Stochastic Hyperbolic Equations Research Articles

Exponential Ergodicity for the Stochastic Hyperbolic Sine-Gordon Equation on the Circle

Exponential Ergodicity for the Stochastic Hyperbolic Sine-Gordon Equation on the Circle

Inverse problems for stochastic partial differential equations: Some progresses and open problems

The aim of this paper is to survey some recent works on inverse problems for stochastic partial differential equations (SPDEs for short), which were solved by means of Carleman estimate. For simplicity, we focus on two typical SPDEs, i.e, stochastic hyperbolic equations and stochastic parabolic equations. Our particular concerns are those inverse problems which are genuinely stochastic and therefore cannot be reduced to any deterministic ones. Also, some open problems are presented.

Optimal control for a nonlinear stochastic PDE model of cancer growth

ABSTRACT We study an optimal control problem for a stochastic model of tumour growth with drug application. This model consists of three stochastic hyperbolic equations describing the evolution of tumour cells. It also includes two stochastic parabolic equations describing the diffusions of nutrient and drug concentrations. Since all systems are subject to many uncertainties, we have added stochastic terms to the deterministic model to consider the random perturbations. Then, we have added control variables to the model according to the medical concepts to control the concentrations of drug and nutrient. In the optimal control problem, we have defined the stochastic and deterministic cost functions and we have proved the problems have unique optimal controls. For deriving the necessary conditions for optimal control variables, the stochastic adjoint equations are derived. We have proved the stochastic model of tumour growth and the stochastic adjoint equations have unique solutions. For proving the theoretical results, we have used a change of variable which changes the stochastic model and adjoint equations (a.s.) to deterministic equations. Then we have employed the techniques used for deterministic ones to prove the existence and uniqueness of optimal control.

Existence of Weak Solution with Some Stochastic Hyperbolic Partial Differential Equation

Existence of Weak Solution with Some Stochastic Hyperbolic Partial Differential Equation

On multilevel Monte Carlo methods for deterministic and uncertain hyperbolic systems

In this paper, we evaluate the performance of the multilevel Monte Carlo method (MLMC) for deterministic and uncertain hyperbolic systems, where randomness is introduced either in the modeling parameters or in the approximation algorithms. MLMC is a well known variance reduction method widely used to accelerate Monte Carlo (MC) sampling. However, we demonstrate in this paper that for hyperbolic systems, whether MLMC can achieve a real boost turns out to be delicate. The computational costs of MLMC and MC depend on the interplay among the accuracy (bias) and the computational cost of the numerical method for a single sample, as well as the variances of the sampled MLMC corrections or MC solutions. We characterize three regimes for the MLMC and MC performances using those parameters, and show that MLMC may not accelerate MC and can even have a higher cost when the variances of MC solutions and MLMC corrections are of the same order. Our studies are carried out by a few prototype hyperbolic systems: a linear scalar equation, the Euler and shallow water equations, and a linear relaxation model, the above statements are proved analytically in some cases, and demonstrated numerically for the cases of the stochastic hyperbolic equations driven by white noise parameters and Glimm's random choice method for deterministic hyperbolic equations.

On a Class of Stochastic Hyperbolic Equations with Double Characteristics

We study the effect of Gaussian perturbations on a hyperbolic partial differential equation with double characteristics in two spatial dimensions. The coefficients of our partial differential operator depend polynomially on the space variables, while the noise is additive, white in time and coloured in space. We provide a sufficient condition on the spectral measure of the covariance functional describing the noise that allows for the existence of a random field solution for the resulting stochastic partial differential equation. Our approach is based on explicit computations for the fundamental solution of the partial differential operator and its Fourier transform.

Stochastic telegrapher's approach for solving the random Boltzmann-Lorentz gas

The 1D random Boltzmann-Lorentz equationhas been connected with a set of stochastic hyperbolic equations. Therefore, the study of the Boltzmann-Lorentz gas with disordered scattering centers has been transformed into the analysis of a set of stochastic telegrapher's equations. For global binary disorder (Markovian and non-Markovian) exact analytical results for the second moment, the velocity autocorrelation function, and the self-diffusion coefficient are presented. We have demonstrated that time-fluctuations in the lost of energy in the telegrapher's equation, can delay the entrance to the diffusive regime, this issue has been characterized by a timescale t_{c} which is a function of disorder parameters. Indeed, producing a longer ballistic dynamics in the transport process. In addition, fluctuations of the space probability distribution have been studied, showing that the mean value of a stochastic telegrapher's Fourier mode is a good statistical object to characterize the solution of the random Boltzmann-Lorentz gas. In a different context, the stochastic telegrapher's equationhas also been related to the run-and-tumble model in Biophysics. Then a discussion devoted to the potential applications when swimmers' speed and tumbling rate have time fluctuations has been pointed out.

Some Unsolved Problems in Stability and Optimal Control Theory of Stochastic Systems

In spite of the fact that the theory of stability and optimal control for different types of stochastic systems is well developed and very popular in research, there are some simply and clearly formulated problems, solutions of which have not been found so far. To the readers’ attention six open stability problems for stochastic differential equations with delay, for stochastic difference equations with discrete and continuous time and one open optimal control problem for stochastic hyperbolic equation with two-parameter white noise are offered.

On the stability of recovering two sources and initial status in a stochastic hyperbolic-parabolic system

Consider an inverse problem of determining two stochastic source functions and the initial status simultaneously in a stochastic thermoelastic system, which is constituted of two stochastic equations of different types, namely a parabolic equation and a hyperbolic equation. To establish the conditional stability for such a coupling system in terms of some suitable norms revealing the stochastic property of the governed system, we first establish two Carleman estimates with regular weight function and two large parameters for stochastic parabolic equation and stochastic hyperbolic equation, respectively. By means of these two Carleman estimates, we finally prove the conditional stability for our inverse problem, provided the source in the elastic equation be known near the boundary and the solution be in an a priori bounded set. Due to the lack of information about the time derivative of wave field at the final time, the stability index with respect to the wave field at final time is found to be halved, which reveals the special characteristic of our inverse problem for the coupling system.

Homogenization and Correctors for Stochastic Hyperbolic Equations in Domains with Periodically Distributed Holes

The goal of this paper is to present new results on homogenization and correctors for stochastic linear hyperbolic equations in periodically perforated domains with homogeneous Neumann conditions on the holes. The main tools are the periodic unfolding method, energy estimates, probabilistic and deterministic compactness results. The findings of this paper are stochastic counterparts of the celebrated work [D. Cioranescu, P. Donato and R. Zaki, The periodic unfolding method in perforated domains, Port. Math. (N.S.) 63 (2006) 467–496]. The convergence of the solution of the original problem to a homogenized problem with Dirichlet condition has been shown in suitable topologies. Homogenization and convergence of the associated energies results recover the work in [M. Mohammed and M. Sango, Homogenization of Neumann problem for hyperbolic stochastic partial differential equations in perforated domains, Asymptot. Anal. 97 (2016) 301–327]. In addition to that, we obtain corrector results.

On the magnetic Schrödinger hyperbolic equation with randomized coefficients

AbstractMagnetic Schrödinger type equations are important physical models in the study of quantum electrodynamics (QED). This manuscript focuses on the regularity behavior of the solution of the stochastic hyperbolic equation influenced by various types of exponentially oscillating coefficients on the principal Hamiltonian operator part. Techniques from harmonic analysis and stochastic analysis are applied to explore the upper bound of loss of regularity. Moreover, appropriate counter‐examples with periodic coefficients are constructed to show the lower bound of loss of regularity by the application of instability arguments.

Parameter Estimation for Stochastic Wave Equation Based on Observation Window

Statistical inference for a linear stochastic hyperbolic equation with two unknown parameters is studied. Based on observation of coordinates of the solution or their linear combinations (i.e., on the observation window in the space domain), minimum contrast estimators are introduced. Strong consistency and asymptotic normality are proved. The results are applied to stochastic wave equation perturbed by Brownian noise and they are illustrated by a numerical simulation.

Представление решения задачи Гурса для линейных стохастических гиперболических дифференциальных уравнений второго порядка

The article considers second-order system of linear stochastic partial differential equations of hyperbolic type with Goursat boundary conditions. Earlier, in a number of papers, representations of the solution Goursat problem for linear stochastic equations of hyperbolic type in the classical way under the assumption of sufficient smoothness of the coefficients of the terms included in the right-hand side of the equation were obtained. Meanwhile, study of many stochastic applied optimal control problems described by linear or nonlinear second-order stochastic differential equations, in partial derivatives hyperbolic type, the assumptions of sufficient smoothness of these equations are not natural. Proceeding from this, in the considered Goursat problem, in contrast to the known works, the smoothness of the coefficients of the terms in the right-hand side of the equation is not assumed. They are considered only measurable and bounded matrix functions. These assumptions, being natural, allow us to further investigate a wide class of optimal control problems described by systems of second-order stochastic hyperbolic equations. In this work, a stochastic analogue of the Riemann matrix is introduced, an integral representation of the solution of considered boundary value problem in explicit form through the boundary conditions is obtained. An analogue of the Riemann matrix was introduced as a solution of a two-dimensional matrix integral equation of the Volterra type with one-dimensional terms, a number of properties of an analogue of the Riemann matrix were studied.

A concise introduction to control theory for stochastic partial differential equations

<p style='text-indent:20px;'>The aim of this notes is to give a concise introduction to control theory for systems governed by stochastic partial differential equations. We shall mainly focus on controllability and optimal control problems for these systems. For the first one, we present results for the exact controllability of stochastic transport equations, null and approximate controllability of stochastic parabolic equations and lack of exact controllability of stochastic hyperbolic equations. For the second one, we first introduce the stochastic linear quadratic optimal control problems and then the Pontryagin type maximum principle for general optimal control problems. It deserves mentioning that, in order to solve some difficult problems in this field, one has to develop new tools, say, the stochastic transposition method introduced in our previous works.

Observer-based sliding mode control for stochastic hyperbolic PDE systems with quantized output signal

In this note, a sliding mode control scheme is firstly developed for a class of stochastic hyperbolic partial differential equation (PDE) systems. Initially, it is assumed that the considered systems’ states are unavailable for the controller, thus a new state observer is designed. Furthermore, to save the communication resources in network, the system’s measure output signal is quantized before transmission, based on which a novel sliding mode controller is constructed to enhance the system’s robustness. Then, some new criteria that guarantee the systems’ stability and H∞ disturbance attenuation performance are established in terms of linear matrix inequality. In the end, two simulation studies are presented to demonstrate the effectiveness of the developed control strategy.

Unique Ergodicity for a Class of Stochastic Hyperbolic Equations with Additive Space-Time White Noise

In this paper, we consider a certain class of second order nonlinear PDEs with damping and space-time white noise forcing, posed on the d-dimensional torus. This class includes the wave equation for d=1 and the beam equation for dle 3. We show that the Gibbs measure is the unique invariant measure for this system. Since the flow does not satisfy the strong Feller property, we introduce a new technique for showing unique ergodicity. This approach may be also useful in situations in which finite-time blowup is possible.

Local state observation for stochastic hyperbolic equations

In this paper, we solve a local state observation problem for stochastic hyperbolic equations without boundary conditions, which is reduced to a local unique continuation property for these equations. This result is proved by a global Carleman estimate. As far as we know, this is the first result in this topic.

A class of stochastic hyperbolic evolution equations via weighted pseudo almost periodic coefficients and optimal controls

SummaryThis paper introduces the concept of the piecewise weighted pseudo periodicity for stochastic processes. In addition, it establishes a new composition theorem for weighted pseudo almost periodic functions under the non‐Lipschitz conditions. Using this composition theorem, evolution family together with a fixed‐point theorem for condensing maps, we investigate the existence of p‐mean piecewise weighted pseudo almost periodic mild solutions and optimal mild solutions for a class of impulsive stochastic hyperbolic evolution equations in Hilbert spaces. Then, the existence conditions of optimal pairs of systems governed by the nonlinear impulsive stochastic evolution equations are presented. Finally, an example is provided to illustrate the obtained theory.

Homogenization of nonlinear hyperbolic stochastic partial differential equations with nonlinear damping and forcing

In this paper we deal with the homogenization of stochastic nonlinear hyperbolic equations with periodically oscillating coefficients involving nonlinear damping and forcing driven by a multi-dimensional Wiener process. Using the two-scale convergence method and crucial probabilistic compactness results due to Prokhorov and Skorokhod, we show that the sequence of solutions of the original problem converges in suitable topologies to the solution of a homogenized problem, which is a nonlinear damped stochastic hyperbolic partial differential equation. More importantly, we also prove the convergence of the associated energies and establish a crucial corrector result.

Almost automorphic solutions of semilinear stochastic hyperbolic differential equations in intermediate space

In this paper, we investigate the existence, uniqueness of almost automorphic in one-dimensional distribution mild solution for semilinear stochastic differential equations driven by Levy noise. The semigroup theory, fixed point theorem and stochastic analysis technique are the main tools in carrying out proof. Finally, we give one example to illustrate the main findings.