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In this paper we classify the pathwise asymptotic behaviour of the discretisation of a general autonomous scalar differential equation which has a unique and globally stable equilibrium. The underlying continuous equation is subjected to a…

Probability · Mathematics 2013-10-10 John A. D. Appleby , Jian Cheng , Alexandra Rodkina

Self similarity allows for analytic or semi-analytic solutions to many hydrodynamics problems. Most of these solutions are one dimensional. Using linear perturbation theory, expanded around such a one-dimensional solution, we find…

High Energy Astrophysical Phenomena · Physics 2015-05-30 Re'em Sari , J. Nate Bode , Almog Yalinewich , Andrew MacFadyen

We present a series of recent results on the well-posedness of very singular parabolic stochastic partial differential equations. These equations are such that the question of what it even means to be a solution is highly non-trivial. This…

Probability · Mathematics 2014-03-26 Martin Hairer

We construct a sequence that converges to a solution of the Cauchy problem for a singularly perturbed linear inhomogeneous differential equation of an arbitrary order. This sequence is also an asymptotic sequence in the following sense: the…

Classical Analysis and ODEs · Mathematics 2017-11-23 Evgeny E. Bukzhalev , Alexey V. Ovchinnikov

In this article we study the existence and uniqueness of solutions of stochastic continuity equation with irregular coefficients.

Analysis of PDEs · Mathematics 2017-02-06 David A. C. , Christian Olivera

The purpose of this paper is to establish the theory of stochastic pseudo-differential operators and give its applications in stochastic partial differential equations. First, we introduce some concepts on stochastic pseudo-differential…

Analysis of PDEs · Mathematics 2011-03-02 Xu Liu , Xu Zhang

We study the Stokes phenomenon for the solutions of general homogeneous linear moment partial differential equations with constant coefficients in two complex variables under condition that the Cauchy data are holomorphic on the complex…

Analysis of PDEs · Mathematics 2019-11-28 Sławomir Michalik , Bożena Tkacz

This paper studies the asymptotic growth and decay properties of solutions of the stochastic pantograph equation with multiplicative noise. We give sufficient conditions on the parameters for solutions to grow at a polynomial rate in $p$-th…

Probability · Mathematics 2016-07-05 John A. D. Appleby , Evelyn Buckwar

We construct least squares formulations of PDEs with inhomogeneous essential boundary conditions, where boundary residuals are not measured in unpractical fractional Sobolev norms, but which formulations nevertheless are shown to yield a…

Numerical Analysis · Mathematics 2025-05-12 Harald Monsuur , Robin Smeets , Rob Stevenson

The paper introduces and studies the class of (asymptotically) Stepanov almost automorphic functions with variable exponents. Any function belonging this class needs to be (asymptotically) Stepanov almost automorphic. A few relevant…

Functional Analysis · Mathematics 2019-03-15 Toka Diagana , Marko Kostić

A meromorphic solution of a complex linear differential equation (with meromorphic coefficients) for which the value zero is the only possible finite deficient/deviated value is called a standard solution. Conditions for the existence and…

Complex Variables · Mathematics 2023-11-10 Janne Heittokangas , Samu Pulkkinen , Hui Yu , Amine Zemirni

We prove the global in time existence of spherically symmetric solutions to an initial-boundary value problem for a system of partial differential equations, which consists of the equations of linear elasticity and a nonlinear,…

Dynamical Systems · Mathematics 2016-11-26 Yaobin Ou , Peicheng Zhu

The construction of stochastic solutions for nonlinear partial differential equations is a powerful method to obtain new exact results and to develop efficient numerical algorithms, in particular when domain decomposition techniques are…

Mathematical Physics · Physics 2012-09-17 Rui Vilela Mendes

A better understanding of the instability margin will eventually optimize the operational range for safety-critical industries. In this paper, we investigate the almost-sure exponential asymptotic stability of the trivial solution of a…

Dynamical Systems · Mathematics 2023-10-31 Yiming Meng , N. Sri. Namachchivaya , Nicolas Perkowski

In this paper, we first investigate the global existence of a solution for the stochastic fractional nonlinear Schr\"odinger equation with radially symmetric initial data in a suitable energy space $H^{\alpha}$. We then show that the…

Numerical Analysis · Mathematics 2024-04-24 Ao Zhang , Yanjie Zhang , Pengde Wang , Xiao Wang , Jinqiao Duan

We consider the Schr\"odinger--Poisson system on the complete, simply-connected Riemannian manifolds of constant sectional curvature. We obtain closed-form stationary spherically-symmetric solutions for the homogeneous equations for certain…

Mathematical Physics · Physics 2025-11-26 Richard Chapling

Often a non-linear mechanical problem is formulated as a non-linear differential equation. A new method is introduced to find out new solutions of non-linear differential equations if one of the solutions of a given non-linear differential…

Chaotic Dynamics · Physics 2007-05-23 C. Radhakrishnan Nair

I will sketchily illustrate how the theory of symmetry helps in determining solutions of (deterministic) differential equations, both ODEs and PDEs, staying within the classical theory. I will then present a quick discussion of some more…

Mathematical Physics · Physics 2017-11-10 Giuseppe Gaeta

In this work, we present a novel approach for solving stochastic shape optimization problems. Our method is the extension of the classical stochastic gradient method to infinite-dimensional shape manifolds. We prove convergence of the…

Optimization and Control · Mathematics 2020-11-03 Caroline Geiersbach , Estefania Loayza-Romero , Kathrin Welker

A stochastic differential equation with infinite memory is considered. The drift coefficient of the equation is a nonlinear functional of the past history of the solution. Sufficient conditions for existence and uniqueness of stationary…

Probability · Mathematics 2007-05-23 Yuri Bakhtin