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This short survey article stems from recent progress on critical cases of stochastic evolution equations in variational formulation with additive, multiplicative or gradient noises. Typical examples appear as the limit cases of the…

Probability · Mathematics 2025-10-24 Ioana Ciotir , Dan Goreac , Jonas M. Tölle

The mild Ito formula proposed in Theorem 1 in [Da Prato, G., Jentzen, A., \& R\"ockner, M., A mild Ito formula for SPDEs, arXiv:1009.3526 (2012), To appear in the Trans.\ Amer.\ Math.\ Soc.] has turned out to be a useful instrument to study…

Probability · Mathematics 2021-11-02 Sonja Cox , Arnulf Jentzen , Ryan Kurniawan , Primož Pušnik

In this paper, we obtain some stability results of (abstract) dissipative evolution equations with a nonautonomous and nonlinear damping using the exponential stability of the retrograde problem with a linear and autonomous feedback and a…

Analysis of PDEs · Mathematics 2021-10-22 Serge Nicaise

This article is concerned with a mutualism ecological model with stochastic perturbations. the local existence and uniqueness of a positive solution are obtained with positive initial value, and the asymptotic behavior to the problem is…

Analysis of PDEs · Mathematics 2014-06-02 Mei Li , Hongjun Gao , Chenfeng Sun , Yuezheng Gong

We study both strict and mild solutions to parabolic evolution equations of the form $dX+AXdt=F(t)dt+G(t)dW(t)$ in Banach spaces. First, we explore the deterministic case. The maximal regularity of solutions has been shown. Second, we…

Probability · Mathematics 2017-04-14 Ton Viet Ta

The method and the formula of variation of constants for ordinary differential equations (ODEs) is a fundamental tool to analyze the dynamics of an ODE near an equilibrium. It is natural to expect that such a formula works for delay…

Dynamical Systems · Mathematics 2023-10-17 Junya Nishiguchi

Explicit conditions are presented for the existence, uniqueness and ergodicity of the strong solution to a class of generalized stochastic porous media equations. Our estimate of the convergence rate is sharp according to the known optimal…

Probability · Mathematics 2007-05-23 Giuseppe Da Prato , Boris L. Rozovskii , Michael Röckner , Feng-Yu Wang

We study semi-linear evolutionary problems where the linear part is the generator of a positive $C_0$-semigroup. The non-linear part is assumed to be quasi-increasing. Given an initial value in between a sub- and a super-solution of the…

Analysis of PDEs · Mathematics 2025-01-14 Wolfgang Arendt , Daniel Daners

Under the assumption that the infinite product of evolution process converges almost surely, the set of strong solutions are characterized by a compact space, which may be regarded as the set of possible initial states.

Probability · Mathematics 2015-03-17 Takao Hirayama , Kouji Yano

We study damped wave propagation problems phrased as abstract evolution equations in Hilbert spaces. Under some general assumptions, including a natural compatibility condition for initial values, we establish exponential decay estimates…

Analysis of PDEs · Mathematics 2023-12-01 Herbert Egger , Stefan Kurz , Richard Löscher

We prove the existence of solutions for an evolution quasi-variational inequality with a first order quasilinear operator and a variable convex set, which is characterized by a constraint on the absolute value of the gradient that depends…

Analysis of PDEs · Mathematics 2012-01-31 José Francisco Rodrigues , Lisa Santos

We consider semilinear evolution equations for which the linear part generates a strongly continuous semigroup and the nonlinear part is sufficiently smooth on a scale of Hilbert spaces. In this setting, we prove the existence of solutions…

Numerical Analysis · Mathematics 2015-10-22 Marcel Oliver , Claudia Wulff

We obtain slow dynamics for self-adjoint semigroups and unitary evolution groups. For semigroups, the slow dynamics is for orbits, and for the average return probability in the case of unitary evolution groups. We present an application to…

Spectral Theory · Mathematics 2022-09-07 Moacir Aloisio , Silas L. Carvalho , César R. de Oliveira , Genilson Santana

In this article we are concerned with the study of the existence and uniqueness of pathwise mild solutions to evolutions equations driven by a H\"older continuous function with H\"older exponent in $(1/3,1/2)$. Our stochastic integral is a…

Analysis of PDEs · Mathematics 2016-08-10 María J. Garrido-Atienza , Kening Lu , Björn Schmalfuss

We consider the numerical approximation of the mild solution to a semilinear stochastic wave equation driven by additive noise. For the spatial approximation we consider a standard finite element method and for the temporal approximation, a…

Numerical Analysis · Mathematics 2023-12-06 Mihály Kovács , Annika Lang , Andreas Petersson

New weak and strong existence and weak and strong uniqueness results for multi-dimensional stochastic McKean--Vlasov equations are established under relaxed regularity conditions. Weak existence is a variation of Krylov's weak existence for…

Probability · Mathematics 2024-05-29 Yuliya S. Mishura , Alexander Yu. Veretennikov

This paper establishes a new existence and uniqueness result of solutions for multidimensional backward stochastic differential equations (BSDEs) whose generators satisfy a weak monotonicity condition and a general growth condition in $y$,…

Probability · Mathematics 2014-02-28 ShaoYa Xu , ShengJun Fan

We discuss linear autonomous evolution equations on function spaces which have the property that a positive initial value leads to a solution which initially changes sign, but then becomes - and stays - positive again for sufficiently large…

Analysis of PDEs · Mathematics 2022-02-22 Jochen Glück

Large-time behaviour of solutions to stochastic evolution equations driven by two-sided regular Volterra processes is studied. The solution is understood in the mild sense and takes values in a separable Hilbert space. Sufficient conditions…

Probability · Mathematics 2017-06-20 Petr Čoupek

We refine the understanding of continuous dependence on coefficients of solution operators under the nonlocal $H$-topology viz Schur topology in the setting of evolutionary equations in the sense of Picard. We show that certain components…

Analysis of PDEs · Mathematics 2025-10-21 Andreas Buchinger , Sebastian Franz , Nathanael Skrepek , Marcus Waurick