English
Related papers

Related papers: Existence and uniqueness of invariant measures for…

200 papers

We address the long time behavior of solutions of the stochastic Korteweg-de Vries equation $ du + (\partial^3_x u +u\partial_x u +\lambda u)dt = f dt+\Phi dW_t$ on ${\mathbb R}$ where $f$ is a deterministic force. We prove that the Feller…

Analysis of PDEs · Mathematics 2016-01-27 Ibrahim Ekren , Igor Kukavica , Mohammed Ziane

We study existence and uniqueness of the invariant measure for a stochastic process with degenerate diffusion, whose infinitesimal generator is a linear subelliptic operator in the whole space R N with coefficients that may be unbounded.…

Analysis of PDEs · Mathematics 2016-01-20 Paola Mannucci , Claudio Marchi , Nicoletta Tchou

In this work we study the long time behavior of nonlinear stochastic functional-differential equations in Hilbert spaces. In particular, we start with establishing the existence and uniqueness of mild solutions. We proceed with deriving a…

Analysis of PDEs · Mathematics 2020-11-16 Oleksandr Misiats , Viktoriia Mogylova , Oleksandr Stanzhytskyi

This paper deals with the existence and limiting behavior of invariant measures of the stochastic Landau-Lifshitz-Bloch equation driven by linear multiplicative noise and additive noise defined in the entire space $\mathbb{R}^d$ for…

Analysis of PDEs · Mathematics 2024-10-10 Daiwen Huang , Zhaoyang Qiu , Bixiang Wang

This paper deals with the long term behavior of the solution to the nonlinear stochastic heat equation $\partial u /\partial t - \frac{1}{2}\Delta u = b(u)\dot{W}$, where $b$ is assumed to be a globally Lipschitz continuous function and the…

Probability · Mathematics 2022-09-13 Le Chen , Nicholas Eisenberg

In this paper, we address the long time behaviour of solutions of the stochastic Schrodinger equation in $\mathbb{R}^d$. We prove the existence of an invariant measure and establish asymptotic compactness of solutions, implying in…

Analysis of PDEs · Mathematics 2016-05-09 Ibrahim Ekren , Igor Kukavica , Mohammed Ziane

We consider a reaction-diffusion equation of the type \[ \partial_t\psi = \partial^2_x\psi + V(\psi) + \lambda\sigma(\psi)\dot{W} \qquad\text{on $(0\,,\infty)\times\mathbb{T}$}, \] subject to a "nice" initial value and periodic boundary,…

Probability · Mathematics 2020-12-24 Davar Khoshnevisan , Kunwoo Kim , Carl Mueller , Shang-Yuan Shiu

This paper deals with the long term dynamics of the non-autonomous McKean-Vlasov stochastic reaction-diffusion equations on R^n. We first prove the existence and uniqueness of pullback measure attractors of the non-autonomous dynamical…

Probability · Mathematics 2024-09-27 Lin Shi , Jun Shen , Kening Lu , Bixiang Wang

In this paper we study the following Burgers equation du/dt + d/dx (u^2/2) = epsilon d^2u/dx^2 + f(x,t) where f(x,t)=dF/dx(x,t) is a random forcing function, which is periodic in x and white noise in t. We prove the existence and uniqueness…

Analysis of PDEs · Mathematics 2016-09-07 Weinan E , K. M. Khanin , A. E. Mazel , Ya. G. Sinai

In this paper, we construct invariant measures and global-in-time solutions for a fractional Schr\" odinger equation with a Moser-Trudinger type nonlinearity $$ i\partial_t u= (-\Delta)^{\alpha}u+ 2\beta u e^{\beta…

Analysis of PDEs · Mathematics 2021-10-15 Jean-Baptiste Casteras , Léonard Monsaingeon

In this paper, we consider the stochastic reaction-diffusion equation $\mathrm{d}u = (\mathcal{A} u + f(u))\mathrm{d}t + \sigma(u)\mathrm{d}W$ on a smooth bounded domain $\mathcal{O}$ with homogeneous Dirichlet boundary conditions. We…

Analysis of PDEs · Mathematics 2026-04-16 Xuewei Ju , Xiaoting Tong

The paper deals with the stochastic two-dimensional Navier-Stokes equation for incompressible fluids, set in a bounded domain with Dirichlet boundary conditions. We consider additive noise in the form $G\, dW$, where $W$ is a cylindrical…

Probability · Mathematics 2025-05-13 Matteo Ferrari

In this note, we shall consider the existence of invariant measures for a class of infinite dimensional stochastic functional differential equations with delay whose driving semigroup is eventually norm continuous. The results obtained are…

Probability · Mathematics 2014-02-11 Kai Liu

In this work we study the long time behavior of nonlinear stochastic functional-differential equations of neutral type in Hilbert spaces with non-Lipschitz nonlinearities. We establish the existence of invariant measures in the shift spaces…

Analysis of PDEs · Mathematics 2021-11-15 Andriy Stanzhytskyi , Oleksandr Stanzhytskyi , Oleksandr Misiats

In this work we investigate the long-time behavior, that is the existence and characterization of invariant measures as well as convergence of transition probabilities, for Markov processes obtained as the unique mild solution to stochastic…

Probability · Mathematics 2022-03-17 Balint Fárkas , Martin Friesen , Barbara Rüdiger , Dennis Schroers

We consider a stochastic nonlinear defocusing Schr\"{o}dinger equation with zero-order linear damping, where the stochastic forcing term is given by a combination of a linear multiplicative noise in the Stratonovich form and a nonlinear…

Probability · Mathematics 2023-07-10 Zdzisław Brzeźniak , Benedetta Ferrario , Margherita Zanella

Building upon a recent work by two of the authours and J. Seidler on bw-Feller property for stochastic nonlinear beam and wave equations, we prove the existence of an invariant measure to stochastic 2-D Navier-Stokes (with multiplicative…

Probability · Mathematics 2016-07-05 Zdzisław Brzeźniak , Elżbieta Motyl , Martin Ondrejat

In this paper we study a system of stochastic differential equations with dissipative nonlinearity which arise in certain neurobiology models. Besides proving existence, uniqueness and continuous dependence on the initial datum, we shall be…

Probability · Mathematics 2008-01-16 Stefano Bonaccorsi , Elisa Mastrogiacomo

We consider a stochastic functional differential equation with an arbitrary Lipschitz diffusion coefficient depending on the past. The drift part contains a term with superlinear growth and satisfying a dissipativity condition. We prove…

Analysis of PDEs · Mathematics 2009-03-12 Abdelhadi Es--Sarhir , Onno van Gaans , Michael Scheutzow

In this paper, a new decay estimate for a class of stochastic evolution equations with weakly dissipative drifts is established, which directly implies the uniqueness of invariant measures for the corresponding transition semigroups.…

Probability · Mathematics 2021-05-25 Wei Liu , Jonas M. Tölle
‹ Prev 1 2 3 10 Next ›