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We present a general framework to describe the evolutionary dynamics of an arbitrary number of types in finite populations based on stochastic differential equations (SDE). For large, but finite populations this allows to include…

Populations and Evolution · Quantitative Biology 2012-06-13 Arne Traulsen , Jens Christian Claussen , Christoph Hauert

In this paper, we establish an exponential ergodicity for stochastic evolution equations with reflection in an infinite dimensional ball. As an application, we obtain the exponential ergodicity of stochastic Navier-Stokes equations with…

Probability · Mathematics 2025-11-19 Zdzislaw Brzezniak , Qi Li , Tusheng Zhang

Stochastic invariant manifolds are crucial in modelling the dynamical behavior of dynamical systems under uncertainty. Under the assumption of exponential trichotomy, existence and smoothness of center manifolds for a class of stochastic…

Dynamical Systems · Mathematics 2015-03-13 Xiaopeng Chen , A. J. Roberts , Jinqiao Duan

In this paper, we establish the existence and the uniqueness of solutions of stochastic evolution equations (SEEs) with reflection in an infinite dimensional ball. Our framework is sufficiently general to include e.g. the stochastic…

Probability · Mathematics 2023-09-06 Zdzisław Brzeźniak , Tusheng Zhang

This paper is a survey of methods for solving smooth (strongly) monotone stochastic variational inequalities. To begin with, we give the deterministic foundation from which the stochastic methods eventually evolved. Then we review methods…

Optimization and Control · Mathematics 2023-04-04 Aleksandr Beznosikov , Boris Polyak , Eduard Gorbunov , Dmitry Kovalev , Alexander Gasnikov

We propose a new approach to the study of (nonlinear) growth and instability for semilinear evolution equations with compact nonlinearities. We show, in particular, that compact nonlinear perturbations of a linear evolution equation can be…

Analysis of PDEs · Mathematics 2023-09-27 Vladimir Müller , Roland Schnaubelt , Yuri Tomilov

Evolutionary algorithms have been widely used for a range of stochastic optimization problems in order to address complex real-world optimization problems. We consider the knapsack problem where the profits involve uncertainties. Such a…

Neural and Evolutionary Computing · Computer Science 2022-04-13 Aneta Neumann , Yue Xie , Frank Neumann

This paper addresses the existence of nonnegative mild solutions for stochastic evolution inclusions through a weak topology approach. Precisely, the study focuses on stochastic evolution inclusions characterized by multivalued…

Probability · Mathematics 2025-08-26 Lucia Angelini , Irene Benedetti , Alessandra Cretarola

We develop a Bayesian methodology for numerical solution of the incompressible Navier--Stokes equations with quantified uncertainty. The central idea is to treat discretized Navier--Stokes dynamics as a state-space model and to view…

Computation · Statistics 2026-02-04 Nicholas Polson , Vadim Sokolov

In this paper, we develop a way of analyzing the random dynamics of stochastic evolution equations with a non-dense domain. Such problems cover several types of evolution equations. We are particularly interested in evolution equations with…

Probability · Mathematics 2024-10-28 M. Ghani Varzaneh , F. Z. Lahbiri , S. Riedel

This paper investigates the long-time dynamics of solutions for an abstract nonlinear stochastic hydrodynamic-type equation driven by multiplicative L\'{e}vy noise. The framework encompasses several key hydrodynamical models, including the…

Probability · Mathematics 2026-04-24 Jiangwei Zhang

The aim of this paper is to emphasize various concepts of dichotomies for evolution equations in Banach spaces, due to the important role they play in the approach of stable, instable and central manifolds. The asymptotic properties of the…

Classical Analysis and ODEs · Mathematics 2010-02-08 Codruta Stoica

The purpose of this paper is to establish the well-posedness of the stochastic Stefan problem on moving hypersurfaces. Through a specially designed transformation, it turns out we need to solve stochastic partial differential equations on a…

Probability · Mathematics 2025-03-05 Tianyi Pan , Wei Wang , Jianliang Zhai , Tusheng Zhang

In this paper, we are concerned with backward doubly stochastic differential evolutionary systems (BDSDESs for short). By using a variational approach based on the monotone operator theory, we prove the existence and uniqueness of the…

Functional Analysis · Mathematics 2013-09-18 Jinniao Qiu , Shanjian Tang

A new concept of {\em an evolution system of measures for stochastic flows} is considered. It corresponds to the notion of an invariant measure for random dynamical systems (or cocycles). The existence of evolution systems of measures for…

Dynamical Systems · Mathematics 2010-11-09 Xiaopeng Chen , Jinqiao Duan , Michael Scheutzow

We suggest the method for group classification of evolution equations admitting nonlocal symmetries which are associated with a given evolution equation possessing nontrivial Lie symmetry. We apply this method to second-order evolution…

Exactly Solvable and Integrable Systems · Physics 2009-07-13 Renat Zhdanov

In this paper we study the stochastic Navier-Stokes equation with artificial compressibility. The main results of this work are the existence and uniqueness theorem for strong solutions and the limit to incompressible flow. These results…

Probability · Mathematics 2010-12-07 Utpal Manna , Jose-Luis Menaldi , Sivaguru S. Sritharan

We present a new proof of well-posedness of stochastic evolution equations in variational form, relying solely on a (nonlinear) infinite-dimensional approximation procedure rather than on classical finite-dimensional projection arguments of…

Analysis of PDEs · Mathematics 2021-09-15 Carlo Marinelli , Luca Scarpa , Ulisse Stefanelli

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…

Probability · Mathematics 2014-10-03 Ta Viet Ton , Atsushi Yagi

For a class of evolution equations that possibly have only local solutions, we introduce a stochastic component that ensures that the solutions of the corresponding stochastically perturbed equations are global. The class of partial…

Analysis of PDEs · Mathematics 2024-03-12 Dan Crisan , Oana Lang