Related papers: Stochastic diffusive energy balance climate model …
We introduce a mass conserving stochastic perturbation of the discrete nonlinear Schr\"odinger equation that models the action of a heat bath at a given temperature. We prove that the corresponding canonical Gibbs distribution is the unique…
A new method is described for constructing a generalized solution for stochastic differential equations. The method is based on the Cameron-Martin version of the Wiener Chaos expansion and provides a unified framework for the study of…
We prove the well posedness: global existence, uniqueness and regularity of the solutions, of a class of d-dimensional fractional stochastic active scalar equations. This class includes the stochastic, dD-quasi-geostrophic equation, $ d\geq…
This article considers the variational wave equation with viscosity and transport noise as a system of three coupled nonlinear stochastic partial differential equations. We prove pathwise global existence, uniqueness, and temporal…
In this article, we study a $d$-dimensional stochastic nonlinear heat equation (SNLH) with a quadratic nonlinearity, forced by a fractional space-time white noise: \begin{equation*} \left\{\begin{array}{l} \partial_t u-\Delta u= \rho^2 u^2…
The nonlinear Schr\"odinger equation (NLSE) models the slowly varying envelope dynamics of a weakly nonlinear quasi-monochromatic wave packet in dispersive media. In the context of Bose-Einstein condensate (BEC), it is often referred to as…
This paper proposes and analyzes a novel fully discrete finite element scheme with the interpolation operator for stochastic Cahn-Hilliard equations with functional-type noise. The nonlinear term satisfies a one-side Lipschitz condition and…
A stochastic version of an inviscid dyadic model of turbulence, with multiplicative noise, is proved to exhibit energy dissipation in spite of the formal energy conservation. As a consequence, global regular solutions cannot exist. After…
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.…
By introducing the small noise expansion techniques, we show that the fully nonlinear (non-Markovian) stochastic inflationary system, may be re-cast in terms of an infinite set of Wiener processes (stochastic equations with white noises).…
Stochastic dynamics in the energy representation is employed as a method to study non-equilibrium Brownian-like systems. It is shown that the equation of motion for the energy of such systems can be taken in the form of the Langevin…
Methods of stochastic thermodynamics and hydrodynamics are applied to the a recently introduced model of active particles. The model consists of an overdamped particle subject to Gaussian coloured noise. Inspired by stochastic…
In this paper, we focus on constructing numerical schemes preserving the averaged energy evolution law for nonlinear stochastic wave equations driven by multiplicative noise. We first apply the compact finite difference method and the…
In this article, we study the stochastic wave equation in arbitrary spatial dimension $d$, with a multiplicative term of the form $\sigma(u)=u$, also known in the literature as the Hyperbolic Anderson Model. This equation is perturbed by a…
We have employed state-of-the-art cross-correlation noise spectroscopy to study carrier dynamics in silicon heterojunction solar cells, complimented by SENTARUS simulations of the same devices. These cells were composed of a light absorbing…
A special place in climatology is taken by the so-called conceptual climate models. These relatively simple sets of differential equations can successfully describe single mechanisms of climate. We focus on one family of such models based…
We study parabolic stochastic partial differential equations (SPDEs), driven by two types of operators: one linear closed operator generating a $C_0-$semigroup and one linear bounded operator with Wick-type multiplication, all of them set…
We introduce a non-linear differential flow equation for density matrices that provides a monotonic decrease of the free energy and reaches a fixed point at the Gibbs thermal state. We use this equation to build a variational approach for…
Identification of nonlinear dynamical systems is crucial across various fields, facilitating tasks such as control, prediction, optimization, and fault detection. Many applications require methods capable of handling complex systems while…
In this paper, we establish the existence and uniqueness of invariant measures for a class of semilinear stochastic partial differential equations driven by multiplicative noise on a bounded domain. The main results can be applied to SPDEs…