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相关论文: Paracontrolled quasi-geostrophic equation with spa…

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We study the stochastic cubic complex Ginzburg-Landau equation with complex-valued space-time white noise on the three dimensional torus. This nonlinear equation is so singular that it can only be under- stood in a renormalized sense. In…

概率论 · 数学 2017-11-22 Masato Hoshino , Yuzuru Inahama , Nobuaki Naganuma

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 study the stochastic cubic nonlinear wave equation (SNLW) with an additive noise on the three-dimensional torus $\mathbb{T}^3$. In particular, we prove local well-posedness of the (renormalized) SNLW when the noise is almost a space-time…

偏微分方程分析 · 数学 2022-05-31 Tadahiro Oh , Yuzhao Wang , Younes Zine

We are dealing with the Navier-Stokes equation in a bounded regular domain $D$ of $\mathbb{R}^2$, perturbed by an additive Gaussian noise $\partial w^{Q_\delta}/\partial t$, which is white in time and colored in space. We assume that the…

概率论 · 数学 2014-06-02 Zdzislaw Brzezniak , Sandra Cerrai , Mark Freidlin

Using ideas from paracontrolled calculus, we prove local well-posedness of a renormalized version of the three-dimensional stochastic nonlinear wave equation with quadratic nonlinearity forced by an additive space-time white noise on a…

偏微分方程分析 · 数学 2021-06-23 Massimiliano Gubinelli , Herbert Koch , Tadahiro Oh

We study strictly parabolic stochastic partial differential equations on $\R^d$, $d\ge 1$, driven by a Gaussian noise white in time and coloured in space. Assuming that the coefficients of the differential operator are random, we give…

概率论 · 数学 2007-05-23 Marco Ferrante , Marta Sanz-Solé

We examine in this article the one-dimensional, non-local, singular SPDE \begin{equation*} \partial_t u \;=\; -\, (-\Delta)^{1/2} u \,-\, \sinh(\gamma u) \,+\, \xi\;, \end{equation*} where $\gamma\in \mathbb{R}$, $(-\Delta)^{1/2}$ is the…

概率论 · 数学 2019-12-30 L. Chiarini , C. Landim

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

In this article, we study the stochastic wave equation in all dimensions $d\leq 3$, driven by a Gaussian noise $\dot{W}$ which does not depend on time. We assume that either the noise is white, or the covariance function of the noise…

概率论 · 数学 2021-07-12 Raluca M. Balan , Le Chen , Xia Chen

We study the stochastic cubic nonlinear Schr\"odinger equation (SNLS) with an additive noise on the one-dimensional torus. In particular, we prove local well-posedness of the (renormalized) SNLS when the noise is almost space-time white…

偏微分方程分析 · 数学 2019-02-19 Justin Forlano , Tadahiro Oh , Yuzhao Wang

We consider an initial- and Dirichlet boundary- value problem for a fourth-order linear stochastic parabolic equation, in two or three space dimensions, forced by an additive space-time white noise. Discretizing the space-time white noise a…

数值分析 · 数学 2009-06-11 Georgios T. Kossioris , Georgios E. Zouraris

Stochastic fractionally dissipative quasi-geostrophic type equation on $R^d$ with a multiplicative Gaussian noise is considered. We prove the existence of a martingale solution. In the 2D sub-critical case we prove also the pathwise…

概率论 · 数学 2017-02-10 Zdzislaw Brzezniak , Elżbieta Motyl

In this paper we study approximations to 3D Navier-Stokes (NS) equation driven by space-time white noise by paracontrolled distribution proposed in [GIP13]. A solution theory for this equation has been developed recently in [ZZ14] based on…

概率论 · 数学 2014-09-18 Rongchan Zhu , Xiangchan Zhu

In this article, we consider the stochastic wave equation in spatial dimension $d=1$, with linear term $\sigma(u)=u$ multiplying the noise. This equation is driven by a Gaussian noise which is white in time and fractional in space with…

概率论 · 数学 2023-07-04 Raluca M. Balan , Jingyu Huang , Xiong Wang , Panqiu Xia , Wangjun Yuan

In this paper we construct space-time full discretizations of stochastic Allen-Cahn equations driven by space-time white noise on 2D torus. The approximations are implemented by tamed exponential Euler discretization in time and spectral…

概率论 · 数学 2024-06-07 Ting Ma , Lifei Wang , Huanyu Yang

In this article, we consider the following stochastic fractional diffusion equation \begin{equation*} \left(\partial^{\beta}+\dfrac{\nu}{2}\left(-\Delta\right)^{\alpha / 2}\right) u(t, x)= \lambda\: I_{0_+}^{\gamma}\left[u(t, x) \dot{W}(t,…

概率论 · 数学 2023-03-22 Yuhui Guo , Jian Song , Xiaoming Song

The present paper is a continuation of our previous work on the stochastic quantization of the $\exp(\Phi)_2$-quantum field model on the two-dimensional torus. Making use of key properties of Gaussian multiplicative chaos and refining the…

概率论 · 数学 2022-05-17 Masato Hoshino , Hiroshi Kawabi , Seiichiro Kusuoka

We consider a family of singular surface quasi-geostrophic equations $$ \partial_{t}\theta+u\cdot\nabla\theta=-\nu (-\Delta)^{\gamma/2}\theta+(-\Delta)^{\alpha/2}\xi,\qquad u=\nabla^{\perp}(-\Delta)^{-1/2}\theta, $$ on…

概率论 · 数学 2023-08-29 Martina Hofmanová , Xiaoyutao Luo , Rongchan Zhu , Xiangchan Zhu

We study the bi-parameter local linearization of the one-dimensional nonlinear stochastic wave equation driven by a Gaussian noise, which is white in time and has a spatially homogeneous covariance structure of Riesz-kernel type. We…

概率论 · 数学 2025-10-03 Guoping Liu , Ran Wang

The aim of this paper is to establish the almost sure asymptotic behavior as the space variable becomes large, for the solution to the one spatial dimensional stochastic heat equation driven by a Gaussian noise which is white in time and…

概率论 · 数学 2016-07-15 Xia Chen , Yaozhong Hu , David Nualart , Samy Tindel
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