中文
相关论文

相关论文: Levy driven stochastic heat equation with logarith…

200 篇论文

We investigate a class of scalar conservation laws on manifolds driven by multiplicative Gaussian (Ito) noise. The Cauchy problem defined on a Riemannian manifold is shown to be well-posed. We prove existence of generalized kinetic…

偏微分方程分析 · 数学 2019-06-28 Luca Galimberti , Kenneth H. Karlsen

This paper is concerned with the large deviation principle of the non-local fractional stochastic reaction-diffusion equation with a polynomial drift of arbitrary degree driven by multiplicative noise defined on unbounded domains. We first…

概率论 · 数学 2023-05-23 Bixiang Wang

This thesis is devoted to the study of ergodicity and large deviations for the stochastic nonlinear wave (NLW) equation with smooth white noise in 3D. Under some standard growth and dissipativity assumptions on the nonlinearity, we show…

偏微分方程分析 · 数学 2015-11-30 Davit Martirosyan

We generalize the concept "well-posed linear system" to stochastic linear control systems and study some basic properties of such kind systems. Under our generalized definition, we show the well-posedness of the stochastic heat equation and…

最优化与控制 · 数学 2015-07-07 Qi Lu

In this work, we study the Cauchy problem for a class of dispersive PDEs where a rough time coefficient is present in front of the dispersion. Under minimal assumptions on the occupation measure of this coefficient, we show that for the…

偏微分方程分析 · 数学 2024-10-31 Tristan Robert

We prove the large deviations principle (LDP) for the law of the solutions to a class of semilinear stochastic partial differential equations driven by multiplicative noise. Our proof is based on the weak convergence approach and…

概率论 · 数学 2016-07-05 Mohammud Foondun , Leila Setayeshgar

Given a sequence $\dot{L}^{\varepsilon}$ of L\'evy noises, we derive necessary and sufficient conditions in terms of their variances $\sigma^2(\varepsilon)$ such that the solution to the stochastic heat equation with noise…

概率论 · 数学 2019-11-06 Carsten Chong , Thomas Delerue

We consider a nonlinear stochastic heat equation in spatial dimension $d=2$, forced by a white-in-time multiplicative Gaussian noise with spatial correlation length $\varepsilon>0$ but divided by a factor of $\sqrt{\log\varepsilon^{-1}}$.…

概率论 · 数学 2022-04-29 Alexander Dunlap , Yu Gu

In this paper, we study the well-posedness properties of a stochastic rotating shallow water system in which the noise is chosen according to the Stochastic Advection by Lie Transport (SALT) theory. The system is perturbed by noise…

偏微分方程分析 · 数学 2021-07-15 Dan Crisan , Oana Lang

Nowadays we have many methods allowing to exploit the regularising properties of the linear part of a nonlinear dispersive equation (such as the KdV equation, the nonlinear wave or the nonlinear Schroedinger equations) in order to prove…

偏微分方程分析 · 数学 2018-12-14 Nikolay Tzvetkov

In this paper we study the Large Deviation Principle (LDP in abbreviation) for a class of Stochastic Partial Differential Equations (SPDEs) in the whole space $\mathbb{R}^d$, with arbitrary dimension $d\geq 1$, under random influence which…

概率论 · 数学 2015-05-20 Tarik El Mellali , Mohamed Mellouk

We establish a large deviation principle (LDP) for a class of stochastic porous media equations driven by L\'{e}vy-type noise on a $\sigma$-finite measure space $(E,\mathcal{B}(E),\mu)$, with the Laplacian replaced by a negative definite…

概率论 · 数学 2023-12-07 Weina Wu , Jianliang Zhai

We consider a stochastic heat equation driven by a space-time white noise and with a singular drift, where a local-time in space appears. The process we study has an explicit invariant measure of Gibbs type, with a non-convex potential. We…

概率论 · 数学 2011-10-24 Said Karim Bounebache , Lorenzo Zambotti

In this paper, we investigate stochastic partial differential equations driven by multi-parameter anisotropic fractional Levy noises, including the stochastic Poisson equation, the linear heat equation, and the quasi-linear heat equation.…

概率论 · 数学 2014-10-07 Xuebin Lu , Wanyang Dai

We investigate the well-posedness problem related to two models of nonlinear McKean Stochastic Differential Equations with some local interaction in the diffusion term. First, we revisit the case of the McKean-Vlasov dynamics with moderate…

概率论 · 数学 2018-09-07 Mireille Bossy , Jean Francois Jabir

We study the well-posedness for the inhomogeneous Hartree equation $i\partial_t u + \Delta u = \lambda(I_\alpha \ast |\cdot|^{-b}|u|^p)|x|^{-b}|u|^{p-2}u$ in $H^s$, $s\ge0$. Until recently, its well-posedness theory has been intensively…

偏微分方程分析 · 数学 2023-04-18 Seongyeon Kim

This article investigates the well-posedness of weak solutions to non-linear parabolic PDEs driven by rough coefficients with rough initial data in critical homogeneous Besov spaces. Well-posedness is understood in the sense of existence…

偏微分方程分析 · 数学 2026-05-01 Pascal Auscher , Sebastian Bechtel

We prove a large deviation principle result for solutions of abstract stochastic evolution equations perturbed by small Levy noise. We use general large deviations theorems of Varadhan and Bryc, viscosity solutions of integro-partial…

概率论 · 数学 2010-03-09 Andrzej Swiech , Jerzy Zabczyk

We consider higher order viscous Burgers' equations with generalized nonlinearity and study the associated initial value problems for given data in the $L^2$-based Sobolev spaces. We introduce appropriate time weighted spaces to derive…

偏微分方程分析 · 数学 2015-06-02 Xavier Carvajal , Mahendra Panthee

We prove the the large deviation principle(LDP) for the law of the one-dimensional semilinear stochastic partial differential equations driven by nonlinear multiplicative noise. Firstly, combining the energy estimate and approximation…

概率论 · 数学 2023-03-09 Qiyong Cao , Hongjun Gao