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We present a theory of backward stochastic differential equations in continuous time with an arbitrary filtered probability space. No assumptions are made regarding the left continuity of the filtration, of the predictable quadratic…

Probability · Mathematics 2012-10-15 Samuel N. Cohen , Robert J. Elliott

A method of finding relative periodic orbits for differential equations with continuous symmetries is described and its utility demonstrated by computing relative periodic solutions for the one-dimensional complex Ginzburg-Landau equation…

Chaotic Dynamics · Physics 2009-11-10 Vanessa López , Philip Boyland , Michael T. Heath , Robert D. Moser

In this paper we introduce a class of forward-backward stochastic differential equations on tensor fields of Riemannian manifolds, which are related to semi-linear parabolic partial differential equations on tensor fields. Moreover, we will…

Probability · Mathematics 2023-01-18 Xin Chen , Ana Bela Cruzeiro , Wenjie Ye , Qi Zhang

We show that the unique solution to a semilinear stochastic differential equation with almost periodic coefficients driven by a fractional Brownian motion is almost periodic in a sense related to random dynamical systems. This type of…

Probability · Mathematics 2025-02-25 Nicolas Marie , Paul Raynaud de Fitte

We study weak and strong solutions of nonlinear non-compact operator equations in abstract spaces of adapted random points. The main result of the paper is similar to Schauder's fixed-point theorem for compact operators. The illustrative…

Probability · Mathematics 2022-08-02 Arcady Ponosov

Under quasi-monotone assumptions for coefficients, we show one kind of comparison theorem for multi-dimensional\textbf{\}backward doubly stochastic differential equations on infinite horizon. An example is given as well.

Probability · Mathematics 2010-05-25 Liangquan Zhang , Yufeng Shi

In this paper, we obtain existence results of periodic solutions of hamiltonian systems in the Orlicz-Sobolev space $W^1L^{\Phi}([0,T])$. We employ the direct method of calculus of variations and we consider a potential function $F$…

Classical Analysis and ODEs · Mathematics 2017-08-23 Sonia Acinas , Fernando Mazzone

In this paper, we present a general framework for solving stochastic functional differential equations in infinite dimensions in the sense of martingale solutions, which can be applied to a large class of SPDE with finite delays, e.g.…

Probability · Mathematics 2014-07-25 Michael Rockner , Rongchan Zhu , Xiangchan Zhu

In this paper we consider a non-linear Schroedinger equation with a cubic nonlinearity and a multi-dimensional double well potential. In the semiclassical limit the problem of the existence of stationary solutions simply reduces to the…

Mathematical Physics · Physics 2015-06-18 Andrea Sacchetti

We consider singular quasilinear stochastic partial differential equations (SPDEs) studied in \cite{FHSX}, which are defined in paracontrolled sense. The main aim of the present article is to establish the global-in-time solvability for a…

Probability · Mathematics 2021-06-03 Tadahisa Funaki , Bin Xie

Olver and Rosenau studied group-invariant solutions of (generally nonlinear) partial differential equations through the imposition of a side condition. We apply a similar idea to the special case of finite-dimensional Hamiltonian systems,…

Mathematical Physics · Physics 2012-11-27 Philip Broadbridge , Claudia M. Chanu , Willard Miller

Stochastic diffusion equations are crucial for modeling a range of physical phenomena influenced by uncertainties. We introduce the generalized finite difference method for solving these equations. Then, we examine its consistency,…

Numerical Analysis · Mathematics 2024-11-22 Faezeh Nassajian Mojarrad

This paper is concerned with the periodic (in time) solutions to an one-dimensional semilinear wave equation with $x$-dependent coefficient. Such a model arises from the forced vibrations of a nonhomogeneous string and propagation of…

Dynamical Systems · Mathematics 2024-06-19 Hui Wei , Shuguan Ji

In this paper we are concerned with the existence of invariant curves of planar twist mappings which are almost periodic in a spatial variable. As an application of this result to differential equations we will discuss the existence of…

Dynamical Systems · Mathematics 2016-06-30 Peng Huang , Xiong Li , Bin Liu

This paper establishes an existence theory for distributed periodic solutions to Newton's equation with stochastic time-periodic forcing, where the friction matrix is the Hessian of a twice continuously differentiable friction function.…

Dynamical Systems · Mathematics 2025-09-10 Junxia Duan , Jifa Jiang , Jie Xu

In this paper, we consider stochastic Schroedinger equations with two-dimensional white noise. Such equations are used to describe the evolution of an open quantum system undergoing a process of continuous measurement. Representations are…

Mathematical Physics · Physics 2011-08-17 J. Gough , O. O. Obrezkov , O. G. Smolyanov

We consider the implicit Euler approximation of the stochastic Cahn-Hilliard equation driven by additive Gaussian noise in a spatial domain with smooth boundary in dimension $d\le 3$. We show pathwise existence and uniqueness of solutions…

Numerical Analysis · Mathematics 2016-01-29 Daisuke Furihata , Fredrik Lindgren , Shuji Yoshikawa

We consider the regularity of stationary solutions to the linearized Boltzmann equations in bounded $C^1$ convex domains in $\mathbb{R}^3$ for gases with cutoff hard potential and cutoff Maxwellian gases. We prove that the stationary…

Analysis of PDEs · Mathematics 2016-10-04 I-Kun Chen

We consider the two-dimensional Euler equation with periodic boundary conditions. We construct time quasi-periodic solutions of this equation made of localized travelling profiles with compact support propagating over a stationary state…

Analysis of PDEs · Mathematics 2012-03-19 Nicolas Crouseilles , Erwan Faou

By exploiting a variational technique based upon projecting over the Pohozaev manifold, we prove existence of positive solutions for a class of nonlinear fractional Schrodinger equations having a nonhomogenous nonautonomous asymptotically…

Analysis of PDEs · Mathematics 2014-01-13 Raquel Lehrer , Liliane A. Maia , Marco Squassina