Related papers: Non Monotone Stochastic Evolution Equations
Theoretical analyses of evolution strategies are indispensable for gaining a deep understanding of their inner workings. For constrained problems, rather simple problems are of interest in the current research. This work presents a…
The study of stochastic systems has received considerable interest over the years. Their dynamics can describe many equilibrium and nonequilibrium fluctuating systems. At the same time, nonequilibrium constraints interact with the time…
We investigate the pathwise well-posedness of stochastic evolution equations perturbed by multiplicative Neumann boundary noise, such as fractional Brownian motion for $H\in(1/3,1/2]$. Combining the controlled rough path approach with the…
We develop a nonlinear evolution framework for nonlinear parabolic equations with unbounded drift terms formulated in Lorentz spaces. The main contribution lies in the construction of uniformly m-accretive operators based on Lorentz-Sobolev…
We analyze the relationship of generalized conditional symmetries of evolution equations to the formal compatibility and passivity of systems of differential equations as well as to systems of vector fields in involution. Earlier results on…
Usually, the systems of partial differential equations (PDEs) are discovered from observational data in the single vector equation form. However, this approach restricts the application to the real cases, where, for example, the form of the…
We introduce an evolutionary stochastic-local-search (SLS) algorithm for addressing a generalized version of the so-called 1/V/D/R cutting-stock problem. Cutting-stock problems are encountered often in industrial environments and the…
We consider a periodic evolution inclusion defined on an evolution triple of spaces. The inclusion involves also a subdifferential term. We prove existence theorems for both the convex and the nonconvex problem, and we also produce extremal…
A finite-state Markov chain is introduced in the noise terms of the three-dimensional stochastic Navier-Stokes equations in order to allow for transitions between two types of multiplicative noises. We call such systems as stochastic…
We study the two-dimensional stationary Navier-Stokes equations with rotating effect in the whole space. The unique existence and the asymptotics of solutions are obtained without the smallness assumption on the rotation parameter.
We formulate stochastic partial differential equations on Riemannian manifolds, moving surfaces, general evolving Riemannian manifolds (with appropriate assumptions) and Riemannian manifolds with random metrics, in the variational setting…
In this paper, we generalize the classical Yosida approximation by utilizing a nonstandard duality mapping to establish the existence and uniqueness of both (probabilistically) weak and strong solutions and demonstrate the continuous…
This paper investigates the two-dimensional stochastic steady-state Navier-Stokes(NS) equations with additive random noise. We introduce an innovative splitting method that decomposes the stochastic NS equations into a deterministic NS…
We study nonlinear parabolic stochastic partial differential equations with Wick-power and Wick-polynomial type nonlinearities set in the framework of white noise analysis. These equations include the stochastic Fujita equation, the…
Evolutionary algorithms have been frequently applied to constrained continuous optimisation problems. We carry out feature based comparisons of different types of evolutionary algorithms such as evolution strategies, differential evolution…
We establish the existence and uniqueness of solutions to an abstract nonlinear equation driven by a multiplicative noise of L\'evy type, which covers many hydrodynamical models including 2D Navier-Stokes equations, 2D MHD equations, the 2D…
Solving the 4-d Einstein equations as evolution in time requires solving equations of two types: the four elliptic initial data (constraint) equations, followed by the six second order evolution equations. Analytically the constraint…
We study the strong solvability of the nonstationary Stokes problem with non-zero divergence in a bounded domain.
The asymptotic expansion method is generalized from the periodic setting to stationary ergodic stochastic geometries. This will demonstrate that results from periodic asymptotic expansion also apply to non-periodic structures of a certain…
In this paper, we investigate the convergence of solutions of a stochastic representation of the three-dimensional Navier-Stokes equations to those of their primitive equations counterpart. Our analysis covers both weak and strong…