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相关论文: The small mass limit for long time statistics of a…

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We prove the convergence, in the small mass limit, of statistically invariant states for a class of semi-linear damped wave equations, perturbed by an additive Gaussian noise, both with Lipschitz-continuous and with polynomial…

概率论 · 数学 2018-06-15 Sandra Cerrai , Nathan Glatt-Holtz

We investigate the convergence, in the small mass limit, of the stationary solutions of a class of stochastic damped wave equations, where the friction coefficient depends on the state and the noisy perturbation if of multiplicative type.…

概率论 · 数学 2023-09-06 Sandra Cerrai , Mengzi Xie

We consider the long time statistics of a one-dimensional stochastic Ginzburg-Landau equation with cubic nonlinearity while being subjected to random perturbations via an additive Gaussian noise. Under the assumption that sufficiently many…

概率论 · 数学 2024-05-21 Hung D. Nguyen

For stochastic wave equation, when the dissipative damping is a non-globally Lipschitz function of the velocity, there are few results on the long-time dynamics, in particular, the exponential ergodicity and strong law of large numbers, for…

概率论 · 数学 2024-02-05 Meng Cai , Chuchu Chen , Jialin Hong , Tau Zhou

We study the small-mass limit, also known as the Smoluchowski-Kramers diffusion approximation (see \cite{kra} and \cite{smolu}), for a system of stochastic damped wave equations, whose solution is constrained to live in the unitary sphere…

概率论 · 数学 2024-09-13 Sandra Cerrai , Mengzi Xie

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

We consider stochastic and deterministic three-wave semi-linear systems with bounded and almost continuous set of frequencies. Such systems can be obtained by considering nonlinear lattice dynamics or truncated partial differential…

偏微分方程分析 · 数学 2020-04-22 Erwan Faou

We consider systems of damped wave equations with a state-dependent damping coefficient and perturbed by a Gaussian multiplicative noise. Initially, we investigate their well-posedness, under quite general conditions on the friction.…

概率论 · 数学 2023-12-15 Sandra Cerrai , Arnaud Debussche

We consider the stochastic damped nonlinear wave equation $\partial_t^{2}u+\partial_t u+u-\Delta u +u^{3} = \sqrt{2} {\langle{\nabla}\rangle^{-s}} \xi$ on the two-dimensional torus $\mathbb T^2$, where $\xi$ denotes a space-time white noise…

概率论 · 数学 2024-10-01 Justin Forlano , Leonardo Tolomeo

We prove the validity of a small noise large deviation principle for the family of invariant measures $\{\mu_\epsilon\}_{\epsilon>0} $ associated to the one dimensional stochastic Allen-Cahn equation with inhomogeneous Dirichlet boundary…

概率论 · 数学 2026-04-03 Rui Bai , Chunrong Feng , Huaizhong Zhao

We study the long time statistics of a class of semi--linear wave equations modeling the motions of a particle suspended in continuous media while being subjected to random perturbations via an additive Gaussian noise. By comparison with…

概率论 · 数学 2023-12-05 Hung D. Nguyen

Large-time asymptotic properties of solutions to a class of semilinear stochastic wave equations with damping in a bounded domain are considered. First an energy inequality and the exponential bound for a linear stochastic equation are…

概率论 · 数学 2007-05-23 Pao-Liu Chow

In this paper, we study concentration phenomena of zero-noise limits of invariant measures for stochastic differential equations defined on $\mathbb{R}^d$ with locally Lipschitz continuous coefficients and more than one ergodic state. Under…

概率论 · 数学 2022-02-16 Zhao Dong , Fan Gu , Liang Li

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 prove quasi-invariance of Gaussian measures supported on Sobolev spaces under the dynamics of the three-dimensional defocusing cubic nonlinear wave equation. As in the previous work on the two-dimensional case, we employ a simultaneous…

概率论 · 数学 2022-07-20 Trishen S. Gunaratnam , Tadahiro Oh , Nikolay Tzvetkov , Hendrik Weber

In this paper we study the long time behavior for a semilinear wave equation with space-dependent and nonlinear damping term. After rewriting the equation as a first order system, we define a class of approximate solutions that employ…

偏微分方程分析 · 数学 2018-12-24 Debora Amadori , Fatima Al-Zahrà Aqel , Edda Dal Santo

We suggest that the tools of contraction analysis for deterministic systems can be applied towards studying the convergence behavior of stochastic dynamical systems in the Wasserstein metric. In particular, we consider the case of Ito…

最优化与控制 · 数学 2019-03-01 Jake Bouvrie , Jean-Jacques Slotine

We investigate the well-posedness of a class of stochastic second-order in time damped evolution equations in Hilbert spaces, subject to the constraint that the solution lie within the unitary sphere. Then, we focus on a specific example,…

概率论 · 数学 2025-07-01 Sandra Cerrai , Zdzislaw Brzeźniak

We consider a reaction-diffusion equation of the type \[ \partial_t\psi = \partial^2_x\psi + V(\psi) + \lambda\sigma(\psi)\dot{W} \qquad\text{on $(0\,,\infty)\times\mathbb{T}$}, \] subject to a "nice" initial value and periodic boundary,…

概率论 · 数学 2020-12-24 Davar Khoshnevisan , Kunwoo Kim , Carl Mueller , Shang-Yuan Shiu

We study the validity of a large deviation principle for a class of stochastic nonlinear damped wave equations, of Klein-Gordon type, in the joint small mass and small noise limit. The friction term is assumed to be state dependent.

概率论 · 数学 2022-08-30 Sandra Cerrai , Mengzi Xie
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