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We develope a perturbation theory for stochastic differential equations (SDEs) by which we mean both stochastic ordinary differential equations (SODEs) and stochastic partial differential equations (SPDEs). In particular, we estimate the $…

概率论 · 数学 2020-11-25 Martin Hutzenthaler , Arnulf Jentzen

We study the aging property for stationary models in the KPZ universality class. In particular, we show aging for the stationary KPZ fixed point, the Cole-Hopf solution to the stationary KPZ equation, the height function of the stationary…

In this project we investigate the stochastic Burgers' equation with multiplicative space-time white noise on an unbounded spatial domain. We give a random field solution to this equation by defining a process via a kind of Feynman-Kac…

概率论 · 数学 2017-09-21 Peter Lewis , David Nualart

We consider the multidimensional generalised stochastic Burgers equation in the space-periodic setting: $ \partial \mathbf{u}/\partial t+$ $(\nabla f(\mathbf{u}) \cdot \nabla)$ $\mathbf{u} -\nu \Delta \mathbf{u}=$ $\nabla \eta,\quad t \geq…

偏微分方程分析 · 数学 2015-10-07 Alexandre Boritchev

We study the stochastic six vertex model and prove that under weak asymmetry scaling (i.e., when the parameter $\Delta\to 1^+$ so as to zoom into the ferroelectric/disordered phase critical point) its height function fluctuations converge…

概率论 · 数学 2019-03-15 Ivan Corwin , Promit Ghosal , Hao Shen , Li-Cheng Tsai

The focus of this work is the numerical approximation of time-dependent partial differential equations associated to initial-boundary value problems. This master dissertation is mostly concerned with the actual computation of the solution…

数值分析 · 数学 2024-12-20 Ciro Diaz

In full Horndeski theories, we show that the static and spherically symmetric black hole (BH) solutions with a static scalar field~$\phi$ whose kinetic term~$X$ is nonvanishing on the BH horizon are generically prone to ghost/Laplacian…

广义相对论与量子宇宙学 · 物理学 2022-08-03 Masato Minamitsuji , Kazufumi Takahashi , Shinji Tsujikawa

We consider divergence form uniformly parabolic SPDEs with VMO bounded leading coefficients, bounded coefficients in the stochastic part, and possibly growing lower-order coefficients in the deterministic part. We look for solutions which…

偏微分方程分析 · 数学 2010-02-02 N. V. Krylov

The main objective of this work is to characterize the pathwise local structure of solutions of semilinear stochastic evolution equations (see's) and stochastic partial differential equations (spde's) near stationary solutions. Such…

概率论 · 数学 2008-09-19 Salah-Eldin A Mohammed , Tusheng Zhang , Huaizhong Zhao

In this paper we show that the Cahn-Hilliard stochastic SPDE has a function valued solution in dimension 4 and 5 when the perturbation is driven by a space-correlated Gaussian noise. This is done proving general results on SPDEs with…

概率论 · 数学 2007-05-23 Caoline Cardon-Weber , Annie Millet

We introduce a new concept of solution to the KPZ equation which is shown to extend the classical Cole-Hopf solution. This notion provides a factorisation of the Cole-Hopf solution map into a "universal" measurable map from the probability…

概率论 · 数学 2015-03-19 Martin Hairer

The strong convergence of an explicit full-discrete scheme is investigated for the stochastic Burgers-Huxley equation driven by additive space-time white noise, which possesses both Burgers-type and cubic nonlinearities. To discretize the…

数值分析 · 数学 2026-04-21 Yibo Wang , Wanrong Cao , Yanzhao Cao

In this paper, we address the problem of existence and uniqueness of a global classical solution to a multidimensional stochastic Burgers equation without gradient-type assumptions on the force or the initial condition. The equation is…

概率论 · 数学 2019-04-22 Alberto Ohashi , Evelina Shamarova

In this work we investigate the phenomenon of pathwise non-uniqueness for the stochastic incompressible Euler equations with a passive tracer on the whole Euclidean space. The stochastic perturbations are interpreted as a transport noise…

概率论 · 数学 2026-04-30 Ashish Bawalia , Zdzisław Brzeźniak , Manil T. Mohan

We study the solution of the Kardar-Parisi-Zhang (KPZ) equation for the stochastic growth of an interface of height $h(x,t)$ on the positive half line, equivalently the free energy of the continuum directed polymer in a half space with a…

统计力学 · 物理学 2021-08-05 Guillaume Barraquand , Alexandre Krajenbrink , Pierre Le Doussal

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

A time-dependent Hermite-Galerkin spectral method (THGSM) is investigated in this paper for the nonlinear convection-diffusion equations in the unbounded domains. The time-dependent scaling factor and translating factor are introduced in…

数值分析 · 数学 2015-08-11 Xue Luo , Shing-Tung Yau , Stephen S. -T. Yau

We consider systems of stochastic evolutionary equations of the type $$du=\mathrm{div}\,S(\nabla u)\,dt+\Phi(u)dW_t$$ where $S$ is a non-linear operator, for instance the $p$-Laplacian $$S(\xi)=(1+|\xi|)^{p-2}\xi,\quad \xi\in\mathbb…

偏微分方程分析 · 数学 2020-05-15 Dominic Breit

We consider a (1+1)-dimensional ballistic deposition process with next-nearest neighbor interaction, which belongs to the KPZ universality class, and introduce for this discrete model a variational formulation similar to that for the…

统计力学 · 物理学 2011-03-09 Konstantin Khanin , Sergei Nechaev , Gleb Oshanin , Andrei Sobolevski , Oleg Vasilyev

The one-dimensional Kardar-Parisi-Zhang (KPZ) equation is becoming an overarching paradigm for the scaling of nonequilibrium, spatially extended, classical and quantum systems with strong correlations. Recent analytical solutions have…

统计力学 · 物理学 2022-08-31 Enrique Rodriguez-Fernandez , Silvia N. Santalla , Mario Castro , Rodolfo Cuerno