Related papers: Stochastic differential equations on noncompact ma…
Retarded stochastic differential equations (SDEs) constitute a large collection of systems arising in various real-life applications. Most of the existing results make crucial use of dissipative conditions. Dealing with "pure delay" systems…
We give a sufficient condition on nonlinearities of an SDE on a compact connected Riemannian manifold $M$ which implies that laws of all solutions converge weakly to the normalized Riemannian volume measure on $M$. This result is further…
We introduce a new technique for proving the classical Stable Manifold theorem for hyperbolic fixed points. This method is much more geometrical than the standard approaches which rely on abstract fixed point theorems. It is based on the…
We derive stability criteria for saddle points of a class of nonsmooth optimization problems in Hilbert spaces arising in PDE-constrained optimization, using metric regularity of infinite-dimensional set-valued mappings. A main ingredient…
A Riemannian stochastic representation of model uncertainties in molecular dynamics is proposed. The approach relies on a reduced-order model, the projection basis of which is randomized on a subset of the Stiefel manifold characterized by…
A combination of implicit and explicit timestepping is analyzed for a system of ODEs motivated by ones arising from spatial discretizations of evolutionary partial differential equations. Loosely speaking, the method we consider is implicit…
The paper deals with a class of cooperative functional differential equations (FDEs) with infinite delay, for which sufficient conditions for persistence and permanence are established. Here, the persistence refers to all solutions with…
This paper explores the exponential stability of two nonlinear wave equations coupled through their velocities. The analysis is divided into two main cases. First, we consider a system where one equation is damped, while the other…
Complications arising from the non-compact nature of the phase space of N-body systems prevent any asymptotic characterization of chaotic behaviour (since no equilibrium final states can exist). This leads us to revisit some of the old…
In this article, we consider the following class of stochastic partial differential equations (SPDE): \begin{equation*} \left\{\begin{aligned}\mathrm{d} \mathbf{X}(t)&=\mathrm{A}(t,\mathbf{X}(t))\mathrm{d}…
Many stochastic differential equations (SDEs) in the literature have a superlinearly growing nonlinearity in their drift or diffusion coefficient. Unfortunately, moments of the computationally efficient Euler-Maruyama approximation method…
We consider Mc Kean-Vlasov stochastic differential equations (MVSDEs), which are SDEs where the drift and diffusion coefficients depend not only on the state of the unknown process but also on its probability distribution. This type of SDEs…
A linear system of difference equations and a nonlinear perturbation are considered, we obtain sufficient conditions to ensure the topological equivalence between them, namely, the linear part satisfies a property of dichotomy on the…
We consider an inverse problem for the nonlinear Boltzmann equation with a time-dependent kernel in dimensions $n\ge 2$. We establish a logarithm-type stability result for the collision kernel from measurements under certain additional…
In this paper, we consider the asymptotic stability for a system of linear delay differential equations. By analysing of the characteristic equation in detail, we have established the necessary and sufficient condition for the asymptotic…
This article deals with invariant manifolds for infinite dimensional random dynamical systems with different time scales. Such a random system is generated by a coupled system of fast-slow stochastic evolutionary equations. Under suitable…
The existence and uniqueness of measure-valued solutions to stochastic nonlinear, non-local Fokker-Planck equations is proven. This type of stochastic PDE is shown to arise in the mean field limit of weakly interacting diffusions with…
The problem considered in the paper is exponential stability of linear equations and global attractivity of nonlinear non-autonomous equations which include a non-delay term and one or more delayed terms. First, we demonstrate that…
Existence and stability of time periodic solutions for nonlinear elastic wave equations with viscoelastic terms are established. The existence of the time periodic solution is proved using the spectral decomposition of the linear principal…
We consider endomorphisms of a compact manifold which are expanding except for a finite number of points and prove the existence and uniqueness of a physical measure and its stochastical stability. We also characterize the zero-noise limit…