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The qualitative properties of local random invariant manifolds for stochastic partial differential equations with quadratic nonlinearities and multiplicative noise is studied by a cut off technique. By a detail estimates on the Perron fixed…

Dynamical Systems · Mathematics 2009-07-30 Dirk Blomker , Wei Wang

In this paper, we consider stochastic Schroedinger equations with two-dimensional white noise. Such equations are used to describe the evolution of an open quantum system undergoing a process of continuous measurement. Representations are…

Mathematical Physics · Physics 2011-08-17 J. Gough , O. O. Obrezkov , O. G. Smolyanov

We study the Cauchy problem for Schr\"odinger type stochastic partial differential equations with uniformly bounded coefficients on a curved space. We give conditions on the coefficients, on the drift and diffusion terms, on the Cauchy…

Analysis of PDEs · Mathematics 2022-08-29 Alessia Ascanelli , Sandro Coriasco , André Süß

In this paper, we use the variational approach to investigate recurrent properties of solutions for stochastic partial differential equations, which is in contrast to the previous semigroup framework. Consider stochastic differential…

Dynamical Systems · Mathematics 2019-11-07 Mengyu Cheng , Zhenxin Liu

We construct Euclidean random fields $X$ over $\R^d$, by convoluting generalized white noise $F$ with some integral kernels $G$, as $X=G* F$. We study properties of Schwinger (or moment) functions of $X$. In particular, we give a general…

Mathematical Physics · Physics 2007-05-23 S. Albeverio , H. Gottschalk , J. -L. Wu

The non perturbative construction of quantum field models with nontrivial scattering in arbitrary dimension $d$ of the underlying Minkowski space-time is much more simple in the framework of quantum field theory with indefinite metric than…

Mathematical Physics · Physics 2007-05-23 S. Albeverio , H. Gottschalk

A model-independent, locally generally covariant formulation of quantum field theory over four-dimensional, globally hyperbolic spacetimes will be given which generalizes similar, previous approaches. Here, a generally covariant quantum…

Mathematical Physics · Physics 2008-11-26 Rainer Verch

Motivated by the traditional Lotka-Volterra competitive models, this paper proposes and analyzes a class of stochastic reaction-diffusion partial differential equations. In contrast to the models in the literature, the new formulation…

Probability · Mathematics 2021-05-10 N. N. Nguyen , G. Yin

We construct p-adic Euclidean random fields {\Phi} over Q_{p}^{N}, for arbitrary N, these fields are solutions of p-adic stochastic pseudodifferential equations. From a mathematical perspective, the Euclidean fields are generalized…

Mathematical Physics · Physics 2016-03-29 W. A. Zúñiga-Galindo

We study the effect of Gaussian perturbations on a class of model hyperbolic partial differential equations with double symplectic characteristics in low spatial dimensions, extending some recent work in [5]. The coefficients of our partial…

Probability · Mathematics 2024-09-04 Enrico Bernardi , Leonardo Marconi

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…

Probability · Mathematics 2007-05-23 Aureli Alabert , Marco Ferrante

In this paper parabolic random partial differential equations and parabolic stochastic partial differential equations driven by a Wiener process are considered. A deterministic, tensorized evolution equation for the second moment and the…

Probability · Mathematics 2013-07-16 Annika Lang , Stig Larsson , Christoph Schwab

There have been significant recent advances in our understanding of the potential use and limitations of early-warning signs for predicting drastic changes, so called critical transitions or tipping points, in dynamical systems. A focus of…

Pattern Formation and Solitons · Physics 2015-03-06 Karna Gowda , Christian Kuehn

In this paper, we introduce a class of stochastic partial differential equations (SPDEs) with fractional time-derivatives, and study the $L_2$-theory of the equations. This class of SPDEs can be used to describe random effects on transport…

Probability · Mathematics 2014-04-08 Zhen-Qing Chen , Kyeong-Hun Kim , Panki Kim

The goal of this paper is twofold. In the first part we will study L\'{e}vy white noise in different distributional spaces and solve equations of the type $p(D)s=q(D)\dot{L}$, where $p$ and $q$ are polynomials. Furthermore, we will study…

Probability · Mathematics 2019-07-04 David Berger

The split property expresses the way in which local regions of spacetime define subsystems of a quantum field theory. It is known to hold for general theories in Minkowski space under the hypothesis of nuclearity. Here, the split property…

Mathematical Physics · Physics 2016-08-29 Christopher J. Fewster

Several stochastic processes with virtual particles in two dimensional space-time are presented whose mean field equations coincide with Schr\"odinger, Dirac, Klein-Gordon and the quantum mechanic equation for a photon. These processes…

Quantum Physics · Physics 2015-11-03 Alberto C. de la Torre

Unique existence of analytically strong solutions to stochastic partial differential equations (SPDE) with drift given by the subdifferential of a quasi-convex function and with general multiplicative noise is proven. The proof applies a…

Probability · Mathematics 2011-04-22 Benjamin Gess

Numerical approximation of a stochastic partial integro-differential equation driven by a space- time white noise is studied by truncating a series representation of the noise, with finite element method for spatial discretization and…

Numerical Analysis · Mathematics 2017-11-07 Max Gunzburger , Buyang Li , Jilu Wang

We examine the existence and uniqueness of invariant measures of a class of stochastic partial differential equations with Gaussian and Poissonian noise and its exponential convergence. This class especially includes a case of stochastic…

Probability · Mathematics 2024-08-23 Peter Kuchling , Barbara Rüdiger , Baris Ugurcan