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The main purpose of this work is to characterize the almost sure local structure stability of solutions to a class of linear stochastic partial functional differential equations (SPFDEs) by investigating the Lyapunov exponents and invariant…

A Lie system is a system of first-order differential equations admitting a superposition rule, i.e., a map that expresses its general solution in terms of a generic family of particular solutions and certain constants. In this work, we use…

This paper studies homogenization of stochastic differential systems. The standard example of this phenomenon is the small mass limit of Hamiltonian systems. We consider this case first from the heuristic point of view, stressing the role…

We investigate three types of averaging principles and the normal deviation for multi-scale stochastic differential equations (in short, SDEs) with polynomial nonlinearity. More specifically, we first demonstrate the strong convergence of…

This paper constructs a solvability theory for a system of stochastic partial differential equations. On account of the Kolmogorov continuity theorem, solutions are looked for in certain H\"older-type classes in which a random field is…

We present a theorem that allows to simplify linear stability analysis of periodic and quasiperiodic nonlinear regimes in N-particle mechanical systems (both conservative and dissipative) with different kinds of discrete symmetry. This…

A new theoretical approach to non-equilibrium statistical systems has recently been proposed by the author, a co-author and others. It is based on a variational principle which is associated with the discrepancy of a path through…

Most physical systems are modelled by an ordinary or a partial differential equation, like the n-body problem in celestial mechanics. In some cases, for example when studying the long term behaviour of the solar system or for complex…

We generalize the method of obtaining the fundamental linear partial differential equations such as the diffusion and Schrodinger equation, Dirac and telegrapher's equation from a simple stochastic consideration to arrive at certain…

We give an extension of L\^e's stochastic sewing lemma [Electron. J. Probab. 25: 1 - 55, 2020]. The stochastic sewing lemma proves convergence in $L_m$ of Riemann type sums $\sum _{[s,t] \in \pi } A_{s,t}$ for an adapted two-parameter…

We consider stochastic reaction-diffusion equations on a finite network represented by a finite graph. On each edge in the graph a multiplicative cylindrical Gaussian noise driven reaction-diffusion equation is given supplemented by a…

We propose a new approach that allows one to reduce nonlinear equations on Lie groups to equations with a fewer number of independent variables for finding particular solutions of the nonlinear equations. The main idea is to apply the…

In this paper we generalize the involutive methods and algorithms devised for polynomial ideals to differential ones generated by a finite set of linear differential polynomials in the differential polynomial ring over a zero characteristic…

We present the validity of stochastic averaging principle for non-autonomous slow-fast stochastic differential equations (SDEs) whose fast motions admit random periodic solutions. Our investigation is motivated by some problems arising from…

We examine characteristic properties of deterministic and stochastic diffusion in low-dimensional chaotic dynamical systems. As an example, we consider a periodic array of scatterers defined by a simple chaotic map on the line. Adding…

We generalize the concept "well-posed linear system" to stochastic linear control systems and study some basic properties of such kind systems. Under our generalized definition, we show the well-posedness of the stochastic heat equation and…

The purpose of this paper is to extend the cohomology and conformal derivation theories of the classical Lie conformal algebras to Lie conformal superalgebras. Firstly, we construct the semidirect product of a Lie conformal superalgebra and…

Motivated by the ubiquitous sampled-data setup in applied control, we examine the stability of a class of difference equations that arises by sampling a right- or left-invariant flow on a matrix Lie group. The map defining such a difference…

The problem of computing differential constraints for a family of evolution PDEs is discussed from a constructive point of view. A new method, based on the existence of generalized characteristics for evolution vector fields, is proposed in…

We consider evolution in the unit disk in which the sample paths are represented by the trajectories of points evolving randomly under the generalized Loewner equation. The driving mechanism differs from the SLE evolution, but nevertheless…