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

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We study the stability/instability of standing waves for the one dimensional nonlinear Schr\"odinger equation with double power nonlinearities: \begin{align*} &i\partial_t u +\partial_x^2 u -|u|^{p-1}u +|u|^{q-1}u=0, \quad (t,x)\in…

偏微分方程分析 · 数学 2021-12-15 Masayuki Hayashi

We consider stochastic non-linear diffusion equations with a highly singular diffusivity term and multiplicative gradient-type noise. We study existence and uniqueness of non-negative variational solutions in terms of stochastic variational…

概率论 · 数学 2016-06-21 Michael Rockner , Ionut Munteanu

This paper studies the nonlinear stochastic partial differential equation of fractional orders both in space and time variables: \[ \left(\partial^\beta+\frac{\nu}{2}(-\Delta)^{\alpha/2}\right)u(t,x) =…

概率论 · 数学 2015-09-28 Le Chen , Yaozhong Hu , David Nualart

Let $\left(u(t,x), t\geq 0, x\in \mathbb{R}^d\right)$ be the solution to the stochastic heat or wave equation driven by a Gaussian noise which is white in time and white or correlated with respect to the spatial variable. We consider the…

概率论 · 数学 2024-04-18 Ciprian A Tudor , Jérémy Zurcher

We consider the stochastic CGL equation $$ \dot u- \nu\Delta u+(i+a) |u|^2u =\eta(t,x),\;\;\; \text {dim} \,x=n, $$ where $\nu>0$ and $a\ge 0$, in a cube (or in a smooth bounded domain) with Dirichlet boundary condition. The force $\eta$ is…

偏微分方程分析 · 数学 2012-05-04 Sergei Kuksin , Vahagn Nersesyan

In this paper, we discuss an initial boundary value problem for the stochastic wave equation involving the nonlinear damping term $|u_t|^{q-2}u_t$ and a source term of the type $|u|^{p-2}u$. We firstly establish the local existence and…

偏微分方程分析 · 数学 2011-04-26 Hongjun Gao , Boling Guo , Fei Liang

We consider stochastic equations of the prototype $du(t,x) =(\Delta u(t,x)+u(t,x)^{1+\beta})dt+\kappa u(t,x) dW_{t}$ on a smooth domain $D\subset \mathord{\rm I\mkern-3.6mu R\:}^d$, with Dirichlet boundary condition, where $\beta$, $\kappa$…

概率论 · 数学 2009-08-25 Marco Dozzi , José Alfredo Lopez

We study the stationary Swift--Hohenberg equation $(\Delta + 1)^2 u - \alpha u - \beta u^2 + u^3=0$ in the whole space $\mathbb R^n$, $2\le n \le 7$. We develop and modify the variational approach introduced by Lerman, Naryshkin and Nazarov…

偏微分方程分析 · 数学 2024-04-09 S. B. Kolonitskii , L. M. Lerman , A. I. Nazarov

For the fractional heat equation $\frac{\partial}{\partial t} u(t,x) = -(-\Delta)^{\frac{\alpha}{2}}u(t,x)+ u(t,x)\dot W(t,x)$ where the covariance function of the Gaussian noise $\dot W$ is defined by the heat kernel, we establish…

概率论 · 数学 2023-12-14 Jian Song , Meng Wang , Wangjun Yuan

This paper is devoted to the analysis of the problem of stabilization of fractional (in time) partial differential equations. We consider the following equation $$ \partial^{\alpha,\eta}_{t} u(t)=\mathcal{A}u(t)-\frac{\eta}{\Gamma…

偏微分方程分析 · 数学 2019-02-08 Kaïs Ammari , Fathi Hassine , Luc Robbiano

We prove some existence, uniqueness and non-existence results of stochastic strong solutions for a class of stochastic transport equations with a $q$-integrable (in time), bounded and $\alpha$-H\"{o}lder continuous (in space) drift…

偏微分方程分析 · 数学 2017-11-15 Jinlong Wei , Jinqiao Duan , Hongjun Gao , Guangying Lv

We consider the smoothed multiplicative noise stochastic heat equation $$d u_{\eps,t}= \frac 12 \Delta u_{\eps,t} d t+ \beta \eps^{\frac{d-2}{2}}\, \, u_{\eps, t} \, d B_{\eps,t} , \;\;u_{\eps,0}=1,$$ in dimension $d\geq 3$, where…

概率论 · 数学 2016-01-08 Chiranjib Mukherjee , Alexander Shamov , Ofer Zeitouni

We consider stochastic differential equation $$ d X_t=b(X_t) dt +d W_t^H, $$ where the drift $b$ is either a measure or an integrable function, and $W^H$ is a $d$-dimensional fractional Brownian motion with Hurst parameter $H\in(0,1)$,…

概率论 · 数学 2025-10-22 Oleg Butkovsky , Khoa Lê , Leonid Mytnik

In this article, we study the stochastic wave equation on the entire space $\mathbb{R}^d$, driven by a space-time L\'evy white noise with possibly infinite variance (such as the $\alpha$-stable L\'evy noise). In this equation, the noise is…

概率论 · 数学 2023-03-23 Raluca M. Balan

In this paper, we proved a central limit theorem and established a moderate deviation principle for a perturbed stochastic wave equation defined on $[0,T]\times \rr^3$. This equation is driven by a Gaussian noise, white in time and…

概率论 · 数学 2017-10-03 L. Cheng , R. Li , R. Wang , N. Yao

We consider a stochastic wave equation in spatial dimension three, driven by a Gaussian noise, white in time and with a stationary spatial covariance. The free terms are nonlinear with Lipschitz continuous coefficients. Under suitable…

概率论 · 数学 2010-01-29 Víctor Ortiz-López , Marta Sanz-Solé

Let $(\Omega, \mu)$ be a probability space endowed with an ergodic action, $\tau$ of $( {\mathbb R} ^n, +)$. Let $H(x,p; \omega)=H_\omega(x,p)$ be a smooth Hamiltonian on $T^* {\mathbb R} ^n$ parametrized by $\omega\in \Omega$ and such that…

偏微分方程分析 · 数学 2025-04-02 Claude Viterbo

Stochastic dynamics has emerged as one of the key themes ranging from models in applications to theoretical foundations in mathematics. One class of stochastic dynamics problems that has received considerable attention recently are…

偏微分方程分析 · 数学 2021-11-16 Christian Kuehn , James MacLaurin , Giulio Zucal

In this paper, we study the following stochastic heat equation \[ \partial_tu=\mathcal{L} u(t,x)+\dot{B},\quad u(0,x)=0,\quad 0\le t\le T,\quad x\in\mathbb{R}d, \] where $\mathcal{L}$ is the generator of a L\'evy process $X$ taking value in…

概率论 · 数学 2018-10-02 Randall Herrell , Renming Song , Dongsheng Wu , Yimin Xiao

The aim of the paper is to study the problem $u_{tt}-c^2\Delta u=0$ in $\mathbb{R}\times\Omega$, $\mu v_{tt}- \text{div}_\Gamma (\sigma \nabla_\Gamma v)+\delta v_t+\kappa v+\rho u_t =0$ on $\mathbb{R}\times \Gamma_1$, $v_t =\partial_\nu u$…

偏微分方程分析 · 数学 2026-01-06 Delio Mugnolo , Enzo Vitillaro