Partial Differential Equation and Noise

In this work we present examples of the effects of noise on the solution of a partial differential equation (PDE) in three different settings. We will first consider random initial conditions for two nonlinear dispersive PDEs, the nonlinear Schrödinger equation and the Korteweg - de Vries equation, and analyze their effects on some special solutions, the soliton solutions. The second case considered is a linear PDE, the wave equation, with random initial condi- tions. We will show that special random initial conditions allow to substantially decrease the computational and data storage costs of an algorithm to solve the inverse problem based on the boundary measurements of the solution of this equation. Finally, the third example considered is that of the linear transport equation with a singular drift term, where we will show that the addition of a multiplicative noise term forbids the blow up of solutions, under very weak hypothesis for which we have finite-time blow up of solutions in the deterministic case.

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Source https://theses.hal.science/tel-00759355
Author Fedrizzi, Ennio
Maintainer CCSD
Last Updated June 3, 2026, 03:34 (UTC)
Created June 3, 2026, 03:34 (UTC)
Identifier tel-00759355
Language en
Rights https://about.hal.science/hal-authorisation-v1/
contributor Modélisation stochastique ; Laboratoire de Probabilités et Modèles Aléatoires (LPMA) ; Université Pierre et Marie Curie - Paris 6 (UPMC)-Université Paris Diderot - Paris 7 (UPD7)-Centre National de la Recherche Scientifique (CNRS)-Université Pierre et Marie Curie - Paris 6 (UPMC)-Université Paris Diderot - Paris 7 (UPD7)-Centre National de la Recherche Scientifique (CNRS)
creator Fedrizzi, Ennio
date 2012-12-13T00:00:00
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harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2025-09-29T00:00:00
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