English
Related papers

Related papers: Random periodic solutions and ergodicity for stoch…

200 papers

In this article, we investigate the existence and properties of time-periodic solutions for damped evolutionary partial differential equations subject to periodic forcing. Particular emphasis is placed on configurations where the energy…

Analysis of PDEs · Mathematics 2026-05-19 Camille Laurent , Ivonne Rivas

In this paper, we use the variational approach to investigate recurrent properties of solutions for stochastic partial differential equations, which is in contrast to the previous semigroup framework. Consider stochastic differential…

Dynamical Systems · Mathematics 2019-11-07 Mengyu Cheng , Zhenxin Liu

In this paper we show irreducibility and the strong Feller property for transition probabilities of stochastic differential equations with jumps and monotone coefficients. Thus, exponential ergodicity and the spectral gap for the…

Probability · Mathematics 2012-07-12 Huijie Qiao

In this article we show the existence of a random-field solution to linear stochastic partial differential equations whose partial differential operator is hyperbolic and has variable coefficients that may depend on the temporal and spatial…

Probability · Mathematics 2017-10-31 Alessia Ascanelli , André Süß

This paper is devoted to the study of Lyapunov type inequalities for periodic conservative systems. The main results are derived from a previous analysis which relates the best Lyapunov constants to some especial (constrained or…

Classical Analysis and ODEs · Mathematics 2010-09-16 Antonio Canada , Salvador Villegas

We construct a family of steady solutions to the two-dimensional incompressible Euler equation in a general bounded domain, such that the vorticity is supported in two well-separated regions of small diameter and converges to a pair of…

Analysis of PDEs · Mathematics 2023-01-19 Guodong Wang , Bijun Zuo

We investigate functions that are exact solutions to chaotic dynamical systems. A generalization of these functions can produce truly random numbers. For the first time, we present solutions to random maps. This allows us to check,…

Chaotic Dynamics · Physics 2009-11-07 J. A. Gonzalez , L. I. Reyes , L. E. Guerrero

In this work we provide conditions for the existence of periodic solutions to nonlinear, second-order difference equations of the form \begin{equation*} y(t+2)+by(t+1)+cy(t)=g(t,y(t)) \end{equation*} where $c\neq 0$, and…

Classical Analysis and ODEs · Mathematics 2015-11-13 Daniel Maroncelli , Jesus Rodriguez

In this paper we establish the ergodicity of Langevin dynamics for simple two-particle system involving a Lennard-Jones type potential. To the best of our knowledge, this is the first such result for a system operating under this type of…

This paper is devoted to provide some new results on Lyapunov type inequalities for the periodic boundary value problem at higher eigenvalues. Our main result is derived from a detailed analysis on the number and distribution of zeros of…

Analysis of PDEs · Mathematics 2009-11-06 Antonio Canada , Salvador Villegas

In this paper, we establish a result for existence and uniqueness of stochastic differential equations on Riemannian manifolds, for regular inhomogeneous tensor coefficients with stochastic drift, under geometrical hypothesis on the…

Probability · Mathematics 2025-05-07 Matthias Rakotomalala

In this paper, we study the existence of random periodic solutions for semilinear stochastic differential equations. We identify these as the solutions of coupled forward-backward infinite horizon stochastic integral equations in general…

Probability · Mathematics 2015-02-11 Chunrong Feng , Huaizhong Zhao , Bo Zhou

In this paper, we discuss the numerical approximation of random periodic solutions (r.p.s.) of stochastic differential equations (SDEs) with multiplicative noise. We prove the existence of the random periodic solution as the limit of the…

Numerical Analysis · Mathematics 2017-10-09 Chunrong Feng , Yu Liu , Huaizhong Zhao

By the Lyapunov-Perron method,we prove the existence of random inertial manifolds for a class of equations driven simultaneously by non-autonomous deterministic and stochastic forcing. These invariant manifolds contain tempered pullback…

Dynamical Systems · Mathematics 2014-09-16 Bixiang Wang

In this paper, we study damped Langevin stochastic differential equations with singular velocity fields. We prove the strong well-posedness of such equations. Moreover, by combining the technique of Lyapunov functions with Krylov's…

Probability · Mathematics 2018-09-06 Renming Song , Longjie Xie

The method of Lyapunov functions is one of the most effective ones for the investigation of stability of dynamical systems, in particular, of stochastic differential systems. The main purpose of the paper is the analysis of the stability of…

Analysis of PDEs · Mathematics 2015-03-13 Tomas Caraballo , Mohamed Ali Hammami , Lasaad Mchiri

In this paper, We study the stability of solutions of fuzzy differential equations by Lyapunov's second method. By using scale equations and comparison principle for Lyapunov - like functions, we give some sufficient criterias for the…

Dynamical Systems · Mathematics 2007-05-23 Le Van Hien

We prove the existence of small steady periodic capillary-gravity water waves for general stratified flows, where we allow for stagnation points in the flow. We establish the existence of both laminar and non-laminar flow solutions for the…

Analysis of PDEs · Mathematics 2013-05-27 David Henry , Bogdan-Vasile Matioc

We consider a second-order equation of Duffing type. Bounds for the derivative of the restoring force are given which ensure the existence and uniqueness of a periodic solution. Furthermore, the unique periodic solution is asymptotically…

Classical Analysis and ODEs · Mathematics 2007-05-23 Hongbin Chen , Yi Li

We formulate stochastic partial differential equations on Riemannian manifolds, moving surfaces, general evolving Riemannian manifolds (with appropriate assumptions) and Riemannian manifolds with random metrics, in the variational setting…

Analysis of PDEs · Mathematics 2012-08-30 C. M. Elliott , M. Hairer , M. R. Scott