Related papers: Random attractors for a class of stochastic partia…
We study strictly parabolic stochastic partial differential equations on $\R^d$, $d\ge 1$, driven by a Gaussian noise white in time and coloured in space. Assuming that the coefficients of the differential operator are random, we give…
The longtime and global pullback dynamics of stochastic Hindmarsh-Rose equations with multiplicative noise on a three-dimensional bounded domain in neurodynamics is investigated in this work. The existence of a random attractor for this…
This paper is devoted to the study of hyperbolic systems of linear partial differential equations perturbed by a Brownian motion. The existence and uniqueness of solutions are proved by an energy method. The specific features of this class…
The main goal of this article is to study the effect of small, highly nonlinear, unbounded drifts (small time large deviation principle (LDP) based on exponential equivalence arguments) for a class of stochastic partial differential…
Inspired by applications, we consider reaction-diffusion equations on $\mathbb{R}$ that are stochastically forced by a small multiplicative noise term that is white in time, coloured in space and invariant under translations. We show how…
The article studies non-Gaussian extensions of a recently discovered link between certain Gaussian random fields, expressed as solutions to stochastic partial differential equations (SPDEs), and Gaussian Markov random fields. The focus is…
We prove new $L^2$-estimates and regularity results for generalized porous media equations "shifted by" a function-valued Wiener path. To include Wiener paths with merely first spatial (weak) derivates we introduce the notion of…
Recently in [M. Hairer, M. Hutzenthaler, and A. Jentzen, Ann. Probab. 43, 2 (2015), 468--527] and [A. Jentzen, T. M\"uller-Gronbach, and L. Yaroslavtseva, Commun. Math. Sci. 14, 6 (2016), 1477--1500] stochastic differential equations (SDEs)…
The mean-field stochastic partial differential equation (SPDE) corresponding to a mean-field super-Brownian motion (sBm) is obtained and studied. In this mean-field sBm, the branching-particle lifetime is allowed to depend upon the…
In this paper we consider stochastic Fokker-Planck Partial Differential Equations (PDEs), obtained as the mean-field limit of weakly interacting particle systems subjected to both independent (or idiosyncratic) and common Brownian noises.…
Stochastic partial differential equations (SPDEs) are the mathematical tool of choice for modelling spatiotemporal PDE-dynamics under the influence of randomness. Based on the notion of mild solution of an SPDE, we introduce a novel neural…
The asymptotic behavior of solutions of two dimensional stochastic convective Brinkman-Forchheimer (2D SCBF) equations in unbounded domains is discussed in this work (for example, Poincar\'e domains). We first prove the existence of…
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…
We survey the theory of attractors of nonlinear Hamiltonian partial differential equations since its appearance in 1990. These are results on global attraction to stationary states, to solitons and to stationary orbits, on adiabatic…
We study the random attractors associated with the stochastic fractional Schr\"odinger equation on $\mathbb{R}^n$. Utilizing the stochastic Strichartz estimates for the damped fractional Schr\"odinger equation with Gaussian noise, we show…
We consider a stochastic partial differential equation (SPDE) on a lattice \partial_t X=(\Delta-m^2)X-\lambda X^p+\eta where $\eta$ is a space-time L\'evy noise. A perturbative (in the sense of formal power series) strong solution is given…
We survey the theory of attractors of nonlinear Hamiltonian partial differential equations since its appearance in 1990. These are results on global attraction to stationary states, to solitons and to stationary orbits, on adiabatic…
Motivated by applications to a manifold of semilinear and quasilinear stochastic partial differential equations (SPDEs) we establish the existence and uniqueness of strong solutions to coercive and locally monotone SPDEs driven by L\'{e}vy…
We survey some of our recent results on existence, uniqueness and regularity of function solutions to parabolic and transport type partial differential equations driven by non-differentiable noises. When applied pathwise to random…
We unify and extend the semigroup and the PDE approaches to stochastic maximal regularity of time-dependent semilinear parabolic problems with noise given by a cylindrical Brownian motion. We treat random coefficients that are only…