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相关论文: Stochastic nonlinear wave equation with rougher th…

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We study the stochastic nonlinear Schr\"odinger equations with additive stochastic forcing. By using the dispersive estimate, we present a simple argument, constructing a unique local-in-time solution with rougher stochastic forcing than…

偏微分方程分析 · 数学 2020-12-23 Tadahiro Oh , Oana Pocovnicu , Yuzhao Wang

We consider the stochastic wave and heat equations with affine multiplicative Gaussian noise which is white in time and behaves in space like the fractional Brownian motion with index $H \in (\frac14,\frac12)$. The existence and uniqueness…

概率论 · 数学 2016-02-01 Raluca M. Balan , Maria Jolis , Lluís Quer-Sardanyons

We consider the two-dimensional stochastic damped nonlinear wave equation (SdNLW) with the cubic nonlinearity, forced by a space-time white noise. In particular, we investigate the limiting behavior of solutions to SdNLW with regularized…

偏微分方程分析 · 数学 2020-05-22 Tadahiro Oh , Mamoru Okamoto , Tristan Robert

In this paper we establish lower and upper Gaussian bounds for the solutions to the heat and wave equations driven by an additive Gaussian noise, using the techniques of Malliavin calculus and recent density estimates obtained by Nourdin…

概率论 · 数学 2009-02-12 David Nualart , Lluis Quer-Sardanyons

In this work, we are interested in building the fully discrete scheme for stochastic fractional diffusion equation driven by fractional Brownian sheet which is temporally and spatially fractional with Hurst parameters $H_{1}, H_{2}…

数值分析 · 数学 2022-01-27 Daxin Nie , Jing Sun , Weihua Deng

The regularity of solutions to the stochastic nonlinear wave equation plays a critical role in the accuracy and efficiency of numerical algorithms. Rough or discontinuous initial conditions pose significant challenges, often leading to a…

数值分析 · 数学 2024-12-20 Jiachuan Cao , Buyang Li , Katharina Schratz

We study pathwise regularization by noise for equations on the plane in the spirit of the framework outlined by Catellier and Gubinelli (Stochastic Process. Appl., 2016). To this end, we extend the notion of non-linear Young equations to a…

概率论 · 数学 2023-01-13 Florian Bechtold , Fabian A. Harang , Nimit Rana

We study the three-dimensional cubic nonlinear wave equation (NLW) with random initial data below $L^2(\mathbb{T}^3)$. By considering the second order expansion in terms of the random linear solution, we prove almost sure local…

偏微分方程分析 · 数学 2020-12-15 Tadahiro Oh , Oana Pocovnicu , Nikolay Tzvetkov

This paper studies the behaviour of quadratic variations of a stochastic wave equation driven by a noise that is white in space and fractional in time. Complementing the analysis of quadratic variations in the space component carried out by…

概率论 · 数学 2021-11-29 Radomyra Shevchenko

In this paper we study a large class of nonlinear stochastic wave equations that arise in laser generation models and models for propagation in random media in a unified mathematical framework. Continuous and pulse-wave propagation models,…

偏微分方程分析 · 数学 2024-12-24 Sivaguru S. Sritharan , Saba Mudaliar

In this article, we consider the stochastic wave equation on the real line driven by a linear multiplicative Gaussian noise, which is white in time and whose spatial correlation corresponds to that of a fractional Brownian motion with Hurst…

概率论 · 数学 2016-05-03 Raluca M. Balan , Maria Jolis , Lluís Quer-Sardanyons

In this paper, we consider a semi-linear stochastic strongly damped wave equation driven by additive Gaussian noise. Following a semigroup framework, we establish existence, uniqueness and space-time regularity of a mild solution to such…

数值分析 · 数学 2020-08-10 Ruisheng Qi , Xiaojie Wang

We have analyzed the phenomenon of stochastic resonance in a system driven by non Gaussian noises. We have considered both white and colored noises. In the latter case we have obtained a consistent Markovian approximation that enables us to…

统计力学 · 物理学 2007-05-23 M. A. Fuentes , C. Tessone , H. S. Wio , R. Toral

We study an Allen-Cahn equation perturbed by a multiplicative stochastic noise which is white in time and correlated in space. Formally this equation approximates a stochastically forced mean curvature flow. We derive uniform energy bounds…

偏微分方程分析 · 数学 2016-06-02 Matthias Röger , Hendrik Weber

We consider the linear stochastic wave equation with spatially homogenous Gaussian noise, which is fractional in time with index $H>1/2$. We show that the necessary and sufficient condition for the existence of the solution is a relaxation…

概率论 · 数学 2009-12-22 Raluca Balan , Ciprian Tudor

We study the parabolic defocusing stochastic quantization equation with both mutliplicative spatial white noise and an independant space-time white noise forcing, on compact surfaces, with polynomial nonlinearity. After renormalizing the…

偏微分方程分析 · 数学 2024-01-24 Hugo Eulry , Antoine Mouzard , Tristan Robert

In a recent work [DDRZ20], it has been developed a novel framework aimed at studying at a perturbative level a large class of non-linear, scalar, real, stochastic PDEs and inspired by the algebraic approach to quantum field theory. The main…

数学物理 · 物理学 2023-04-04 Alberto Bonicelli , Claudio Dappiaggi , Paolo Rinaldi

This paper is devoted to investigating Freidlin-Wentzell's large deviation principle for one (spatial) dimensional nonlinear stochastic wave equation $\frac{\partial^2 u^{\e}(t,x)}{\partial t^2}=\frac{\partial^2 u^{\e}(t,x)}{\partial…

概率论 · 数学 2022-11-29 Li Ruinan , Zhang Beibei

The main object of this paper is the planar wave equation \[\bigg(\frac{\partial^2}{\partial t^2}-a^2\varDelta\bigg)U(x,t)=f(x,t),\quad t\ge0, x\in \mathbb {R}^2,\] with random source $f$. The latter is, in certain sense, a symmetric…

概率论 · 数学 2016-11-21 Larysa Pryhara , Georgiy Shevchenko

We study the one-dimensional stochastic wave equation driven by a Gaussian multiplicative noise which is white in time and has the covariance of a fractional Brownian motion with Hurst parameter $H\in [1/2,1)$ in the spatial variable. We…

概率论 · 数学 2020-10-27 Francisco Delgado-Vences , David Nualart , Guangqu Zheng