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相关论文: Can the Stochastic Wave Equation with Strong Drift…

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Let $u(t,x)$ be the solution to a stochastic heat equation $$ \frac{\partial}{\partial t}u=\frac12\frac{\partial^2}{\partial x^2}u+\frac{\partial^2}{\partial t\partial x}X(t,x),\quad t\geq 0, x\in {\mathbb R} $$ with initial condition…

概率论 · 数学 2016-03-02 Xichao Sun , Litan Yan , Xianye Yu

We consider the semilinear damped wave equation $\partial_{tt}^2 u(x,t)+\gamma(x)\partial_t u(x,t)=\Delta u(x,t)-\alpha u(x,t)-f(x,u(x,t))$. In this article, we obtain the first results concerning the stabilization of this semilinear…

偏微分方程分析 · 数学 2019-01-21 Romain Joly , Camille Laurent

We consider a stochastic heat equation of the type, $\partial_t u = \partial^2_x u + \sigma(u)\dot{W}$ on $(0\,,\infty)\times[-1\,,1]$ with periodic boundary conditions and on-degenerate positive initial data, where $\sigma:\mathbb{R}…

概率论 · 数学 2022-02-02 Davar Khoshnevisan , Kunwoo Kim , Carl Mueller

We consider a $d$-dimensional random field $u = \{u(t,x)\}$ that solves a non-linear system of stochastic wave equations in spatial dimensions $k \in \{1,2,3\}$, driven by a spatially homogeneous Gaussian noise that is white in time. We…

概率论 · 数学 2013-10-02 Robert C. Dalang , Marta Sanz-Solé

The zero-noise limit of differential equations with singular coefficients is investigated for the first time in the case when the noise is an $\alpha $-stable process. It is proved that extremal solutions are selected and the respective…

概率论 · 数学 2014-09-16 Franco Flandoli , Michael Högele

For every $R>0$, consider the stochastic heat equation $\partial_{t} u_{R}(t\,,x)=\tfrac12 \Delta_{S_{R}^{2}}u_{R}(t\,,x)+\sigma(u_{R}(t\,,x)) \xi_{R}(t\,,x)$ on $S_{R}^{2}$, where $\xi_{R}=\dot{W_{R}}$ are centered Gaussian noises with the…

概率论 · 数学 2018-12-03 Weicong Su

We consider standing waves of the nonlinear Schr\"odinger equation $i\partial_t u = -\Delta_\alpha u + |u|^{p-1}u$ in the defocusing case in dimensions $N=2$ and $N=3$. Here, $-\Delta_\alpha$ denotes the Laplacian with a point interaction.…

偏微分方程分析 · 数学 2026-05-08 Noriyoshi Fukaya , Yuki Osada , Mario Rastrelli

In this paper, we establish the weak convergence rate of density-dependent stochastic differential equations with bounded drift driven by $\alpha$-stable processes with $\alpha\in(1,2)$. The well-posedness of these equations has been…

概率论 · 数学 2024-06-03 Ke Song , Zimo Hao

We study Freidlin-Wentzell's large deviation principle for one dimensional nonlinear stochastic heat equation driven by a Gaussian noise: $$\frac{\partial u^\varepsilon(t,x)}{\partial t} = \frac{\partial^2 u^\varepsilon(t,x)}{\partial…

概率论 · 数学 2022-08-26 Ruinan Li , Ran Wang , Beibei Zhang

We study vector-valued solutions $u(t,x)\in\mathbb{R}^d$ to systems of nonlinear stochastic heat equations with multiplicative noise: \begin{equation*} \frac{\partial}{\partial t} u(t,x)=\frac{\partial^2}{\partial x^2}…

概率论 · 数学 2020-02-20 Robert C. Dalang , Carl Mueller , Yimin Xiao

In this paper, we consider the Cauchy problem for the generalized KdV equation with rough data and random data. Firstly, we prove that $u(x,t)\longrightarrow u(x,0)$ as $t\longrightarrow0$ for a.e. $x\in \mathbb{R}$ with $u(x,0)\in…

偏微分方程分析 · 数学 2021-08-31 Wei Yan , Xiangqian Yan , Jinqiao Duan , Jianhua Huang

Pathwise non-uniqueness is established for non-negative solutions of the parabolic stochastic pde $$\frac{\partial X}{\partial t}=\frac{\Delta}{2}X+X^p\dot W+\psi,\ X_0\equiv 0$$ where $\dot W$ is a white noise, $\psi\ge 0$ is smooth,…

概率论 · 数学 2011-03-23 K. Burdzy , C. Mueller , E. A. Perkins

The paper is concerned with conservative solutions to the nonlinear wave equation $u_{tt} - c(u)\big(c(u) u_x\big)_x = 0$. For an open dense set of $C^3$ initial data, we prove that the solution is piecewise smooth in the $t$-$x$ plane,…

偏微分方程分析 · 数学 2015-02-10 Alberto Bressan , Geng Chen

Consider the stochastic PDE, $\partial_tu = \partial^2_x u + \sigma(u) \dot{W}$ on $\mathbb{R}_+\times\mathbb{R}$, subject to $u(0)\equiv1$, where $\dot{W}$ denotes space-time white noise on $\mathbb{R}_+\times\mathbb{R}$ and…

概率论 · 数学 2025-12-18 Davar Khoshnevisan , Cheuk Yin Lee

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

We give sharp regularity results for the solution to the stochastic wave equation with linear fractional-colored noise. We apply these results in order to establish upper and lower bound for the hitting probabilities of the solution in…

概率论 · 数学 2012-03-20 Jorge Clarke De La Cerda , Ciprian Tudor

We consider a stochastic flow $\phi_t(x,\omega)$ in $\mathbb{R}^n$ with initial point $\phi_0(x,\omega)=x$, driven by a single $n$-dimensional Brownian motion, and with an outward radial drift of magnitude $\frac{…

概率论 · 数学 2019-03-29 Jong Jun Lee , Carl Mueller , Eyal Neuman

We consider the solution $\{u(t,x);t\geq0,x\in\mathbf{R}\}$ of a system of $d$ linear stochastic wave equations driven by a $d$-dimensional symmetric space-time L\'{e}vy noise. We provide a necessary and sufficient condition on the…

概率论 · 数学 2008-11-14 Davar Khoshnevisan , Eulalia Nualart

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…

偏微分方程分析 · 数学 2012-08-30 Guanggan Chen , Jinqiao Duan , Jian Zhang

The wave equation $\left(\partial_{tt} - c^2 \Delta_x\right) u(x,t) = e^{-t} f(x,t)$ is shown to have a unique solution if $u$ and its partial derivatives in $x$ are in $L^2(e^{-t})$ on the cone, and the solution can be explicit given in…

经典分析与常微分方程 · 数学 2020-03-18 Sheehan Olver , Yuan Xu