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The work concerns multivalued McKean-Vlasov stochastic differential equations. First of all, we prove the existence and uniqueness of strong solutions for multivalued McKean-Vlasov stochastic differential equations with non-Lipschitz…

Probability · Mathematics 2024-01-02 Huijie Qiao , Jun Gong

The present paper deals with autonomous integral equations with infinite delay via dynamical system approach. Existence, local exponential attractivity, and other properties of center manifold are established by means of the…

Dynamical Systems · Mathematics 2012-12-05 Hideaki Matsunaga , Satoru Murakami , Yutaka Nagabuchi , Nguyen Van Minh

A systematic Bayesian framework is developed for physics constrained parameter inference ofstochastic differential equations (SDE) from partial observations. The physical constraints arederived for stochastic climate models but are…

Data Analysis, Statistics and Probability · Physics 2016-11-25 Daniel Peavoy , Christian L. E. Franzke , Gareth O. Roberts

The problem of homological stability helps us to catch the structure of group homology. We calculate homological stability of special orthogonal groups, and we also calculate the stability of orthogonal groups with determinant-twisted…

K-Theory and Homology · Mathematics 2015-11-04 Masayuki Nakada

In this paper, we obtain stability results for backward stochastic differential equations with jumps (BSDEs) in a very general framework. More specifically, we consider a convergent sequence of standard data, each associated to their own…

Probability · Mathematics 2023-04-06 Antonis Papapantoleon , Dylan Possamaï , Alexandros Saplaouras

The exponential stability, in both mean square and almost sure senses, for energy solutions to a class of nonlinear and non-autonomous stochastic PDEs with finite memory is investigated. Various criteria for stability are obtained. An…

Dynamical Systems · Mathematics 2007-10-11 Li Wan , Jinqiao Duan

Random invariant manifolds often provide geometric structures for understanding stochastic dynamics. In this paper, a dynamical approximation estimate is derived for a class of stochastic partial differential equations, by showing that the…

Dynamical Systems · Mathematics 2007-10-08 Wei Wang , Jinqiao Duan

This paper provides a new unified framework for second-moment stability of discrete-time linear systems with stochastic dynamics. Relations of notions of second-moment stability are studied for the systems with general stochastic dynamics,…

Systems and Control · Electrical Eng. & Systems 2019-11-04 Yohei Hosoe , Tomomichi Hagiwara

In this paper, we discuss the relationships between stability and almost periodicity for solutions of stochastic differential equations. Our essential idea is to get stability of solutions or systems by some inherited properties of Lyapunov…

Dynamical Systems · Mathematics 2016-09-20 Yong Li , Zhenxin Liu , Wenhe Wang

Our aim in this paper is to establish stable manifolds near hyperbolic equilibria of fractional differential equations in arbitrary finite dimensional spaces.

Dynamical Systems · Mathematics 2016-03-18 Nguyen Dinh Cong , Doan Thai Son , Stefan Siegmund , Hoang The Tuan

Stochastic differential equations have proved to be a valuable governing framework for many real-world systems which exhibit ``noise'' or randomness in their evolution. One quality of interest in such systems is the shape of their…

Dynamical Systems · Mathematics 2025-02-04 David Sabin-Miller , Daniel M. Abrams

The aim of this paper is to investigate the response of this system/scheme in terms of stability in presence of explicitly treated residual terms, as it inevitably occurs in the reality of NWP. This sudy is restricted to the impact of…

Atmospheric and Oceanic Physics · Physics 2009-11-10 Pierre Benard , Rene Laprise , Jozef Vivoda , Petra Smolikova

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…

Probability · Mathematics 2024-01-15 Wei Hong , Shanshan Hu , Wei Liu

Given the significance of physical measures in understanding the complexity of dynamical systems as well as the noisy nature of real-world systems, investigating the stability of physical measures under noise perturbations is undoubtedly a…

Dynamical Systems · Mathematics 2025-06-24 Weiwei Qi , Zhongwei Shen , Yingfei Yi

We study the steady state solutions of a generalized logistic type equation on a complete Riemannian manifold. We provide sufficient conditions for existence, respectively non-existence of positive solutions, which depend on the relative…

Differential Geometry · Mathematics 2007-06-04 Stefano Pigola , Marco Rigoli , Alberto G. Setti

We construct stable manifolds for a class of degenerate evolution equations including the steady Boltzmann equation, establishing in the process exponential decay of associated kinetic shock and boundary layers to their limiting equilibrium…

Dynamical Systems · Mathematics 2016-12-21 Alin Pogan , Kevin Zumbrun

The main purpose of this work is to characterize the almost sure local structure stability of solutions to a class of linear stochastic partial functional differential equations (SPFDEs) by investigating the Lyapunov exponents and invariant…

Dynamical Systems · Mathematics 2023-10-20 Wenjie Hu , Tomás Caraballo

Invariant manifolds provide the geometric structures for describing and understanding dynamics of nonlinear systems. The theory of invariant manifolds for both finite and infinite dimensional autonomous deterministic systems, and for…

Dynamical Systems · Mathematics 2007-05-23 Jinqiao Duan , Kening Lu , Bjoern Schmalfuss

The interest of the scientific community for the existence, uniqueness and stability of solutions to PDE's is testified by the numerous works available in the literature. In particular, in some recent publications on the subject an…

Analysis of PDEs · Mathematics 2019-02-22 Daniele Casagrande , Daniele Del Santo , Martino Prizzi

In this paper, we prove the existence and uniqueness of the solution for neutral stochastic differential delay equations with locally monotone coefficients by using numerical approximation. An example is provided to illustrate our theory.

Probability · Mathematics 2015-11-25 Yanting Ji , Qingshuo Song , Chenggui Yuan