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相关论文: Regularity of Gaussian white noise on the d-dimens…

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In this paper, we study the Besov regularity of L\'evy white noises on the $d$-dimensional torus. Due to their rough sample paths, the white noises that we consider are defined as generalized stochastic fields. We, initially, obtain…

概率论 · 数学 2017-06-20 Julien Fageot , Michael Unser , John Paul Ward

The sample paths of white noise are proved to be elements of certain Besov spaces with dominating mixed smoothness. Unlike in isotropic spaces, here the regularity does not get worse with increasing space dimension. Consequently, white…

概率论 · 数学 2020-05-25 Felix Hummel

In this paper, we study the Besov regularity of d-dimensional L\'evy white noises. More precisely, we describe new sample paths properties of a given white noise in terms of weighted Besov spaces. In particular, the smoothness and…

概率论 · 数学 2016-03-07 Julien Fageot , Alireza Fallah , Michael Unser

We prove the invariance of the mean 0 white noise for the periodic KdV. First, we show that the Besov-type space \hat{b}^s_{p, \infty}, sp <-1, contains the support of the white noise. Then, we prove local well-posedness in \hat{b}^s_{p,…

偏微分方程分析 · 数学 2015-05-13 Tadahiro Oh

The objective of this note is to present the results from the two recent papers. We study the Navier--Stokes equation on the two--dimensional torus when forced by a finite dimensional white Gaussian noise. We give conditions under which…

概率论 · 数学 2007-05-23 Martin Hairer , Jonathan C. Mattingly , Etienne Pardoux

We consider the Korteweg--de Vries equation with white noise initial data, posed on the whole real line, and prove the almost sure existence of solutions. Moreover, we show that the solutions obey the group property and follow a white noise…

偏微分方程分析 · 数学 2023-07-19 Rowan Killip , Jason Murphy , Monica Visan

We construct an intrinsic family of Gaussian noises on $d$-dimensional flat torus $\mathbb{T}^d$. It is the analogue of the colored noise on $\mathbb{R}^d$, and allows us to study stochastic PDEs on torus in the It\^{o} sense in high…

概率论 · 数学 2023-08-22 Le Chen , Cheng Ouyang , William Vickery

We consider the Navier-Stokes equations in $\mathbb R^d$ ($d=2,3$) with a stochastic forcing term which is white noise in time and coloured in space; the spatial covariance of the noise is not too regular, so It\^o calculus cannot be…

概率论 · 数学 2015-10-14 Zdzislaw Brzezniak , Benedetta Ferrario

We study the stochastic dissipative quasi-geostrophic equation with space-time white noise on the two-dimensional torus. This equation is highly singular and basically ill-posed in its original form. The main objective of the present paper…

概率论 · 数学 2020-07-30 Yuzuru Inahama , Yoshihiro Sawano

We establish the existence and uniqueness of the maximal pathwise solution for an abstract nonlinear stochastic evolutional equation, which takes the two and three dimensional stochastic Navier-Stokes equations as a typical model, forced by…

偏微分方程分析 · 数学 2024-07-02 Y. -X. Lin , Y. -G. Wang

In this paper, we show existence of white noise solutions for weak formulations of modified Surface Quasi-Geostrophic (mSQG) equations. Based on previous results (\cite{FS}) on white noise solutions for mSQG equations on the torus…

偏微分方程分析 · 数学 2022-11-11 Siyu Liang

We apply Malliavin calculus to the $\Phi^4_3$ equation on the torus and prove existence of densities for the solution of the equation evaluated at regular enough test functions. We work in the framework of regularity structures and rely on…

概率论 · 数学 2019-02-05 Paul Gassiat , Cyril Labbé

We survey different approaches to study the invariance of the white noise for the periodic KdV. We mainly discuss the following two methods. First, we discuss the PDE method, following Bourgain \cite{BO4}, in a general framework. Then, we…

偏微分方程分析 · 数学 2010-07-13 Tadahiro Oh

We consider the modified Surface Quasi-Geostrophic (mSQG) equation on the 2D torus $\mathbb{T}^2$, perturbed by multiplicative transport noise. The equation admits the white noise measure on $\mathbb{T}^2$ as the invariant measure. We first…

概率论 · 数学 2021-08-11 Dejun Luo , Rongchan Zhu

We consider dissipative systems resulting from the Gaussian and $alpha$-stable noise perturbations of measure-preserving maps on the $d$ dimensional torus. We study the dissipation time scale and its physical implications as the noise level…

动力系统 · 数学 2007-05-23 Albert Fannjiang , Lech Wolowski

Using a rough path formulation, we investigate existence, uniqueness and regularity for the stochastic Landau-Lifshitz-Gilbert equation with Stratonovich noise on the one dimensional torus. As a main result we show the continuity of the…

概率论 · 数学 2021-03-02 Emanuela Gussetti , Antoine Hocquet

We prove the local well-posedness of the periodic stochastic Korteweg-de Vries equation with the additive space-time white noise. In order to treat low regularity of the white noise in space, we consider the Cauchy problem in the Besov-type…

偏微分方程分析 · 数学 2010-07-13 Tadahiro Oh

We determine the exact values of the Fourier dimensions for Gaussian Multiplicative Chaos measures on the $d$-dimensional torus $\mathbb{T}^d$ for all integers $d \ge 1$. This resolves a problem left open in previous works [LQT24,LQT25] for…

概率论 · 数学 2025-08-01 Yukun Chen , Zhaofeng Lin , Yanqi Qiu

We establish the existence and uniqueness of local strong pathwise solutions to the stochastic Boussinesq equations with partial diffusion term forced by multiplicative noise on the torus in $\mathbb{R}^{d},d=2,3$. The solution is strong in…

偏微分方程分析 · 数学 2020-09-25 Zhaoyang Qiu , Yanbin Tang

We provide asymptotically sharp bounds for the Gaussian surface area and the Gaussian noise sensitivity of polynomial threshold functions. In particular we show that if $f$ is a degree-$d$ polynomial threshold function, then its Gaussian…

计算复杂性 · 计算机科学 2009-12-15 Daniel M. Kane
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