Related papers: Vector-valued stochastic delay equations - a weak …
We investigate uniqueness of weak solutions for a system of partial differential equations capturing behavior of magnetoelastic materials. This system couples the Navier-Stokes equations with evolutionary equations for the deformation…
We consider a dynamic capillarity equation with stochastic forcing on a compact Riemannian manifold $(M,g)$. \begin{equation*}\tag{P} d \left(u_{\varepsilon,\delta}-\delta \Delta u_{\varepsilon,\delta}\right) +\operatorname{div}…
The equations of stationary compressible flows of active liquid crystals are considered in a bounded three-dimensional domain. The system consists of the stationary Navier-Stokes equations coupled with the equation of Q-tensors and the…
This paper devotes to studying abstract stochastic evolution equations in M-type 2 Banach spaces. First, we handle nonlinear evolution equations with multiplicative noise. The existence and uniqueness of local and global mild solutions…
In this paper we prove the existence of global weak dissipative martingale solutions for a one-dimensional compressible fluid model with capillarity and density dependent viscosity, driven by random initial data and a stochastic forcing…
We study the well solvability of nonlinear backward stochastic evolutionary equations driven by a space-time white noise. We first establish a novel a priori estimate for solution of linear backward stochastic evolutionary equations, and…
We consider the stochastic Navier--Stokes equations in three dimensions and prove that the law of analytically weak solutions is not unique. In particular, we focus on three examples of a stochastic perturbation: an additive, a linear…
We study an infinite system of ordinary differential equations that models the evolution of coagulating and fragmenting clusters, which we assume to be composed of identical units. Under very mild assumptions on the coefficients we prove…
We address the global-in-time existence, stability and long time behaviour of weak solutions of the three-dimensional compressible Navier-Stokes equations with potential force. We show the details of the $\alpha$-dependence of different…
In this paper, we establish the existence of probabilistically strong, measure-valued solutions for the stochastic incompressible Navier--Stokes equations and prove their convergence, in the vanishing viscosity limit, to probabilistically…
We consider the following quasi-linear parabolic system of backward partial differential equations on a Banach space $E$: $(\partial_t+L)u+f(\cdot,\cdot,u, A^{1/2}\nabla u)=0$ on $[0,T]\times E,\qquad u_T=\phi$, where $L$ is a possibly…
In an abstract Banach space we study conditions for the existence of piecewise continuous, almost periodic solutions for semi-linear impulsive differential equation with fixed and non-fixed moments of impulsive action
In this paper, we consider the backward Cauchy problem of linear degenerate stochastic partial differential equations. We obtain the existence and uniqueness results in Sobolev space $L^p(\Omega; C([0,T];W^{m,p}))$ with both $m\geq 1$ and…
A new delay equation is introduced to describe the punctuated evolution of complex nonlinear systems. A detailed analytical and numerical investigation provides the classification of all possible types of solutions for the dynamics of a…
We study a class of semilinear impulsive differential inclusions with infinite delay in Banach spaces. The model incorporates multivalued nonlinearities, impulsive effects, and infinite memory, allowing for the description of systems…
We study Markov processes associated with stochastic differential equations, whose non-linearities are gradients of convex functionals. We prove a general result of existence of such Markov processes and a priori estimates on the transition…
The long-time regularity and asymptotic of weak solutions are studied for compressible Navier-Stokes equations with degenerate viscosity in a bounded periodic domain in two and three dimensions. It is shown that the density keeps strictly…
We study (backward) stochastic differential equations with noise coming from a finite state Markov chain. We show that, for the solutions of these equations to be `Markovian', in the sense that they are deterministic functions of the state…
In this article, we prove the global (in time) existence of small data solutions from energy spaces basing on $L^q$ spaces, with $q \in (1,\infty)$, to the Cauchy problems for a weakly coupled system of semi-linear visco-elastic damped…
The work concerns a type of backward multivalued McKean-Vlasov stochastic differential equations. First, we prove the existence and uniqueness of solutions for backward multivalued McKean-Vlasov stochastic differential equations. Then, it…