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We construct solutions to Burgers type equations perturbed by a multiplicative space-time white noise in one space dimension. Due to the roughness of the driving noise, solutions are not regular enough to be amenable to classical methods.…

概率论 · 数学 2016-06-02 Martin Hairer , Hendrik Weber

In this article, we study the stochastic wave equation in spatial dimensions $d \le 2$ with multiplicative L\'evy noise that can have infinite $p$-th moments. Using the past light-cone property of the wave equation, we prove the existence…

概率论 · 数学 2024-09-04 Juan J. Jiménez

In this paper, we characterize the topological support in Holder norm of the law of the solution to a stochastic wave equation with three-dimensional space variable is proved. This note is a continuation of [9] and [10]. The result is a…

概率论 · 数学 2018-07-10 Francisco J. Delgado-Vences

In this paper, we consider the extended stochastic Navier-Stokes equations with Caputo derivative driven by fractional Brownian motion. We firstly derive the pathwise spatial and temporal regularity of the generalized Ornstein-Uhlenbeck…

数值分析 · 数学 2017-09-18 Guang-an Zou , Guangying Lv , Jiang-Lun Wu

In this article we derive rigorously amplitude equations for stochastic PDEs with quadratic nonlinearities, under the assumption that the noise acts only on the stable modes and for an appropriate scaling between the distance from…

概率论 · 数学 2007-05-23 D. Blömker , G. A. Pavliotis , M. Hairer

In this article, we consider the stochastic wave and heat equations driven by a Gaussian noise which is spatially homogeneous and behaves in time like a fractional Brownian motion with Hurst index $H>1/2$. The solutions of these equations…

概率论 · 数学 2016-03-31 Raluca M. Balan , Daniel Conus

In this paper, we study the limiting behavior for stochastic differential equations driven by non-Gaussian alpha-stable Levy noise as alpha approaches 2. We first prove the convergence of solutions for system driven by alpha-stable Levy…

动力系统 · 数学 2025-11-25 Longyu Wu , Ji Shu

We demonstrate that waves in distinct layers of a neuronal network can become phase-locked by common spatiotemporal noise. This phenomenon is studied for stationary bumps, traveling waves, and breathers. A weak noise expansion is used to…

斑图形成与孤子 · 物理学 2015-04-22 Zachary P. Kilpatrick

We consider linear and nonlinear hyperbolic SPDEs with mixed derivatives with additive space-time Gaussian white noise of the form $Y_{xt}=F(Y) + \sigma W_{xt}.$ Such equations, which transform to linear and nonlinear wave equations,…

数值分析 · 数学 2015-08-10 Henry C. Tuckwell

In this paper, we study a class of stochastic differential equations with additive noise that contains a fractional Brownian motion (fBM) and a Poisson point process of class (QL). The differential equation of this kind is motivated by the…

概率论 · 数学 2015-04-14 Lihua Bai , Jin Ma

In this paper, we analyze a semi-discrete finite volume scheme for the three-dimensional barotropic compressible Euler equations driven by a multiplicative Brownian noise. We derive necessary a priori estimates for numerical approximations,…

偏微分方程分析 · 数学 2021-08-30 Abhishek Chaudhary , Ujjwal Koley

In this paper, we study the motion by mean curvature of curves in the plane perturbed by scale-dependent noise. We first introduce a so-called scale-dependent noise from the physics background to the curve shortening flow. To be more…

概率论 · 数学 2025-11-27 Qi Yan

A fully discrete approximation of the semi-linear stochastic wave equation driven by multiplicative noise is presented. A standard linear finite element approximation is used in space and a stochastic trigonometric method for the temporal…

数值分析 · 数学 2015-11-26 Rikard Anton , David Cohen , Stig Larsson , Xiaojie Wang

We study a two-dimensional incompressible vorticity equation on the torus driven by transport-type fractional Brownian noise with Hurst parameter $H \in (1/2,1)$. The model captures persistent, long-range correlated forcing consistent with…

概率论 · 数学 2026-04-08 Alexandra Blessing Neamtu , Dan Crisan , Oana Lang

We study the law of the solution to the stochastic heat equation with additive Gaussian noise which behaves as the fractional Brownian motion in time and is white in space. We prove a decomposition of the solution in terms of the…

概率论 · 数学 2011-10-13 Solesne Bourguin , Ciprian A. Tudor

We investigate the regularizing effect of certain perturbations by noise in singular interacting particle systems under the mean field scaling. In particular, we show that the addition of a suitably irregular path can regularise these…

概率论 · 数学 2023-04-26 Fabian Harang , Avi Mayorcas

We investigate synchronization by noise for stochastic differential equations (SDEs) driven by a fractional Brownian motion (fbm) with Hurst index $H\in(0,1)$. Provided that the SDE has a negative top Lyapunov exponent, we show that a weak…

概率论 · 数学 2026-03-16 Alexandra Blessing , Mazyar Ghani Varzaneh

We study the Navier-Stokes equations on a smooth bounded domain $D\subset \mathbb R^d$ ($d=2$ or 3), under the effect of an additive fractional Brownian noise. We show local existence and uniqueness of a mild $L^p$-solution for $p>d$.

偏微分方程分析 · 数学 2018-11-07 Bendetta Ferrario , Christian Olivera

In this paper, we study the stability and instability of plane wave solutions to semilinear systems of wave equations satisfying the null condition. We identify a condition which allows us to prove the global nonlinear asymptotic stability…

偏微分方程分析 · 数学 2020-09-04 John Anderson , Samuel Zbarsky

We illustrate a counter-intuitive effect of an additive stochastic force, which acts independently on each element of an ensemble of globally coupled oscillators. We show numerically and semi-analytically that a very small white noise is…

适应与自组织系统 · 物理学 2017-06-27 Pau Clusella , Antonio Politi