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A method is provided for approximating random slow manifolds of a class of slow-fast stochastic dynamical systems. Thus approximate, low dimensional, reduced slow systems are obtained analytically in the case of sufficiently large time…

Dynamical Systems · Mathematics 2013-03-12 Jian Ren , Jinqiao Duan , Christopher K. R. T. Jones

We consider the variational wave equation in one-dimensional space with stochastic forcing by an additive noise. Blow-up of local smooth solutions is established, and global existence is proved in the class of weak martingale solutions.

Analysis of PDEs · Mathematics 2024-09-30 Billel Guelmame , Julien Vovelle

We investigate the Smoluchowski-Kramers approximation for the one-dimensional periodic variational wave equation with state-dependent damping and additive noise. We show that weak ``dissipative'' solutions converge to solutions of a…

Analysis of PDEs · Mathematics 2025-11-18 Billel Guelmame , Julien Vovelle

Large-time asymptotic properties of solutions to a class of semilinear stochastic wave equations with damping in a bounded domain are considered. First an energy inequality and the exponential bound for a linear stochastic equation are…

Probability · Mathematics 2007-05-23 Pao-Liu Chow

We devise a stochastic Hamiltonian formulation of the water wave problem. This stochastic representation is built within the framework of the modelling under location uncertainty. Starting from restriction to the free surface of the general…

Analysis of PDEs · Mathematics 2022-05-19 Evgueni Dinvay , Etienne Memin

A general approach to provide approximate parameterizations of the "small" scales by the "large" ones, is developed for stochastic partial differential equations driven by linear multiplicative noise. This is accomplished via the concept of…

Analysis of PDEs · Mathematics 2013-10-16 Mickael D. Chekroun , Honghu Liu , Shouhong Wang

We study the stability of reaction-diffusion equations in presence of noise. The relationship of stability of solutions between the stochastic ordinary different equations and the corresponding stochastic reaction-diffusion equation is…

Probability · Mathematics 2020-02-18 Guangying Lv , Jinlong Wei , Guang-an Zou

Statistical inference for a linear stochastic hyperbolic equation with two unknown parameters is studied. Based on observation of coordinates of the solution or their linear combination, minimum contrast estimators are introduced. Strong…

Probability · Mathematics 2018-06-21 Josef Janák

The present paper introduces stochastic velocity as improvement for moving particle semi-implicit (MPS) method. This improvement is to overcome energy loss caused by numerical dissipation in the basic MPS that brings about rapid decay of…

Fluid Dynamics · Physics 2013-09-16 Christian Fredy Naa , Seiro Omata , Masaki Kazama

We study the convergence of a Zakharov system driven by a time white noise, colored in space, to a multiplicative stochastic nonlinear Schr{\"o}dinger equation, as the ion-sound speed tends to infinity. In the absence of noise, the…

Analysis of PDEs · Mathematics 2024-09-24 Grégoire Barrué , Anne de Bouard , Arnaud Debussche

We derive the exact bifurcation diagram of the Duffing oscillator with parametric noise thanks to the analytical study of the associated Lyapunov exponent. When the fixed point is unstable for the underlying deterministic dynamics, we show…

Statistical Mechanics · Physics 2009-11-10 Kirone Mallick , Philippe Marcq

We study the long time behavior of isentropic compressible Euler equations with linear damping driven by a white-in-time noise, on a one-dimensional torus. We prove the existence of a statistically stationary solution in the class of weak…

Analysis of PDEs · Mathematics 2025-11-03 Jeffrey Kuan , Krutika Tawri , Konstantina Trivisa

We consider the stochastic damped nonlinear wave equation $\partial_t^{2}u+\partial_t u+u-\Delta u +u^{3} = \sqrt{2} {\langle{\nabla}\rangle^{-s}} \xi$ on the two-dimensional torus $\mathbb T^2$, where $\xi$ denotes a space-time white noise…

Probability · Mathematics 2024-10-01 Justin Forlano , Leonardo Tolomeo

Quantitative estimates for the top Lyapunov exponents for systems of stochastic reaction-diffusion equations are proven. The treatment includes reaction potentials with degenerate minima. The proof relies on an asymptotic expansion of the…

Probability · Mathematics 2022-07-21 B. Gess , P. Tsatsoulis

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…

Fluid Dynamics · Physics 2023-05-02 Etienne Mémin , Long Li , Noé Lahaye , Gilles Tissot , Bertrand Chapron

In this work, a recent theoretically predicted phenomenon of enhanced permittivity with electromagnetic waves using lossy materials is investigated for t he analogous case of mass density and acoustic waves, which represents inertial…

Materials Science · Physics 2014-09-19 Matthew D. Guild , Victor M. Garcia-Chocano , Weiwei Kan , Jose Sanchez-Dehesa

We study a stochastically perturbed version of the well-known Krasnoselski--Mann iteration for computing fixed points of nonexpansive maps in finite dimensional normed spaces. We discuss sufficient conditions on the stochastic noise and…

Optimization and Control · Mathematics 2023-04-04 Mario Bravo , Roberto Cominetti

A noisy damping parameter in the equation of motion of a nonlinear oscillator renders the fixed point of the system unstable when the amplitude of the noise is sufficiently large. However, the stability diagram of the system can not be…

Chaotic Dynamics · Physics 2016-08-16 Nicolas Leprovost , Sébatien Aumaitre , Kirone Mallick

We show that the complex-valued ODE \begin{equation*} \dot z_t = a_{n+1} z^{n+1} + a_n z^n+\cdots+a_0, \end{equation*} which necessarily has trajectories along which the dynamics blows up in finite time, can be stabilized by the addition of…

Probability · Mathematics 2015-09-15 David P. Herzog , Jonathan C. Mattingly

We consider a Kuramoto-Shivashinsky like equation close to the threshold of instability with additive white noise and spatially periodic boundary conditions which simultaneously exhibit Turing bifurcations with a spatial 1:3 resonance of…

Analysis of PDEs · Mathematics 2024-12-17 Anna Logioti
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