Related papers: A new approach to stochastic evolution equations w…
A general stochastic maximum principle is proved for optimal controls of semilinear stochastic evolution equations. Stochastic evolution operators, and the control with values in a general set enter into both drift and diffusion terms.
We consider a random process as a solution of stochastic differential equations with dependence of the coefficients on small parameter $\varepsilon$ and we suppose that the drift coefficients of these equations are unbounded on the…
We investigate slowly converging solutions for non-linear evolution equations of elliptic or parabolic type. These equations arise from the study of isolated singularities in geometric variational problems. Slowly converging solutions have…
The dynamics of adaptation is difficult to predict because it is highly stochastic even in large populations. The uncertainty emerges from number fluctuations, called genetic drift, arising in the small number of particularly fit…
A new class of fractional-order stochastic evolution equations of the form $(\partial_t + A)^\gamma X(t) = \dot{W}^Q(t)$, $t\in[0,T]$, $\gamma \in (0,\infty)$, is introduced, where $-A$ generates a $C_0$-semigroup on a separable Hilbert…
An approach to stochastic evolution equations based on a simple generalization of known embedding theorems is presented. It allows for the inclusion of problems which have nonlinear non monotone operators. This is used to discuss the…
We consider infinite-dimensional parabolic rough evolution equations. Using regularizing properties of analytic semigroups we prove global-in-time existence of solutions and investigate random dynamical systems for such equations.
Existence and uniqueness of mild solutions to a class of semilinear stochastic evolution equations with additive noise is proved. The linear part of the drift term is the generator of a compact semigroup of contractions, while the nonlinear…
This article develops a general framework for continuous deterministic data assimilation for semilinear parabolic equations by means of evolution equations. Introducing a nudged model driven by partial observations, the global…
Introducing certain singularities, we generalize the class of one-dimensional stochastic differential equations with so-called generalized drift. Equations with generalized drift, well-known in the literature, possess a drift that is…
The limiting stability of invariant probability measures of time homogeneous transition semigroups for autonomous stochastic systems has been extensively discussed in the literature. In this paper we initially initiate a program to study…
In this article we propose a new, explicit and easily implementable numerical method for approximating a class of semilinear stochastic evolution equations with non-globally Lipschitz continuous nonlinearities. We establish strong…
We discuss the issue of maximal regularity for evolutionary equations with non-autonomous coefficients. Here evolutionary equations are abstract partial-differential algebraic equations considered in Hilbert spaces. The catch is to consider…
These notes are based on a series of lectures given first at the University of Warwick in spring 2008 and then at the Courant Institute, Imperial College London, and EPFL. It is an attempt to give a reasonably self-contained presentation of…
In this article we develop a framework for studying parabolic semilinear stochastic evolution equations (SEEs) with singularities in the initial condition and singularities at the initial time of the time-dependent coefficients of the…
We introduce a class of adaptive timestepping strategies for stochastic differential equations with non-Lipschitz drift coefficients. These strategies work by controlling potential unbounded growth in solutions of a numerical scheme due to…
In this paper we study the following non-autonomous stochastic evolution equation on a UMD Banach space $E$ with type 2, {equation}\label{eq:SEab}\tag{SE} {{aligned} dU(t) & = (A(t)U(t) + F(t,U(t))) dt + B(t,U(t)) dW_H(t), \quad t\in [0,T],…
We study the existence of almost periodic solutions for semi-linear abstract parabolic evolution equations with impulse action at state-dependent moments. In particular, we present conditions excluding the beating phenomenon in these…
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…
We analyze the averaged controllability properties of random evolution Partial Differential Equations. We mainly consider heat and Schr\"odinger equations with random parameters, although the problem is also formulated in an abstract frame.…