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It is common practice to approximate a weakly nonlinear wave equation through a kinetic transport equation, thus raising the issue of controlling the validity of the kinetic limit for a suitable choice of the random initial data. While for…

Mathematical Physics · Physics 2011-01-28 Jani Lukkarinen , Herbert Spohn

In this paper, by means of the Riesz basis approach, we study the stability of a weakly damped system of two second order evolution equations coupled through the velocities. If the fractional order damping becomes viscous and the waves…

Analysis of PDEs · Mathematics 2018-08-31 Farah Abdallah , Yacine Chitour , Mouhammad Ghader , Ali Wehbe

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…

Analysis of PDEs · Mathematics 2025-03-07 Raphael Maillet

Stochastic non-local conservation law equation in the presence of discontinuous flux functions is considered in an $L^{1}\cap L^{2}$ setting. The flux function is assumed bounded and integrable (spatial variable). Our result is to prove…

Analysis of PDEs · Mathematics 2019-04-17 Christian Olivera

We revisit aspects of dynamics and stability of localized states in the deterministic and stochastic discrete nonlinear Schr\"odinger equation. By a combination of analytic and numerical techniques, we show that localized initial conditions…

Pattern Formation and Solitons · Physics 2025-07-24 Mahdieh Ebrahimi , Barbara Drossel , Wolfram Just

This article considers a Cauchy problem of Helmholtz equations whose solution is well known to be exponentially unstable with respect to the inputs. In the framework of variational quasi-reversibility method, a Fourier truncation is applied…

Numerical Analysis · Mathematics 2022-08-31 Vo Anh Khoa , Nguyen Dat Thuc , Ajith Gunaratne

In this article we derive rigorously amplitude equations for stochastic PDEs with quadratic nonlinearities, under the assumption that the noise acts only on the stable modes and for an appropriate scaling between the distance from…

Probability · Mathematics 2007-05-23 D. Blömker , G. A. Pavliotis , M. Hairer

In this paper, we develop a way of analyzing the random dynamics of stochastic evolution equations with a non-dense domain. Such problems cover several types of evolution equations. We are particularly interested in evolution equations with…

Probability · Mathematics 2024-10-28 M. Ghani Varzaneh , F. Z. Lahbiri , S. Riedel

We give meaning to linear and semi-linear (possibly degenerate) parabolic partial differential equations with (affine) linear rough path noise and establish stability in a rough path metric. In the case of enhanced Brownian motion (Brownian…

Probability · Mathematics 2013-01-17 Peter Friz , Harald Oberhauser

The work concerns nonlinear filtering problems of stochastic differential equations with correlated L\'evy noises. First, we establish the Kushner-Stratonovich and Zakai equations through martingale representation theorems and the…

Probability · Mathematics 2020-05-05 Huijie Qiao

The well known concept, to reduce the spatio-temporal dynamics beyond instabilities of trivial states to amplitude modulated patterns, is reviewed from the point of view of a formal perturbation expansion for general dissipative partial…

We consider weakly damped nonlinear Schr\"odinger equations perturbed by a noise of small amplitude. The small noise is either complex and of additive type or real and of multiplicative type. It is white in time and colored in space. Zero…

Numerical Analysis · Mathematics 2009-07-19 Eric Gautier

In this paper, we analyze Galerkin approximations for stochastic evolution equations driven by an additive Gaussian noise which is temporally white and spatially fractional with Hurst index less than or equal to $1/2$. First we regularize…

Numerical Analysis · Mathematics 2020-06-08 Yanzhao Cao , Jialin Hong , Zhihui Liu

We study strictly parabolic stochastic partial differential equations on $\R^d$, $d\ge 1$, driven by a Gaussian noise white in time and coloured in space. Assuming that the coefficients of the differential operator are random, we give…

Probability · Mathematics 2007-05-23 Marco Ferrante , Marta Sanz-Solé

We prove existence and uniqueness of a mild solution of a stochastic evolution equation driven by a standard $\alpha$-stable cylindrical L\'evy process defined on a Hilbert space for $\alpha \in (1,2)$. The coefficients are assumed to map…

Probability · Mathematics 2021-08-05 Tomasz Kosmala , Markus Riedle

In this paper, we establish the well-posedness and optimal trajectory regularity for the solution of stochastic evolution equations with generalized Lipschitz-type coefficients driven by general multiplicative noises. To ensure the…

Analysis of PDEs · Mathematics 2019-02-25 Jialin Hong , Zhihui Liu

We study the stability of reaction-diffusion equations in presence of noise. The relationship of stability of solutions between the stochastic ordinary different equations and the corresponding stochastic reaction-diffusion equation is…

Probability · Mathematics 2020-02-18 Guangying Lv , Jinlong Wei , Guang-an Zou

In this article, the existence of a unique solution in the variational approach of the stochastic evolution equation $$\dX(t) = F(X(t)) \dt + G(X(t)) \dL(t)$$ driven by a cylindrical L\'evy process $L$ is established. The coefficients $F$…

Probability · Mathematics 2019-12-17 Tomasz Kosmala , Markus Riedle

We prove the self-improving property of very weak solutions to non-uniformly elliptic problems of double phase type in divergence form under sharp assumptions on the nonlinearity.

Analysis of PDEs · Mathematics 2023-06-30 Sumiya Baasandorj , Sun-Sig Byun , Wontae Kim

In the semigroup approach to stochastic evolution equations, the fundamental issue of uniqueness of mild solutions is often "reduced" to the much easier problem of proving uniqueness for strong solutions. This reduction is usually carried…

Analysis of PDEs · Mathematics 2010-02-01 Carlo Marinelli , Michael Röckner