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We consider a random process as a solution of stochastic differential equations with dependence of the coefficients on small parameter $\varepsilon$ and we suppose that the drift coefficients of these equations are unbounded on the…
Invariant manifolds are fundamental tools for describing and understanding nonlinear dynamics. In this paper, we present a theory of stable and unstable manifolds for infinite dimensional random dynamical systems generated by a class of…
We prove the existence of global-in-time regular solutions to a system of stochastic quadratic reaction-diffusion equations. Global-in-time existence is based on a $L^\infty$-estimate obtained by an approach {\`a} la De Giorgi, as in…
This paper presents an analysis approach to finite-time attraction in probability concerns with nonlinear systems described by nonlinear random differential equations (RDE). RDE provide meticulous physical interpreted models for some…
We obtain conditions for the differentiability of weak solutions for a second-order uniformly elliptic equation in divergence form with a homogeneous co-normal boundary condition. The modulus of continuity for the coefficients is assumed to…
In this paper, we consider the stochastic Langevin equation with additive noises, which possesses both conformal symplectic geometric structure and ergodicity. We propose a methodology of constructing high weak order conformal symplectic…
We study the existence and orbital stability/instability of periodic standing wave solutions for the Klein-Gordon-Schr\"odinger system with Yukawa and cubic interactions. We prove the existence of periodic waves depending on the Jacobian…
Unlike many deterministic PDEs, stochastic equations are not amenable to the classical variational theory of Euler-Lagrange. In this paper, we show how self-dual variational calculus leads to solutions of various stochastic partial…
We study the ergodicity of stochastic reaction-diffusion equation driven by subordinate Brownian motions. After establishing the strong Feller property and irreducibility of the system, we prove the tightness of the solution's law. These…
In this paper, we propose a method of fundamental solutions for the problems of two-dimensional potential flow past a doubly-periodic array of obstacles. The solutions of these problems involve doubly-periodic functions, and it is difficult…
In this paper, we consider numerical approximation to periodic measure of a time periodic stochastic differential equations (SDEs) under weakly dissipative condition. For this we first study the existence of the periodic measure $\rho_t$…
Randomness is ubiquitous in modern engineering. The uncertainty is often modeled as random coefficients in the differential equations that describe the underlying physics. In this work, we describe a two-step framework for numerically…
Pesin's formula relates the entropy of a dynamical system with its positive Lyapunov exponents. It is well known, that this formula holds true for random dynamical systems on a compact Riemannian manifold with invariant probability measure…
This paper presents a proof that existence of a polynomial Lyapunov function is necessary and sufficient for exponential stability of sufficiently smooth nonlinear ordinary differential equations on bounded sets. The main result states that…
The notion of periodic two-scale convergence and the method of periodic unfolding are prominent and useful tools in multiscale modeling and analysis of PDEs with rapidly oscillating periodic coefficients. In this paper we are interested in…
In the paper, stationary measures of stochastic differential equations with jumps are considered. Under some general conditions, existence of stationary measures is proved through Markov measures and Lyapunov functions. Moreover, for two…
We prove the existence of weak solutions to a viscoelastic phase separation problem in two space dimensions. The mathematical model consists of a Cahn-Hilliard-type equation for two-phase flows and the Peterlin-Navier-Stokes equations for…
We consider a class of semi-linear differential Volterra equations with memory terms, polynomial nonlinearities and random perturbation. For a broad class of nonlinearities, we study statistically steady states of the system and find that…
This paper is concerned with the following Euler-Lagrange system \[ \frac{d}{dt}\mathcal{L}_v(t,u(t),\dot u(t))=\mathcal{L}_x(t,u(t),\dot u(t))\quad \text{ for a.e. }t\in[-T,T],\quad u(-T)=u(T), \] where Lagrangian is given by…
In this paper, BDG-type inequality for G-stochastic calculus with respect to G-Levy process is obtained and solutions of stochastic differential equations driven by G-Levy process under non-Lipschitz condition are constructed. Moreover, we…