Related papers: Weak Pullback Mean Random Attractors for Stochasti…
We study stochastic model reduction for evolution equations in infinite dimensional Hilbert spaces, and show the convergence to the reduced equations via abstract results of Wong-Zakai type for stochastic equations driven by a scaled…
We study the asymptotic dynamics of stochastic Young differential delay equations under the regular assumptions on Lipschitz continuity of the coefficient functions. Our main results show that, if there is a linear part in the drift term…
We prove the existence and uniqueness of tempered random attractors for stochastic Reaction-Diffusion equations on unbounded domains with multiplicative noise and deterministic non-autonomous forcing. We establish the periodicity of the…
In this paper we prove the existence of global weak dissipative martingale solutions for a one-dimensional compressible fluid model with capillarity and density dependent viscosity, driven by random initial data and a stochastic forcing…
We discuss the existence of pullback attractors for multivalued dynamical systems on metric spaces. Such attractors are shown to exist without any assumptions in terms of continuity of the solution maps, based only on minimality properties…
A parametric family of reaction-diffusion equations with nonlocal viscosity is considered. Existence of solutions and actually of pullback attractors is known from previous works. In this paper we obtain a robustness result of the…
An averaging result is proved for stochastic evolution equations with highly oscillating coefficients. This result applies in particular to equations with almost periodic coefficients. The convergence to the solution of the averaged…
We study pullback attractors of non-autonomous non-compact dynamical systems generated by differential equations with non-autonomous deterministic as well as stochastic forcing terms. We first introduce the concepts of pullback attractors…
In this paper we obtain the existence of global attractors for the dynamical systems generated by weak solution of the three-dimensional Navier-Stokes equations with damping. We consider two cases, depending on the values of the parameters…
We study the statistical properties of stochastic evolution equations driven by space-only noise, either additive or multiplicative. While forward problems, such as existence, uniqueness, and regularity of the solution, for such equations…
We consider the pullback attractors for non-autonomous dynamical systems generated by stochastic lattice differential equations with non-autonomous deterministic terms. We first establish a sufficient condition for existence of pullback…
We investigate well-posedness for martingale solutions of stochastic differential equations, under low regularity assumptions on their coefficients, widely extending some results first obtained by A. Figalli. Our main results are a very…
In this paper, a standard about the existence and upper semi-continuity of pullback attractors in the non-initial space is established for some classes of non-autonomous SPDE. This pullback attractor, which is the omega-limit set of the…
Fixation probabilities are essential for characterizing stochastic evolutionary dynamics, but analytical results remain limited mainly to systems with two competing types. We develop a perturbative framework to compute fixation…
In this paper, we obtain the existence of random attractors for a class of evolution equations driven by a geometric fractional Brownian rough path with Hurst index $H\in(\frac{1}{3},\frac{1}{2}]$ and establish the upper semi-continuity of…
We first introduce the concept of weak random periodic solutions of random dynamical systems. Then, we discuss the existence of such periodic solutions. Further, we introduce the definition of weak random periodic measures and study their…
We study the long-term behavior of the distribution of the solution process to the non-autonomous McKean-Vlasov stochastic delay lattice system defined on the integer set $\mathbb{Z}$. Specifically, we first establish the well-posedness of…
This short survey article stems from recent progress on critical cases of stochastic evolution equations in variational formulation with additive, multiplicative or gradient noises. Typical examples appear as the limit cases of the…
The existence of weak solutions is established for stochastic Volterra equations with time-inhomogeneous coefficients allowing for general kernels in the drift and convolutional or bounded kernels in the diffusion term. The presented…
By using Lyapunov conditions, weak Poincar\'e inequalities are established for some probability measures on a manifold $(M,g)$. These results are further applied to the convolution of two probability measures on $\R^d$. Along with explicit…