相关论文: KdV Preserves White Noise

Building upon a recent work by two of the authours and J. Seidler on bw-Feller property for stochastic nonlinear beam and wave equations, we prove the existence of an invariant measure to stochastic 2-D Navier-Stokes (with multiplicative…

We study the two-dimensional incompressible Navier-Stokes equation on the torus, driven by Gaussian noise that is white in time and colored in space. We consider the case where the magnitude of the random forcing $\sqrt{\e}$ and its…

This paper concerns Gibbs measures $\nu$ for some nonlinear PDE over the $D$-torus ${\bf T}^D$. The Hamiltonian $H=\int_{{\bf T}^D} \Vert\nabla u\Vert^2 - \int_{{\bf T}^D} \vert u\vert^p$ has canonical equations with solutions in…

It is well known that the KdV equation has an infinite set of conserved quantities. The first three are often considered to represent mass, momentum and energy. Here we try to answer the question of how this comes about, and also how these…

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…

We prove the existence and the invariance of a Gibbs measure associated to the defocusing sub-quintic Nonlinear Schroedinger equations on the disc of the plane $\R^2$. We also prove an estimate giving some intuition to what may happen in 3…

In this paper, we prove the continuity of the flow of KdV on spaces of probability measures with respect to a combination of Wasserstein distances on $H^s$, $s>0$ and $L^2$. We are motivated by the existence of an invariant measure…

In this paper, we consider the dynamics of integrable stochastic Hamiltonian systems. Utilizing the Nagaev-Guivarc'h method, we obtain several generalized results of the central limit theorem. Making use of this technique and the Birkhoff…

We consider the effect of replacing in stochastic differential equations leading to the dynamical collapse of the statevector, white noise stochastic processes with non white ones. We prove that such a modification can be consistently…

We consider a randomly forced Ginzburg-Landau equation on an unbounded domain. The forcing is smooth and homogeneous in space and white noise in time. We prove existence and smoothness of solutions, existence of an invariant measure for the…

The paper deals with the stochastic two-dimensional Navier-Stokes equation for incompressible fluids, set in a bounded domain with Dirichlet boundary conditions. We consider additive noise in the form $G\, dW$, where $W$ is a cylindrical…

We prove, using probabilistic techniques and analysis on the Wiener space, that the large scale fluctuations of the KPZ equation in $d\geq 3$ with a small coupling constant, driven by a white in time and colored in space noise, are given by…

The paper is concerned with spatial and time regularity of solutions to linear stochastic evolution equation perturbed by L\'evy white noise "obtained by subordination of a Gaussian white noise". Sufficient conditions for spatial continuity…

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…

We study the interplay between reversibility, geometry, and the choice of multiplicative noise (in particular It\^{o}, Stratonovich, Klimontovich) in stochastic differential equations (SDEs). Building on a unified geometric framework, we…

We analyze the question of $U_{\star} (1)$ gauge invariance in a flat non-commutative space where the parameter of non-commutativity, $\theta^{\mu\nu} (x)$, is a local function satisfying Jacobi identity (and thereby leading to an…

A white noise quantum stochastic calculus is developped using classical measure theory as mathematical tool. Wick's and Ito's theorems have been established. The simplest quantum stochastic differential equation has been solved, unicity and…

The Korteweg-de Vries (KdV) equation with periodic boundary conditions is considered. It is shown that for $H^s$ initial data, $s>-1/2$, and for any $s_1<\min(3s+1,s+1)$, the difference of the nonlinear and linear evolutions is in $H^{s_1}$…

The objective of this note is to present the results from the two recent papers. We study the Navier--Stokes equation on the two--dimensional torus when forced by a finite dimensional white Gaussian noise. We give conditions under which…

This paper addresses the problem of global well-posedness of a coupled system of Korteweg-de Vries equations, derived by Majda and Biello in the context of nonlinear resonant interaction of Rossby waves, in a periodic setting in homogeneous…