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相关论文: A Smoluchowski-Kramers approximation for the stoch…

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We study the Cauchy problem for the nonlinear damped wave equation and establish the large data local well-posedness and small data global well-posedness with slowly decaying initial data. We also prove that the asymptotic profile of the…

偏微分方程分析 · 数学 2019-03-14 Masahiro Ikeda , Takahisa Inui , Yuta Wakasugi

We consider a class of stochastic differential equations driven by a one dimensional Brownian motion and we investigate the rate of convergence for Wong-Zakai-type approximated solutions. We first consider the Stratonovich case, obtained…

概率论 · 数学 2018-06-06 Bilel Kacem Ben Ammou , Alberto Lanconelli

This paper is devoted to the study of hyperbolic systems of linear partial differential equations perturbed by a Brownian motion. The existence and uniqueness of solutions are proved by an energy method. The specific features of this class…

概率论 · 数学 2021-09-29 Adnan Aboulalaa

We introduce a probabilistic representation for solutions of quasilinear wave equation with analytic nonlinearities. We use stochastic cascades to prove existence and uniqueness of the solution.

概率论 · 数学 2009-12-01 Yuri Bakhtin , Carl Mueller

In this paper we study the Cauchy problem for the Landau Hamiltonian wave equation, with time dependent irregular (distributional) electromagnetic field and similarly irregular velocity. For such equations, we describe the notion of a `very…

偏微分方程分析 · 数学 2017-05-05 Michael Ruzhansky , Niyaz Tokmagambetov

We propose and analyse a new type of fully discrete surface finite element approximation of a class of linear parabolic stochastic evolution equations with additive noise. Our discretization uses a surface finite element approximation of…

数值分析 · 数学 2025-10-10 Øyvind Stormark Auestad , Geir-Arne Fuglstad , Annika Lang

This work considers the problem of numerically approximating statistical moments of a Quantity of Interest (QoI) that depends on the solution of a linear parabolic partial differential equation. The geometry is assumed to be random and is…

数值分析 · 数学 2023-11-21 Julio E. Castrillon-Candas , Jie Xu

The long-time asymptotics is analyzed for finite energy solutions of the 1D discrete Schr\"odinger equation coupled to a nonlinear oscillator. The coupled system is invariant with respect to the phase rotation group. For initial states…

偏微分方程分析 · 数学 2009-11-13 E. Kopylova

In this work we study the one-dimensional stochastic Kimura equation $\partial_{t}u\left(z,t\right)=z\partial_{z}^{2}u\left(z,t\right)+u\left(z,t\right)\dot{W}\left(z,t\right)$ for $z,t>0$ equipped with a Dirichlet boundary condition at…

概率论 · 数学 2024-02-06 Roland Riachi , Linan Chen

In this paper, stochastic inertial manifold for damped wave equations subjected to additive white noise is constructed by the Lyapunov-Perron method. It is proved that when the intensity of noise tends to zero the stochastic inertial…

动力系统 · 数学 2007-05-23 Zhenxin Liu

In this paper we study a second-order mean-field stochastic differential systems describing the movement of a particle under the influence of a time-dependent force, a friction, a mean-field interaction and a space and time-dependent…

概率论 · 数学 2022-10-10 T. C. Son , D. Q. Le , M. H. Duong

We consider the asymptotically flat standing wave solutions to the Poisson-Schr\"{o}dinger system of equations known as static states. These solutions can be parameterized using a variety of choices of two continuous parameters and one…

数学物理 · 物理学 2020-04-20 Alan R. Parry

The Smoluchowski equation is a system of partial differential equations modelling the diffusion and binary coagulation of a large collection of tiny particles. The mass parameter may be indexed either by positive integers, or by positive…

概率论 · 数学 2008-12-01 Mohammad Reza Yaghouti , Fraydoun Rezakhanlou , Alan Hammond

We announce a result on the existence of a unique local solution to a stochastic geometric wave equation on the one dimensional Minkowski space $\mathbb{R}^{1+1}$ with values in an arbitrary compact Riemannian manifold. We consider a rough…

偏微分方程分析 · 数学 2020-06-16 Zdzisław Brzeźniak , Nimit Rana

In this work we analyze the variational problem emerging from the Gutzwiller approach to strongly correlated systems. This problem comprises the two main steps: evaluation and minimization of the ground state energy $W$ for the postulated…

强关联电子 · 物理学 2014-11-24 J. Kaczmarczyk

In this paper we study the existence and uniqueness of the random periodic solution for a stochastic differential equation with a one-sided Lipschitz condition (also known as monotonicity condition) and the convergence of its numerical…

概率论 · 数学 2021-08-19 Yue Wu

The periodic standing-wave method for binary inspiral computes the exact numerical solution for periodic binary motion with standing gravitational waves, and uses it as an approximation to slow binary inspiral with outgoing waves. Important…

广义相对论与量子宇宙学 · 物理学 2009-11-10 Zeferino Andrade , Christopher Beetle , Alexey Blinov , Benjamin Bromley , Lior M. Burko , Maria Cranor , Robert Owen , Richard H. Price

A stochastic model for nondemolition continuous measurement in a quantum system is given. It is shown that the posterior dynamics, including a continuous collapse of the wave function, is described by a nonlinear stochastic wave equation.…

量子物理 · 物理学 2007-05-23 V. P. Belavkin

We numerically analyse solutions of the spherically symmetric gravitational Vlasov-Poisson system close to compactly supported stable steady states. We observe either partially undamped oscillations or macroscopically damped solutions. We…

星系天体物理 · 物理学 2024-09-24 Christopher Straub

We describe the physical hypotheses underlying the derivation of an approximate model of water waves. For unidirectional surface shallow water waves moving over an irrotational flow as well as over a non-zero vorticity flow, we derive the…

数学物理 · 物理学 2007-11-30 Delia Ionescu-Kruse