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Stochastic Solution of a KPP-Type Nonlinear Fractional Differential Equation

Cipriano, F., Ouerdiane, H., Vilela Mendes, R. (2009)

Fractional Calculus and Applied Analysis

Mathematics Subject Classification: 26A33, 76M35, 82B31A stochastic solution is constructed for a fractional generalization of the KPP (Kolmogorov, Petrovskii, Piskunov) equation. The solution uses a fractional generalization of the branching exponential process and propagation processes which are spectral integrals of Levy processes.

The internal stabilization by noise of the linearized Navier-Stokes equation

Viorel Barbu (2011)

ESAIM: Control, Optimisation and Calculus of Variations

One shows that the linearized Navier-Stokes equation in 𝒪 R d , d 2 , around an unstable equilibrium solution is exponentially stabilizable in probability by an internal noise controller V ( t , ξ ) = i = 1 N V i ( t ) ψ i ( ξ ) β ˙ i ( t ) , ξ 𝒪 , where { β i } i = 1 N are independent Brownian motions in a probability space and { ψ i } i = 1 N is a system of functions on 𝒪 with support in an arbitrary open subset 𝒪 0 𝒪 . The stochastic control input { V i } i = 1 N is found in feedback form. One constructs also a tangential boundary noise controller which exponentially stabilizes in probability the equilibrium...

The internal stabilization by noise of the linearized Navier-Stokes equation*

Viorel Barbu (2011)

ESAIM: Control, Optimisation and Calculus of Variations

One shows that the linearized Navier-Stokes equation in 𝒪 R d , d 2 , around an unstable equilibrium solution is exponentially stabilizable in probability by an internal noise controller V ( t , ξ ) = i = 1 N V i ( t ) ψ i ( ξ ) β ˙ i ( t ) , ξ 𝒪 , where { β i } i = 1 N are independent Brownian motions in a probability space and { ψ i } i = 1 N is a system of functions on 𝒪 with support in an arbitrary open subset 𝒪 0 𝒪 . The stochastic control input { V i } i = 1 N is found in feedback form. One constructs also a tangential boundary noise controller which exponentially stabilizes in probability the equilibrium solution. ...

Theoretical and numerical aspects of stochastic nonlinear Schrödinger equations

Anne de Bouard, Arnaud Debussche, Laurent Di Menza (2001)

Journées équations aux dérivées partielles

We describe several results obtained recently on stochastic nonlinear Schrödinger equations. We show that under suitable smoothness assumptions on the noise, the nonlinear Schrödinger perturbed by an additive or multiplicative noise is well posed under similar assumptions on the nonlinear term as in the deterministic theory. Then, we restrict our attention to the case of a focusing nonlinearity with critical or supercritical exponent. If the noise is additive, smooth in space and non degenerate,...

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