Related papers: Exponential Stability of Solutions to Stochastic D…
The exponential stability of numerical methods to stochastic differential equations (SDEs) has been widely studied. In contrast, there are relatively few works on polynomial stability of numerical methods. In this letter, we address the…
In this paper we study the effect of randomness on a linearized BGK-model in one dimension. We prove exponential decay rate to a global equilibrium. This decay rate can be proven to be independent of the stochastic influence in a physical…
In this paper, we investigate a class of McKean-Vlasov stochastic differential equations under L\'evy-type perturbations. We first establish the existence and uniqueness theorem for solutions of the McKean-Vlasov stochastic differential…
In this article we show that a finite dimensional stochastic differential equation driven by a L\'evy process can be formulated as a stochastic partial differential equation. We prove the existence and uniqueness of strong solutions of such…
This paper investigates a damped stochastic wave equation driven by a non-Gaussian Levy noise. The weak solution is proved to exist and be unique. Moreover we show the existence of a unique invariant measure associated with the transition…
This paper presents heavily grad-div and pressure jump stabilised, equal- and mixed-order discontinuous Galerkin finite element methods for non-isothermal incompressible flows based on the Oberbeck-Boussinesq approximation. In this…
We present a method for linear stability analysis of systems with parametric uncertainty formulated in the stochastic Galerkin framework. Specifically, we assume that for a model partial differential equation, the parameter is given in the…
Stochastic diffusion equations are crucial for modeling a range of physical phenomena influenced by uncertainties. We introduce the generalized finite difference method for solving these equations. Then, we examine its consistency,…
We prove a sharp quantitative version for the stability of the Sobolev inequality with explicit constants. Moreover, the constants have the correct behavior in the limit of large dimensions, which allows us to deduce an optimal quantitative…
This paper introduces sufficient Lyapunov conditions guaranteeing exponential mean square stability of discrete-time systems with markovian delays. We provide a transformation of the discrete-time system with markovian delays into a…
This paper investigates the mean-square exponential stability of neutral stochastic differential delay equations (NSDDEs) with Markovian switching. The analysis addresses the complexities arising from the interaction between the neutral…
In this paper we study the sensitivity of nonlinear stochastic differential equations of McKean-Vlasov type generated by stable-like processes. By using the method of stochastic characteristics, we transfer these equations to the…
We prove the well-posedness of some non-linear stochastic differential equations in the sense of McKean-Vlasov driven by non-degenerate symmetric $\alpha$-stable L\'evy processes with values in $R^d$ under some mild H{\"o}lder regularity…
This paper studies the existence and global stability of generalized Ornstein-Uhlenbeck process for affine stochastic functional differential equations. Various very basic and important properties are established. In the applications, we…
We study the stability of the equilibrium points of a skew product system. We analyze the possibility to construct a Lyapunov function using a set of conserved quantities and solving an algebraic system. We apply the theoretical results to…
We provide a general framework for the stability of solutions to stochastic partial differential equations with respect to perturbations of the drift. More precisely, we consider stochastic partial differential equations with drift given as…
In this technical note, we consider the stability properties of a viscously damped Timoshenko beam equation with spatially varying parameters. With the help of the port-Hamiltonian framework, we first prove the existence of solutions and…
In this paper stability and error estimates for time discretizations of linear and semilinear parabolic equations by the two-step backward differentiation formula (BDF2) method with variable step-sizes are derived. An affirmative answer is…
A new explicit stabilized scheme of weak order one for stiff and ergodic stochastic differential equations (SDEs) is introduced. In the absence of noise, the new method coincides with the classical deterministic stabilized scheme (or…
In this paper, we present an embedded staggered discontinuous Galerkin method for the convection-diffusion equation. The new method combines the advantages of staggered discontinuous Galerkin (SDG) and embedded discontinuous Galerkin (EDG)…