Related papers: Statistical inference for the stochastic wave equa…
We investigate the existence and regularity of the local times of the solution to a linear system of stochastic wave equations driven by a Gaussian noise that is fractional in time and colored in space. Using Fourier analytic methods, we…
The occurrence of stochastic resonance in bistable systems undergoing anomalous diffusions, which arise from density-dependent fluctuations, is investigated with emphasis on the analytical formulation of the problem as well as a possible…
A scheme is developed for estimating state-dependent drift and diffusion coefficients in a stochastic differential equation from time-series data. The scheme does not require to specify parametric forms for the drift and diffusion…
In this paper, we investigate the wave solutions of a stochastic rotating shallow water model. This approximate model provides an interesting simple description of the interplay between waves and random forcing ensuing either from the wind…
The higher Sylvester waves are discussed. Techniques used involve finite difference operators. For example, using Herschel's theorem, elegant expressions for Euler's rational functions and the Todd operator are found. Derivative expansions…
This paper identifies certain interesting mathematical problems of stochastic quantization type in the modeling of Laser propagation through turbulent media. In some of the typical physical contexts the problem reduces to stochastic…
We propose a sparse regression method capable of discovering the governing partial differential equation(s) of a given system by time series measurements in the spatial domain. The regression framework relies on sparsity promoting…
A standard finite element method discretizes the stochastic linear Schr\"{o}dinger equation driven by additive noise in the spatial variables. The weak convergence of the resulting approximate solution is analyzed, and it is established…
We consider the stochastic heat equation driven by a multiplicative Gaussian noise that is white in time and spatially homogeneous in space. Assuming that the spatial correlation function is given by a Riesz kernel of order $\alpha \in…
In this article, we consider fractional stochastic wave equations on $\mathbb R$ driven by a multiplicative Gaussian noise which is white/colored in time and has the covariance of a fractional Brownian motion with Hurst parameter…
The stochastic theory of non-relativistic quantum mechanics presented here relies heavily upon the theory of stochastic processes, with its definitions, theorems and specific vocabulary as well. Its main hypothesis states indeed that the…
Space-time fractional Zener wave equation, describing viscoelastic materials obeying the time-fractional Zener model and the space-fractional strain measure, is derived and analyzed. This model includes waves with finite speed, as well as…
We estimate nonparametrically the spatially varying diffusivity of a stochastic heat equation from observations perturbed by additional noise. To that end, we employ a two-step localization procedure, more precisely, we combine local state…
Stochastic evolution equations with compensated Poisson noise are considered in the variational approach with monotone and coercive coefficients. Here the Poisson noise is assumed to be time-homogeneous with $\sigma$-finite intensity…
Discretization is a fundamental step in numerical analysis for the problems described by differential equations, and the difference between the continuous model and discrete model is one of the most important problems. In this paper, we…
In this work, we are interested in building the fully discrete scheme for stochastic fractional diffusion equation driven by fractional Brownian sheet which is temporally and spatially fractional with Hurst parameters $H_{1}, H_{2}…
The stochastic interpolant framework offers a powerful approach for constructing generative models based on ordinary differential equations (ODEs) or stochastic differential equations (SDEs) to transform arbitrary data distributions.…
We study a class of stochastic time-fractional equations on $\mathbb{R}^d$ driven by a centered Gaussian noise, involving a Caputo time derivative of order $\beta>0$, a fractional (power) Laplacian of order $\alpha>0$, and a…
In this paper we investigate the dispersive properties of the solutions of the two dimensional water-waves system. First we prove Strichartz type estimates with loss of derivatives at the same low level of regularity we were able to…
A nonlinear Schrodinger equation arising from light propagation down an inhomogeneous medium is considered. The inhomogeneity is reflected through a non-uniform coefficient of the non-linear term in the equation. In particular, a…