Related papers: Stochastic equations with boundary noise
The dynamical and stationary behaviors of a fourth-order evolution equation with clamped boundary conditions and a singular nonlocal reaction term, which is coupled to an elliptic free boundary problem on a non-smooth domain, are…
In this paper, we establish the existence, uniqueness and stability results for the obstacle problem associated with a degenerate nonlinear diffusion equation perturbed by conservative gradient noise. Our approach revolves round introducing…
In this work we consider a class of stochastic parabolic equations with singular space depending potential, random driving force and random initial condition. For the analysis of these equations we combine the chaos expansion method from…
We consider the influence of stochastic perturbations on stability of a unique positive equilibrium of a difference equation subject to prediction-based control. These perturbations may be multiplicative $$x_{n+1}=f(x_n)-\left( \alpha +…
In the semigroup approach to stochastic evolution equations, the fundamental issue of uniqueness of mild solutions is often "reduced" to the much easier problem of proving uniqueness for strong solutions. This reduction is usually carried…
Prediction via deterministic continuous-time models will always be subject to model error, for example due to unexplainable phenomena, uncertainties in any data driving the model, or discretisation/resolution issues. In this paper, we build…
This paper studies the stability properties of stochastic differential equations subject to persistent noise (including the case of additive noise), which is noise that is present even at the equilibria of the underlying differential…
Stochastic partial differential equations (SPDEs) represent a very active research field with numerous recent developments and breakthrough results. There are several well-established approaches and methods used to construct solutions for…
In this paper, we use a unified framework to study Poisson stable (including stationary, periodic, quasi-periodic, almost periodic, almost automorphic, Birkhoff recurrent, almost recurrent in the sense of Bebutov, Levitan almost periodic,…
We investigate the qualitative behaviour of the solutions of a stochastic boundary value problem on the half-line for a nonlinear system of parabolic reaction-diffusion equations, from a numerical point of view. The model describes the…
We study a nonlinear, pseudomonotone, stochastic diffusion-convection evolution problem on a bounded spatial domain, in any space dimension, with homogeneous boundary conditions and reflection. The additive noise term is given by a…
We consider reaction-diffusion equations that are stochastically forced by a small multiplicative noise term. We show that spectrally stable travelling wave solutions to the deterministic system retain their orbital stability if the…
Large-time asymptotic properties of solutions to a class of semilinear stochastic wave equations with damping in a bounded domain are considered. First an energy inequality and the exponential bound for a linear stochastic equation are…
This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dynamics generated by stochastic differential equations with…
We consider the approximation via modulation equations for nonlinear SPDEs on unbounded domains with additive space time white noise. Close to a bifurcation an infinite band of eigenvalues changes stability, and we study the impact of small…
This work aims at understanding the slow dynamics of a nonlocal fast-slow stochastic evolutionary system with stable Levy noise. Slow manifolds along with exponential tracking property for a nonlocal fast-slow stochastic evolutionary system…
In this paper we consider $L^p$-regularity estimates for solutions to stochastic evolution equations, which is called stochastic maximal $L^p$-regularity. Our aim is to find a theory which is analogously to Dore's theory for deterministic…
We study nonlinear wave equations perturbed by transport noise acting either on the displacement or on the velocity. Such noise models random advection and, under suitable scaling of space covariance, may generate an effective dissipative…
The aim of these notes is to give an overview of the current results about existence and uniqueness of solutions for the stochastic Euler equation driven by a Brownian noise in a two-dimensional bounded domain.
We are concerned with a nonlinear nonautonomous model represented by an equation describing the dynamics of an age-structured population diffusing in a space habitat $O,$ governed by local Lipschitz vital factors and by a stochastic…