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Explicit conditions are presented for the existence, uniqueness and ergodicity of the strong solution to a class of generalized stochastic porous media equations. Our estimate of the convergence rate is sharp according to the known optimal…

Probability · Mathematics 2007-05-23 Giuseppe Da Prato , Boris L. Rozovskii , Michael Röckner , Feng-Yu Wang

These notes present an alternative approach to the asymptotic stability of stochastic partial differential equations driven by multiplicative noise, applicable to a wide range of dissipative systems. The method builds on general criteria…

Probability · Mathematics 2025-03-13 Ziyu Liu

The purpose of this work is twofold. First, we construct probabilistically strong solutions to the three-dimensional Euler equations perturbed by additive noise that are $\mathbb{P}$-almost surely continuous in time, H\"older in space, and…

Analysis of PDEs · Mathematics 2026-03-06 Umberto Pappalettera , Francesco Triggiano

In this paper, we introduce concepts of pathwise random almost periodic and almost automorphic solutions for dynamical systems generated by non-autonomous stochastic equations. These solutions are pathwise stochastic analogues of…

Dynamical Systems · Mathematics 2014-05-27 Bixiang Wang

Periodic measures are the time-periodic counterpart to invariant measures for dynamical systems and can be used to characterise the long-term periodic behaviour of stochastic systems. This paper gives sufficient conditions for the…

Probability · Mathematics 2019-04-18 Chunrong Feng , Huaizhong Zhao , Johnny Zhong

Stochastic-periodic homogenization is studied for the Maxwell equations with nonlinear and periodic electric conductivity. It is shown by the stochastic-two-scale convergence method that the sequence of solutions of a class of highly…

Analysis of PDEs · Mathematics 2023-12-27 Joel Fotso Tachago , Hubert Nnang

We employ an extension of ergodic theory to the random setting to investigate the existence of random periodic solutions of random dynamical systems. Given that a random dynamical system has a dissipative structure, we proved that a random…

Probability · Mathematics 2016-02-25 Kenneth Uda

In this paper, we concern with the ergodic linear-quadratic closed-loop optimal control problems with random periodic coefficients. We put forward the random periodic mean-square exponentially stable condition, and prove the random…

Optimization and Control · Mathematics 2026-01-14 Jiacheng Wu , Qi Zhang

First-order methods are often analyzed via their continuous-time models, where their worst-case convergence properties are usually approached via Lyapunov functions. In this work, we provide a systematic and principled approach to find and…

Numerical Analysis · Mathematics 2024-03-12 Céline Moucer , Adrien Taylor , Francis Bach

Stiff and chaotic differential equations are challenging for time-stepping numerical methods. For explicit methods, the required time step resolution significantly exceeds the resolution associated with the smoothness of the exact solution…

Numerical Analysis · Mathematics 2024-02-28 Jan Scheffel

We consider the first order periodic systems perturbed by a $2N\ts 2N$ matrix-valued periodic potential on the real line. The spectrum of this operator is absolutely continuous and consists of intervals separated by gaps. We define the…

Spectral Theory · Mathematics 2007-05-23 Evgeny Korotyaev

In {\em{Holm}, Proc. Roy. Soc. A 471 (2015)} stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics…

Analysis of PDEs · Mathematics 2017-10-25 Colin J Cotter , Georg A Gottwald , Darryl D Holm

In this paper, we study the existence and uniqueness of periodic solutions of the differential equation of the form . Here, we obtain some sufficient conditions which guarantee the existence of periodic solutions. This equation is a quite…

Classical Analysis and ODEs · Mathematics 2011-08-23 Muzaffer Ates

The Reynolds equation, combined with the Elrod algorithm for including the effect of cavitation, resembles a nonlinear convection-diffusion-reaction (CDR) equation. Its solution by finite elements is prone to oscillations in…

Numerical Analysis · Mathematics 2023-10-12 Hauke Gravenkamp , Simon Pfeil , Ramon Codina

In this work we first provide sufficient conditions to assure the persistence of some zeros of functions having the form $$g(z,\varepsilon)=g_0(z)+\sum_{i=1}^k \varepsilon^i g_i(z)+\mathcal{O}(\varepsilon^{k+1}),$$ for $|\varepsilon|\neq0$…

Dynamical Systems · Mathematics 2017-08-15 Murilo R. Cândido , Jaume Llibre , Douglas D. Novaes

This paper proposes a notion of viscosity weak supersolutions to build a bridge between stochastic Lyapunov stability theory and viscosity solution theory. Different from ordinary differential equations, stochastic differential equations…

Optimization and Control · Mathematics 2022-09-20 Yuki Nishimura , Kenta Hoshino

For a product of i.i.d. random maps or a memoryless stochastic flow on a compact space $X$, we find conditions under which the presence of locally asymptotically stable trajectories (e.g. as given by negative Lyapunov exponents) implies…

Dynamical Systems · Mathematics 2015-02-26 Julian Newman

In this paper, we propose a method of fundamental solutions for the problem of two-dimensional potential flow in a doubly-periodic domain. The solution involves a doubly-periodic function, to which it is difficult to give an approximation…

Numerical Analysis · Mathematics 2020-07-07 Hidenori Ogata

We present a Lyapunov type approach to the problem of existence and uniqueness of general law-dependent stochastic differential equations. In the existing literature most results concerning existence and uniqueness are obtained under…

Probability · Mathematics 2019-11-19 Sima Mehri , Wilhelm Stannat

We consider the periodic problem for two-fluid non-isentropic Euler-Maxwell systems in plasmas. By means of suitable choices of symmetrizers and an induction argument on the order of the time-space derivatives of solutions in energy…

Analysis of PDEs · Mathematics 2018-08-15 Yue-Hong Feng , Xin Li , Shu Wang
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