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This paper establishes a Freidlin-Wentzell large deviation principle for stochastic differential equations(SDEs) under locally weak monotonicity conditions and Lyapunov conditions. We illustrate the main result of the paper by showing that…

Probability · Mathematics 2021-10-14 Jian Wang , Hao Yang , Jianliang Zhai , Tusheng Zhang

This study investigates a stochastic version of a class of non-Newtonian fluids governed by third-grade fluid equations, which exhibit complex and highly nonlinear dynamics. In particular, we address the random dynamics and asymptotic…

Probability · Mathematics 2026-01-22 Kush Kinra

Uncertainties are abundant in complex systems. Mathematical models for these systems thus contain random effects or noises. The models are often in the form of stochastic differential equations, with some parameters to be determined by…

Numerical Analysis · Mathematics 2015-03-13 Jiarui Yang , Jinqiao Duan

The sample-function regularity of the random-field solution to a stochastic partial differential equation (SPDE) depends naturally on the roughness of the external noise, as well as on the properties of the underlying integro-differential…

Probability · Mathematics 2023-11-21 Davar Khoshnevisan , Marta Sanz-Solé

In this paper, a non-autonomous stochastic logistic system is considered. An interesting result on the effect of stochastically perturbation for the dynamic behavior are obtained. That is, under certain conditions the stochastic system have…

Dynamical Systems · Mathematics 2012-08-08 Hu Hongxiao

We show that the Navier-Stokes as well as a random perturbation of this equation can be derived from a stochastic variational principle where the pressure is introduced as a Lagrange multiplier. Moreover we describe how to obtain…

Analysis of PDEs · Mathematics 2019-03-19 Ana Bela Cruzeiro

In this paper, we extend the energy-Casimir stability method for deterministic Lie-Poisson Hamiltonian systems to provide sufficient conditions for the stability in probability of stochastic dynamical systems with symmetries and…

Dynamical Systems · Mathematics 2018-04-18 Alexis Arnaudon , Nader Ganaba , Darryl Holm

We consider the barotropic Navier--Stokes system driven by a physically well-motivated transport noise in both continuity as well as momentum equation. We focus on three different situations: (i) the noise is smooth in time and the…

Analysis of PDEs · Mathematics 2021-12-13 Dominic Breit , Eduard Feireisl , Martina Hofmanova , Ewelina Zatorska

In this article we investigate the spatial Sobolev regularity of mild solutions to stochastic Burgers equations with additive trace class noise. Our findings are based on a combination of suitable bootstrap-type arguments and a detailed…

Probability · Mathematics 2021-11-02 Arnulf Jentzen , Felix Lindner , Primož Pušnik

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

The existence of random dynamical systems for McKean--Vlasov SDEs is established. This is approached by considering the joint dynamics of the corresponding nonlinear Fokker-Planck equation governing the law of the system and the underlying…

Probability · Mathematics 2025-07-04 Benjamin Gess , Rishabh S. Gvalani , Shanshan Hu

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 use a stochastic partial differential equation (SPDE) as a model for the density of a population under the influence of random external forces/stimuli given by the environment. We study statistical properties for two…

Probability · Mathematics 2023-12-21 Fernando Baltazar-Larios , Francisco Delgado-Vences , Liliana Peralta

We prove the exponential stability of the zero solution of a stochastic differential equation with a H\"older noise, under the strong dissipativity assumption. As a result, we also prove that there exists a random pullback attractor for a…

Probability · Mathematics 2019-05-14 Luu Hoang Duc , Phan Thanh Hong , Nguyen Dinh Cong

Stemming from the stochastic Lotka-Volterra or predator-prey equations, this work aims to model the spatial inhomogeneity by using stochastic partial differential equations (SPDEs). Compared to the classical models, the SPDE model is more…

Dynamical Systems · Mathematics 2019-11-21 N. N. Nhu , G. Yin

We study the compressible Navier-Stokes system driven by physically relevant transport noise, where the noise influences both the continuity and momentum equations. Our approach is based on transforming the system into a partial…

Analysis of PDEs · Mathematics 2025-04-15 D. Breit , E. Feireisl , M. Hofmanova , P. B. Mucha

In this paper we prove the existence and uniqueness of maximal strong (in PDE sense) solution to several stochastic hydrodynamical systems on unbounded and bounded domains of $\mathbb{R}^n$, $n=2,3$. This maximal solution turns out to be a…

Probability · Mathematics 2014-07-23 Hakima Bessaih , Erika Hausenblas , Paul Razafimandimby

Semilinear stochastic evolution equations with multiplicative L\'evy noise and monotone nonlinear drift are considered. Unlike other similar works, we do not impose coercivity conditions on coefficients. We establish the continuous…

Probability · Mathematics 2014-06-17 Erfan Salavati , Bijan Z. Zangeneh

In the present work, we establish the approximation of nonlinear stochastic partial differential equation (SPDE) driven by cylindrical {\alpha}-stable L\'evy processes via modulation or amplitude equations. We study SPDEs with a cubic…

Dynamical Systems · Mathematics 2021-06-30 Shenglan Yuan , Dirk Blömker

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…

Analysis of PDEs · Mathematics 2018-02-08 Shirin Boroushaki , Nassif Ghoussoub
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