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In this paper, we establish an exponential ergodicity for stochastic evolution equations with reflection in an infinite dimensional ball. As an application, we obtain the exponential ergodicity of stochastic Navier-Stokes equations with…

Probability · Mathematics 2025-11-19 Zdzislaw Brzezniak , Qi Li , Tusheng Zhang

In this article, we study the persistence of properties of a given classical deter-ministic dierential equation under a stochastic perturbation of two distinct forms: external and internal. The rst case corresponds to add a noise term to a…

Dynamical Systems · Mathematics 2019-10-02 Jacky Cresson , Yasmina Kheloufi , Khadra Nachi , Frédéric Pierret

We give a short, simple proof of maximal regularity for linear parabolic evolution equations on manifolds with cylindrical ends by making use of pseudodifferential parametrices and the concept of R-boundedness for the resolvent.

Analysis of PDEs · Mathematics 2008-08-19 Thomas Krainer

Maximal regularity for the Stokes operator plays a crucial role in the theory of the non-stationary Navier--Stokes equations. In this paper, we consider the finite element semi-discretization of the non-stationary Stokes problem and…

Numerical Analysis · Mathematics 2023-06-21 Tomoya Kemmochi

We study a class of stochastic evolution equations of jump type with random coefficients and its optimal control problem. There are three major ingredients. The first is to prove the existence and uniqueness of the solutions by continuous…

Optimization and Control · Mathematics 2016-10-18 Maoning Tang , Qingxin Meng

This paper is dedicated to the stability analysis of the optimal solutions of a control problem associated with a semilinear elliptic equation. The linear differential operator of the equation is neither monotone nor coercive due to the…

Optimization and Control · Mathematics 2025-11-20 Eduardo Casas , Alberto Domínguez Corella , Nicolai Jork

We consider the Kolmogorov equation, where the right-hand side is given by a non-local integro-differential operator comparable to the fractional Laplacian in velocity with possibly time, space and velocity dependent density. We prove that…

Analysis of PDEs · Mathematics 2025-10-22 Lukas Niebel

We consider a hidden Markov model with multiplicative noise emerging from studies of software reliability. We show the stability of the optimal filter with respect to general initial conditions in the total variation- and $L^p$-norm and…

Probability · Mathematics 2013-01-21 Birgit Debrabant , Wilhelm Stannat

This paper derives two stabilizability theorems for a basic class of discrete-time nonlinear systems with multiple unknown parameters. First, we claim that a discrete-time multi-parameter system is stabilizable if its nonlinear growth rate…

Optimization and Control · Mathematics 2020-07-23 Zhaobo Liu , Chanying Li

The nonlinear semigroup generated by the subdifferential of a convex lower semicontinuous function $\varphi$ has a smoothing effect, discovered by H. Br\'ezis, which implies maximal regularity for the evolution equation. We use this and…

Analysis of PDEs · Mathematics 2019-11-13 Wolfgang Arendt , Daniel Hauer

In this paper, the stability behaviors of stochastic differential equations (SDEs) driven by time-changed Brownian motions are discussed. Based on the generalized Lyapunov method and stochastic analysis, necessary conditions are provided…

Probability · Mathematics 2016-02-29 Qiong Wu

We study an unbounded operator arising naturally after linearizing the system modelling the motion of a rigid body in a viscous incompressible fluid. We show that this operator is $\mathcal{R}$ sectorial in $L^q$ for every $q\in…

Analysis of PDEs · Mathematics 2017-12-04 Debayan Maity , Marius Tucsnak

We present an application of the theory of stochastic processes to model and categorize non-equilibrium physical phenomena. The concepts of uniformly continuous probability measures and modular evolution lead to a systematic hierarchical…

Mathematical Physics · Physics 2009-08-18 Enrique Hernandez-Lemus , Jesus K. Estrada-Gil

In this paper, we study the long-time behavior of a stochastic heat equation with multiplicative noise and localized control. We begin by analyzing the uncontrolled dynamics and derive explicit decay rates for both mean-square and almost…

Optimization and Control · Mathematics 2026-04-13 Víctor Hernández-Santamaría , Kévin Le Balc'h , Liliana Peralta

This contribution is a follow-up of a recent paper by the authors on adaptive, non-linear time-frequency transforms, focusing on the STFT based transforms. The adaptivity is provided by a focus function, that depends on the analyzed…

Classical Analysis and ODEs · Mathematics 2025-06-11 Pierre Warion , Bruno Torrésani

Many real-world systems exhibit ``noisy'' evolution in time; interpreting their finitely-sampled behavior as arising from continuous-time processes (in the It\^o or Stratonovich sense) has led to significant success in modeling and analysis…

Mathematical Physics · Physics 2025-07-29 David Sabin-Miller , Daniel M. Abrams

In the paper we study a measure version of the evolutionary nonlinear Boltzmann-type equation in which we admit a random number of collisions of particles. We consider first a stationary model and use two methods to find its fixed points:…

Analysis of PDEs · Mathematics 2022-05-31 H. Gacki , Ł. Stettner

In this article spatial and temporal regularity of the solution process of a stochastic partial differential equation (SPDE) of evolutionary type with nonlinear multiplicative trace class noise is analyzed.

Probability · Mathematics 2011-11-07 Arnulf Jentzen , Michael Roeckner

The paper focuses on the $L^{p}$-Positivity Preservation property ($L^{p}$-PP for short) on a Riemannian manifold $(M,g)$. It states that any $L^p$ function $u$ with $1<p<+\infty$, which solves $(-\Delta + 1)u\ge 0$ on $M$ in the sense of…

Analysis of PDEs · Mathematics 2023-02-07 Stefano Pigola , Daniele Valtorta , Giona Veronelli

Travelling and rotating waves are ubiquitous phenomena observed in time dependent PDEs modelling the combined effect of dissipation and non-linear interaction. From an abstract viewpoint they appear as relative equilibria of an equivariant…

Numerical Analysis · Mathematics 2018-10-30 Wolf-Jürgen Beyn , Denny Otten