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相关论文: Wave equation with a coloured stable noise

200 篇论文

We consider a Cauchy problem for stochastic heat equation driven by a real harmonizable fractional stable process $Z$ with Hurst parameter $H>1/2$ and stability index $\alpha>1$. It is shown that the approximations for its solution, which…

概率论 · 数学 2016-07-14 Larysa Pryhara , Georgiy Shevchenko

Consider the scattering of the two- or three-dimensional Helmholtz equation where the source of the electric current density is assumed to be compactly supported in a ball. This paper concerns the stability analysis of the inverse source…

偏微分方程分析 · 数学 2016-07-26 Peijun Li , Ganghua Yuan

In this article, we consider the one-dimensional stochastic wave and heat equations driven by a linear multiplicative Gaussian noise which is white in time and behaves in space like a fractional Brownian motion with Hurst index $H\in (\frac…

概率论 · 数学 2019-11-28 Luca M. Giordano , Maria Jolis , Lluís Quer-Sardanyons

The scattering of quasiperiodic waves for a two-dimensional Helmholtz equation with a constant refractive index perturbed by a function which is periodic in one direction and of finite support in the other is considered. The scattering…

数学物理 · 物理学 2019-10-23 P. Zhevandrov , A. Merzon , M. I. Romero Rodríguez , J. E. de la Paz Méndez

In this paper, we show for the first time the increasing stability of the inverse source problem for the n-dimensional Helmholtz equation at multiple wave numbers, which is different from the two-or three-dimensional Helmholtz equation. In…

偏微分方程分析 · 数学 2024-02-27 Suliang Si

Inspired by the work of Burq and Tzvetkov (Invent. math. 173(2008), 449-475.), firstly, we construct the local strong solution to the cubic nonlinear wave equation with random data for a large set of initial data in $H^{s}(M)$ with $s\geq…

偏微分方程分析 · 数学 2018-03-06 Jinqiao Duan , Jianhua Huang , Yongsheng Li , Wei Yan

The stability of periodic traveling wave solutions to dispersive PDEs with respect to `arbitrary' perturbations is still widely open. The focus is put here on stability with respect to perturbations of the same period as the wave, for…

偏微分方程分析 · 数学 2016-09-21 Sylvie Benzoni-Gavage , Colin Mietka , L. Miguel Rodrigues

The effect on parametric instability growth of pump wave incoherence is treated by deriving a set of equations governing the space-time evolution of the ensemble-average coupled-mode amplitudes and intensities. Particular attention is paid…

等离子体物理 · 物理学 2007-10-12 D. Pesme , R. L. Berger , E. A. Williams , A. Bourdier , A. Bortuzzo-Lesne

In this paper, we obtain the existence and uniqueness of the strong solution to one spatial dimension stochastic wave equation $\frac{\partial^2 u(t,x)}{\partial t^2}=\frac{\partial^2 u(t,x)}{\partial x^2}+\sigma(t,x,u(t,x))\dot{W}(t,x)$…

概率论 · 数学 2021-10-27 Shuhui Liu , Yaozhong Hu , Xiong Wang

We analyze the generalized $k$-variations for the solution to the wave equation driven by an additive Gaussian noise which behaves as a fractional Brownian with Hurst parameter $H>\frac{1}{2}$ in time and which is white in space. The…

概率论 · 数学 2019-03-07 Radomyra Shevchenko , Meryem Slaoui , Ciprian A. Tudor

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…

偏微分方程分析 · 数学 2013-12-31 Victor Isakov

We examine the robustness of black hole ringdown to stochastic horizon-scale structure within an effective field framework. Consistent with the understanding that the spectral instability of quasinormal modes does not necessarily imply…

广义相对论与量子宇宙学 · 物理学 2026-02-10 Han-Wen Hu , Cheng-Jun Fang , Zong-Kuan Guo

In this paper we study the asymptotic theory for quadratic variation of a harmonizable fractional $\al$-stable process. We show a law of large numbers with a non-ergodic limit and obtain weak convergence towards a L\'evy-driven Rosenblatt…

概率论 · 数学 2023-02-28 Andreas Basse-O'Connor , Mark Podolskij

The paper considers the wave equation, with constant or variable coefficients in $\R^n$, with odd $n\geq 3$. We study the asymptotics of the distribution $\mu_t$ of the random solution at time $t\in\R$ as $t\to\infty$. It is assumed that…

数学物理 · 物理学 2007-05-23 T. V. Dudnikova , A. I. Komech , N. E. Ratanov , Yu. M. Suhov

In this paper we prove that the so--called entropy equation, i.e., \[ H\left(x, y, z\right)=H\left(x+y, 0, z\right)+H\left(x, y, 0\right) \] is stable in the sense of Hyers and Ulam on the positive cone of $\mathbb{R}^{3}$, assuming that…

经典分析与常微分方程 · 数学 2016-12-04 Eszter Gselmann

Fractional Gaussian noise models the time series with long-range dependence; when the Hurst index $H>1/2$, it has positive correlation reflecting a persistent autocorrelation structure. This paper studies the numerical method for solving…

数值分析 · 数学 2020-07-29 Daxin Nie , Jing Sun , Weihua Deng

We consider the time discretization of fractional stochastic wave equation with Gaussian noise, which is negatively correlated. Major obstacles to design and analyze time discretization of stochastic wave equation come from the…

数值分析 · 数学 2022-05-20 Xing Liu

In this paper, we consider numerical homogenization of acoustic wave equations with heterogeneous coefficients, namely, when the bulk modulus and the density of the medium are only bounded. We show that under a Cordes type condition the…

数值分析 · 数学 2008-05-05 Houman Owhadi , Lei Zhang

This paper establishes Lipschitz stability for the simultaneous recovery of a variable density coefficient and the initial displacement in a damped biharmonic wave equation. The data consist of the boundary Cauchy data for the Laplacian of…

偏微分方程分析 · 数学 2026-05-18 Minghui Bi , Yixian Gao

In this paper, we present a refined approach to establish a global Lipschitz stability for an inverse source problem concerning the determination of forcing terms in the wave equation with mixed boundary conditions. It consists of boundary…

偏微分方程分析 · 数学 2026-02-06 S. E. Chorfi , G. El Guermai , L. Maniar , W. Zouhair