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相关论文: Stabilization by Noise of a $\mathbb{C}^2$-Valued …

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We consider stationary stochastic dynamical systems evolving on a compact metric space, by perturbing a deterministic dynamics with a random noise, added according to an arbitrary probabilistic distribution. We prove the maximal and…

动力系统 · 数学 2018-07-10 Eleonora Catsigeras

We present an example of a linear partial differential equation whose Cauchy problem becomes well-posed when perturbed by noise. Specifically, we make clear how a suitable multiplicative Stratonovich perturbation of Brownian type renders a…

概率论 · 数学 2026-03-06 Enrico Bernardi , Alberto Lanconelli

We develop a theory of ergodicity for a class of random dynamical systems where the driving noise is not white. The two main tools of our analysis are the strong Feller property and topological irreducibility, introduced in this work for a…

概率论 · 数学 2011-11-09 M. Hairer , A. Ohashi

In this paper we prove strong well-posedness for a system of stochastic differential equations driven by a degenerate diffusion satisfying a weak-type H\"ormander condition, assuming H\"older regularity assumptions on the drift coefficient.…

概率论 · 数学 2022-10-07 Giacomo Lucertini , Stefano Pagliarani , Andrea Pascucci

In this paper, we study the contractivity of nonlinear stochastic differential equations (SDEs) driven by deterministic inputs and Brownian motions. Given a weighted $\ell_2$-norm for the state space, we show that an SDE is incrementally…

系统与控制 · 电气工程与系统科学 2026-02-23 Yu Kawano , Simone Betteti , Alexander Davydov , Francesco Bullo

We present a novel space-time isogeometric discretization of the acoustic wave equation in second-order formulation that is intrinsically unconditionally stable. The method relies on a variational framework inspired by [Walkington 2014],…

数值分析 · 数学 2025-06-19 Matteo Ferrari , Ilaria Perugia

We consider scalar ODE with a power singularity at the origin, regularized by an additive fractional noise. We show that, as the intensity in front of the noise goes to $0$, the solution converges to the extremal solutions to the ODE (which…

概率论 · 数学 2026-04-07 Łukasz Mądry , Paul Gassiat

We study the long-time effect of noise on pattern formation for the aggregation model. We consider aggregation kernels that generate patterns consisting of two delta-concentrations. Without noise, there is a one-parameter family of…

偏微分方程分析 · 数学 2016-09-30 Joep H. M. Evers , Theodore Kolokolnikov

We unify and extend the semigroup and the PDE approaches to stochastic maximal regularity of time-dependent semilinear parabolic problems with noise given by a cylindrical Brownian motion. We treat random coefficients that are only…

偏微分方程分析 · 数学 2019-02-12 Pierre Portal , Mark Veraar

In this paper, we prove the global wellposedness of the Gross-Pitaevskii equation with white noise potential, i.e. a cubic nonlinear Schr{\"o}dinger equation with harmonic confining potential and spatial white noise multiplicative term.…

偏微分方程分析 · 数学 2023-11-20 Pierre Mackowiak

In several studies it has been observed that, when using stabilised $\mathbb{P}_k^{}\times\mathbb{P}_k^{}$ elements for both velocity and pressure, the error for the pressure is smaller, or even of a higher order in some cases, than the one…

数值分析 · 数学 2020-09-23 Gabriel R. Barrenechea , Michał Bosy , Victorita Dolean

We investigate the focusing and defocusing energy-critical stochastic nonlinear Schr\"odinger equation, subject to random perturbations in the form of either additive or multiplicative (Stratonovich) noise. We establish local well-posedness…

偏微分方程分析 · 数学 2026-04-17 Annie Millet , Svetlana Roudenko

In this paper we study coupled fast-slow ordinary differential equations (ODEs) with small time scale separation parameter $\epsilon$ such that, for every fixed value of the slow variable, the fast dynamics are sufficiently chaotic with…

动力系统 · 数学 2021-05-19 Maximilian Engel , Marios-Antonios Gkogkas , Christian Kuehn

In this paper we study a non strictly systems of conservation law by stochastic perturbation. We show the existence and uniqueness of the solution. We do not assume that $BV$-regularity for the initial conditions. The proofs are based on…

偏微分方程分析 · 数学 2017-10-04 Christian Olivera

We investigate a nonlinear dynamical system which ``remembers'' preselected values of a system parameter. The deterministic version of the system can encode many parameter values during a transient period, but in the limit of long times,…

凝聚态物理 · 物理学 2009-10-31 M. L. Povinelli , S. N. Coppersmith , L. P. Kadanoff , S. R. Nagel , S. C. Venkataramani

We consider reaction-diffusion equations that are stochastically forced by a small multiplicative noise term. We show that spectrally stable traveling wave solutions to the deterministic system retain their orbital stability if the…

偏微分方程分析 · 数学 2020-03-09 Christian Hamster , Hermen Jan Hupkes

This paper proposes a backstepping boundary control design for robust stabilization of linear first-order coupled hyperbolic partial differential equations (PDEs) with Markov-jumping parameters. The PDE system consists of 4 X 4 coupled…

最优化与控制 · 数学 2023-12-29 Yihuai Zhang , Jean Auriol , Huan Yu

Discretization of Navier-Stokes' equations using pressure-robust finite element methods is considered for the high Reynolds number regime. To counter oscillations due to dominating convection we add a stabilization based on a bulk term in…

In this paper, we consider the well-posedness of stochastic S-KdV driven by multiplicative noises in $H_x^1\times H_x^1$. To get the local well-posedness, we first develop the bilinear and trilinear Bourgain norm estimates of the nonlinear…

概率论 · 数学 2025-09-18 Jie Chen , Fan Gu , Boling Guo

In this paper we present a rigorous asymptotic analysis for stochastic systems with two fast relaxation times. The mathematical model analyzed in this paper consists of a Langevin equation for the particle motion with time-dependent force…

数学物理 · 物理学 2007-05-23 G. A. Pavliotis , A. M. Stuart