Related papers: Noisy Kuramoto-Sivashinsky equation for an erosion…
The subject of this paper is a generalized Camassa-Holm equation under random perturbation. We first establish local existence and uniqueness results as well as blow-up criteria for pathwise solutions in the Sobolev spaces $H^s$ with…
Stochastic transitions between discrete microscopic states play an important role in many physical and biological systems. Often, these transitions lead to fluctuations on a macroscopic scale. A classic example from neuroscience is the…
This paper deals with the consistency and a rate of convergence for a Nadaraya-Watson estimator of the drift function of a stochastic differential equation driven by an additive fractional noise. The results of this paper are obtained via…
Fluctuations of the comoving curvature perturbation with wavelengths larger than the horizon length are governed by a Langevin equation whose stochastic noise arise from the quantum fluctuations that are assumed to become classical at…
A stochastic free-boundary problem for the three-dimensional barotropic compressible Navier--Stokes equations is studied. The main feature of the model is that the free boundary is transported by a Stratonovich stochastic flow, so that the…
We consider an open model possessing a Markovian quantum stochastic limit and derive the limit stochastic Schrodinger equations for the wave function conditioned on indirect observations using only the von Neumann projection postulate. We…
We study pattern formation processes in anisotropic system governed by the Kuramoto-Sivashinsky equation with multiplicative noise as a generalization of the Bradley-Harper model for ripple formation induced by ion bombardment. For both…
We consider the barotropic Navier--Stokes system driven by a physically well-motivated transport noise in both continuity as well as momentum equation. We focus on three different situations: (i) the noise is smooth in time and the…
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…
This report provides an investigation into solving the Kuramoto-Sivashinsky equation in two spatial dimensions (2DKS) using a pseudo-spectral method on various rectangular periodic domains. The Kuramoto-Sivashinsky equation is a fluid…
We present a complete numerical treatment of inflationary dynamics under the influence of stochastic corrections from sub-Hubble modes. We discuss how to exactly model the stochastic noise terms arising from the sub-Hubble quantum modes…
We derive a stochastic nonlinear equation to describe the evolution and scaling properties of surfaces eroded by ion bombardment. The coefficients appearing in the equation can be calculated explicitly in terms of the physical parameters…
We study a class of systems of stochastic differential equations describing diffusive phenomena. The Smoluchowski-Kramers approximation is used to describe their dynamics in the small mass limit. Our systems have arbitrary state-dependent…
For the regime-switching diffusion process with and without advection term we propose an integro-differential equation describing the densities of states continuously distributed over a segment. We demonstrate that there exists a…
We present a canonical formalism for computing quantum fluctuations of certain discrete degrees of freedom in systems governed by integrable partial differential equations with known Hamiltonian structure, provided these models are…
We consider the Cauchy problem for a stochastic scalar parabolic-hyperbolic equation in any space dimension with nonlocal, nonlinear, and possibly degenerate diffusion terms. The equations are nonlocal because they involve fractional…
We consider a simplified model for the dynamics of one-dimensional detonations with generic losses. It consists of a single partial differential equation that reproduces, at a qualitative level, the essential properties of unsteady…
We consider the Kuramoto-Sivashinsky (KS) equation in finite domains of the form $[-L,L]^d$. Our main result provides refined Gevrey estimates for the solutions of the one dimensional differentiated KS, which in turn imply effective new…
In this paper we study properties of solutions to stochastic differential equations with Sobolev diffusion coefficients and singular drifts. The properties we study include stability with respect to the coefficients, weak differentiability…
A non linear Ito equation in a Hilbert space is studied by means of Girsanov theorem. We consider a non linearity of polynomial growth in suitable norms, including that of quadratic type which appears in the Kuramoto-Sivashinsky equation…