English
Related papers

Related papers: Random attractors for singular stochastic partial …

200 papers

The aim of this paper is to obtain an estimation of Hausdorff as well as fractal dimensions of random attractors for a class of stochastic partial differential equations with delay. The stochastic equation is first transformed into a…

Probability · Mathematics 2023-02-14 Wenjie Hu , Tomás Caraballo

This article proposes for stochastic partial differential equations (SPDEs) driven by additive noise, a novel approach for the approximate parameterizations of the ``small'' scales by the ``large'' ones, along with the derivaton of the…

Analysis of PDEs · Mathematics 2013-11-14 Mickaël D. Chekroun , Honghu Liu , Shouhong Wang

In this paper, we prove the existence of weak pullback mean random attractors for a non-local stochastic reaction-diffusion equation with a nonlinear multiplicative noise. Also, we establish the existence and uniqueness of solutions and…

Analysis of PDEs · Mathematics 2026-03-02 Rubén Caballero , Pedro Marín-Rubio , José Valero

We study the large deviations of a simple noise-perturbed dynamical system having continuous sets of steady states, which mimick those found in some partial differential equations related, for example, to turbulence problems. The system is…

Statistical Mechanics · Physics 2012-06-05 Freddy Bouchet , Hugo Touchette

In this paper we prove strong well-posedness for a system of stochastic differential equations driven by a degenerate diffusion satisfying a weak-type H\"ormander condition, assuming H\"older regularity assumptions on the drift coefficient.…

Probability · Mathematics 2022-10-07 Giacomo Lucertini , Stefano Pagliarani , Andrea Pascucci

We consider the numerical approximation of general semilinear parabolic stochastic partial differential equations (SPDEs) driven by additive space-time noise. In contrast to the standard time stepping methods which uses basic increments of…

Numerical Analysis · Mathematics 2010-05-31 Gabriel J. Lord , Antoine Tambue

This paper is devoted to investigating the random dynamics of stochastic discrete long-wave-short-wave resonance equations, which are characterized by the following features: $(1)$ the equations contain locally Lipschitz nonlinear coupling…

Probability · Mathematics 2026-03-18 Xia Pan , Jianhua Huang , Juntao Wu , Jiangwei Zhang

A fully discrete approximation of the semi-linear stochastic wave equation driven by multiplicative noise is presented. A standard linear finite element approximation is used in space and a stochastic trigonometric method for the temporal…

Numerical Analysis · Mathematics 2015-11-26 Rikard Anton , David Cohen , Stig Larsson , Xiaojie Wang

In this article, we investigate the long-term dynamics of a class of two- and three-dimensional non-Newtonian fluids of differential type, known as third-grade fluids. We first show that when the external forcing is sufficiently small, the…

Probability · Mathematics 2026-01-22 Kush Kinra

One-dimensional stochastic differential equations with additive L\'evy noise are considered. Conditions for existence and uniqueness of a strong solution are obtained. In particular, if the noise is a L\'evy symmetric stable process with…

Probability · Mathematics 2013-06-04 Andrey Pilipenko

Strange nonchaotic attractors (SNAs) in noise driven systems are investigated. Before the transition to chaos, due to the effect of noise, a typical trajectory will wander between the periodic attractor and its nearby chaotic saddle in an…

Chaotic Dynamics · Physics 2009-11-10 Xingang Wang , Meng Zhan , C. -H. Lai , Ying-Cheng Lai

We study stochastic differential equations (SDEs) with multiplicative Stratonovich-type noise of the form $ dX_t = b(X_t) dt + \sigma(X_t)\circ d W_t, X_0=x_0\in\mathbb{R}^d, t\geq0,$ with a possibly singular drift $b\in…

Probability · Mathematics 2021-09-28 Chengcheng Ling , Sebastian Riedel , Michael Scheutzow

Pathwise uniqueness for stochastic PDEs with drift in differential form is a main open problem in the recent literature on regularisation by noise. This paper establishes a self-contained theory in the framework of stochastic evolution…

Probability · Mathematics 2025-12-22 Davide Addona , Davide Bignamini , Carlo Orrieri , Luca Scarpa

The present paper is devoted to the existence of a random attractor for stochastic lattice FitzHugh-Nagumo system driven by $\alpha$-stable L\'evy noises under some dissipative conditions.

Dynamical Systems · Mathematics 2015-06-18 Anhui Gu , Yangrong Li , Jia Li

In this paper, we investigate a calmed version of the 3$D$ rotational Navier-Stokes equations driven by additive noise. First, we use the Ornstein-Uhlenbeck process to transform the equation into a random one. By using the Galerkin…

Analysis of PDEs · Mathematics 2025-09-30 Yawen Duan , Anhui Gu

We study the asymptotic behavior of solutions to stochastic evolution equations with monotone drift and multiplicative Poisson noise in the variational setting, thus covering a large class of (fully) nonlinear partial differential equations…

Analysis of PDEs · Mathematics 2009-09-22 Carlo Marinelli , Giacomo Ziglio

In this paper, the successive approximation method is applied to investigate the existence and uniqueness of solutions to the stochastic differential equations (SDEs) driven by L\'evy noise under non-Lipschitz condition which is a much…

Dynamical Systems · Mathematics 2014-05-15 Y Xu , B Pei

Recently, in a paper by Jentzen and Kloeden [Proc. R. Soc. Lond. Ser. A Math. Phys. Eng. Sci. 465 (2009) 649-667], a new method for simulating nearly linear stochastic partial differential equations (SPDEs) with additive noise has been…

Probability · Mathematics 2012-11-01 Arnulf Jentzen , Peter Kloeden , Georg Winkel

We obtain well-posedness results for a class of ODE with a singular drift and additive fractional noise, whose right-hand-side involves some bounded variation terms depending on the solution. Examples of such equations are reflected…

Probability · Mathematics 2023-04-07 Paul Gassiat , Łukasz Mądry

We propose and study a temporal, and spatio-temporal discretisation of the 2D stochastic Navier--Stokes equations in bounded domains supplemented with no-slip boundary conditions. Considering additive noise, we base its construction on the…

Numerical Analysis · Mathematics 2022-03-23 Dominic Breit , Andreas Prohl
‹ Prev 1 4 5 6 7 8 10 Next ›