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In this paper, we investigate the stochastic evolution equations (SEEs) driven by $\log$-Whittle-Mat$\acute{{\mathrm{e}}}$rn (W-M) random diffusion coefficient field and $Q$-Wiener multiplicative force noise. First, the well-posedness of…

Numerical Analysis · Mathematics 2022-07-05 X. Qi , M. Azaiez , C. Huang , C. Xu

Given a mild solution $X$ to a semilinear stochastic partial differential equation (SPDE), we consider an exponential change of measure based on its infinitesimal generator $L$, defined in the topology of bounded pointwise convergence. The…

Probability · Mathematics 2025-02-28 Thorben Pieper-Sethmacher , Frank van der Meulen , Aad van der Vaart

We establish well-posedness in the mild sense for a class of stochastic semilinear evolution equations on $L^p$ spaces on bounded domains of $\mathbb{R}^n$ with a nonlinear drift term given by the superposition operator generated by a…

Probability · Mathematics 2024-01-01 Carlo Marinelli

In this article we study the long-time behaviour of a system of nonlinear Partial Differential Equations (PDEs) modelling the motion of incompressible, isothermal and conducting modified bipolar fluids in presence of magnetic field. We…

Analysis of PDEs · Mathematics 2015-07-06 Paul Andre Razafimandimby

Stochastic evolutional equations with monotone operators are considered in Banach spaces. Explicit and implicit numerical schemes are presented. The convergence of the approximations to the solution of the equations is proved.

Probability · Mathematics 2016-08-16 Istvan Gyöngy , Annie Millet

We study the random attractors associated with the stochastic fractional Schr\"odinger equation on $\mathbb{R}^n$. Utilizing the stochastic Strichartz estimates for the damped fractional Schr\"odinger equation with Gaussian noise, we show…

Analysis of PDEs · Mathematics 2025-03-13 Li Lin , Yanjie Zhang , Ao Zhang

This article proposes for stochastic partial differential equations (SPDEs) driven by additive noise, a novel approach for the approximate parameterizations of the ``small'' scales by the ``large'' ones, along with the derivaton of the…

Analysis of PDEs · Mathematics 2013-11-14 Mickaël D. Chekroun , Honghu Liu , Shouhong Wang

This paper extends deterministic notions of Strong Stability Preservation (SSP) to the stochastic setting, enabling nonlinearly stable numerical solutions to stochastic differential equations (SDEs) and stochastic partial differential…

Numerical Analysis · Mathematics 2024-12-10 James Woodfield

We establish a general criterion which ensures exponential mixing of parabolic Stochastic Partial Differential Equations (SPDE) driven by a non additive noise which is white in time and smooth in space. We apply this criterion on two…

Analysis of PDEs · Mathematics 2007-05-23 Cyril Odasso

In this paper, we consider the random attractors for a class of locally monotone stochastic partial differential equations perturbed by the linear multiplicative fractional Brownian motion with Hurst index $H\in(\frac{1}{2},1)$. We obtain…

Probability · Mathematics 2023-11-30 Qiyong Cao , Hongjun Gao

The existence of random dynamical systems for McKean--Vlasov SDEs is established. This is approached by considering the joint dynamics of the corresponding nonlinear Fokker-Planck equation governing the law of the system and the underlying…

Probability · Mathematics 2025-07-04 Benjamin Gess , Rishabh S. Gvalani , Shanshan Hu

Consider the stochastic PDE, $\partial_tu = \partial^2_x u + \sigma(u) \dot{W}$ on $\mathbb{R}_+\times\mathbb{R}$, subject to $u(0)\equiv1$, where $\dot{W}$ denotes space-time white noise on $\mathbb{R}_+\times\mathbb{R}$ and…

Probability · Mathematics 2025-12-18 Davar Khoshnevisan , Cheuk Yin Lee

This paper presents theoretical advances in the application of the Stochastic Partial Differential Equation (SPDE) approach in geostatistics. We show a general approach to construct stationary models related to a wide class of linear SPDEs,…

Statistics Theory · Mathematics 2018-07-30 Ricardo Carrizo Vergara , Denis Allard , Nicolas Desassis

In this paper, we introduce some concepts of square-mean S-asymptotically $\omega$-periodic stochastic processes. Using the stochastic analysis method and the Banach contraction mapping principle, we establish the existence and uniqueness…

Dynamical Systems · Mathematics 2016-09-16 Shufen Zhao , Minghui Song

We develop the long-time analysis for gradient flow equations in metric spaces. In particular, we consider two notions of solutions for metric gradient flows, namely energy and generalized solutions. While the former concept coincides with…

Analysis of PDEs · Mathematics 2009-11-10 Riccarda Rossi , Antonio Segatti , Ulisse Stefanelli

We prove a modification to the classical maximal inequality for stochastic convolutions in 2-smooth Banach spaces using the factorization method. This permits to study semilinear stochastic partial differential equations with unbounded…

Probability · Mathematics 2020-10-20 Florian Bechtold

The paper is devoted to a modification of the classical Cahn-Hilliard equation proposed by some physicists. This modification is obtained by adding the second time derivative of the order parameter multiplied by an inertial coefficient…

Analysis of PDEs · Mathematics 2015-05-14 Maurizio Grasselli , Giulio Schimperna , Sergey Zelik

We establish well-posedness in the mild sense for a class of stochastic semilinear evolution equations on $L_p$ spaces, driven by multiplicative Wiener noise, with a drift term given by an evaluation operator that is assumed to be…

Analysis of PDEs · Mathematics 2015-12-15 Carlo Marinelli

We study the asymptotic behavior of solutions of one coupled PDE-ODE system arising in mathematical biology as a model for the development of a forest ecosystem. In the case where the ODE-component of the system is monotone, we establish…

Analysis of PDEs · Mathematics 2011-10-11 Messoud Efendiev , Sergey Zelik

In this paper we focus on the pathwise stability of mild solutions for a class of stochastic partial differential equations which are driven by switching-diffusion processes with jumps. In comparison to the existing literature, we show…

Probability · Mathematics 2015-03-13 Chenggui Yuan , Jianhai Bao
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