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We study the question of existence of positive steady states of nonlinear evolution equations. We recast the steady state equation in the form of eigenvalue problems for a parametrised family of unbounded linear operators, which are…

Analysis of PDEs · Mathematics 2019-03-25 Àngel Calsina , József Z. Farkas

Complementing the analysis in [41], we investigate the well-posedness of SPDEs problems of doubly nonlinear type. These arise ubiquitously in the modelization of dissipative media and correspond to generalized balance laws between…

Analysis of PDEs · Mathematics 2020-09-18 Luca Scarpa , Ulisse Stefanelli

This article deals with stochastic partial differential equations with quadratic nonlinearities perturbed by small additive and multiplicative noise. We present the approximate solution of the original equation via the amplitude equation…

Analysis of PDEs · Mathematics 2021-12-14 Shiduo Qu , Wenlei Li , Shaoyun Shi

The irreducibility is fundamental for the study of ergodicity of stochastic dynamical systems. The existing methods on the irreducibility of stochastic partial differential equations (SPDEs) and stochastic differential equations (SDEs)…

Probability · Mathematics 2025-05-27 Jian Wang , Hao Yang , Jianliang Zhai , Tusheng Zhang

In this paper, we study a class of stochastic differential equations with additive noise that contains a fractional Brownian motion (fBM) and a Poisson point process of class (QL). The differential equation of this kind is motivated by the…

Probability · Mathematics 2015-04-14 Lihua Bai , Jin Ma

We study quasilinear degenerate parabolic-hyperbolic stochastic partial differential equations with general multiplicative noise within the framework of kinetic solutions. Our results are twofold: First, we establish new regularity results…

Probability · Mathematics 2017-09-19 Benjamin Gess , Martina Hofmanová

In this addendum we provide an existence and uniqueness result for mild solutions to semilinear stochastic partial differential equations driven by Wiener processes and Poisson random measures in the framework of the semigroup approach with…

Probability · Mathematics 2024-10-02 Stefan Tappe

In this paper, we study the Poisson stability (in particular, stationarity, periodicity, quasi-periodicity, Bohr almost periodicity, almost automorphy, recurrence in the sense of Birkhoff, Levitan almost periodicity, pseudo periodicity,…

Dynamical Systems · Mathematics 2017-11-28 David Cheban , Zhenxin Liu

We prove existence, uniqueness and Lipschitz dependence on the initial datum for mild solutions of stochastic partial differential equations with Lipschitz coefficients driven by Wiener and Poisson noise. Under additional assumptions, we…

Probability · Mathematics 2008-08-12 Carlo Marinelli , Claudia Prévôt , Michael Röckner

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…

Analysis of PDEs · Mathematics 2012-08-30 C. M. Elliott , M. Hairer , M. R. Scott

This article deals with the approximation of a stochastic partial differential equation (SPDE) via amplitude equations. We consider an SPDE with a cubic nonlinearity perturbed by a general multiplicative noise that preserves the constant…

Dynamical Systems · Mathematics 2019-10-08 Hongbo Fu , Dirk Blömker

We generalize Lyons' rough paths theory in order to give a pathwise meaning to some nonlinear infinite-dimensional evolution equation associated to an analytic semigroup and driven by an irregular noise. As an illustration, we discuss a…

Probability · Mathematics 2010-01-26 Massimiliano Gubinelli , Samy Tindel

By extending to the stochastic setting the classical vanishing viscosity approach we prove the existence of suitably weak solutions of a class of nonlinear stochastic evolution equation of rate-independent type. Approximate solutions are…

Probability · Mathematics 2023-07-27 Luca Scarpa , Ulisse Stefanelli

Consider the stochastic evolution equation in a separable Hilbert space with a nice multiplicative noise and a locally Dini continuous drift. We prove that for any initial data the equation has a unique (possibly explosive) mild solution.…

Probability · Mathematics 2015-01-13 Feng-Yu Wang

In this article, we study the stability of solutions to 3D stochastic primitive equations driven by fractional noise. Since the fractional Brownian motion is essentially different from Brownian motion, lots of stochastic analysis tools are…

Probability · Mathematics 2021-04-21 Lidan Wang , Guoli Zhou

The long-time behavior of stochastic Hamilton-Jacobi equations is analyzed, including the stochastic mean curvature flow as a special case. In a variety of settings, new and sharpened results are obtained. Among them are (i) a…

Probability · Mathematics 2023-11-28 Paul Gassiat , Benjamin Gess , Pierre-Louis Lions , Panagiotis E. Souganidis

We study quasi-linear stochastic partial differential equations with discontinuous drift coefficients. Existence and uniqueness of a solution is already known under weaker conditions on the drift, but we are interested in the regularity of…

Probability · Mathematics 2014-11-27 Torstein Nilssen

In order to understand the impact of random influences at physical boundary on the evolution of multiscale systems, a stochastic partial differential equation model under a fast random dynamical boundary condition is investigated. The…

Dynamical Systems · Mathematics 2008-08-07 Wei Wang , Jinqiao Duan

Unlike many deterministic PDEs, stochastic equations are not amenable to the classical variational theory of Euler-Lagrange. In this paper, we show how self-dual variational calculus leads to solutions of various stochastic partial…

Analysis of PDEs · Mathematics 2018-02-08 Shirin Boroushaki , Nassif Ghoussoub

Stochastic partial differential equations (SPDEs) represent a very active research field with numerous recent developments and breakthrough results. There are several well-established approaches and methods used to construct solutions for…

Probability · Mathematics 2019-08-27 Christian Kuehn , Alexandra Neamtu
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