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Unlike the heat equation or the Laplace equation, solutions of the wave equation on general domains have no known stochastic representation. This short note gives a simple solution to this well known problem in arbitrary dimensions. The…
We examine a stochastic Landau-Lifshitz-Gilbert equation based on an exchange energy functional containing second-order derivatives of the unknown field. Such regularizations are featured in advanced micromagnetic models recently introduced…
We consider a system of two discrete nonlinear Schr\"{o}dinger equations, coupled by nonlinear and linear terms. For various physically relevant cases, we derive a modulational instability criterion for plane-wave solutions. We also find…
We introduce new finite-dimensional spaces specifically designed to approximate the solutions to high-frequency Helmholtz problems with smooth variable coefficients in dimension $d$. These discretization spaces are spanned by Gaussian…
{We study a model of small-amplitude traveling waves arising in a supercritical Hopf-bifurcation, that are coupled to a slowly varying, real field. The field is advected by the waves and, in turn, affects their stability via a coupling to…
In general, adding a stochastic perturbation to a differential equation possessing an invariant manifold destroys the invariance as far as the It\^o formalism is used. In this article, we propose an invariantization method for perturbations…
We obtain stability estimates (with explicit constants) for the near field from the far field of a radiating solution of the Helmholtz equation. These estimates are based on new bounds for Hankel functions and quantify increasing stability…
We consider the Cauchy problem for stochastic fractional evolution equations with Caputo time fractional derivative of order $1<\alpha<2$ and space variable coefficients on an unbounded domain. The space derivatives that appear in the…
We derive an exact formula for the complex frequency in spatio-temporal stability analysis that is valid for arbitrary complex wave numbers. The usefulness of the formula lies in the fact that it depends only on purely temporal quantities,…
A new method for solving numerically stochastic partial differential equations (SPDEs) with multiple scales is presented. The method combines a spectral method with the heterogeneous multiscale method (HMM) presented in [W. E, D. Liu, and…
Stochastic domain decomposition is proposed as a novel method for solving the two-dimensional Maxwell's equations as used in the magnetotelluric method. The stochastic form of the exact solution of Maxwell's equations is evaluated using…
We develop a numerical method based on canonical conformal variables to study two eigenvalue problems for operators fundamental to finding a Stokes wave and its stability in a 2D ideal fluid with a free surface in infinite depth. We…
A Milstein-type method is proposed for some highly non-linear non-autonomous time-changed stochastic differential equations (SDEs). The spatial variables in the coefficients of the time-changed SDEs satisfy the super-linear growth condition…
We present numerical simulations of coupled Ginzburg-Landau equations describing parametrically excited waves which reveal persistent dynamics due to the occurrence of phase slips in sequential pairs, with the second phase slip quickly…
The mild-slope equation and its various modifications aim to model, with varying degrees of success, linear water wave propagation over sloping or undulating seabed topography. However, despite multiple modifications and attempted…
We employ weakly nonlinear theory to derive an amplitude equation for the conserved-Hopf instability, i.e., a generic large-scale oscillatory instability for systems with two conservation laws. The resulting equation represents in the…
We consider propagation of instability fronts in conservative nonlinear wave systems by the Whitham method. Whitham modulation equations for periodic solutions of the generalized Klein-Gordon equation are solved in the limit of…
The Swift--Hohenberg equation is a widely studied fourth-order model, originally proposed to describe hydrodynamic fluctuations. It admits an energy-dissipation law and, under suitable assumptions, bounded solutions. Many…
This work is concerned with a singularly perturbed stochastic nonlinear wave equation with a random dynamical boundary condition. A splitting skill is used to derive the approximating equation of the system in the sense of probability…
Solution of Helmholtz equation with impedance boundary condition on finite interval is equivalently reformulated as steady state of initial boundary value problem for first order hyperbolic system of partial differential equations.…