نتایج جستجو برای: multiplicative noise

تعداد نتایج: 206333  

1998
Marek Capiński Nigel J. Cutland MAREK CAPIŃSKI NIGEL J. CUTLAND

We show existence of measure attractors for 2-D stochastic Navier-Stokes equations with general multiplicative noise.

Journal: :SIAM J. Math. Analysis 2015
Julian Fischer Günther Grün

In this paper, we develop an energy method to study finite speed of propagation and waiting time phenomena for the stochastic porous-media equation with linear multiplicative noise in up to three spatial dimensions. Based on a novel iteration technique and on stochastic counterparts of weighted integral estimates used in the deterministic setting, we formulate a sufficient criterion on the grow...

2017
MARTINA HOFMANOVÁ

We study quasilinear degenerate parabolic-hyperbolic stochastic partial differential equations with general multiplicative noise within the framework of kinetic solutions. Our results are twofold: First, we establish new regularity results based on averaging techniques. Second, we prove the existence and uniqueness of solutions in a full L1 setting requiring no growth assumptions on the nonline...

Journal: :CoRR 2008
Sk. Safique Ahmad Nagalinga Rajan Soumyendu Raha

To analyze the stability of Itô stochastic differential equations with multiplicative noise, we introduce the stochastic logarithmic norm. The logarithmic norm was originally introduced by G. Dahlquist in 1958 as a tool to study the growth of solutions to ordinary differential equations and for estimating the error growth in discretization methods for their approximate solutions. We extend the ...

2012
Tomasz Komorowski Stefano Olla Lenya Ryzhik

We consider the long time limit theorems for the solutions of a discrete wave equation with a weak stochastic forcing. The multiplicative noise conserves the energy, and in the unpinned case also conserves the momentum. We obtain a time-inhomogeneous OrnsteinUhlenbeck equation for the limit wave function that holds both for square integrable and statistically homogeneous initial data. The limit...

2004
MICHAEL RÖCKNER

Following classical work by Freidlin [Trans. Amer. Math. Soc. (1988) 305 665–657] and subsequent works by Sowers [Ann. Probab. (1992) 20 504–537] and Peszat [Probab. Theory Related Fields (1994) 98 113–136], we prove large deviation estimates for the small noise limit of systems of stochastic reaction–diffusion equations with globally Lipschitz but unbounded diffusion coefficients, however, ass...

Journal: :EURASIP J. Adv. Sig. Proc. 2003
Pertti Koivisto Jaakko Astola Vladimir V. Lukin Vladimir P. Melnik Oleg V. Tsymbal

The characteristics of impulse bursts in remote sensing images are analyzed and a model for this noise is proposed. The model also takes into consideration other noise types, for example, the multiplicative noise present in radar images. As a case study, soft morphological filters utilizing a training-based optimization scheme are used for the noise removal. Different approaches for the trainin...

Journal: :Physica A: Statistical Mechanics and its Applications 2014

Journal: :Information and Control 1977

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