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In this paper, we study stability properties of nonuniform hyperbolicity for evolution processes associated with differential equations in Banach spaces. We prove a robustness result of nonuniform hyperbolicity for linear evolution…
We present a general method of solving the Cauchy problem for a linear parabolic partial differential equation of evolution type with variable coefficients and demonstrate it on the equation with derivatives of orders two, one and zero. The…
We study the existence and uniqueness of Lp-bounded mild solutions for a class ofsemilinear stochastic evolutions equations driven by a real L\'evy processes withoutGaussian component not square integrable for instance the stable process…
This article proposes and analyzes explicit and easily implementable temporal numerical approximation schemes for additive noise-driven stochastic partial differential equations (SPDEs) with polynomial nonlinearities such as, e.g.,…
Results of a previous paper [Commun. Contemp. Math., 09 (2007) 217-251] on the existence of solutions to a nonlinear evolution equation in an abstract Lebesgue space, arising from kinetic theory, are re-obtained in the more general setting…
In this paper, we would like to consider the Cauchy problem for semi-linear $\sigma$-evolution equations with double structural damping for any $\sigma\ge 1$. The main purpose of the present work is to not only study the asymptotic profiles…
We study the numerical approximation of stochastic evolution equations with a monotone drift driven by an infinite-dimensional Wiener process. To discretize the equation, we combine a drift-implicit two-step BDF method for the temporal…
Deriving evolution equations accounting for both anomalous diffusion and reactions is notoriously difficult, even in the simplest cases. In contrast to normal diffusion, reaction kinetics cannot be incorporated into evolution equations…
In this paper, we use a Banach fixed point theorem to obtain suficient conditions satisfying the convergence and exponential convergence of solutions for the linear system of advanced differential equations. The considered system with…
This short survey article stems from recent progress on critical cases of stochastic evolution equations in variational formulation with additive, multiplicative or gradient noises. Typical examples appear as the limit cases of the…
A procedure allowing to construct rigorously discrete as well as continuum deterministic evolution equations from stochastic evolution equations is developed using a Dirac's bra and ket notation. This procedure is an extension of an…
We prove a new linearization principle for the nonlinear stability of solutions to semilinear evolution equations of parabolic type. We assume that the set of equilibria forms a finite dimensional manifold of normally stable and normally…
In this paper, the existence and pathwise uniqueness of strong solutions for jump-type stochastic differential equations are investigated under non-Lipschitz conditions. A sufficient condition is obtained for ensuring the non-confluent…
We present an elementary Functional Analytic proof of the roughness of Exponential Dichotomy of Ordinary Differential Equations (with exponential growth) on an arbitrary Banach Space.
In this paper, we investigate abstract time-fractional evolution equations with nonlinear perturbations. We construct solutions of Lipschitz perturbation problems in arbitrary large time interval independent of the Lipschitz constants. We…
We study an infinite system of ordinary differential equations that models the evolution of coagulating and fragmenting clusters, which we assume to be composed of identical units. Under very mild assumptions on the coefficients we prove…
The paper is devoted to the problem of existence of propagators for an abstract linear non-autonomous evolution Cauchy problem of hyperbolic type in separable Banach spaces. The problem is solved using the so-called evolution semigroup…
We prove maximal $L^p$-regularity for the stochastic evolution equation \[\{{aligned} dU(t) + A U(t)\, dt& = F(t,U(t))\,dt + B(t,U(t))\,dW_H(t), \qquad t\in [0,T], U(0) & = u_0, {aligned}.\] under the assumption that $A$ is a sectorial…
A subdiffusion problem in which the diffusion term is related to a stable stochastic process is introduced. Linear models of these systems have been studied in a general way, but non-linear models require a more specific analysis. The model…
A non-linear differential equation arising from a stochastic process known as branching Brownian motion is considered. We find an explicit solution and show the uniqueness of the solution under some boundedness conditions using…