decades. As…