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We consider the stability problems of one dimensional SDEs when the diffusion coefficients satisfy the so called Nakao-Le Gall condition. The explicit rate of convergence of the stability problems are given by the Yamada-Watanabe method…

Probability · Mathematics 2014-04-03 Hashimoto Hashimoto , Takahiro Tsuchiya

We use the inverse scattering transform and a diffusion approximation limit theorem to study the stability of soliton components of the solution of the nonlinear Schr\"{o}dinger and Korteweg-de Vries equations under random perturbations of…

Analysis of PDEs · Mathematics 2014-03-21 Ennio Fedrizzi

We carry out a comprehensive linear stability analysis of active Brownian particle systems around a constant homogeneous state. These scalar models, being important prototypes for the continuous description of active matter, are…

Analysis of PDEs · Mathematics 2025-12-22 Michele Coti Zelati , Lucas Ertzbischoff , David Gerard-Varet

In this paper we study properties of solutions to stochastic differential equations with Sobolev diffusion coefficients and singular drifts. The properties we study include stability with respect to the coefficients, weak differentiability…

Probability · Mathematics 2015-11-25 Xicheng Zhang

We consider a scalar diffusion equation with a sign-changing coefficient in its principle part. The well-posedness of such problems has already been studied extensively provided that the contrast of the coefficient is non-critical.…

Numerical Analysis · Mathematics 2025-04-11 Martin Halla , Florian Oberender

This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…

Probability · Mathematics 2019-05-02 Adrian N. Bishop , Pierre Del Moral

We prove exponential instability properties for the fractional Calder\'on problem and the conductivity formulation of the fractional Calder\'on problem in the regime of fractional powers $s\in (0,1)$. We particularly focus on two settings:…

Analysis of PDEs · Mathematics 2024-05-15 Hendrik Baers , Giovanni Covi , Angkana Rüland

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 paper we characterise the global stability, global boundedness and recurrence of solutions of a scalar nonlinear stochastic differential equation. The differential equation is a perturbed version of a globally stable autonomous…

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

We study existence and stability of travelling waves for nonlinear convection diffusion equations in the 1-D Euclidean space. The diffusion coefficient depends on the gradient in analogy with the p-Laplacian and may be degenerate.…

Analysis of PDEs · Mathematics 2017-05-17 Eduard Feireisl , Danielle Hilhorst , Hana Petzeltova , Peter Takac

We consider the Fokker--Planck equations with irregular coefficients. Two different cases are treated: in the degenerate case, the coefficients are assumed to be weakly differentiable, while in the non-degenerate case the drift satisfies…

Probability · Mathematics 2019-10-22 Huaiqian Li , Dejun Luo

This work studies the instability of stochastic scalar reaction diffusion equations, driven by a multiplicative noise that is white in time and smooth in space, near to zero, which is assumed to be a fixed point for the equation. We prove…

Probability · Mathematics 2024-06-10 Alexandra Blessing , Tommaso Rosati

Necessary and sufficient stability and instability conditions are obtained for multi-term homogeneous linear fractional differential equations with three Caputo derivatives and constant coefficients. In both cases,…

Analysis of PDEs · Mathematics 2020-11-03 Oana Brandibur , Eva Kaslik

In this paper, we obtain the optimal instability threshold of the Couette flow for Navier-Stokes equations with small viscosity $\nu>0$, when the perturbations are in the critical spaces $H^1_xL_y^2$. More precisely, we introduce a new…

Analysis of PDEs · Mathematics 2024-04-30 Hui Li , Nader Masmoudi , Weiren Zhao

In this paper we study second order stochastic differential equations with measurable and density-distribution dependent coefficients. Through establishing a maximum principle for kinetic Fokker-Planck-Kolmogorov equations with…

Probability · Mathematics 2022-01-26 Xicheng Zhang

The first part of this paper is devoted to the derivation of a technical result, related to the stability of the solution of a reaction-diffusion equation $u_t-\Delta u = f(x,u)$ on $(0,\infty)\times \mathbb{R}^N$, where the initial datum…

Analysis of PDEs · Mathematics 2023-11-14 Grégoire Nadin

We discuss two spectral fractional anisotropic Calder\'on problems with source-to-solution measurements and their quantitative relation to the classical Calder\'on problem. Firstly, we consider the anistropic fractional Calder\'on problem…

Analysis of PDEs · Mathematics 2025-10-03 Hendrik Baers , Angkana Rüland

We classify (1+3)-dimensional Fokker-Planck equations with a constant diagonal diffusion matrix that are solvable by the method of separation of variables. As a result, we get possible forms of the drift coefficients $B_1(\vec x),B_2(\vec…

Mathematical Physics · Physics 2009-10-31 Alexander Zhalij

In this paper, we study the long-time stability behavior of a class of linear stochastic evolution equations in a Hilbert space with multiplicative noise. Explicit sufficient conditions for $p$-th moment and almost sure exponential…

Analysis of PDEs · Mathematics 2026-05-21 Abdellatif Elgrou , Abdelaziz Rhandi , Jawad Salhi

We study stability, long-time behavior and moment estimates for stochastic evolution equations with additive Wiener noise and with singular drift given by a divergence type quasilinear diffusion operator which may not necessarily exhibit a…

Analysis of PDEs · Mathematics 2023-09-28 Florian Seib , Wilhelm Stannat , Jonas M. Tölle
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