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In this article we compare the mean-square stability properties of the Theta-Maruyama and Theta-Milstein method that are used to solve stochastic differential equations. For the linear stability analysis, we propose an extension of the…

Numerical Analysis · Mathematics 2010-04-22 Evelyn Buckwar , Thorsten Sickenberger

This work focuses on stability of regime-switching diffusions consisting of continuous and discrete components, in which the discrete component switches in a countably infinite set and its switching rates at current time depend on the…

Probability · Mathematics 2017-10-10 Dang H. Nguyen , George Yin

This paper studies the finite-time stability and stabilization of linear discrete time-varying stochastic systems with multiplicative noise. Firstly, necessary and sufficient conditions for finite-time stability are presented via state…

Optimization and Control · Mathematics 2018-06-25 Tianliang Zhang , Feiqi Deng , Weihai Zhang

In oscillatory reaction-diffusion systems, time-delay feedback can lead to the instability of uniform oscillations with respect to formation of standing waves. Here, we investigate how the presence of additive, Gaussian white noise can…

Statistical Mechanics · Physics 2016-08-17 Michael Stich , Amit K Chattopadhyay

The modelling of linear and nonlinear reaction-subdiffusion processes is more subtle than normal diffusion and causes different phenomena. The resulting equations feature a spatial Laplacian with a temporal memory term through a time…

Analysis of PDEs · Mathematics 2021-08-24 Jichen Yang , Jens D. M. Rademacher

Stability of the traveling wave solution to a general class of one-dimensional nonlocal evolution equations is studied in $L^2$-spaces, thereby providing an alternative approach to the usual spectral analysis with respect to the supremum…

Probability · Mathematics 2020-01-16 Eva Lang , Wilhelm Stannat

We study the stability of steady-state solutions of the Wave-Kinetic Equations for acoustic waves. Combining theoretical analysis and numerical simulations, we characterise the time evolution of small isotropic perturbations for both 2D and…

Chaotic Dynamics · Physics 2026-02-16 Guillaume Costa , Giorgio Krstulovic , Sergey Nazarenko

We present a systematic study of moment evolution in multidimensional stochastic difference systems, focusing on characterizing systems whose low-order moments diverge in the neighborhood of a stable fixed point. We consider systems with a…

Mathematical Physics · Physics 2009-11-10 Dennis M. Wilkinson

The purpose of this paper is to prove global existence of solutions for general systems of reaction diffusion equations with nonlinearities for which only two main proprieties hold: Quasi-Positivity and balance law but with two…

Dynamical Systems · Mathematics 2023-02-07 Said Kouachi

This paper is concerned with the well-posedness and regularity of the distributional solutions for the stochastic acoustic and elastic scattering problems. We show that the regularity of the solutions depends on the regularity of both the…

Analysis of PDEs · Mathematics 2021-03-23 Peijun Li , Xu Wang

We consider stochastic reaction-diffusion equations with colored noise and prove Schauder type estimates, which will depend on the color of the noise, for the stationary and evolution problems associated with the corresponding transition…

Analysis of PDEs · Mathematics 2025-08-12 Davide A. Bignamini , Simone Ferrari

In this paper we consider the global qualitative properties of a stochastically perturbed logistic model of population growth. In this model, the stochastic perturbations are assumed to be of the white noise type and are proportional to the…

Dynamical Systems · Mathematics 2020-09-29 Andrei Korobeinikov , Leonid Shaikhet

The aim of this paper is to contribute to the understanding of the pattern formation phenomenon in reaction-diffusion equations coupled with ordinary differential equations. Such systems of equations arise, for example, from modeling of…

Analysis of PDEs · Mathematics 2016-07-15 Anna Marciniak-Czochra , Grzegorz Karch , Kanako Suzuki

In this paper we present a framework for investigating coloured noise in reaction-diffusion systems. We start by considering a deterministic reaction-diffusion equation and show how external forcing can cause temporally correlated or…

Quantitative Methods · Quantitative Biology 2018-12-03 Michael F Adamer , Heather A Harrington , Eamonn A Gaffney , Thomas E Woolley

This article investigates the existence, uniqueness, and regularity of solutions to nonlinear stochastic reaction-diffusion-advection equations (SRDAEs) with spatially homogeneous colored noises and infinitesimal generators of subordinate…

Probability · Mathematics 2025-09-04 Jae-Hwan Choi , Beom-Seok Han , Daehan Park

In this paper, Lyapunov-Razumikhin technique, design of state-dependent switching laws, a fixed point theorem and variational methods are employed to derive the existence and the unique existence results of globally exponentially stable…

Dynamical Systems · Mathematics 2026-01-30 Ruofeng Rao , Jialin Huang , Xiaodi Li

In this article we formulate new models for coupled systems of bulk-surface reaction-diffusion equations on stationary volumes. The bulk reaction-diffusion equations are coupled to the surface reaction-diffusion equations through linear…

Analysis of PDEs · Mathematics 2015-06-23 Anotida Madzvamuse , Andy H. W. Chung , Chandrasekhar Venkataraman

Considered in this report is the one-dimensional fourth-order dispersive cubic nonlinear Schr\"odinger equation with mixed dispersion. Orbital stability, in the energy space, of a particular standing-wave solution is proved in the context…

Analysis of PDEs · Mathematics 2015-06-02 Fábio Natali , Ademir Pastor

We develop a mathematical framework for determining the stability of steady states of generic nonlinear reaction-diffusion equations with periodic source terms, in one spatial dimension. We formulate an \textit{a priori} condition for the…

Analysis of PDEs · Mathematics 2019-03-07 Lennon Ó Náraigh , Khang Ee Pang

We prove stability results for nonlinear diffusion equations of the porous medium and fast diffusion types with respect to the nonlinearity power $m$: solutions with fixed data converge in a suitable sense to the solution of the limit…

Analysis of PDEs · Mathematics 2013-09-04 Teemu Lukkari
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