相关论文: Global dynamics for the stochastic KdV equation wi…

We study the approximation of SPDEs on the whole real line near a change of stability via modulation or amplitude equations, which acts as a replacement for the lack of random invariant manifolds on extended domains. Due to the…

We provide a detailed study of the dynamics obtained by linearizing the Korteweg-de Vries equation about one of its periodic traveling waves, a cnoidal wave. In a suitable sense, linearly analogous to space-modulated stability, we prove…

We construct a local in time spatially real-analytic solution to the 2D and 3D stochastic Navier--Stokes equation driven by a spatially real-analytic multiplicative and transport noise but emanating from an initial condition that is only…

Motivated by a problem of optimal harvesting of natural resources, we study a control problem for Volterra type dynamics driven by time-changed L\'evy noises, which are in general not Markovian. To exploit the nature of the noise, we make…

We propose a sparse grid stochastic collocation method for long-time simulations of stochastic differential equations (SDEs) driven by white noise. The method uses pre-determined sparse quadrature rules for the forcing term and constructs…

This paper concerns the Cauchy problem in R^d for the stochastic Navier-Stokes equation \partial_tu=\Delta u-(u,\nabla)u-\nabla p+f(u)+ [(\sigma,\nabla)u-\nabla \tilde p+g(u)]\circ \dot W, u(0)=u_0,\qquad divu=0, driven by white noise \dot…

Stochastic learning dynamics based on Langevin or Levy stochastic differential equations (SDEs) in deep neural networks control the variance of noise by varying the size of the mini-batch or directly those of injecting noise. Since the…

We study the problem of learning the law of linear stochastic partial differential equations (SPDEs) with additive Gaussian forcing from spatiotemporal observations. Most existing deep learning approaches either assume access to the driving…

We consider a general class of SPDEs in $\mathbb{R}^d$ driven by a Gaussian spatially homogeneous noise which is white in time. We provide sufficient conditions on the coefficients and the spectral measure associated to the noise ensuring…

We establish the local existence of pathwise solutions for the stochastic Euler equations in a three-dimensional bounded domain with slip boundary conditions and a very general nonlinear multiplicative noise. In the two-dimensional case we…

We consider a dissipative quantum fluid on the whole space $\mathbb{R}^d$ ($d\geq 1$) confined by an external harmonic potential. The dynamics of the quantum fluid is described by the Quantum Navier-Stokes (QNS) system which is a particular…

Recently, a number of authors have investigated the conditions under which a stochastic perturbation acting on an infinite dimensional dynamical system, e.g. a partial differential equation, makes the system ergodic and mixing. In…

We consider the problem of the soliton propagation, in a slowly varying medium, for a generalized Korteweg - de Vries equations (gKdV). We study the effects of inhomogeneities on the dynamics of a standard soliton. We prove that slowly…

In this paper we consider the stochastic primitive equation for geophysical flows subject to transport noise and turbulent pressure. Admitting very rough noise terms, the global existence and uniqueness of solutions to this stochastic…

We prove global existence and modified scattering for the solutions of the generalized fifth-order KdV equation with critical nonlinearity for small and localized initial data. The proof is undergoing by using the space-time resonance…

We consider two exit problems for the Korteweg-de Vries equation perturbed by an additive white in time and colored in space noise of amplitude a. The initial datum gives rise to a soliton when a=0. It has been proved recently that the…

We investigate the behavior of dissipative particle dynamics (DPD) with time-correlated random noise. A new stochastic force for DPD is proposed which consists of a random force whose noise has an algebraic correlation proportional to 1/t…

We study the stochastic dissipative quasi-geostrophic equation with space-time white noise on the two-dimensional torus. This equation is highly singular and basically ill-posed in its original form. The main objective of the present paper…

We consider stochastic partial differential equations on $\mathbb{R}^{d}, d\geq 1$, driven by a Gaussian noise white in time and colored in space, for which the pathwise uniqueness holds. By using the Skorokhod representation theorem we…

The Bayesian approach to inverse problems is of paramount importance in quantifying uncertainty about the input to and the state of a system of interest given noisy observations. Herein we consider the forward problem of the forced 2D…