The paper is devoted to studying the stochastic nonlinear wave (NLW) equation in a bounded domain D $\subset$ R3. We show that the Markov process associated with the flow of solution has a unique stationary measure $μ$, and the law of any solution converges to $μ$ with exponential rate in the dual-Lipschitz norm
We prove the existence of the global attractor in $ \dot H^s$, $s > 11/12$ for the weakly damped and forced mKdV on the one dimensional torus. The existence of global attractor below the energy space has not been known, though the global well-posedness below the energy space is established. We directly apply the I-method to the damped and forced mKdV, because the Miura transformation does not work for the mKdV with damping and forcing terms. We need to make a close investigation into the trilinear estimates involving resonant frequencies, which are different from the bilinear estimates corresp…
The forced and weakly damped Korteweg-de Vries (KdV) equation with periodic boundary conditions is considered. Starting from $L^2$ and mean-zero initial data we prove that the solution decomposes into two parts; a linear one which decays to zero as time goes to infinity and a nonlinear one which always belongs to a smoother space. As a corollary we prove that all solutions are attracted by a ball in $H^s$, $s\in(0,1)$, whose radius depends only on $s$, the $L^2$ norm of the forcing term and the damping parameter. This gives a new proof for the existence of a smooth global attractor and provide…
In this paper we consider the long time behavior of the weakly damped, forced Korteweg-de Vries equation in the Sololev spaces of the negative indices in the periodic case. We prove that the solutions are uniformly bounded in $\dot{H}^s(\T)$ for $s>-\dfrac{1}{2}$. Moreover, we show that the solution-map possesses a global attractor in $\dot{H}^s(\T)$ for $s>-\dfrac{1}{2}$, which is a compact set in $H^{s+3}(\T)$.
We study two damped and forced discrete nonlinear Schrödinger equations on the one-dimensional infinite lattice. Without damping and forcing they are represented by the integrable Ablowitz-Ladik equation (AL) featuring non-local cubic nonlinear terms, and its standard (nonintegrable) counterpart with local cubic nonlinear terms (DNLS). The global existence of a unique solution to the initial value problem for both, the damped and forced AL and DNLS, is proven. It is further shown that for sufficiently close initial data, their corresponding solutions stay close for all times. Concerning the as…
We consider the three-dimensional magnetohydrodynamics system forced by noise that is white in both time and space. Its complexity due to four non-linear terms makes its analysis very intricate. Nevertheless, taking advantage of its structure and adapting the theory of paracontrolled distributions from \cite{GIP15}, we prove its local well-posedness. A first challenge is to find an appropriate paracontrolled ansatz which must consist of both the velocity and the magnetic fields. Second challenge is that for some non-linear terms, renormalizations cannot be achieved individually; we overcome th…
The magnetohydrodynamics system consists of the Navier-Stokes and Maxwell's equations, coupled through multiples of nonlinear terms. Such a system forced by space-time white noise has been studied by physicists for decades, and the rigorous proof of its solution theory has been recently established in Yamazaki (2019, arXiv:1910.04820 [math.AP]) using the theory of paracontrolled distributions and a technique of coupled renormalizations. When an equation is well-posed, and it is approximated by replacing the differentiation operator by reasonable discretization schemes with a parameter, it is w…
We consider the damped nonlinear wave (NLW) equation driven by a spatially regular white noise. Assuming that the noise is non-degenerate in all Fourier modes, we establish a large deviations principle (LDP) for the occupation measures of the trajectories. The lower bound in the LDP is of a local type, which is related to the weakly dissipative nature of the equation and seems to be new in the context of randomly forced PDE's. The proof is based on an extension of methods developed in \cite{JNPS-2012} and \cite{JNPS-2014} in the case of kick forced dissipative PDE's with parabolic regularisati…
We study the non relativistic and ultra relativistic limits in the two-dimensional nonlinear damped Klein-Gordon equation driven by a space-time white noise on the torus. In order to take the limits, it is crucial to clarify the parameter dependence in the estimates of solution. In this paper we present two methods to confirm this parameter dependence. One is the classical, simple energy method. Another is the method via Strichartz estimates.
The paper is devoted to studying the asymptotics of the family $(μ^\varepsilon)$ of stationary measures of the Markov process generated by the flow of stochastic 2D Navier-Stokes equation with smooth white noise. By using the large deviations techniques, we prove that this family is exponentially tight in $H^{1-γ}(D)$ for any $γ>0$ and vanishes exponentially outside any neighborhood of the set $\cal O$ of $ω$-limit points of the deterministic equation. In particular, any of its weak limits is concentrated on the closure $\bar{\cal O}$. A key ingredient of the proof is a new formula that allows…
Inspired by applications, we consider reaction-diffusion equations on $\mathbb{R}$ that are stochastically forced by a small multiplicative noise term that is white in time, coloured in space and invariant under translations. We show how these equations can be understood as a stochastic partial differential equation (SPDE) forced by a cylindrical Q-Wiener process and subsequently explain how to study stochastic travelling waves in this setting. In particular, we generalize the phase tracking framework that was developed in [Hamster & Hupkes 2017] and [Hamster & Hupkes 2018] for noise processes…
We consider the non-homogeneous generalised Burgers equation \frac{\partial u}{\partial t} + f'(u)\frac{\partial u}{\partial x} - ν\frac{\partial^2 u}{\partial x^2} = η,\ t \geq 0,\ x \in S^1. Here f is strongly convex and satisfies a growth condition, νis small and positive, while ηis a random forcing term, smooth in space and white in time. For any solution u of this equation we consider the quasi-stationary regime, corresponding to t>=T_1, where T_1 depends only on f and on the distribution of η. We obtain sharp upper and lower bounds for Sobolev norms of $u$ averaged in time and in ensembl…
Stochastically forced Navier-Stokes equations interacting with an elastic structure
University of California at Berkeley(加州大学伯克利分校);Technische Universität Darmstadt(达姆施塔特工业大学);Basque Center for Applied Mathematics (BCAM)(巴斯克应用数学中心);IKERBASQUE, Basque Foundation for Science(伊克尔巴斯基奎,巴斯克科学基金会)
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 o…
We study a damped stochastic non-linear Schrödinger (NLS) equation driven by an additive noise. It is white in time and smooth in space. Using a coupling method, we establish convergence of the Markovian transition semi-group toward a unique invariant probability measure. This kind of method was originally developped to prove exponential mixing for strongly dissipative equations such as the Navier-Stokes equations. We consider here a weakly dissipative equation, the damped nonlinear Schrödinger equation in the one dimensional cubic case. We prove that the mixing property holds and that the rat…
We study turbulence in the one-dimensional Burgers equation with a white-in-time, Gaussian random force that has a Fourier-space spectrum $\sim 1/k$, where $k$ is the wave number. From very-high-resolution numerical simulations, in the limit of vanishing viscosity, we find evidence for multiscaling of velocity structure functions which cannot be falsified by standard tests. We find a new artifact in which logarithmic corrections can appear disguised as anomalous scaling and conclude that bifractal scaling is likely.
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 noises and establish triviality results in the spirit of the work by Hairer, Ryser, and Weber (2012). More precisely, without renormalization of the nonlinearity, we establish the following two limiting behaviors; (i) in the strong noise regime, we show that solutions to SdNLW with regularized noises tend to 0 as the regularization is removed and (ii) in the w…
We consider a damped/driven nonlinear Schrödinger equation in an $n$-cube $K^{n}\subset\mathbb{R}^n$, $n$ is arbitrary, under Dirichlet boundary conditions \[ u_t-νΔu+i|u|^2u=\sqrtνη(t,x),\quad x\in K^{n},\quad u|_{\partial K^{n}}=0, \quad ν>0, \] where $η(t,x)$ is a random force that is white in time and smooth in space. It is known that the Sobolev norms of solutions satisfy $ \| u(t)\|_m^2 \le Cν^{-m}, $ uniformly in $t\ge0$ and $ν>0$. In this work we prove that for small $ν>0$ and any initial data, with large probability the Sobolev norms $\|u(t,\cdot)\|_m$ of the solutions with $m>2$ beco…
For the damped-driven KdV equation $$ \dot u-ν{u_{xx}}+u_{xxx}-6uu_x=\sqrtνη(t,x), x\in S^1, \int u dx\equiv \intηdx\equiv0, $$ with $0<ν\le1$ and smooth in $x$ white in $t$ random force $η$, we study the limiting long-time behaviour of the KdV integrals of motions $(I_1,I_2,...)$, evaluated along a solution $u^ν(t,x)$, as $ν\to0$. We prove that %if $u=u^ν(t,x)$ is a solution of the equation above, for $0\leτ:= νt \lesssim1$ the vector $ I^ν(τ)=(I_1(u^ν(τ,\cdot)),I_2(u^ν(τ,\cdot)),...), $ converges in distribution to a limiting process $I^0(τ)=(I^0_1,I^0_2,...)$. The $j$-th component $I_j^0$ e…
We consider three-dimensional stochastically forced Navier-Stokes equations subjected to white-in-time (colored-in-space) forcing in the absence of boundaries. Upper and lower bounds of the mean value of the time-averaged energy dissipation rate, $\mathbb{E} [\langle\varepsilon \rangle] $, are derived directly from the equations. First, we show that for a weak (martingale) solution to the stochastically forced Navier-Stokes equations, \[ \mathbb{E} [\langle\varepsilon \rangle] \leq G^2 + (2+ \frac{1}{Re})\frac{U^3}{L},\] where $G^2$ is the total energy rate supplied by the random force, $U$ is…
We consider the one-dimensional Burgers equation perturbed by a stochastic forcing, which is assumed to be white in time and localised and low-dimensional in space. We establish a mixing property for the Markov process associated with the problem in question. The proof is based on a general criterion for mixing and a recent result on global approximate controllability to trajectories for damped conservation laws.
We establish the convergence of statistically invariant states for the stochastic Boussinesq Equations in the infinite Prandtl number limit and in particular demonstrate the convergence of the Nusselt number (a measure of heat transport in the fluid). This is a singular parameter limit significant in mantle convection and for gasses under high pressure. The equations are subject to a both temperature gradient on the boundary and internal heating in the bulk driven by a stochastic, white in time, gaussian forcing. Here, the stochastic source terms have a strong physical motivation for example a…
We study stochastically forced semilinear parabolic PDE's of the Ginzburg-Landau type. The class of forcings considered are white noises in time and colored smooth noises in space. Existence of the dynamics in $L^\infty$, as well as existence of an invariant measure are proven. We also show that the solutions are with high probability analytic in a strip around the real axis and give estimates on the width of that strip.
We study the two-dimensional stochastic nonlinear heat equation (SNLH) and stochastic damped nonlinear wave equation (SdNLW) with an exponential nonlinearity $λβe^{βu }$, forced by an additive space-time white noise. We prove local and global well-posedness of these equations, depending on the sign of $λ$ and the size of $β^2 > 0$, and invariance of the associated Gibbs measures. See the abstract of the paper for a more precise abstract. (Due to the limit on the number of characters for an abstract set by arXiv, the full abstract can not be displayed here.)
On generalised d'Alembert-type integral representations for damped wave equations on the quarter-plane
National and Kapodistrian University of Athens(雅典国立卡波蒂斯特里安大学);University of Cyprus(塞浦路斯大学);Universita degli Studi di Brescia(布雷西亚大学);Istituto Nazionale di Fisica Nucleare, Milano Bicocca(意大利国家核物理研究所,米兰比科卡);Henan Normal University(河南师范大学);Laboratoire de Mathématiques Appliquées du Havre (LMAH), Université Le Havre Normandie(勒阿弗尔应用数学实验室,勒阿弗尔诺曼底大学)
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 both the law of the solution at any time t>0, projected on a finite dimensional subspace, has a smooth density with respect to Lebesgue measure and the solution itself is ergodic. In particular, our results hold for specific choices of four dimensional white Gaussian noise. Under additional assumptions, we show that the preceding density is everywhere strictly …
We prove that the stochastic Burgers equation on $\mathbf{R}^{d}$, $d<4$, forced by gradient noise that is white in time and smooth in space, admits spacetime-stationary solutions. These solutions are thus the gradients of solutions to the KPZ equation on $\mathbf{R}^{d}$ with stationary gradients. The proof works by proving tightness of the time-averaged laws of the solutions in an appropriate weighted space.