White noise

About: White noise is a research topic. Over the lifetime, 16496 publications have been published within this topic receiving 318633 citations.

Triviality of the 2D stochastic Allen-Cahn equation

Abstract: We consider the stochastic Allen-Cahn equation driven by mollified space-time white noise. We show that, as the mollifier is removed, the solutions converge weakly to 0, independently of the initial condition. If the intensity of the noise simultaneously converges to 0 at a sufficiently fast rate, then the solutions converge to those of the deterministic equation. At the critical rate, the limiting solution is still deterministic, but it exhibits an additional damping term.

Pathwise Numerical Approximations of SPDEs with Additive Noise under Non-global Lipschitz Coefficients

Abstract: We consider the pathwise numerical approximation of nonlinear parabolic stochastic partial differential equations (SPDEs) driven by additive white noise under local assumptions on the coefficients only. We avoid the standard global Lipschitz assumption in the literature on the coefficients by first showing convergence under global Lipschitz coefficients but with a strong error criteria and then by applying a localization technique for one sample path on a bounded set.

Ergodic theory for SDEs with extrinsic memory

Abstract: We develop a theory of ergodicity for a class of random dynamical systems where the driving noise is not white. The two main tools of our analysis are the strong Feller property and topological irreducibility, introduced in this work for a class of non-Markovian systems. They allow us to obtain a criteria for ergodicity which is similar in nature to the Doob-Khas'minskii theorem. The second part of this article shows how it is possible to apply these results to the case of stochastic differential equations driven by fractional Brownian motion. It follows that under a nondegeneracy condition on the noise, such equations admit a unique adapted stationary solution.

A new approximate solution technique for randomly excited non-linear oscillators—II

Abstract: The method of weighted residuals is applied to the reduced Fokker-Planck equation associated with a non-linear oscillator, which is subjected to both additive and multiplicative Gaussian white noise excitations. A set of constraints are deduced for obtaining an approximate stationary probability density for the system response. One of the constraints coincides with the previously proposed criterion of dissipation energy balancing, and the others are useful for calculating the equivalent conservative force. It is shown that these constraints imply certain relationships among certain statistical moments; their imposition guarantees that such moments computed from the approximate probability density satisfy the corresponding exact equations derived from the original equation of motion. Moreover, the well-known procedure of stochastic linearization and its improved version of partial linearization are shown to be special cases of this scheme, and they are less accurate since the approximations are not chosen from the entire set of the solution pool of generalized stationary potential. Applications of the scheme are illustrated by examples, and its accuracy is substantiated by Monte Carlo simulation results.

Low-Frequency Noise Suppression Method Based on Improved DnCNN in Desert Seismic Data

Abstract: High-quality seismic data are the basis for stratigraphic imaging and interpretation, but the existence of random noise can greatly affect the quality of seismic data. At present, most understanding and processing of random noise still stay at the level of Gaussian white noise. With the reduction of resource, the acquired seismic data have lower signal-to-noise ratio and more complex noise natures. In particular, the random noise in the desert area has the characteristics of low frequency, non-Gaussian, nonstationary, high energy, and serious aliasing between effective signal and random noise in the frequency domain, which has brought great difficulties to the recovery of seismic events by conventional denoising methods. To solve this problem, an improved feed-forward denoising convolution neural network (DnCNN) is proposed to suppress random noise in desert seismic data. DnCNN has the characteristics of automatic feature extraction and blind denoising. According to the characteristics of desert noise, we modify the original DnCNN from the aspects of patch size, convolution kernel size, network depth, and training set to make it suitable for low-frequency and non-Gaussian desert noise suppression. Both simulation and practical experiments prove that the improved DnCNN has obvious advantages in terms of desert noise and surface wave suppression as well as effective signal amplitude preservation. In addition, the improved DnCNN, in contrast to existing methods, has considerable potential to benefit from large data sets. Therefore, we believe that it can open a new direction in the area of seismic data processing.