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相关论文: Ergodicity of the Anderson $\Phi_2^4$ model

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We investigate the stochastic heat equation driven by space-time white noise defined on an abstract Hilbert space, assuming that the drift and diffusion coefficients are both merely H\"older continuous. Random field SPDEs are covered as…

概率论 · 数学 2025-08-04 Yi Han

The present paper is a continuation of our previous work on the stochastic quantization of the $\exp(\Phi)_2$-quantum field model on the two-dimensional torus. Making use of key properties of Gaussian multiplicative chaos and refining the…

概率论 · 数学 2022-05-17 Masato Hoshino , Hiroshi Kawabi , Seiichiro Kusuoka

We study the long time behavior of the stochastic quantization equation. Extending recent results by Mourrat and Weber we first establish a strong non-linear dissipative bound that gives control of moments of solutions at all positive times…

概率论 · 数学 2016-09-28 Pavlos Tsatsoulis , Hendrik Weber

We give a new example of a measure-valued process without a density, which arises from a stochastic partial differential equation with a multiplicative noise term. This process has some unusual properties. We work with the heat equation…

概率论 · 数学 2011-02-18 Carl Mueller , Roger Tribe

This is a preliminary announcement of results in the PhD. thesis of the first author concerning the nonlinear stochastic heat equation in the spatial domain $\R$, driven by space-time white noise. A central special case is the parabolic…

概率论 · 数学 2012-10-08 Le Chen , Robert C. Dalang

We prove an a priori bound for the dynamic $\Phi^4_3$ model on the torus wich is independent of the initial condition. In particular, this bound rules out the possibility of finite time blow-up of the solution. It also gives a uniform…

偏微分方程分析 · 数学 2017-10-25 Jean-Christophe Mourrat , Hendrik Weber

In this paper we study the linear stochastic heat equation, also known as parabolic Anderson model, in multidimension driven by a Gaussian noise which is white in time and it has a correlated spatial covariance. Examples of such covariance…

概率论 · 数学 2016-03-22 Jingyu Huang , Khoa Lê , David Nualart

We consider the problem of ergodicity for the $P(\Phi)_2$ measure of quantum field theory under the flow of the singular stochastic (damped) wave equation $u_{tt} + u_t + (1-\Delta) u + {:}\,p(u)\mspace{2mu}{:} = \sqrt 2 \xi$, posed on the…

概率论 · 数学 2023-10-04 Leonardo Tolomeo

In this paper, we consider a certain class of second order nonlinear PDEs with damping and space-time white noise forcing, posed on the $d$-dimensional torus. This class includes the wave equation for $d=1$ and the beam equation for $d\le…

偏微分方程分析 · 数学 2021-09-08 Leonardo Tolomeo

We consider a stochastic partial differential equation (SPDE) model for chemorepulsion, with non-linear sensitivity on the one-dimensional torus. We show that for any suitable initial data there exists a pathwise unique, global solution to…

概率论 · 数学 2023-08-22 Ilya Chevyrev , Ben Hambly , Avi Mayorcas

We show the global-in-time well-posedness of the complex Ginzburg-Landau (CGL) equation with a space-time white noise on the 3-dimensional torus. Our method is based on [14], where Mourrat and Weber showed the global well-posedness for the…

概率论 · 数学 2017-04-17 Masato Hoshino

In this article, we study the Parabolic Anderson Model driven by a space-time homogeneous Gaussian noise on $\mathbb{R}_{+} \times \mathbb{R}^d$, whose covariance kernels in space and time are locally integrable non-negative functions,…

概率论 · 数学 2016-06-30 Raluca M. Balan , Le Chen

We prove exponential convergence to the invariant measure, in the total variation norm, for solutions of SDEs driven by $\alpha$-stable noises in finite and in infinite dimensions. Two approaches are used. The first one is based on Harris…

偏微分方程分析 · 数学 2011-04-27 E. Priola , A. Shirikyan , L. Xu , J. Zabczyk

We study the global-in-time dynamics for a stochastic semilinear wave equation with cubic defocusing nonlinearity and additive noise, posed on the $2$-dimensional torus. The noise is taken to be slightly more regular than space-time white…

偏微分方程分析 · 数学 2021-02-19 Justin Forlano , Leonardo Tolomeo

The Landau--Lifshitz--Baryakhtar (LLBar) equation perturbed by both additive and multiplicative noises is a system of fourth order stochastic PDEs which models the evolution of magnetic spin fields in ferromagnetic materials at elevated…

概率论 · 数学 2025-12-16 Beniamin Goldys , Agus L. Soenjaya , Thanh Tran

We construct an intrinsic family of Gaussian noises on $d$-dimensional flat torus $\mathbb{T}^d$. It is the analogue of the colored noise on $\mathbb{R}^d$, and allows us to study stochastic PDEs on torus in the It\^{o} sense in high…

概率论 · 数学 2023-08-22 Le Chen , Cheng Ouyang , William Vickery

We prove the existence and uniqueness of invariant measures for the fractional stochastic Burgers equation (FSBE) driven by fractional power of the Laplacian and space-time white noise. We show also that the transition measures of the…

概率论 · 数学 2011-06-13 Zdzisław Brzeźniak , Latifa Debbi , Ben Goldys

We consider the infinite volume $\Phi^4_3$ dynamic and show that it is globally well-posed in a suitable weighted Besov space of distributions. At high temperatures / small coupling, we furthermore show that the difference between any two…

概率论 · 数学 2025-08-12 Paweł Duch , Martin Hairer , Jaeyun Yi , Wenhao Zhao

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

We establish the unique ergodicity of a fully discrete scheme for monotone SPDEs with polynomial growth drift and bounded diffusion coefficients driven by multiplicative white noise. The main ingredient of our method depends on the…

数值分析 · 数学 2025-11-13 Zhihui Liu
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