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

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In this paper, we analyze Galerkin approximations for stochastic evolution equations driven by an additive Gaussian noise which is temporally white and spatially fractional with Hurst index less than or equal to $1/2$. First we regularize…

数值分析 · 数学 2020-06-08 Yanzhao Cao , Jialin Hong , Zhihui Liu

In this article, we study the stochastic wave equation in arbitrary spatial dimension $d$, with a multiplicative term of the form $\sigma(u)=u$, also known in the literature as the Hyperbolic Anderson Model. This equation is perturbed by a…

概率论 · 数学 2017-06-26 Raluca M. Balan , Jian Song

We study the singular stochastic wave equation on $\mathbb T^2$, with a cubic nonlinearity and Gaussian rough Mat\'ern forcing (a Fourier multiplier of order $\alpha>0$ applied to space-time white noise) and establish local well-posedness…

概率论 · 数学 2025-10-15 Xue-Mei Li , Xianfeng Ren

We study the parabolic defocusing stochastic quantization equation with both mutliplicative spatial white noise and an independant space-time white noise forcing, on compact surfaces, with polynomial nonlinearity. After renormalizing the…

偏微分方程分析 · 数学 2024-01-24 Hugo Eulry , Antoine Mouzard , Tristan Robert

In this paper we investigate a nonlinear stochastic partial differential equation (spde in short) perturbed by a space-correlated Gaussian noise in arbitrary dimension $d\geq1$, with a non-Lipschitz coefficient noisy term. The equation…

概率论 · 数学 2011-04-29 Lahcen Boulanba , Mohamed Mellouk

We study a $d$-dimensional wave equation model ($2\leq d\leq 4$) with quadratic non-linearity and stochastic forcing given by a space-time fractional noise. Two different regimes are exhibited, depending on the Hurst parameter…

概率论 · 数学 2021-05-21 Aurélien Deya

This paper studies the behaviour of quadratic variations of a stochastic wave equation driven by a noise that is white in space and fractional in time. Complementing the analysis of quadratic variations in the space component carried out by…

概率论 · 数学 2021-11-29 Radomyra Shevchenko

In this article, we consider fractional stochastic wave equations on $\mathbb R$ driven by a multiplicative Gaussian noise which is white/colored in time and has the covariance of a fractional Brownian motion with Hurst parameter…

概率论 · 数学 2019-04-23 Jian Song , Xiaoming Song , Fangjun Xu

We consider an initial- and Dirichlet boundary- value problem for a linear Cahn-Hilliard-Cook equation, in one space dimension, forced by the space derivative of a space-time white noise. First, we propose an approximate regularized…

数值分析 · 数学 2012-05-22 Georgios T. Kossioris , Georgios E. Zouraris

In this article, we consider the stochastic Cahn--Hilliard equation driven by space-time white noise. We discretize this equation by using a spatial spectral Galerkin method and a temporal accelerated implicit Euler method. The optimal…

数值分析 · 数学 2020-06-23 Jianbo Cui , Jialin Hong , Liying Sun

We present a space-time multiscale method for a parabolic model problem with an underlying coefficient that may be highly oscillatory with respect to both the spatial and the temporal variables. The method is based on the framework of the…

数值分析 · 数学 2021-12-13 Per Ljung , Roland Maier , Axel Målqvist

We study for the first time the Cauchy problem for semilinear fractional elliptic equation. This paper is concerned with the Gaussian white noise model for the initial Cauchy data. We establish the ill-posedness of the problem. Then, under…

偏微分方程分析 · 数学 2018-04-04 Ho Duy Binh , Erkan Nane , Nguyen Huy Tuan

In this paper we develop a white noise framework for the study of stochastic partial differential equations driven by a d-parameter (pure jump) Levy white noise. As an example we use this theory to solve the stochastic Poisson equation with…

概率论 · 数学 2016-09-07 Arne Lokka , Bernt Oksendal , Frank Proske

In this short report we give a proof of the existence of a stationary solution to the Gross-Pitaevskii equation in $2d$ driven by a space-time white noise.

概率论 · 数学 2022-03-29 Anne de Bouard , Arnaud Debussche , Reika Fukuizumi

We study well-posedness of viscous nonlinear wave equations (vNLW) on the two-dimensional torus with a stochastic forcing. In particular, we prove pathwise global well-posedness of the stochastic defocusing vNLW with an additive stochastic…

偏微分方程分析 · 数学 2023-04-06 Ruoyuan Liu

We study a class of fully-discrete schemes for the numerical approximation of solutions of stochastic Cahn--Hilliard equations with cubic nonlinearity and driven by additive noise. The spatial (resp. temporal) discretization is performed…

数值分析 · 数学 2022-07-20 Charles-Edouard Bréhier , Jianbo Cui , Xiaojie Wang

In this paper we establish the large deviation principle for the stochastic quasi-geostrophic equation in the subcritical case with small multiplicative noise. The proof is mainly based on the stochastic control and weak convergence…

概率论 · 数学 2013-05-22 Wei Liu , Michael Röckner , Xiangchan Zhu

In this paper we study 3D Navier-Stokes (NS) equation driven by space-time white noise by using regularity structure theory introduced in [Hai14] and paracontrolled distribution proposed in [GIP13]. We obtain local existence and uniqueness…

概率论 · 数学 2017-01-05 Rongchan Zhu , Xiangchan Zhu

We prove the local well-posedness of the periodic stochastic Korteweg-de Vries equation with the additive space-time white noise. In order to treat low regularity of the white noise in space, we consider the Cauchy problem in the Besov-type…

偏微分方程分析 · 数学 2010-07-13 Tadahiro Oh

In this paper we prove that a Gaussian white noise on the $d$-dimensional torus has paths in the Besov spaces $B^{-d/2}_{p,\infty}(\T^d)$ with $p\in [1, \infty)$. This result is shown to be optimal in several ways. We also show that…

概率论 · 数学 2010-11-08 Mark Veraar