Results 81 to 90 of about 134 (133)
On Markov properties of Lévy waves in two dimensions
Markov properties of the solution to the wave equation in two spatial dimensions driven by a Lévy point process are considered. When the velocity of waves is 1, then for domains bounded by a plane, the sharp Markov property is shown to hold if and only ...
Hou, Qiang, Dalang, Robert C.
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Stochastic partial differential equations with Dirichlet white-noise boundary conditions
, 2001 . – The paper is devoted to one-dimensional nonlinear stochastic partial differential equations of parabolic type with non homogeneous Dirichlet boundary conditions of white-noise type. We formulate a set of conditions that a random field must satisfy to
Alòs, Elisa +3 more
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We consider a stochastic Cahn-Hilliard partial differential equation driven by a space-time white noise. In this paper, we prove a Central Limit Theorem (CLT) and a Moderate Deviation Principle (MDP) for a perturbed stochastic Cahn-Hilliard equation in ...
R. M., Ratsarasaina +1 more
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Analysis and Optimal Velocity Control of a Stochastic Convective Cahn-Hilliard Equation. [PDF]
J Nonlinear Sci, 2021 Scarpa L.
europepmc +1 more source
Let M = {Mz, z [epsilon] R2+} be a two-parameter strong martingale, A be a two-parameter increasing process on R2+ = [0, + [infinity]) x [0, + [infinity]). Consider the following stochastic differential equations in the plane: for z [epsilon] R2+.
Liang, Zong-xia, Zheng, Ming-li
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Self-averaging from lateral diversity in the ItôSchrödinger equation
, 2006 . We consider the random Schrödinger equation as it arises in the paraxial regime for wave propagation in random media. In the white noise limit it becomes the Itô-Schrödinger stochastic partial differential equation (SPDE) which we analyze here in the ...
George Papanicolaou +2 more
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We consider a stochastic Cahn-Hilliard partial differential equation driven by a space-time white noise. In this paper, we prove a Central Limit Theorem (CLT) and a Moderate Deviation Principle (MDP) for a perturbed stochastic Cahn-Hilliard equation in ...
R. M., Ratsarasaina +1 more
core +1 more source
Stochastic Navier-Stokes Equations on a Thin Spherical Domain. [PDF]
Appl Math Optim, 2021 Brzeźniak Z, Dhariwal G, Le Gia QT.
europepmc +1 more source
On The Unique Solvability Of Some Nonlinear Stochastic PDEs
, 1998 : The Cauchy problem for 1-dimensional nonlinear stochastic partial differential equations is studied. The uniqueness and existence of solutions in H 2 p (T )-space are proved. 1991 Mathematics Subject Classification. 60H15, 35R60.
Hyek Yoo
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2D Smagorinsky type large eddy models as limits of stochastic PDEs
, 2023 Flandoli F, Luo D, Luongo E.
europepmc +1 more source