scholarly journals Existence and Uniqueness of the Local Smooth Solution to 3D Stochastic MHD Equations without Diffusion

Entropy ◽  
2019 ◽  
Vol 22 (1) ◽  
pp. 42 ◽  
Author(s):  
Zhaoyang Qiu ◽  
Yanbin Tang
Keyword(s):  
Euler Equation ◽  
Existence And Uniqueness ◽  
Smooth Solution ◽  
Additive Noise ◽  
Mhd Equations ◽  
Hydrodynamic Equations ◽  
Random System ◽  
Simple Change ◽  
Change Of Variable ◽  
Stochastic Element

In this paper, we consider the existence of local smooth solution to stochastic magneto-hydrodynamic equations without diffusion forced by additive noise in R 3 . We first transform the system into a random system via a simple change of variable and borrow the result obtained for classical magneto-hydrodynamic equations, then we show that this random transformed system is measurable with respect to the stochastic element. Finally we extend the solution to the maximality solution. Due to the coupled construction of this system, we need more elaborate and complicated estimates with respect to stochastic Euler equation.

scholarly journals On the differential system govering flows in magnetic field with data inLp

1998 ◽  
Vol 21 (2) ◽  
pp. 299-305 ◽  
Author(s):  
Fengxin Chen ◽  
Ping Wang ◽  
Chaoshun Qu
Keyword(s):  
Magnetic Field ◽  
Initial Data ◽  
Boundary Conditions ◽  
Differential System ◽  
Existence And Uniqueness ◽  
Mhd Equations ◽  
The Earth ◽  
Initial And Boundary Conditions ◽  
Time Existence ◽  
The Magnetic Field

In this paper we study the system governing flows in the magnetic field within the earth. The system is similar to the magnetohydrodynamic (MHD) equations. For initial data in spaceLp, we obtained the local in time existence and uniqueness ofweak solutions of the system subject to appropriate initial and boundary conditions.

ON THE VALUATION OF DERIVATIVES WITH SNAPSHOT RESET FEATURES

2008 ◽  
Vol 11 (08) ◽  
pp. 905-941 ◽  
Author(s):  
ERIC C. K. YU ◽  
WILLIAM T. SHAW
Keyword(s):  
Convertible Bonds ◽  
Convertible Bond ◽  
Put Options ◽  
Risk Characteristics ◽  
Black Scholes ◽  
Barrier Type ◽  
Simple Change ◽  
Discontinuous Nature ◽  
Change Of Variable ◽  
Digital Options

We propose a general approach that requires only a simple change of variable that keeps the valuation of call and put options (convertible bonds) with strike (conversion) price resets two-dimensional in the classical Black–Scholes setting. A link between reset derivatives, compound options and "discrete barrier" type options, when there is one reset is then discussed, from which we analyze the risk characteristics of reset derivatives, which can be significantly different from their vanilla counterparts. We also generalize the prototype reset structure and show that the delta and gamma of a convertible bond with reset can both be negative. Finally, we show that the "waviness" property found in the delta and gamma of some reset derivatives is due to the discontinuous nature of the reset structure, which is closely linked to digital options.

scholarly journals Asymptotic behavior of non-autonomous fractional p-Laplacian equations driven by additive noise on unbounded domains

2020 ◽  
pp. 2050020
Author(s):  
Renhai Wang ◽  
Bixiang Wang
Keyword(s):  
Asymptotic Behavior ◽  
Existence And Uniqueness ◽  
Additive Noise ◽  
Random Coefficients ◽  
Asymptotic Behavior Of Solutions ◽  
Uniqueness Of Solutions ◽  
Additive White Noise ◽  
Approach Zero ◽  
Drift Terms ◽  
Laplacian Equations

This paper deals with the asymptotic behavior of solutions to non-autonomous, fractional, stochastic [Formula: see text]-Laplacian equations driven by additive white noise and random terms defined on the unbounded domain [Formula: see text]. We first prove the existence and uniqueness of solutions for polynomial drift terms of arbitrary order. We then establish the existence and uniqueness of pullback random attractors for the system in [Formula: see text]. This attractor is further proved to be a bi-spatial [Formula: see text]-attractor for any [Formula: see text], which is compact, measurable in [Formula: see text] and attracts all random subsets of [Formula: see text] with respect to the norm of [Formula: see text]. Finally, we show the robustness of these attractors as the intensity of noise and the random coefficients approach zero. The idea of uniform tail-estimates as well as the method of higher-order estimates on difference of solutions are employed to derive the pullback asymptotic compactness of solutions in [Formula: see text] for [Formula: see text] in order to overcome the non-compactness of Sobolev embeddings on [Formula: see text] and the nonlinearity of the fractional [Formula: see text]-Laplace operator.

Dynamics of stochastic FitzHugh–Nagumo systems with additive noise on unbounded thin domains

2019 ◽  
Vol 20 (03) ◽  
pp. 2050018
Author(s):  
Lin Shi ◽  
Dingshi Li ◽  
Xiliang Li ◽  
Xiaohu Wang
Keyword(s):  
Asymptotic Behavior ◽  
White Noise ◽  
Unbounded Domain ◽  
Existence And Uniqueness ◽  
Additive Noise ◽  
Upper Semicontinuity ◽  
Thin Domains ◽  
Additive White Noise ◽  
Random Attractors ◽  
Lower Dimensional

We investigate the asymptotic behavior of a class of non-autonomous stochastic FitzHugh–Nagumo systems driven by additive white noise on unbounded thin domains. For this aim, we first show the existence and uniqueness of random attractors for the considered equations and their limit equations. Then, we establish the upper semicontinuity of these attractors when the thin domains collapse into a lower-dimensional unbounded domain.

Smooth solution to the one-dimensional inhomogeneous non-automorphic Landau–Lifshitz equation

2006 ◽  
Vol 462 (2072) ◽  
pp. 2397-2413 ◽  
Author(s):  
Junyu Lin ◽  
Shijin Ding
Keyword(s):  
Difference Method ◽  
Existence And Uniqueness ◽  
Smooth Solution ◽  
One Dimension ◽  
Initial Value ◽  
One Dimensional ◽  
Uniform Estimates ◽  
Lifshitz Equation ◽  
Orthogonal Base ◽  
The One

Using the differential–difference method and viscosity vanishing approach, we obtain the existence and uniqueness of the global smooth solution to the periodic initial-value problem of the inhomogeneous, non-automorphic Landau–Lifshitz equation without Gilbert damping terms in one dimension. To establish the uniform estimates, we use some identities resulting from the fact and the fact that the vectors form an orthogonal base of the space .

On the continuation principle of local smooth solution for the Hall-MHD equations

2020 ◽  
pp. 1-9
Author(s):  
Ravi P. Agarwal ◽  
Ahmad M. A. Alghamdi ◽  
Sadek Gala ◽  
Maria Alessandra Ragusa
Keyword(s):  
Smooth Solution ◽  
Mhd Equations ◽  
Continuation Principle ◽  
Hall Mhd

Cauchy problem for the Ginzburg-Landau equation for the superconductivity model

1997 ◽  
Vol 127 (6) ◽  
pp. 1181-1192 ◽  
Author(s):  
Boling Guo ◽  
Guangwei Yuan
Keyword(s):  
Cauchy Problem ◽  
Existence And Uniqueness ◽  
Smooth Solution ◽  
Landau Equation ◽  
Ginzburg Landau ◽  
Landau Model ◽  
Lorentz Gauge ◽  
Global Smooth Solution ◽  
Ginzburg Landau Equation

In this paper, the existence and uniqueness of the global smooth solution are proved for an evolutionary Ginzburg–Landau model for superconductivity under the Coulomb and Lorentz gauge.

Stochastic non-resistive magnetohydrodynamic system with L\'{e}vy noise

2017 ◽  
Vol 25 (3) ◽  
Author(s):  
Utpal Manna ◽  
Manil T. Mohan ◽  
Sivaguru S. Sritharan
Keyword(s):  
Existence And Uniqueness ◽  
Uniqueness Result ◽  
Three Dimensions ◽  
Mhd Equations ◽  
Lévy Noise ◽  
Magnetohydrodynamic System ◽  
Levy Noise ◽  
Time Existence ◽  
Maximal Time ◽  
The Ideal

AbstractIn this work we prove the existence and uniqueness of path-wise solutions up to a maximal time for the viscous, non-resistive stochastic magnetohydrodynamic system perturbed by Lévy noise in two and three dimensions. The local-in-time existence and uniqueness result for the ideal and non-viscous MHD equations with Lévy noise is also addressed.

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