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We study function-valued solutions of a class of stochastic partial differential equations, involving operators with polynomially bounded coefficients. We consider semilinear equations under suitable parabolicity hypotheses. We provide…

Probability · Mathematics 2022-06-16 Alessia Ascanelli , Sandro Coriasco , André Suß

We prove that the linear stochastic equation $dx(t)=(A(t)x(t)+f(t))dt+g(t)dW(t)$ with linear operator $A(t)$ generating a continuous linear cocycle $\varphi$ and Bohr/Levitan almost periodic or almost automorphic coefficients…

Dynamical Systems · Mathematics 2017-07-28 David Cheban

In this paper, we introduce some concepts of square-mean S-asymptotically $\omega$-periodic stochastic processes. Using the stochastic analysis method and the Banach contraction mapping principle, we establish the existence and uniqueness…

Dynamical Systems · Mathematics 2016-09-16 Shufen Zhao , Minghui Song

This paper presents a non-commutative generalization of the Pfaffian which we call a quasi-Pfaffian. This novel concept arises from solving linear systems with non-commutative skew-symmetric coefficients. A new non-commutative integrable…

Mathematical Physics · Physics 2025-11-26 Claire Gilson , Shi-Hao Li , Guo-Fu Yu

The scale-free nature of gravitational interaction in both Newtonian gravity and the general theory of relativity gives rise to the concept of self-similarity, where solutions are scale invariant. As a result of this property, the governing…

General Relativity and Quantum Cosmology · Physics 2025-12-09 Balázs Endre Szigeti , Imre Ferenc Barna , Gergely Gábor Barnaföldi

We develop a method to prove almost global stability of stochastic differential equations in the sense that almost every initial point (with respect to the Lebesgue measure) is asymptotically attracted to the origin with unit probability.…

Probability · Mathematics 2007-05-23 Ramon van Handel

In this paper, we provide a direct approach to the existence and uniqueness of strong (in the probabilistic sense) and weak (in the PDE sense) solutions to quasilinear stochastic partial differential equations, which are neither monotone…

Analysis of PDEs · Mathematics 2015-01-06 Martina Hofmanova , Tusheng Zhang

We propose the notion of $E_{2}$-quasi-exact solvability and apply this idea to find explicit solutions to the eigenvalue problem for a non-Hermitian Hamiltonian system depending on two parameters. The model considered reduces to the…

Quantum Physics · Physics 2015-05-18 Andreas Fring

A linear system of difference equations and a nonlinear perturbation are considered, we obtain sufficient conditions to ensure the topological equivalence between them, namely, the linear part satisfies a property of dichotomy on the…

Classical Analysis and ODEs · Mathematics 2020-02-03 Álvaro Castañeda , Pablo González , Gonzalo Robledo

In this paper, we investigate stochastic heat equation with sublinear diffusion coefficients. By assuming certain concavity of the diffusion coefficient, we establish non-trivial moment upper bounds and almost sure spatial asymptotic…

Probability · Mathematics 2023-06-13 Le Chen , Panqiu Xia

We discuss spherically symmetric perfect fluid solutions of Einstein's equations which have equation of state ($p=\alpha \mu$) and which are self-similar in the sense that all dimensionless variables depend only upon $z\equiv r/t$. For each…

General Relativity and Quantum Cosmology · Physics 2007-05-23 B. J. Carr

In this paper, we first introduce the concept and properties of {\omega}- periodic limit process. Then we apply specific criteria obtained to investigate asymptotically {\omega}-periodic mild solutions of a Stochastic Differential Equation…

Probability · Mathematics 2018-12-11 Solym M. Manou-Abi , William Dimbour

We analyze the spatial structure of asymptotics of a solution to a singularly perturbed system of mass transfer equations. The leading term of the asymptotics is described by a parabolic equation with possibly degenerate spatial part. We…

Analysis of PDEs · Mathematics 2021-10-12 Vitaly A. Krasikov , Andrey V. Nesterov

We study linear backward stochastic partial differential equations of parabolic type with special boundary conditions in time. The standard Cauchy condition at the terminal time is replaced by a condition that holds almost surely and mixes…

Probability · Mathematics 2013-08-01 Nikolai Dokuchaev

Invariant manifolds provide the geometric structures for describing and understanding dynamics of nonlinear systems. The theory of invariant manifolds for both finite and infinite dimensional autonomous deterministic systems, and for…

Dynamical Systems · Mathematics 2007-05-23 Jinqiao Duan , Kening Lu , Bjoern Schmalfuss

The technique of stochastic solutions, previously used for deterministic equations, is here proposed as a solution method for partial differential equations driven by distribution-valued noises.

Probability · Mathematics 2024-08-22 R. Vilela Mendes

We analyze the chain recurrent set of skew product semiflows obtained from nonautonomous differential equations -- ordinary differential equations or semilinear parabolic differential equations. For many gradient-like dynamical systems,…

Dynamical Systems · Mathematics 2018-01-31 Axel Jänig

The main objective of this paper is twofold. We first show that if the doubly-weighted Bohr spectrum of an almost periodic function exists, then it is either empty or coincides with the Bohr spectrum of that function. Next, we investigate…

Analysis of PDEs · Mathematics 2010-12-16 Toka Diagana

In this paper we first consider a linear time invariant systems with almost periodic forcing term. We propose a new deterministic quadratic control problem, motivated by Da-Prato. With the help of associated degenerate Riccati equation we…

Optimization and Control · Mathematics 2016-11-25 Indira Mishra

We study a two-point free boundary problem in a sector for a quasilinear parabolic equation. The boundary conditions are assumed to be spatially and temporally "self-similar" in a special way. We prove the existence, uniqueness and…

Analysis of PDEs · Mathematics 2014-06-19 Bendong Lou