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In this article, we study the stochastic wave equation on the entire space $\mathbb{R}^d$, driven by a space-time L\'evy white noise with possibly infinite variance (such as the $\alpha$-stable L\'evy noise). In this equation, the noise is…

概率论 · 数学 2023-03-23 Raluca M. Balan

We consider the Navier-Stokes equations in vorticity form in $\mathbb{R}^2$ with a white noise forcing term of multiplicative type, whose spatial covariance is not regular enough to apply the It\^o calculus in $L^q$ spaces, $1<q<\infty$. We…

概率论 · 数学 2018-03-06 Benedetta Ferrario , Margherita Zanella

This paper studies the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise which is white in time and which has the covariance of a fractional Brownian motion with Hurst parameter 1/4\textless{}H\textless{}1/2 in…

概率论 · 数学 2015-05-20 Yaozhong Hu , Jingyu Huang , Khoa Lê , David Nualart , Samy Tindel

We study the two-dimensional stochastic nonlinear wave equations (SNLW) with an additive space-time white noise forcing. In particular, we introduce a time-dependent renor- malization and prove that SNLW is pathwise locally well-posed. As…

概率论 · 数学 2018-05-24 Massimiliano Gubinelli , Herbert Koch , Tadahiro Oh

In this article, we consider the stochastic wave equation on $\mathbb{R}_{+} \times \mathbb{R}$, driven by a linear multiplicative space-time homogeneous Gaussian noise whose temporal and spatial covariance structures are given by locally…

概率论 · 数学 2019-01-03 Raluca M. Balan , Lluís Quer-Sardanyons , Jian Song

We prove strong well-posedness results for the stochastic 2D Euler equations in vorticity form and generalized SQG equations, with $L^p$ initial data and driven by a spatially rough, incompressible transport noise of Kraichnan type.…

概率论 · 数学 2026-01-12 Marco Bagnara , Lucio Galeati

In this article, we consider the stochastic wave equation in spatial dimension $d=1$, with linear term $\sigma(u)=u$ multiplying the noise. This equation is driven by a Gaussian noise which is white in time and fractional in space with…

概率论 · 数学 2023-07-04 Raluca M. Balan , Jingyu Huang , Xiong Wang , Panqiu Xia , Wangjun Yuan

We consider NLS on $\T^2$ with multiplicative spatial white noise and nonlinearity between cubic and quartic. We prove global existence, uniqueness and convergence almost surely of solutions to a family of properly regularized and…

偏微分方程分析 · 数学 2020-06-16 Nikolay Tzvetkov , Nicola Visciglia

A parameter estimation problem is considered for a one-dimensional stochastic wave equation driven by additive space-time Gaussian white noise. The estimator is of spectral type and utilizes a finite number of the spatial Fourier…

概率论 · 数学 2008-10-02 W. Liu , S. V. Lototsky

The traditional wave equation models wave propagation in an ideal conducting medium. For characterizing the wave propagation in inhomogeneous media with frequency dependent power-law attenuation, the space-time fractional wave equation…

数值分析 · 数学 2017-12-22 Yajing Li , Yejuan Wang , Weihua Deng

We highlight a fundamental ill-posedness issue for nonlinear stochastic wave equations driven by a fractional noise. Namely, if the noise becomes too rough (i.e., the sum of its Hurst indexes becomes too small), then there is essentially no…

概率论 · 数学 2021-12-17 Aurélien Deya

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

In this paper, we study a class of nonlinear space-time fractional stochastic kinetic equations in $\mathbb{R}^d$ with Gaussian noise which is white in time and homogeneous in space. This type of equation constitutes an extension of the…

概率论 · 数学 2022-01-19 Junfeng Liu

We first introduce a new model for a two-dimensional gauge-covariant wave equation with space-time white noise. In our main theorem, we obtain the probabilistic global well-posedness of this model in the Lorenz gauge. Furthermore, we prove…

偏微分方程分析 · 数学 2025-02-12 Bjoern Bringmann , Igor Rodnianski

We obtain a sharp local well-posedness result for the Gradient Nonlinear Wave Equation on a nonsmooth curved background. In the process we introduce variable coefficient versions of Bourgain's $X^{s,b}$ spaces, and use a trilinear…

偏微分方程分析 · 数学 2008-02-27 Dan-Andrei Geba , Daniel Tataru

We study global-in-time dynamics of the stochastic nonlinear wave equations (SNLW) with an additive space-time white noise forcing, posed on the two-dimensional torus. Our goal in this paper is two-fold. (i) By introducing a hybrid…

偏微分方程分析 · 数学 2021-06-23 Massimiliano Gubinelli , Herbert Koch , Tadahiro Oh , Leonardo Tolomeo

We construct global-in-time singular dynamics for the (renormalized) cubic fourth order nonlinear Schr\"odinger equation on the circle, having the white noise measure as an invariant measure. For this purpose, we introduce the…

偏微分方程分析 · 数学 2020-11-25 Tadahiro Oh , Nikolay Tzvetkov , Yuzhao Wang

We consider the Navier-Stokes equations in $\mathbb R^d$ ($d=2,3$) with a stochastic forcing term which is white noise in time and coloured in space; the spatial covariance of the noise is not too regular, so It\^o calculus cannot be…

概率论 · 数学 2015-10-14 Zdzislaw Brzezniak , Benedetta Ferrario

In this article, we study the stochastic wave equation in all dimensions $d\leq 3$, driven by a Gaussian noise $\dot{W}$ which does not depend on time. We assume that either the noise is white, or the covariance function of the noise…

概率论 · 数学 2021-07-12 Raluca M. Balan , Le Chen , Xia Chen

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