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We perturb with an additive Gaussian white noise the Hamiltonian system associated to a cubic anharmonic oscillator. The stochastic system is assumed to start from initial conditions that guarantee the existence of a periodic solution for…

概率论 · 数学 2019-07-26 Enrico Bernardi , Alberto Lanconelli

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

We consider the stochastic Swift-Hohenberg equation on a large domain near its change of stability. We show that, under the appropriate scaling, its solutions can be approximated by a periodic wave, which is modulated by the solutions to a…

数学物理 · 物理学 2009-11-10 D. Blömker , M. Hairer , G. A. Pavliotis

We determine the range of Hurst parameters that provide the necessary and sufficient conditions for the solvability, in $L^2(\Omega)$, of the stochastic wave equation: $ \frac{\partial^2 }{\partial t^2}u(t,x) =\Delta u(t,x)+\dot{W}(t,x)$,…

概率论 · 数学 2025-12-09 Shuhui Liu , Yaozhong Hu , Xiong Wang

We consider the long time limit theorems for the solutions of a discrete wave equation with a weak stochastic forcing. The multiplicative noise conserves the energy and the momentum. We obtain a time-inhomogeneous Ornstein-Uhlenbeck…

数学物理 · 物理学 2015-06-04 Tomasz Komorowski , Stefano Olla , Lenya Ryzhik

Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite…

数值分析 · 数学 2021-06-30 Yukun Li , Shuonan Wu , Yulong Xing

We carry out a systematic analytical and numerical study of spectral stability of discontinuous roll wave solutions of the inviscid Saint Venant equations, based on a periodic Evans-Lopatinski determinant analogous to the periodic Evans…

偏微分方程分析 · 数学 2018-11-14 Mathew A. Johnson , Pascal Noble , L. Miguel Rodrigues , Zhao Yang , Kevin Zumbrun

We consider Strichartz estimates for the wave equation with respect to general measures which satisfy certain growth condition. In $\mathbb R^{3+1}$ we obtain the sharp estimate and in higher dimensions improve the previous results.

偏微分方程分析 · 数学 2016-12-22 Chu-Hee Cho , Seheon Ham , Sanghyuk Lee

We study the wave equation on one-dimensional self-similar fractal structures that can be analyzed by the spectral decimation method. We develop efficient numerical approximation techniques and also provide uniform estimates obtained by…

数学物理 · 物理学 2017-09-26 Ulysses Andrews , Grigory Bonik , Joe P. Chen , Richard W. Martin , Alexander Teplyaev

A large class of multidimensional nonlinear Schroedinger equations admit localized nonradial standing wave solutions that carry nonzero intrinsic angular momentum. Here we provide evidence that certain of these spinning excitations are…

斑图形成与孤子 · 物理学 2007-05-23 Robert L. Pego , Henry A. Warchall

We study the asymptotic behavior of stochastic hyperbolic parabolic equations with slow and fast time scales. Both the strong and weak convergence in the averaging principe are established, which can be viewed as a functional law of large…

概率论 · 数学 2020-11-12 Michael Röckner , Longjie Xie , Li Yang

In this paper we will develop linear and nonlinear filtering methods for a large class of nonlinear wave equations that arise in applications such as quantum dynamics and laser generation and propagation in a unified framework. We consider…

偏微分方程分析 · 数学 2025-03-25 Sivaguru S. Sritharan , Saba Mudaliar

The inclusion of stochastic terms in equations of motion for fluid problems enables a statistical representation of processes which are left unresolved by numerical computation. Here, we derive stochastic equations for the behaviour of…

流体动力学 · 物理学 2023-03-22 Oliver D. Street

This paper is concerned with the evolution dynamics of local times of a spectrally positive stable process in the spatial direction. The main results state that conditioned on the finiteness of the first time at which the local time at zero…

概率论 · 数学 2024-01-31 Wei Xu

In this paper we study the Cauchy problem for the wave equations for hypoelliptic homogeneous left-invariant operators on graded Lie groups when the time-dependent non-negative propagation speed is regular, H\"older, and distributional. For…

偏微分方程分析 · 数学 2018-10-30 Michael Ruzhansky , Nurgissa Yessirkegenov

We consider wave equations on Lorentzian manifolds in case of low regularity. We first extend the classical solution theory to prove global unique solvability of the Cauchy problem for distributional data and right hand side on smooth…

偏微分方程分析 · 数学 2014-04-07 Guenther Hoermann , Michael Kunzinger , Roland Steinbauer

We numerically evolve spherically symmetric solutions to the linear wave equation on some expanding Friedmann-Lema\^itre-Robertson-Walker (FLRW) spacetimes and study the respective asymptotics for large times. We find a quantitative…

广义相对论与量子宇宙学 · 物理学 2026-02-17 Flavio Rossetti , Alex Vañó-Viñuales

We consider the wave equation with highly oscillatory initial data, where there is uncertainty in the wave speed, initial phase and/or initial amplitude. To estimate quantities of interest related to the solution and their statistics, we…

数值分析 · 数学 2015-09-11 Gabriela Malenova , Mohammad Motamed , Olof Runborg , Raul Tempone

Solutions to the stochastic wave equation on the unit sphere are approximated by spectral methods. Strong, weak, and almost sure convergence rates for the proposed numerical schemes are provided and shown to depend only on the smoothness of…

数值分析 · 数学 2023-12-06 David Cohen , Annika Lang

The existence of strong solutions and pathwise uniqueness are established for one-dimensional stochastic Volterra equations with locally H{\"o}lder continuous diffusion coefficients and sufficiently regular kernels. Moreover, we study the…

概率论 · 数学 2023-06-02 David J. Prömel , David Scheffels