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In this tutorial, three examples of stochastic systems are considered: A strongly-damped oscillator, a weakly-damped oscillator and an undamped oscillator (integrator) driven by noise. The evolution of these systems is characterized by the…

Statistical Mechanics · Physics 2022-02-02 C. J. McKinstrie , T. J. Stirling , A. S. Helmy

We study strictly parabolic stochastic partial differential equations on $\R^d$, $d\ge 1$, driven by a Gaussian noise white in time and coloured in space. Assuming that the coefficients of the differential operator are random, we give…

Probability · Mathematics 2007-05-23 Marco Ferrante , Marta Sanz-Solé

In this paper, a standard about the existence and upper semi-continuity of pullback attractors in the non-initial space is established for some classes of non-autonomous SPDE. This pullback attractor, which is the omega-limit set of the…

Analysis of PDEs · Mathematics 2015-04-17 Wenqiang Zhao , Shuzhi Song

In this paper we obtain the existence of global attractors for the dynamical systems generated by weak solution of the three-dimensional Navier-Stokes equations with damping. We consider two cases, depending on the values of the parameters…

Analysis of PDEs · Mathematics 2025-07-30 Daniel Pardo , José Valero , Ángel Giménez

In this paper we investigate quasi-stationary distributions {\mu}_N of stochastic approximation algorithms with constant step size which can be viewed as random perturbations of a time-continuous dynamical system. Inspired by ecological…

Probability · Mathematics 2013-05-03 Bastien Marmet

In this article we initiate the mathematical study of the dynamics of a system of nonlinear Partial Differential Equations modelling the motion of incompressible, isothermal and conducting modified bipolar fluids in presence of magnetic…

Analysis of PDEs · Mathematics 2012-06-25 Paul Andre Razafimandimby

We prove that a system of locally interacting diffusions carrying discrete masses, subject to an environmental noise and undergoing mass coagulation, converges to a system of Stochastic Partial Differential Equations (SPDEs) with…

Probability · Mathematics 2022-03-15 Franco Flandoli , Ruojun Huang

We study a class of stochastic evolution equations with a dissipative forcing nonlinearity and additive noise. The noise is assumed to satisfy rather general assumptions about the form of the covariance function; our framework covers…

Probability · Mathematics 2009-11-23 Stefano Bonaccorsi , Ciprian Tudor

We prove a concise and easily verifiable criterion on the existence and global stability of stationary solutions for random dynamical systems (RDSs). As a consequence, we can show that the $\omega$-limit sets of all pullback trajectories of…

Dynamical Systems · Mathematics 2025-08-13 Xiang Lv

This book is an introduction to the theory of stochastic partial differential equations (SPDEs), using the random field approach pioneered by J.B. Walsh (1986). It consists of two blocks: the core matter (Chapters 1 to 6) and the appendices…

Probability · Mathematics 2026-02-17 Robert C. Dalang , Marta Sanz-Solé

The asymptotic attractors of a nonlinear dynamical system play a key role in the long-term physically observable behaviors of the system. The study of attractors and the search for distinct types of attractor have been a central task in…

Chaotic Dynamics · Physics 2017-04-14 Hai-Lin Zou , Zi-Chen Deng , Wei-Peng Hu , Kazuyuki Aihara , Ying-Cheng Lai

This paper presents theoretical advances in the application of the Stochastic Partial Differential Equation (SPDE) approach in geostatistics. We show a general approach to construct stationary models related to a wide class of linear SPDEs,…

Statistics Theory · Mathematics 2018-07-30 Ricardo Carrizo Vergara , Denis Allard , Nicolas Desassis

We further elaborate on the solvability of stochastic partial differential equations (SPDEs). We shall discuss non-autonomous partial differential equations with an abstract realization of the stochastic integral on the right-hand side. Our…

Analysis of PDEs · Mathematics 2018-09-03 Rainer Picard , Sascha Trostorff , Marcus Waurick

In this article we deal with a class of strongly coupled parabolic systems that encompasses two different effects: degenerate diffusion and chemotaxis. Such classes of equations arise in the mesoscale level modeling of biomass spreading…

Analysis of PDEs · Mathematics 2017-09-15 Messoud Efendiev , Anna Zhigun

Using properties of asymptotically almost periodic solutions we prove existence theorem for piece-wise continuous almost periodic solutions of differential equations with delay and impulses. We apply these results to study almost periodic…

Dynamical Systems · Mathematics 2013-11-07 Y. M. Myslo , V. I. Tkachenko

We consider parabolic PDEs with randomly switching boundary conditions. In order to analyze these random PDEs, we consider more general stochastic hybrid systems and prove convergence to, and properties of, a stationary distribution.…

Probability · Mathematics 2020-03-13 Sean D. Lawley , Jonathan C. Mattingly , Michael C. Reed

We deal with a class of parabolic nonlinear evolution equations with state-dependent delay. This class covers several important PDE models arising in biology. We first prove well-posedness in a certain space of functions which are Lipschitz…

Analysis of PDEs · Mathematics 2016-03-22 Igor Chueshov , Alexander Rezounenko

We consider the synchronization of solutions to coupled systems of the conjugate random ordinary differential equations (RODEs) for the $N$-Stratronovich stochastic ordinary differential equations (SODEs) with linear multiplicative noise…

Dynamical Systems · Mathematics 2014-02-11 Zhongwei Shen , Shengfan Zhou , Xiaoying Han

The hydrodynamical model of the collective behavior of animals consists of the Euler equation with additional non-local forcing terms representing the repulsive and attractive forces among individuals. This paper deals with the system…

Analysis of PDEs · Mathematics 2021-07-01 Pavel Ludvik , Vaclav Macha

In this paper, we will show that a periodic nonlinear, time-varying dissipative system that is defined on a genus-p surface contains one or more invariant sets which act as attractors. Moreover, we shall generalize a result in [Martins,…

Dynamical Systems · Mathematics 2015-05-13 Yi Song , Stephen P. Banks