Related papers: A stochastic difference equation with stationary n…
We consider the stationary Quasi-Geostrophic equation in the whole space $\mathbb R^2$ driven by a force $f$. Under certain smallness assumptions of $f$, we establish the existence of solutions with finite $L^2$ norm. This solution is…
We consider the linear stochastic wave equation with spatially homogenous Gaussian noise, which is fractional in time with index $H>1/2$. We show that the necessary and sufficient condition for the existence of the solution is a relaxation…
In this paper we consider the global stability of solutions of a nonlinear stochastic differential equation. The differential equation is a perturbed version of a globally stable linear autonomous equation with unique zero equilibrium where…
The stochastic time-fractional equation $\partial_t \psi -\Delta\partial_t^{1-\alpha} \psi = f + \dot W$ with space-time white noise $\dot W$ is discretized in time by a backward-Euler convolution quadrature for which the sharp-order error…
A comparison problem for volumes of convex bodies asks whether inequalities $f_K(\xi)\le f_L(\xi)$ for all $\xi\in S^{n-1}$ imply that $\vol_n(K)\le \vol_n(L),$ where $K,L$ are convex bodies in $\R^n,$ and $f_K$ is a certain geometric…
This paper is concerned with the stochastic generalized Ginzburg-Landau equation driven by a multiplicative noise of jump type. By a prior estimate, weak convergence and monotonicity technique, we prove the existence and uniqueness of the…
The asymptotic analysis of a class of stochastic partial differential equations (SPDEs) with fully locally monotone coefficients covering a large variety of physical systems, a wide class of quasilinear SPDEs and a good number of fluid…
It is well known Heyde's characterization of the Gaussian distribution on the real line: Let $\xi_1, \xi_2,\dots, \xi_n$, $n\ge 2,$ be independent random variables, let $\alpha_j, \beta_j$ be nonzero constants such that…
Existence and uniqueness of a strong solution in $H^{-1}(\mathbb R^d)$ is proved for the stochastic nonlinear Fokker-Planck equation $$dX-{\rm div}(DX)dt-\Delta\beta(X)dt=X\,dW \mbox{ in }(0,T)\times\mathbb R^d,\ X(0)=x,$$ via a…
For stochastic evolution equations with fractional derivatives, classical solutions exist when the order of the time derivative of the unknown function is not too small compared to the order of the time derivative of the noise; otherwise,…
We consider asymptotically stable scalar difference equations with unit-norm initial conditions. First, it is shown that the solution may happen to deviate far away from the equilibrium point at finite time instants prior to converging to…
By using a regularity approximation argument, the global existence and uniqueness are derived for a class of nonlinear SPDEs depending on both the whole history and the distribution under strong enough noise. As applications, the global…
We study nonlinear stochastic partial differential equations with Wick-analytic type nonlinearities set in the framework of white noise analysis. These equations include the stochastic Fisher--KPP equations, stochastic Allen--Cahn,…
A framework of variational principles for stochastic fluid dynamics was presented by Holm (2015), and these stochastic equations were also derived by Cotter et al. (2017). We present a conforming finite element discretisation for the…
We consider a classical equation known as the $\phi^4$ model in one space dimension. The kink, defined by $H(x)=\tanh(x/{\sqrt{2}})$, is an explicit stationary solution of this model. From a result of Henry, Perez and Wreszinski it is known…
In this paper, we present a numerical analysis of the hydrostatic Stokes equations, which are linearization of the primitive equations describing the geophysical flows of the ocean and the atmosphere. The hydrostatic Stokes equations can be…
We develop a general stability theory for equilibrium points of Poisson dynamical systems and relative equilibria of Hamiltonian systems with symmetries, including several generalisations of the Energy-Casimir and Energy-Momentum methods.…
In this article, we consider the following class of stochastic partial differential equations (SPDE): \begin{equation*} \left\{\begin{aligned}\mathrm{d} \mathbf{X}(t)&=\mathrm{A}(t,\mathbf{X}(t))\mathrm{d}…
A system of partial differential equations representing stochastic neural fields was recently proposed with the aim of modelling the activity of noisy grid cells when a mammal travels through physical space. The system was rigorously…
An existence and uniqueness theorem for a class of stochastic delay differential equations is presented, and the convergence of Euler approximations for these equations is proved under general conditions. Moreover, the rate of almost sure…