Multi-scale analysis of SPDEs with degenerate additive noise

We consider a quite general class of stochastic partial differential equations with quadratic and cubic nonlinearities and derive rigorously amplitude equations, using the natural separation of time-scales near a change of stability. We show that degenerate additive noise has the potential to stabilize or destabilize the dynamics of the dominant modes, due to additional deterministic terms arising in averaging. We focus on equations with quadratic and cubic nonlinearities and give applications to the Burgers’ equation, the Ginzburg–Landau equation, and generalized Swift–Hohenberg equation.     

Local existence and non-explosion of solutions for stochastic fractional partial differential equations driven by multiplicative noise

In this paper we prove the local existence and uniqueness of solutions for a class of stochastic fractional partial differential equations driven by multiplicative noise. We also establish that for this class of equations adding linear multiplicative noise provides a regularizing effect: the solutions will not blow up with high probability if the initial data is sufficiently small, or if the noise coefficient is sufficiently large. As applications our main results are applied to various types of SPDE such as stochastic reaction–diffusion equations, stochastic fractional Burgers equation, stochastic fractional Navier–Stokes equation, stochastic quasi-geostrophic equations and stochastic surface growth PDE.     

Amplitude equation for the stochastic reaction‐diffusion equations with random Neumann boundary conditions

In this paper, we consider a quite general class of reaction‐diffusion equations with cubic nonlinearities and with random Neumann boundary conditions. We derive rigorously amplitude equations, using the natural separation of time‐scales near a change of stability and investigate whether additive degenerate noise and random boundary conditions can lead to stabilization of the solution of the stochastic partial differential equation or not. The nonlinear heat equation (Ginzburg–Landau equation) is used to illustrate our result. Copyright © 2015 John Wiley & Sons, Ltd.     

Homogenization of a stochastically forced Hamilton-Jacobi equation

We study the homogenization of a Hamilton-Jacobi equation forced by rapidly oscillating noise that is colored in space and white in time. It is shown that the homogenized equation is deterministic, and, in general, the noise has an enhancement effect, for which we provide a quantitative estimate. As an application, we perform a noise sensitivity analysis for Hamilton-Jacobi equations forced by a noise term with small amplitude, and identify the scaling at which the macroscopic enhancement effect is felt. The results depend on new, probabilistic estimates for the large scale Hölder regularity of the solutions, which are of independent interest.     

Strong convergence for explicit space–time discrete numerical approximation methods for stochastic Burgers equations

In this paper we propose and analyze explicit space–time discrete numerical approximations for additive space–time white noise driven stochastic partial differential equations (SPDEs) with non-globally monotone nonlinearities such as the stochastic Burgers equation with space–time white noise. The main result of this paper proves that the proposed explicit space–time discrete approximation method converges strongly to the solution process of the stochastic Burgers equation with space–time white noise. To the best of our knowledge, the main result of this work is the first result in the literature which establishes strong convergence for a space–time discrete approximation method in the case of the stochastic Burgers equations with space–time white noise.     

A multigrid solver to the Helmholtz equation with a point source based on travel time and amplitude

The Helmholtz equation arises when modeling wave propagation in the frequency domain. The equation is discretized as an indefinite linear system, which is difficult to solve at high wave numbers. In many applications, the solution of the Helmholtz equation is required for a point source. In this case, it is possible to reformulate the equation as two separate equations: one for the travel time of the wave and one for its amplitude. The travel time is obtained by a solution of the factored eikonal equation, and the amplitude is obtained by solving a complex‐valued advection–diffusion–reaction equation. The reformulated equation is equivalent to the original Helmholtz equation, and the differences between the numerical solutions of these equations arise only from discretization errors. We develop an efficient multigrid solver for obtaining the amplitude given the travel time, which can be efficiently computed. This approach is advantageous because the amplitude is typically smooth in this case and, hence, more suitable for multigrid solvers than the standard Helmholtz discretization. We demonstrate that our second‐order advection–diffusion–reaction discretization is more accurate than the standard second‐order discretization at high wave numbers, as long as there are no reflections or caustics. Moreover, we show that using our approach, the problem can be solved more efficiently than using the common shifted Laplacian multigrid approach.     

Multi-valued,singular stochastic evolution inclusions

We provide an abstract variational existence and uniqueness result for multi-valued, monotone, non-coercive stochastic evolution inclusions in Hilbert spaces with general additive and Wiener multiplicative noise. As examples we discuss certain singular diffusion equations such as the stochastic 1-Laplacian evolution (total variation flow) in all space dimensions and the stochastic singular fast-diffusion equation. In case of additive Wiener noise we prove the existence of a unique weak-⁎ mean ergodic invariant measure.     

Approximate Controllability of a Stochastic Wave Equation

In this paper we discuss the controllability of a wave equation with random noise. Our main tools are the Ito representation theorem and an adaptation of the Hilbert uniqueness method for the exact controllability of deterministic equations.     

Approximate Controllability of a Stochastic Wave Equation

In this paper we discuss the controllability of a wave equation with random noise. Our main tools are the Ito representation theorem and an adaptation of the Hilbert uniqueness method for the exact controllability of deterministic equations.     

Generalized Burgers equation with rough transport noise

We introduce a new technique for studying well posedness and energy estimates for evolution equations with a rough transport term. The technique is based on finding suitable space–time weight functions for the equations at hand. As an example we study the well posedness of the generalized viscous Burgers equation perturbed by a rough path transport noise.     

The Cauchy problem for a generalized Camassa–Holm equation with the velocity potential

In this paper, we discuss a generalized Camassa–Holm equation whose solutions are velocity potentials of the classical Camassa–Holm equation. By exploiting the connection between these two equations, we first establish the local well-posedness of the new equation in the Besov spaces and deduce several blow-up criteria and blow-up results. Then, we investigate the existence of global strong solutions and present a class of cuspon weak solutions for the new equation.     

线性算子双半群及在间断和脉冲微分方程中的应用(英)

研究抽象Ｂａｎａｃｈ空间中线性微微分方程的可解性,利用算子双半群方法,讨论了在确定时间跳跃或脉冲的线性微分方程解的存在性,表明在一定条件下间断或脉冲方程的解存在唯一．     

Discrete inertial manifolds

This work is devoted to attractive invariant manifolds for nonautonomous difference equations, occurring in the discretization theory for evolution equations. Such invariant sets provide a discrete counterpart to inertial manifolds of dissipative FDEs and evolutionary PDEs. We discuss their essential properties, like smoothness, the existence of an asymptotic phase, normal hyperbolicity and attractivity in a nonautonomous framework of pullback attraction. As application we show that inertial manifolds of the Allen–Cahn and complex Ginzburg–Landau equation persist under discretization. For the Ginzburg–Landau equation we can also estimate the dimension of the inertial manifold. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

The representation of meromorphic solutions for a class of odd order algebraic differential equations and its applications

In this paper, we employ the Nevanlinna's value distribution theory to investigate the existence of meromorphic solutions of algebraic differential equations. We obtain the representations of all meromorphic solutions for a class of odd order algebraic differential equations with the weak ?p,q?and dominant conditions. Moreover, we give the complex method to find all traveling wave exact solutions of corresponding partial differential equations. As an example, we obtain all meromorphic solutions of the Kuramoto–Sivashinsky equation by using our complex method. Our results show that the complex method provides a powerful mathematical tool for solving great many nonlinear partial differential equations in mathematical physics. Copyright © 2014 John Wiley & Sons, Ltd.     

The Wong–Zakai approximations of invariant manifolds and foliations for stochastic evolution equations

In this paper, we study the Wong–Zakai approximations given by a stationary process via the Wiener shift and their associated dynamics of a class of stochastic evolution equations with a multiplicative white noise. We prove that the solutions of Wong–Zakai approximations almost surely converge to the solutions of the Stratonovich stochastic evolution equation. We also show that the invariant manifolds and stable foliations of the Wong–Zakai approximations converge to the invariant manifolds and stable foliations of the Stratonovich stochastic evolution equation, respectively.     

Asymptotic analysis of Emden–Fowler type equation with an application to power flow models

Emden–Fowler type equations are nonlinear differential equations that appear in many fields such as mathematical physics, astrophysics and chemistry. In this paper, we perform an asymptotic analysis of a specific Emden–Fowler type equation that emerges in a queuing theory context as an approximation of voltages under a well-known power flow model. Thus, we place Emden–Fowler type equations in the context of electrical engineering. We derive properties of the continuous solution of this specific Emden–Fowler type equation and study the asymptotic behavior of its discrete analog. We conclude that the discrete analog has the same asymptotic behavior as the classical continuous Emden–Fowler type equation that we consider.     

Nonlinear self-adjointness of the Krichever–Novikov equation

It is known that the classification of third-order evolutionary equations with the constant separant possessing a nontrivial Lie–Bäcklund algebra (in other words, integrable equations) results in the linear equation, the KdV equation and the Krichever–Novikov equation. The first two of these equations are nonlinearly self-adjoint. This property allows to associate conservation laws of the equations in question with their symmetries. The problem on nonlinear self-adjointness of the Krichever–Novikov equation has not been solved yet. In the present paper we solve this problem and find the explicit form of the differential substitution providing the nonlinear self-adjointness.     

A stabilization algorithm of the Navier–Stokes equations based on algebraic Bernoulli equation

In this paper, we consider the stabilization of the nonstationary incompressible Navier–Stokes equations around a stationary solution by a boundary linear feedback control. The feedback operator is obtained from the solution of the algebraic Bernoulli equation associated with the penalized linearized Navier–Stokes equations around an unstable stationary solution and is used to locally stabilize the original nonlinear equations. We give the explicit factorized form of the stabilizing solution of the algebraic Bernoulli equation. The numerical effectiveness of this approach is demonstrated by stabilizing the vortex shedding behind a circular obstacle. Copyright © 2011 John Wiley & Sons, Ltd.     

Full-Discrete Finite Element Method for Stochastic Hyperbolic Equation

This paper is concerned with the finite element method for the stochastic wave equation and the stochastic elastic equation driven by space-time white noise. For simplicity, we rewrite the two types of stochastic hyperbolic equations into a unified form. We convert the stochastic hyperbolic equation into a regularized equation by discretizing the white noise and then consider the full-discrete finite element method for the regularized equation. We derive the modeling error by using "Green's method" and the finite element approximation error by using the error estimates of the deterministic equation. Some numerical examples are presented to verify the theoretical results.     

Reciprocal Bäcklund transformations of autonomous evolution equations

We discuss the construction of reciprocal Bäcklund transformations for evolution equations using integrating factors of zeroth and higher orders with their corresponding conservation laws. As an example, we consider the Harry Dym equation and the Schwarzian KdV equation.