On the stochastic Euler-Poincaré equations driven by pseudo-differential/multiplicative noise
Hao Tang
Abstract
The stochastic Euler-Poincaré equations with pseudo-differential/multiplicative noise are considered in this work. We first establish two new cancellation properties on pseudo-differential operators, which considerably extend the previous results for transport type noise only involving gradient operator. Then, we obtain results on local solution, blow-up criterion, and global existence. The interplay between stability on exiting times and continuous dependence of solution on initial data is also studied for the multiplicative noise case.
Topics & Concepts
MathematicsMultiplicative noiseMultiplicative functionStochastic differential equationNoise (video)Euler's formulaMathematical analysisOperator (biology)Applied mathematicsStability (learning theory)Differential (mechanical device)PhysicsThermodynamicsTranscription factorArtificial intelligenceDigital signal processingAnalog signalRepressorComputer scienceElectrical engineeringEngineeringImage (mathematics)Signal transfer functionGeneBiochemistryChemistryMachine learningStability and Controllability of Differential EquationsStochastic processes and financial applicationsAdvanced Mathematical Modeling in Engineering