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In this paper we consider the global stability of solutions of a nonlinear stochastic differential equation. The differential equation is a perturbed version of a globally stable linear autonomous equation with unique zero equilibrium where…

Probability · Mathematics 2013-10-10 John A. D. Appleby , Jian Cheng , Alexandra Rodkina

We consider stability of periodic travelling waves in the generalized reduced Ostrovsky equation with respect to co-periodic perturbations. Compared to the recent literature, we give a simple argument that proves spectral stability of all…

Analysis of PDEs · Mathematics 2017-03-08 Anna Geyer , Dmitry E. Pelinovsky

In this article, we introduce a system of stochastic differential equations (SDEs) consisting of time-dependent covariates and consider both fixed and random effects set-ups. We also allow the functional part associated with the drift…

Statistics Theory · Mathematics 2017-10-16 Trisha Maitra , Sourabh Bhattacharya

These notes present an alternative approach to the asymptotic stability of stochastic partial differential equations driven by multiplicative noise, applicable to a wide range of dissipative systems. The method builds on general criteria…

Probability · Mathematics 2025-03-13 Ziyu Liu

We study by a combination of numerical and analytical Evans function techniques the stability of solitary wave solutions of the St. Venant equations for viscous shallow-water flow down an incline, and related models. Our main result is to…

Analysis of PDEs · Mathematics 2015-05-19 Blake Barker , Mathew A. Johnson , L. Miguel Rodrigues , Kevin Zumbrun

Motivated by the probabilistic representation for solutions of the Navier-Stokes equations, we introduce a novel class of stochastic differential equations that depend on the entire flow of its time marginals. We establish the existence and…

Probability · Mathematics 2024-12-17 Zimo Hao , Michael Röckner , Xicheng Zhang

Estimating parameters of drift and diffusion coefficients for multidimensional stochastic delay equations with small noise are considered. The delay structure is written as an integral form with respect to a delay measure. Our contrast…

Statistics Theory · Mathematics 2023-03-21 Hiroki Nemoto , Yasutaka Shimizu

We prove that the statistical properties of random perturbations of a nonuniformly hyperbolic diffeomorphism are described by a finite number of stationary measures. We also give necessary and sufficient conditions for the stochastic…

Dynamical Systems · Mathematics 2011-11-10 Jose F. Alves , Vitor Araujo , Carlos H. Vasquez

Stemming from the stochastic Lotka-Volterra or predator-prey equations, this work aims to model the spatial inhomogeneity by using stochastic partial differential equations (SPDEs). Compared to the classical models, the SPDE model is more…

Dynamical Systems · Mathematics 2019-11-21 N. N. Nhu , G. Yin

We provide necessary and sufficient conditions for stochastic invariance of finite dimensional submanifolds for solutions of stochastic partial differential equations (SPDEs) in continuously embedded Hilbert spaces with non-smooth…

Probability · Mathematics 2025-11-21 Rajeev Bhaskaran , Stefan Tappe

The technique of stochastic solutions, previously used for deterministic equations, is here proposed as a solution method for partial differential equations driven by distribution-valued noises.

Probability · Mathematics 2024-08-22 R. Vilela Mendes

This article is a sequel to [M.Z.Z.1] aimed at completing the characterization of the pathwise local structure of solutions of semilinear stochastic evolution equations (see's) and stochastic partial differential equations (spde's) near…

Probability · Mathematics 2008-09-19 Salah-Eldin A. Mohammed , Tusheng Zhang , Huaizhong Zhao

We study the second-order quasi-linear stochastic partial differential equations (SPDEs) defined on $C^1$ domains. The coefficients are random functions depending on $t,x$ and the unknown solutions. We prove the uniqueness and existence of…

Probability · Mathematics 2017-05-05 Ildoo Kim , Kyeong-hun Kim

In this article, we investigate three classes of equations: the McKean-Vlasov stochastic differential equation (MVSDE), the MVSDE with a subdifferential operator referred to as the McKean-Vlasov stochastic variational inequality (MVSVI),…

Probability · Mathematics 2024-01-31 Ning Ning , Jing Wu , Jinwei Zheng

In this paper, we study planar polygonal curves from the variational methods. We show an unified interpretation of discrete curvatures and the Steiner-type formula by extracting the notion of the discrete curvature vector from the first…

Differential Geometry · Mathematics 2020-04-17 Yoshiki Jikumaru

Fourth-order accurate compact schemes for variable coefficient convection diffusion equations are considered. A sufficient condition for the stability of the fully discrete problem is derived using a difference equation based approach. The…

Numerical Analysis · Mathematics 2024-01-30 Anindya Goswami , Kuldip Singh Patel , Pradeep Kumar Sahu

We derive stability criteria for saddle points of a class of nonsmooth optimization problems in Hilbert spaces arising in PDE-constrained optimization, using metric regularity of infinite-dimensional set-valued mappings. A main ingredient…

Optimization and Control · Mathematics 2017-02-13 Christian Clason , Tuomo Valkonen

This paper focuses on the solvability of multistage pseudomonotone stochastic variational inequalities (SVIs). On one hand, some known solvability results of pseudomonotone deterministic variational inequalities cannot be directly extended…

Optimization and Control · Mathematics 2022-01-06 Xingbang Cui , Jie Sun , Liping Zhang

We are concerned with optimization in a broad sense through the lens of solving variational inequalities (VIs) -- a class of problems that are so general that they cover as particular cases minimization of functions, saddle-point (minimax)…

Optimization and Control · Mathematics 2026-02-17 Pavel Dvurechensky , Andrea Ebner , Johannes Carl Schnebel , Shimrit Shtern , Mathias Staudigl

We propose a physics-informed consistency modeling framework for solving partial differential equations (PDEs) via fast, few-step generative inference. We identify a key stability challenge in physics-constrained consistency training, where…

Machine Learning · Computer Science 2026-02-11 Che-Chia Chang , Chen-Yang Dai , Te-Sheng Lin , Ming-Chih Lai , Chieh-Hsin Lai