Related papers: Averaging Principle on Infinite Intervals for Stoc…
We study families of strongly elliptic, second order differential operators with singular coefficients on domains with conical points. We obtain uniform estimates on their inverses and on the regularity of the solutions to the associated…
We prove the existence of infinitely many classical periodic solutions for a class of semilinear wave equations with periodic boundary conditions. Our argument relies on some new estimates for the linear problem with periodic boundary…
In this paper, we use the variational approach to investigate recurrent properties of solutions for stochastic partial differential equations, which is in contrast to the previous semigroup framework. Consider stochastic differential…
This work deals with the existence of an almost periodic solution for certain kind of differential equations with generalized piecewise constant argument, almost periodic coefficients which are seen as a perturbation of a linear equation of…
This paper focuses on stochastic partial differential equations (SPDEs) under two-time-scale formulation. Distinct from the work in the existing literature, the systems are driven by $\alpha$-stable processes with $\alpha \in(1,2)$. In…
This paper investigates a non-autonomous slow-fast system, which is generalized by stochastic differential equations (SDEs) with locally Lipschitz coefficients, subjected to standard Brownian motion (Bm) and fractional Brownian motion (fBm)…
In this work, we study a class of non-autonomous two-time-scale stochastic reaction-diffusion equations driven by Poisson random measures, in which the coefficients satisfy the polynomial growth condition and local Lipschitz condition.…
The dynamics of one parameter diagonal group actions on finite volume homogeneous spaces has a partially hyperbolic feature. In this paper we extend the Liv\v{s}ic type result to these possibly noncompact and nonaccessible systems. We also…
We consider the averaging principle for deterministic or stochastic systems with a fast stochastic component (family of continuous-time Markov chains depending on the state of the system as a parameter). We show that, due to bifurcations in…
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…
Let $\mathbb{F}_q[t]$ be the polynomial ring over the finite field $\mathbb{F}_{q}$. For arithmetic functions $\psi_{1}, \psi_{2}: \mathbb{F}_{q}[t]\rightarrow\mathbb{C}$, we establish that if a Bombieri-Vinogradov type equidistribution…
We study the second-order quasi-linear stochastic partial differential equations (SPDEs) defined on $C^1$ domains. The coefficients are random functions depending on $t,x$ and the unknown solutions. We prove the uniqueness and existence of…
We consider a 2D stochastic wave equation driven by a Gaussian noise, which is temporally white and spatially colored described by the Riesz kernel. Our first main result is the functional central limit theorem for the spatial average of…
We develop an optimal regularity theory for parabolic partial differential equations in weighted mixed norm Sobolev-Zygmund spaces. The results extend the classical Schauder estimates to coefficients that are merely measurable in time and…
This paper is devoted to the study of an averaging principle for fractional stochastic differential equations in Rnwith L\'evy motion, using an integral transform method. We obtain a time-averaged equation under suitable assumptions.…
Techniques from numerical bifurcation theory are very useful to study transitions between steady fluid flow patterns and the instabilities involved. Here, we provide computational methodology to use parameter continuation in determining…
We present a notion of almost periodicity wich can be applied to random dynamical systems as well as almost periodic stochastic differential equations in Hilbert spaces (abstract stochastic partial differential equations). This concept…
A famous result in renewal theory is the Central Limit Theorem for renewal processes. As in applications usually only observations from a finite time interval are available, a bound on the Kolmogorov distance to the normal distribution is…
We present the modified approach to the classical Bogolyubov-Krylov averaging, developed recently for the purpose of PDEs. It allows to treat Lipschitz perturbations of linear systems with pure imaginary spectrum and may be generalized to…
In this paper, we establish a new mean value theorem of Bombieri-Vinogradov type over Piatetski-Shapiro sequence. Namely, it is proved that for any given constant $A>0$ and any sufficiently small $\varepsilon>0$, there holds…