Comparing the stochastic nonlinear wave and heat equations: a case study

T Oh, M Okamoto - 2021 - projecteuclid.org
We study the two-dimensional stochastic nonlinear wave equation (SNLW) and stochastic
nonlinear heat equation (SNLH) with a quadratic nonlinearity, forced by a fractional …

Intermittency for the wave and heat equations with fractional noise in time

RM Balan, D Conus - 2016 - projecteuclid.org
In this article, we consider the stochastic wave and heat equations driven by a Gaussian
noise which is spatially homogeneous and behaves in time like a fractional Brownian motion …

Adaptive Fuzzy Synchronization of Fractional‐Order Chaotic (Hyperchaotic) Systems with Input Saturation and Unknown Parameters

H Liu, Y Chen, G Li, W Xiang, G Xu - Complexity, 2017 - Wiley Online Library
We investigate the synchronization problem of fractional‐order chaotic systems with input
saturation and unknown external disturbance by means of adaptive fuzzy control. An …

[HTML][HTML] The stochastic wave equation with fractional noise: A random field approach

RM Balan, CA Tudor - Stochastic processes and their applications, 2010 - Elsevier
We consider the linear stochastic wave equation with spatially homogeneous Gaussian
noise, which is fractional in time with index H> 1/2. We show that the necessary and …

Space-time fractional diffusions in Gaussian noisy environment

L Chen, G Hu, Y Hu, J Huang - Stochastics, 2017 - Taylor & Francis
This paper studies the linear stochastic partial differential equation of fractional orders both
in time and space variables, where is a general Gaussian noise and,. The existence and …

Solving a nonlinear fractional stochastic partial differential equation with fractional noise

J Liu, L Yan - Journal of Theoretical Probability, 2016 - Springer
In this article, we will prove the existence, uniqueness and Hölder regularity of the solution to
the fractional stochastic partial differential equation of the form ∂ ∂ tu (t, x)= D (x, D) u (t, x)+ …

Malliavin calculus for fractional delay equations

JA León, S Tindel - Journal of Theoretical Probability, 2012 - Springer
In this paper we study the existence of a unique solution to a general class of Young delay
differential equations driven by a Hölder continuous function with parameter greater that 1/2 …

An introduction to stochastic partial differential equations: Part i

RC Dalang, M Sanz-Solé - arXiv preprint arXiv:2402.02119, 2024 - arxiv.org
This book is an introduction to the theory of stochastic partial differential equations (SPDEs),
using the random field approach pioneered by JB Walsh (1986). The volume consists of two …

The stochastic wave equation with multiplicative fractional noise: a Malliavin calculus approach

RM Balan - Potential Analysis, 2012 - Springer
We consider the stochastic wave equation with multiplicative noise, which is fractional in
time with index H> 1/2, and has a homogeneous spatial covariance structure given by the …

Hyperbolic Anderson Model with space-time homogeneous Gaussian noise

RM Balan, J Song - arXiv preprint arXiv:1602.07004, 2016 - arxiv.org
In this article, we study the stochastic wave equation in arbitrary spatial dimension $ d $, with
a multiplicative term of the form $\sigma (u)= u $, also known in the literature as the …