Related papers: A stochastic invariantization method for It\^o sto…
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 demonstrate the large deviation property for the mild solutions of stochastic evolution equations with monotone nonlinearity and multiplica- tive noise. This is achieved using the recently developed weak convergence method, in studying…
The time discretization of stochastic spectral fractional wave equation is studied by using the difference methods. Firstly, we exploit rectangle formula to get a low order time discretization, whose the strong convergence order is smaller…
This paper studies the existence and uniqueness of solution of It\^o type stochastic differential equation $dx(t)=b(t, x(t), \om)dt+\si(t,x(t), \om) d B(t)$, where $B(t)$ is a fractional Brownian motion of Hurst parameter $H>1/2$ and…
Invariant manifolds provide the geometric structures for describing and understanding dynamics of nonlinear systems. The theory of invariant manifolds for both finite and infinite dimensional autonomous deterministic systems, and for…
We consider a class of linear Vlasov partial differential equations driven by Wiener noise. Different types of stochastic perturbations are treated: additive noise, multiplicative It\^o and Stratonovich noise, and transport noise. We…
We introduce a novel spatial discretization technique for the reliable and efficient simulation of magnetization dynamics governed by the Landau-Lifshitz (LL) equation. The overall discretization error is systematically decomposed into…
We examine a stochastic Landau-Lifshitz-Gilbert equation based on an exchange energy functional containing second-order derivatives of the unknown field. Such regularizations are featured in advanced micromagnetic models recently introduced…
A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…
In this work we recast the collisional Vlasov-Maxwell and Vlasov-Poisson equations as systems of coupled stochastic and partial differential equations, and we derive stochastic variational principles which underlie such reformulations. We…
It is widely assumed that there exists a simple transformation from the It\^o interpretation to the one by Stratonovich and back for any stochastic differential equation of applied interest. While this transformation exists under suitable…
We use the integrable deformations method for a three-dimensional system of differential equations to obtain deformations of the T system. We analyze a deformation given by particular deformation functions. We point out that the obtained…
This report discusses two new ideas for using perturbation methods to solve the time-independent Schr\"odinger equation. The first concept begins with rewriting the perturbation equations in a form that is closely related to matrix…
In this paper we develop a method to solve evolution equations on Gelfand triples with time-fractional derivative based on monotonicity techniques. Applications include deterministic and stochastic quasi-linear partial differential…
In this paper we present a formulation of the nonlinear stochastic differential equation which allows for systematic approximations. The method is not restricted to the asymptotic, i.e., stationary, regime but can be applied to derive…
The technique of stochastic solutions, previously used for deterministic equations, is here proposed as a solution method for partial differential equations driven by distribution-valued noises.
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 provide necessary and sufficient conditions for stochastic invariance of finite dimensional submanifolds for solutions of stochastic partial differential equations (SPDEs) in continuously embedded Hilbert spaces with non-smooth…
In this paper, we study the initial-boundary value problem for the stochastic Landau-Lifshitz-Baryakhtar (SLLBar) equation with Stratonovich-type noise in bounded domains $\mathcal{O}\subset\mathbb{R}^d$, $d=1,2,3$. Our main results can be…
A free choice of the integration sense would lead to the paradox that the number of possible equations (thus of solutions for a given model) can vary under a mere change of the variables. This is shown by a specific change which neutralizes…