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In this work we study permanence of hyperbolicity for autonomous differential equations under nonautonomous random/stochastic perturbations. For the linear case, we study robustness and existence of exponential dichotomies for nonautonomous…

Analysis of PDEs · Mathematics 2021-04-06 Tomás Caraballo , Alexandre N. de Carvalho , José A. Langa , Alexandre N. Oliveira-Sousa

We consider the one-dimensional stochastic heat equation driven by a multiplicative space-time white noise. We show that the spatial integral of the solution from $-R$ to $R$ converges in total variance distance to a standard normal…

Probability · Mathematics 2018-10-24 Jingyu Huang , David Nualart , Lauri Viitasaari

This article is devoted to the numerical study of various finite difference approximations to the stochastic Burgers equation. Of particular interest in the one-dimensional case is the situation where the driving noise is white both in…

Probability · Mathematics 2013-09-20 Martin Hairer , Jochen Voss

In this paper, the optimal control for discrete-time systems driven by fractional noises is studied. A stochastic maximum principle is obtained by introducing a backward stochastic difference equation contains both fractional noises and the…

Optimization and Control · Mathematics 2024-12-24 Yuecai Han , Yuhang Li

Consider the following stochastic reaction-diffusion equation with logarithmic superlinear coefficient b, driven by space-time white noise W: $$ u_t(t,x) = (1/2)u_{xx}(t,x) + b(u(t,x)) + \sigma(u(t,x))W(dt,dx) $$ for $t > 0$ and $x \in…

Probability · Mathematics 2025-09-17 Shijie Shang , Pengyu Wang , Tusheng Zhang

In this paper, we present an approach to characterising fast-reaction limits of systems with nonlinear diffusion, when there are either two reaction-diffusion equations, or one reaction-diffusion equation and one ordinary differential…

Analysis of PDEs · Mathematics 2022-10-17 Elaine Crooks , Yini Du

We prove a version of the stochastic maximum principle, in the sense of Pontryagin, for the finite horizon optimal control of a stochastic partial differential equation driven by an infinite dimensional additive noise. In particular we…

Probability · Mathematics 2017-03-14 Marco Fuhrman , Carlo Orrieri

We consider a stochastically perturbed reaction diffusion equation in a bounded interval, with boundary conditions imposing the two stable phases at the endpoints. We investigate the asymptotic behavior of the front separating the two…

Mathematical Physics · Physics 2016-02-11 L. Bertini , S. Brassesco , P. Buttà

The adsorption phenomenon of neutral particles from the limiting surfaces of the sample in the Langmuir approximation is investigated. The diffusion equation regulating the redistribution of particles in the bulk is assumed to be of…

Mathematical Physics · Physics 2014-02-13 A Sapora , M Codegone , G Barbero , LR Evangelista

We consider the spatially inhomogeneous Landau equation with soft potentials, including the case of Coulomb interactions. First, we establish the existence of solutions for a short time, assuming the initial data is in a fourth-order…

Analysis of PDEs · Mathematics 2018-05-30 Christopher Henderson , Stanley Snelson , Andrei Tarfulea

This paper studies, in dimensions greater than two, stationary diffusion processes in random environment which are small, isotropic perturbations of Brownian motion satisfying a finite range dependence. Such processes were first considered…

Analysis of PDEs · Mathematics 2016-01-26 Benjamin J. Fehrman

Travelling wave solutions of reaction-diffusion equations are widely used to model the spatial spread of populations and other phenomena in biology and physics. In this article, we reinterpret the classical variational principle approach…

Analysis of PDEs · Mathematics 2026-03-19 Rebecca M. Crossley , Carles Falco , Ruth E. Baker

We study a time--space nonlocal diffusion equation driven by additive time--space white noise, where the time derivative is the Caputo derivative of order $\alpha\in(0,2)$. The model couples local diffusion with a nonlocal convolution…

Analysis of PDEs · Mathematics 2026-01-22 M. Alwohaibi , D. Alsaleh , M. El-Beltagy , M. Majdoub , E. Mliki

We establish the existence of solutions to a class of non-linear stochastic differential equation of reaction-diffusion type in an infinite-dimensional space, with diffusion corresponding to a given transition kernel. The solution obtained…

Probability · Mathematics 2021-08-10 Conrado da Costa , Bernardo Freitas Paulo da Costa , Daniel Valesin

A time-space fractional reaction-diffusion equation in a bounded domain is considered. Under some conditions on the initial data, we show that solutions may experience blow-up in a finite time. However, for realistic initial conditions,…

Analysis of PDEs · Mathematics 2020-04-09 Ahmed Alsaedi , Mokhtar Kirane , Berikbol T. Torebek

We study the long time behavior of solutions of the Cauchy problem for nonlinear reaction-diffusion equations in one space dimension with the nonlinearity of bistable, ignition or monostable type. We prove a one-to-one relation between the…

Analysis of PDEs · Mathematics 2013-09-24 C. B. Muratov , X. Zhong

We show existence of solutions for the equations of static atomistic nonlinear elasticity theory on a bounded domain with prescribed boundary values. We also show their convergence to the solutions of continuum nonlinear elasticity theory,…

Analysis of PDEs · Mathematics 2016-06-30 Julian Braun , Bernd Schmidt

In this paper, we study the stochastic heat equation in the spatial domain $\mathbb{R}^d$ subject to a Gaussian noise which is white in time and colored in space. The spatial correlation can be any symmetric, nonnegative and…

Probability · Mathematics 2015-10-22 Le Chen , Kunwoo Kim

We consider stochastic reaction-diffusion equations on a finite network represented by a finite graph. On each edge in the graph a multiplicative cylindrical Gaussian noise driven reaction-diffusion equation is given supplemented by a…

Probability · Mathematics 2021-06-22 Mihály Kovács , Eszter Sikolya

In this article, we present a numerical approach to ensure the preservation of physical bounds on the solutions to linear and nonlinear hyperbolic convection-reaction problems at the discrete level. We provide a rigorous framework for error…

Numerical Analysis · Mathematics 2025-01-22 Ben S. Ashby , Abdalaziz Hamdan , Tristan Pryer