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In this paper, we establish existence and uniqueness of strong solutions for a stochastic differential equation driven by an additive noise given by the sum of two correlated fractional Brownian sheets with different Hurst parameters. Our…

Probability · Mathematics 2026-03-11 Rachid Belfadli , Youssef Ouknine , Ercan Sönmez

The aim of this paper is to study the $L^1$-stability of periodic stationary solutions of scalar convection-diffusion equations. We obtain dispersion in $L^2$ for all space dimensions using Kru\v{z}kov type entropy. And when the space…

Analysis of PDEs · Mathematics 2009-02-12 Valérie Le Blanc

This paper is concerned with stability analysis and synthesis for discrete-time linear systems with stochastic dynamics. Equivalence is first proved for three stability notions under some key assumptions on the randomness behind the…

Systems and Control · Computer Science 2019-03-01 Yohei Hosoe , Tomomichi Hagiwara

The position of a reaction front, propagating into a metastable state, fluctuates because of the shot noise of reactions and diffusion. A recent theory [B. Meerson, P.V. Sasorov, and Y. Kaplan, Phys. Rev. E 84, 011147 (2011)] gave a closed…

Statistical Mechanics · Physics 2015-06-04 Evgeniy Khain , Baruch Meerson

In this note, we investigate a doubly nonlinear diffusion equation in the slow diffusion regime. We prove stability of the pressure of solutions that are close to traveling wave solutions in a homogeneous Lipschitz sense. We derive…

Analysis of PDEs · Mathematics 2026-02-25 Christian Seis , Dominik Winkler

A general reaction-diffusion equation with spatiotemporal delay and homogeneous Dirichlet boundary condition is considered. The existence and stability of positive steady state solutions are proved via studying an equivalent…

Analysis of PDEs · Mathematics 2021-02-24 Wenjie Zuo , Junping Shi

We study the long time statistics of a class of semi--linear wave equations modeling the motions of a particle suspended in continuous media while being subjected to random perturbations via an additive Gaussian noise. By comparison with…

Probability · Mathematics 2023-12-05 Hung D. Nguyen

We study small random perturbations by additive space-time white noise of a reaction-diffusion equation with a unique stable equilibrium and solutions which blow up in finite time. We show that for initial data in the domain of attraction…

Analysis of PDEs · Mathematics 2015-01-09 Pablo Groisman , Santiago Saglietti , Nicolas Saintier

This paper investigates the well-posedness and small-noise asymptotics of a class of stochastic partial differential equations defined on a bounded domain of $\mathbb{R}^d$, where the diffusion coefficient depends nonlinearly and…

Probability · Mathematics 2025-06-23 Sandra Cerrai , Giuseppina Guatteri , Gianmario Tessitore

Stability of stationary solutions of parabolic equations is conventionally studied by linear stability analysis, Lyapunov functions or lower and upper functions. We discuss here another approach based on differential inequalities written…

Functional Analysis · Mathematics 2012-06-26 A. G. Ramm , V. Volpert

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…

Analysis of PDEs · Mathematics 2025-03-07 Raphael Maillet

This paper studies the solutions of a reaction--diffusion system with nonlinearities that generalise the Lengyel--Epstein and FitzHugh--Nagumo nonlinearities. Sufficient conditions are derived for the global asymptotic stability of the…

Analysis of PDEs · Mathematics 2018-09-25 Salem Abdelmalek , Samir Bendoukha , Mokhtar Kirane

We consider a class of reaction-diffusion equations with a stochastic perturbation on the boundary. We show that in the limit of fast diffusion, one can rigorously approximate solutions of the system of PDEs with stochastic Neumann boundary…

Analysis of PDEs · Mathematics 2014-08-13 Wael W. Mohammed , Dirk Blömker

We investigate stability of a solution of a hybrid system in the sense that the graphs of solutions from nearby initial conditions remain close and tend towards the graph of the given solution. In this manner, a small continuous-time…

Optimization and Control · Mathematics 2024-09-23 J. J. B. Biemond , R. Postoyan , W. P. M. H. Heemels , N. van de Wouw

Existence, uniqueness, and regularity of a strong solution are obtained for stochastic PDEs with a colored noise $F$ and its super-linear diffusion coefficient: $$ du=(a^{ij}u_{x^ix^j}+b^iu_{x^i}+cu)dt+\xi|u|^{1+\lambda}dF, \quad…

Probability · Mathematics 2021-01-06 Jae-Hwan Choi , Beom-Seok Han

In this paper we prove the well-posedness of non-autonomous deterministic and stochastic reaction-diffusion equations with a polynomial reaction term. Concerning the stochastic problem, we also prove a new result on the space-time…

Probability · Mathematics 2025-11-04 Davide A. Bignamini , Paolo De Fazio

Some sufficient conditions on the algebraic stability of non-homogeneous regime-switching diffusion processes are established. In this work we focus on determining the decay rate of a stochastic system which switches randomly between…

Probability · Mathematics 2016-06-15 Jing Li , Jinghai Shao

The main subject of this paper is a computer assisted stability proof for a stationary solution of reaction diffusion equations in one dimensional space. We use Nakao's numerical verification method to enclose a stationary solution of…

Numerical Analysis · Mathematics 2015-01-20 Shuting Cai , Jing Zeng

The influence of multiplicative white noise on the resonance capture of strongly nonlinear oscillatory systems under chirped-frequency excitations is investigated. It is assumed that the intensity of the perturbation decays polynomially…

Dynamical Systems · Mathematics 2024-03-22 Oskar A. Sultanov

In this paper, we use a unified framework to study Poisson stable (including stationary, periodic, quasi-periodic, almost periodic, almost automorphic, Birkhoff recurrent, almost recurrent in the sense of Bebutov, Levitan almost periodic,…

Dynamical Systems · Mathematics 2020-02-04 Xin Liu , Zhenxin Liu