Related papers: Qualitative analysis of dynamic equations on time …
We consider the Nernst-Planck-Navier-Stokes system in a bounded domain of ${\mathbb {R}}^d$, $d=2,3$ with general nonequilibrium Dirichlet boundary conditions for the ionic concentrations. We prove the existence of smooth steady state…
It is known that input-output approaches based on scaled small-gain theorems with constant $D$-scalings and integral linear constraints are non-conservative for the analysis of some classes of linear positive systems interconnected with…
We provide sufficient conditions on the coefficients of a stochastic functional differential equation with bounded memory driven by Brownian motion which guarantee existence and uniqueness of a maximal local and global strong solution for…
In this paper, we consider Caputo type fractional stochastic time-delay system with permutable matrices. We derive stochastic analogue of variation of constants formula via a newly defined delayed Mittag-Leffer type matrix function. Thus,…
We prove existence and uniqueness for some nonlinear stochastic differential equation used in molecular dynamics, whose nonlinearity comes from a conditional expectation term. We also introduce an interacting particle system in order to…
In this paper, we prove a theorem of linearized asymptotic stability for fractional differential equations with a time delay. More precisely, using the method of linearization of a nonlinear equation along an orbit (Lyapunov's first…
We consider the Navier-Stokes equations on thin 3D domains, supplemented mainly with purely periodic boundary conditions or with periodic boundary conditions in the thin direction and homogeneous Dirichlet conditions on the lateral…
We give an example, which demonstrates that in the situation of the Picard-Lindel\"of theorem, the Lipschitz condition on the right hand side $f(x,y)$ with respect to $y$, cannot be replaced by Lipschitz continuity in $y$ for every $x$. We…
This article is devoted to study the class of backward stochastic differential equation with delayed generator. We suppose the terminal value and the generator to be $L^{p}$-integrable with $p>1$. We derive a new type of estimation related…
For time-homogeneous stochastic differential equations (SDEs) it is enough to know that the coefficients are Lipschitz to conclude existence and uniqueness of a solution, as well as the existence of a strongly convergent numerical method…
This paper deals with the local existence and uniqueness results for the solution of fractional differential equations with Hilfer-Hadamrd fractional derivative. Using Picard's approximations and generalizing the restrictive conditions…
In this paper, we study some existence and uniqueness results for systems of differential equations in which each of equations of the system involves a different Stieltjes derivative. Specifically, we show that this problems can only have…
Before proving (unconditional) energy stability for gradient flows, most existing studies either require a strong Lipschitz condition regarding the non-linearity or certain $L^{\infty}$ bounds on the numerical solutions (the maximum…
We present an alternative proof for the existence of solutions of stochastic functional differential equations satisfying a global Lipschitz condition. The proof is based on an approximation scheme in which the continuous path dependence…
We study linear stability of exponential periodic solutions of a system of singular amplitude equations associated with convective Turing bifurcation in the presence of conservation laws, as arises in modern biomorphology models, binary…
This paper is concerned with stability analysis and synthesis for discrete-time linear systems with stochastic dynamics. Equivalence is first proved for three stability notions under some key assumptions on the randomness behind the…
We consider abstract evolution equations with a nonlinear term depending on the state and on delayed states. We show that, if the $C_0$-semigroup describing the linear part of the model is exponentially stable, then the whole system retains…
In this study, we consider a class of backward SDE driven by jump Markov process. An existence and uniqueness result to this kind of equations is obtained in a locally Lipschitz case. We essentially approximate the initial problem by…
In this article, we introduce Lyapunov-type results to investigate the stability of the trivial solution of a Stieltjes dynamical system. We utilize prolongation results to establish the global existence of the maximal solution. Using…
In this paper we consider the stability for a type of stochastic McKean-Vlasov equations with non-Lipschitz coefficients. First, sufficient conditions are given for the exponential stability of the second moments for their solutions in…