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相关论文: Stochastic Camassa-Holm equation with convection t…

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We consider a stochastic extension of the nonlocal convective Cahn-Hilliard equation containing an additive Wiener process noise. We first introduce a suitable analytical setting and make some mathematical and physical assumptions. We then…

概率论 · 数学 2016-03-08 Federico Cornalba

We analyse a nonlinear stochastic partial differential equation that corresponds to a viscous shallow water equation (of the Camassa--Holm type) perturbed by a convective, position-dependent noise term. We establish the existence of weak…

偏微分方程分析 · 数学 2022-11-16 Helge Holden , Kenneth H. Karlsen , Peter H. C. Pang

A new method is described for constructing a generalized solution for stochastic differential equations. The method is based on the Cameron-Martin version of the Wiener Chaos expansion and provides a unified framework for the study of…

概率论 · 数学 2007-05-23 S. V. Lototsky , B. L. Rozovskii

A non-local evolution equation of the Camassa-Holm type with dissipation is considered. The local well-posedness of the solutions of the Cauchy problem involving the equation is established via Kato's approach and the wave breaking scenario…

偏微分方程分析 · 数学 2020-05-11 Igor Leite Freire , Nazime Sales Filho , Ligia Corrêa de Souza , Carlos Eduardo Toffoli

This paper studies the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise which is white in time and which has the covariance of a fractional Brownian motion with Hurst parameter 1/4\textless{}H\textless{}1/2 in…

概率论 · 数学 2015-05-20 Yaozhong Hu , Jingyu Huang , Khoa Lê , David Nualart , Samy Tindel

We consider a nonlinear stochastic partial differential equation (SPDE) that takes the form of the Camassa--Holm equation perturbed by a convective, position-dependent, noise term. We establish the first global-in-time existence result for…

偏微分方程分析 · 数学 2024-01-08 Luca Galimberti , Helge Holden , Kenneth H. Karlsen , Peter H. C. Pang

In the paper stochastic Volterra equations with noise terms driven by series of independent scalar Wiener processes are considered. In our study we use the resolvent approach to the equations under consideration. We give sufficient…

概率论 · 数学 2012-12-07 Bartosz Bandrowski , Anna Karczewska

We study the stochastic Camassa-Holm equation with pure jump noise. We prove that if the initial condition of the solution is a solitary wave solution of the unperturbed equation, the solution decomposes into the sum of a randomly modulated…

概率论 · 数学 2023-03-10 Yong Chen , Jinqiao Duan , Hongjun Gao , Xingyu Guo

By using a regularity approximation argument, the global existence and uniqueness are derived for a class of nonlinear SPDEs depending on both the whole history and the distribution under strong enough noise. As applications, the global…

偏微分方程分析 · 数学 2022-03-04 Panpan Ren , Hao Tang , Feng-Yu Wang

We study the Cauchy problem for Schr\"odinger type stochastic partial differential equations with uniformly bounded coefficients on a curved space. We give conditions on the coefficients, on the drift and diffusion terms, on the Cauchy…

偏微分方程分析 · 数学 2022-08-29 Alessia Ascanelli , Sandro Coriasco , André Süß

In this paper, we consider the Cauchy problem for the fractional Camassa-Holm equation which models the propagation of small-but-finite amplitude long unidirectional waves in a nonlocally and nonlinearly elastic medium. Using Kato's…

偏微分方程分析 · 数学 2018-07-12 Nilay Duruk Mutlubas

We consider a mixed stochastic differential equation driven by possibly dependent fractional Brownian motion and Brownian motion. Under mild regularity assumptions on the coefficients, it is proved that the equation has a unique solution.

概率论 · 数学 2011-11-09 Yuliya Mishura , Georgiy Shevchenko

Given a stochastic differential equation with path-dependent coefficients driven by a multidimensional Wiener process, we show that the support of the law of the solution is given by the image of the Cameron-Martin space under the flow of…

概率论 · 数学 2019-09-05 Rama Cont , Alexander Kalinin

In this article, we construct unique strong solutions to a class of stochastic Volterra differential equations driven by a singular drift vector field and a Wiener noise. Further, we examine the Sobolev differentiability of the strong…

概率论 · 数学 2026-05-12 Emmanuel Coffie , Olivier Menoukeu-Pamen , Frank Proske

We investigate a stochastic partial differential equation with second order elliptic operator in divergence form, having a piecewise constant diffusion coefficient, and driven by a space-time white noise. We introduce a notion of weak…

概率论 · 数学 2020-09-28 Yuliya Mishura , Kostiantyn Ralchenko , Mounir Zili

This article is devoted to the stochastic anticipating equations with the extended stochastic integral with respect to the Gaussian processes of a special type. In the particular cases the solutions of such an equations are the well-known…

概率论 · 数学 2007-05-23 Andrey A Dorogovtsev

We study the Cauchy problem for a semilinear stochastic partial differential equation driven by a finite-dimensional Wiener process. In particular, under the hypothesis that all the coefficients are sufficiently smooth and have bounded…

偏微分方程分析 · 数学 2012-02-10 Martina Hofmanova

We develop a variational method of deriving stochastic partial differential equations whose solutions follow the flow of a stochastic vector field. As an example in one spatial dimension we numerically simulate singular solutions (peakons)…

混沌动力学 · 物理学 2016-09-06 DD Holm , TM Tyranowski

We study Cauchy problem of a class of viscous Camassa-Holm equations (or Lagrangian averaged Navier-Stokes equations) with fractional diffusion in both smooth bounded domains and in the whole space in two and three dimensions. Order of the…

偏微分方程分析 · 数学 2019-06-11 Zaihui Gan , Fang-Hua Lin , Jiajun Tong

The subject of this paper is a generalized Camassa-Holm equation under random perturbation. We first establish local existence and uniqueness results as well as blow-up criteria for pathwise solutions in the Sobolev spaces $H^s$ with…

偏微分方程分析 · 数学 2020-07-30 Christian Rohde , Hao Tang
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