Related papers: Statistical Analysis of Some Evolution Equations D…
We derive consistent and asymptotically normal estimators for the drift and volatility parameters of the stochastic heat equation driven by an additive space-only white noise when the solution is sampled discretely in the physical domain.…
This paper focuses on the long-term behavior of solutions to nonlinear stochastic Fokker-Planck equations driven by common noise, where the drift term has a linear dependence on the measure. These equations, which describe the evolution of…
In this paper we study the stochastic inhomogeneous incompressible Euler equations in the whole space $\RR^3$. We prove the existence and pathwise uniqueness of local solutions with both additive and multiplicative stochastic noise. Our…
We study singular limits of stochastic evolution equations in the interplay of disappearing strength of the noise and insufficient regularity, where the equation in the limit with noise would not be defined due to lack of regularity. We…
The aim of these notes is to give an overview of the current results about existence and uniqueness of solutions for the stochastic Euler equation driven by a Brownian noise in a two-dimensional bounded domain.
In this paper, we develop a way of analyzing the random dynamics of stochastic evolution equations with a non-dense domain. Such problems cover several types of evolution equations. We are particularly interested in evolution equations with…
Noise through its interaction with the nonlinearity of the living systems can give rise to counter-intuitive phenomena. In this paper we shortly review noise induced effects in different ecosystems, in which two populations compete for the…
We study evolution equations of drift-diffusion type when various parameters are random. Motivated by applications in pedestrian dynamics, we focus on the case when the total mass is, due to boundary or reaction terms, not conserved. After…
We investigate the stochastic evolution equations describing the motion of a Non-Newtonian fluids excited by multiplicative noise of L\'evy type. By making use of Galerkin approximation we can prove that the system has a global…
Many real-world optimization problems occur in environments that change dynamically or involve stochastic components. Evolutionary algorithms and other bio-inspired algorithms have been widely applied to dynamic and stochastic problems.…
We study the role of the noise in the dynamics of two competing species. We consider generalized Lotka-Volterra equations in the presence of a multiplicative noise, which models the interaction between the species and the environment. The…
In this paper, we develop a new method to obtain the accessibility of stochastic partial differential equations driven by additive pure jump noise. An important novelty of this paper is to allow the driving noises to be degenerate. As an…
This paper deals with the analysis of stochastic systems which can be described by a Langevin equation. By the method presented in this paper drift and diffusion terms of the corresponding Fokker-Planck equation can be extracted from the…
The main topic of this thesis is the analysis of evolution equations reflecting issues in ecology and population dynamics. In mathematical modelling, the impact of environmental elements and the interaction between species is read into the…
For stochastic evolution equations with fractional derivatives, classical solutions exist when the order of the time derivative of the unknown function is not too small compared to the order of the time derivative of the noise; otherwise,…
This work establishes the existence and regularity of random pullback attractors for parabolic partial differential equations with rough nonlinear multiplicative noise under natural assumptions on the coefficients. To this aim, we combine…
Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusion operators driven by a finite dimensional Brownian motion are considered. Under some regularity condition assumed for the solution, the rate of…
We present a noise guided trajectory based system identification method for inferring the dynamical structure from observation generated by stochastic differential equations. Our method can handle various kinds of noise, including the case…
Additive noise in Partial Differential equations, in particular those of fluid mechanics, has relatively natural motivations. The aim of this work is showing that suitable multiscale arguments lead rigorously, from a model of fluid with…
We study nonlinear wave equations perturbed by transport noise acting either on the displacement or on the velocity. Such noise models random advection and, under suitable scaling of space covariance, may generate an effective dissipative…