Related papers: Continuity and averaging for parabolic evolution s…

This work concerns about forward-backward multivalued stochastic systems. First of all, we prove one average principle for general stochastic differential equations in the $L^{2p}$ ($p\geq 1$) sense. Moreover, for $p=1$ a convergence rate…

In this paper, we obtain some stability results of (abstract) dissipative evolution equations with a nonautonomous and nonlinear damping using the exponential stability of the retrograde problem with a linear and autonomous feedback and a…

In this paper, we consider a class of nonautonomous multi-scale stochastic partial differential equations with fully local monotone coefficients. By introducing the evolution system of measures for time-inhomogeneous Markov semigroups, we…

When we are interested in the long-term behaviour of solutions to linear evolution equations, a large variety of techniques from the theory of $C_0$-semigroups is at our disposal. However, if we consider for instance parabolic equations…

We consider a time-fractional semilinear parabolic abstract Cauchy problem for a time-dependent sectorial operator $A(t)$ which satisfies the Acquistapace-Terreni conditions. We first prove local existence results for the mild solution of…

We present a new, short proof of the increased regularity obtained by solutions to uniformly parabolic partial differential equations. Though this setting is fairly introductory, our new method of proof, which uses a priori estimates, can…

This paper gives further regularity properties of the evolution family associated with a non-autonomous evolution equation \begin{equation*}\label{Abstract equation} \dot u(t)+A(t)u(t)=f(t),\ \ t\in[0,T],\ \ u(0)=u_0, \end{equation*} where…

We establish H\"older estimates for the time derivative of solutions of non-local parabolic equations under mild assumptions for the boundary data. As a consequence we are able to extend the Evans-Krylov estimate for rough kernels to…

The continuous dependence of solutions to certain (non-autonomous, partial, integro-differential-algebraic, evolutionary) equations on the coefficients is addressed. We give criteria that guarantee that convergence of the coefficients in…

We provide several characterizations of convergence to unstable equilibria in nonlinear systems. Our current contribution is three-fold. First we present simple algebraic conditions for establishing local convergence of non-trivial…

We generalize the Beurling--Deny--Ouhabaz criterion for parabolic evolution equations governed by forms to the non-autonomous, non-homogeneous and semilinear case. Let $V, H$ are Hilbert spaces such that $V$ is continuously and densely…

We establish H\"older estimates for the time derivative of solutions of fully non-linear parabolic equations that does not necessarily have $C^{2,\alpha}$ estimates.

A general framework of evolutionary dynamics under heterogeneous populations is presented. The framework allows continuously many types of heterogeneous agents, heterogeneity both in payoff functions and in revision protocols and the entire…

The adiabatic theorem refers to a setup where an evolution equation contains a time-dependent parameter whose change is very slow, measured by a vanishing parameter $\epsilon$. Under suitable assumptions the solution of the…

In this Note, we review the main existing results, methods, and some key open problems on the controllability of nonlinear hyperbolic and parabolic equations. Especially, we describe our recent universal approach to solve the local…

Variational principles play a fundamental role in deriving evolution equations of physics. They are working well in case of nondissipative evolution but for dissipative systems they are not unique, not predictive and not constructive. With…

We establish a notion of universality for the parabolic Anderson model via an invariance principle for a wide family of parabolic stochastic partial differential equations. We then use this invariance principle in order to provide an…

In this paper we propose a solution to the problem of parameter estimation of nonlinearly parameterized regressions--continuous or discrete time--and apply it for system identification and adaptive control. We restrict our attention to…

In this paper, we aim to develop the averaging principle for a slow-fast system of stochastic reaction-diffusion equations driven by Poisson random measures. The coefficients of the equation are assumed to be functions of time, and some of…

For stochastic perturbations of linear systems with non-zero pure imaginary spectrum we discuss the averaging theorems in terms of the slow-fast action-angle variables and in the sense of Krylov-Bogoliubov. Then we show that if the…