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相关论文: Invariant measures for stochastic Burgers equation…

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In this paper, we investigate the stochastic damped Burgers equation with multiplicative space-time white noise defined on the entire real line. We prove the existence and uniqueness of a mild solution of the stochastic damped Burgers…

动力系统 · 数学 2025-01-22 Zhenxin Liu , Zhiyuan Shi

We consider invariant measures for the stochastic Burgers equation on $\mathbb{R}$, forced by the derivative of a spacetime-homogeneous Gaussian noise that is white in time and smooth in space. An invariant measure is indecomposable, or…

概率论 · 数学 2025-10-01 Alexander Dunlap , Cole Graham , Lenya Ryzhik

We provide sufficient conditions for the existence of invariant probability measures for generic stochastic differential equations with finite time delay. This is achieved by means of the Krylov-Bogoliubov method. Furthermore, we focus on…

动力系统 · 数学 2026-05-15 Mark van den Bosch , Onno van Gaans , Sjoerd Verduyn Lunel

In this work we study the long time behavior of nonlinear stochastic functional-differential equations in Hilbert spaces. In particular, we start with establishing the existence and uniqueness of mild solutions. We proceed with deriving a…

偏微分方程分析 · 数学 2020-11-16 Oleksandr Misiats , Viktoriia Mogylova , Oleksandr Stanzhytskyi

This article is devoted to the study of the existence and uniqueness of mild solution to time- and space-fractional stochastic Burgers equation perturbed by multiplicative white noise. The required results are obtained by stochastic…

数值分析 · 数学 2017-06-06 Guang-an Zou , Bo Wang

We consider a stochastic nonlinear defocusing Schr\"{o}dinger equation with zero-order linear damping, where the stochastic forcing term is given by a combination of a linear multiplicative noise in the Stratonovich form and a nonlinear…

概率论 · 数学 2023-07-10 Zdzisław Brzeźniak , Benedetta Ferrario , Margherita Zanella

In this paper we propose an all-in-one statement which includes existence, uniqueness, regularity, and numerical approximations of mild solutions for a class of stochastic partial differential equations (SPDEs) with non-globally monotone…

概率论 · 数学 2024-12-20 Sara Mazzonetto , Diyora Salimova

We study equations like the Mackey-Glass equations and Nicholson's blowflies equation, each perturbed by a (small) multiplicative noise term. Solutions to these stochastic negative feedback systems persist globally and are bounded above in…

动力系统 · 数学 2026-05-15 Mark van den Bosch , Onno van Gaans , Sjoerd Verduyn Lunel

We consider a stochastic conservation law on the line with solution-dependent diffusivity, a super-linear, sub-quadratic Hamiltonian, and smooth, spatially-homogeneous kick-type random forcing. We show that this Markov process admits a…

This paper deals with the existence and limiting behavior of invariant measures of the stochastic Landau-Lifshitz-Bloch equation driven by linear multiplicative noise and additive noise defined in the entire space $\mathbb{R}^d$ for…

偏微分方程分析 · 数学 2024-10-10 Daiwen Huang , Zhaoyang Qiu , Bixiang Wang

This work aims to investigate the well-posedness and the existence of ergodic invariant measures for a class of third grade fluid equations in bounded domain $D\subset\mathbb{R}^d,d=2,3,$ in the presence of a multiplicative noise. First, we…

概率论 · 数学 2024-09-27 Yassine Tahraoui , Fernanda Cipriano

In this project we investigate the stochastic Burgers' equation with multiplicative space-time white noise on an unbounded spatial domain. We give a random field solution to this equation by defining a process via a kind of Feynman-Kac…

概率论 · 数学 2017-09-21 Peter Lewis , David Nualart

In this article we investigate the spatial Sobolev regularity of mild solutions to stochastic Burgers equations with additive trace class noise. Our findings are based on a combination of suitable bootstrap-type arguments and a detailed…

概率论 · 数学 2021-11-02 Arnulf Jentzen , Felix Lindner , Primož Pušnik

In this paper we study the following Burgers equation du/dt + d/dx (u^2/2) = epsilon d^2u/dx^2 + f(x,t) where f(x,t)=dF/dx(x,t) is a random forcing function, which is periodic in x and white noise in t. We prove the existence and uniqueness…

偏微分方程分析 · 数学 2016-09-07 Weinan E , K. M. Khanin , A. E. Mazel , Ya. G. Sinai

In this work, we consider the stochastic Burgers-Huxley equation perturbed by multiplicative Gaussian noise, and discuss about the global solvability results and asymptotic behavior of solutions. We show the existence of a global strong…

概率论 · 数学 2020-10-20 Manil T. Mohan

We study the two-dimensional Euler equations, damped by a linear term and driven by an additive noise. The existence of weak solutions has already been studied; pathwise uniqueness is known for solutions that have vorticity in $L^\infty$.…

概率论 · 数学 2020-04-22 Hakima Bessaih , Benedetta Ferrario

We prove the existence and the Besov regularity of the density of the solution to a general parabolic SPDE which includes the stochastic Burgers equation on an unbounded domain. We use an elementary approach based on the fractional…

概率论 · 数学 2021-03-08 Christian Olivera Ciprian Tudor

We study the stochastic Burgers equation driven by a multiplicative Rosenblatt noise with Hurst parameter $H \in (1/2,1)$. Using a fixed-point argument in a Malliavin--Sobolev space that controls the solution and its first two Malliavin…

概率论 · 数学 2026-02-17 Atef Lechiheb

In this paper, we establish the existence and uniqueness of invariant measures for a class of semilinear stochastic partial differential equations driven by multiplicative noise on a bounded domain. The main results can be applied to SPDEs…

概率论 · 数学 2018-12-12 Zhao Dong , Rangrang Zhang

This paper is concerned with the existence of invariant measure for 3D stochastic primitive equations driven by linear multiplicative noise under non-periodic boundary conditions. The common method is to apply Sobolev imbedding theorem to…

概率论 · 数学 2018-01-30 Rangrang Zhang , Guoli Zhou
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