Related papers: Nonuniform Mean-square Exponential Dichotomies and…
In this paper, we first explore exponential stability by using Monotonicity inequality and use this information to obtain the existence of Invariant measure for linear Stochastic PDEs with potential in the space of tempered distributions.…
We investigate three types of averaging principles and the normal deviation for multi-scale stochastic differential equations (in short, SDEs) with polynomial nonlinearity. More specifically, we first demonstrate the strong convergence of…
Stochastic differential equations (SDEs) are a ubiquitous modeling framework that finds applications in physics, biology, engineering, social science, and finance. Due to the availability of large-scale data sets, there is growing interest…
We study a new class of McKean-Vlasov stochastic differential equations (SDEs), possibly with common noise, applying the theory of time-inhomogeneous polynomial processes. The drift and volatility coefficients of these SDEs depend on the…
This paper studies the second moment boundedness of solutions of linear stochastic delay differential equations. First, we give a framework, for general $\mathrm{N}$-dimensional linear stochastic differential equations with a single…
This paper extends deterministic notions of Strong Stability Preservation (SSP) to the stochastic setting, enabling nonlinearly stable numerical solutions to stochastic differential equations (SDEs) and stochastic partial differential…
We establish stability and pathwise uniqueness of solutions to Wiener noise driven McKean-Vlasov equations with random non-Lipschitz continuous coefficients. In the deterministic case, we also obtain the existence of unique strong…
We consider stochastic partial differential equations (SPDEs) on the one-dimensional torus, driven by space-time white noise, and with a time-periodic drift term, which vanishes on two stable and one unstable equilibrium branches. Each of…
We prove a general criterion providing sufficient conditions under which a time-discretiziation of a given Stochastic Differential Equation (SDE) is a uniform in time approximation of the SDE. The criterion is also, to a certain extent,…
In this paper, we investigate the mean-square stabilization for discrete-time stochastic systems that endure both multiple input delays and multiplicative control-dependent noises. For such multi-delay stochastic systems, we for the first…
Delattre et al. (2013) considered n independent stochastic differential equations (SDEs), where in each case the drift term is associated with a random effect, the distribution of which depends upon unknown parameters. Assuming the…
In this work, we present a scalable Linear Matrix Inequality (LMI) based framework to verify the stability of a set of linear Partial Differential Equations (PDEs) in one spatial dimension coupled with a set of Ordinary Differential…
We revisit the numerical stability of four well-established explicit stochastic integration schemes through a new generic benchmark stochastic differential equation designed to assess asymptotic statistical accuracy and stability…
We study the linear dynamics of spectrally stable $T$-periodic stationary solutions of the Lugiato-Lefever equation (LLE), a damped nonlinear Schr\"odinger equation with forcing that arises in nonlinear optics. Such $T$-periodic solutions…
Exponential dichotomies play a central role in stability theory for dynamical systems. They allow to split the state space into two subspaces, where all trajectories in one subspace decay whereas all trajectories in the other subspace grow,…
In this paper, we establish the second Bogolyubov theorem and global averaging principle for stochastic partial differential equations (in short, SPDEs) with monotone coefficients. Firstly, we prove that there exists a unique…
The celebrated S-Lemma was originally proposed to ensure the existence of a quadratic Lyapunov function in the Lur'e problem of absolute stability. A quadratic Lyapunov function is, however, nothing else than a squared Euclidean norm on the…
This paper mainly investigates the strong convergence and stability of the truncated Euler-Maruyama (EM) method for stochastic differential delay equations with variable delay whose coefficients can be growing super-linearly. By…
In this paper we mainly investigate the strong and weak well-posedness of a class of McKean-Vlasov stochastic (partial) differential equations. The main existence and uniqueness results state that we only need to impose some local…
Schwinger-Dyson equations (SDEs) provide a natural staring point to study non-perturbative phenomena such as dynamical chiral symmetry breaking in gauge field theories. We briefly review this research in the context of quenched quantum…