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In this paper, we propose a weak formulation of the singular diffusion equation subject to the dynamic boundary condition. The weak formulation is based on a reformulation method by an evolution equation including the subdifferential of a…
An approach to stochastic evolution equations based on a simple generalization of known embedding theorems is presented. It allows for the inclusion of problems which have nonlinear non monotone operators. This is used to discuss the…
We provide a framework for studying the expansion rate of the image of a bounded set under a flow in Euclidean space and apply it to stochastic differential equations (SDEs for short) with singular coefficients. If the singular drift of the…
Existence, uniqueness and stability of the solutions of linear stochastic evolution equations are investigated. The results obtained are used to prove theorems on solvability of linear second order stochastic partial differential equations…
In this paper, we provide a general framework for investigating McKean-Vlasov stochastic partial differential equations. We first show the existence of weak solutions by combining the localizing approximation, Faedo-Galerkin technique,…
Sampling invariant distributions from an It\^o diffusion process presents a significant challenge in stochastic simulation. Traditional numerical solvers for stochastic differential equations require both a fine step size and a lengthy…
Stochastic processes have found numerous applications in science, as they are broadly used to model a variety of natural phenomena. Due to their intrinsic randomness and uncertainty, they are, however, difficult to characterize. Here, we…
Stochastic evolution equations with compensated Poisson noise are considered in the variational approach with monotone and coercive coefficients. Here the Poisson noise is assumed to be time-homogeneous with $\sigma$-finite intensity…
In this paper, we consider directed polymers in random environment with long range jumps in discrete space and time. We extend to this case some techniques, results and classifications known in the usual short range case. However, some…
We propose a fairly simple and natural extension of Stollmann's lemma to correlated random variables. This extension allows (just as the original Stollmann's lemma does) to obtain Wegner-type estimates even in some problems of spectral…
We investigate the well-posedness problem related to two models of nonlinear McKean Stochastic Differential Equations with some local interaction in the diffusion term. First, we revisit the case of the McKean-Vlasov dynamics with moderate…
Two frameworks that have been used to characterize reflected diffusions include stochastic differential equations with reflection and the so-called submartingale problem. We introduce a general formulation of the submartingale problem for…
The existence of a random attractor for the stochastic FitzHugh-Nagumo system defined on an unbounded domain is established. The pullback asymptotic compactness of the stochastic system is proved by uniform estimates on solutions for large…
Using the generalized variational framework, the strong/weak existence and uniqueness of solutions are derived for a class of distribution dependent stochastic porous media equations on general measure spaces, which also extends the…
The weak-strong uniqueness of solutions to a broad class of cross-diffusion systems with volume filling is established. In general, the diffusion matrices are neither symmetric nor positive definite. This issue is overcome by supposing that…
In this paper, a combination of Galerkin's method and Dafermos' transformation is first used to prove the existence and uniqueness of solutions for a class of stochastic nonlocal PDEs with long time memory driven by additive noise. Next,…
We study the full Navier--Stokes--Fourier system governing the motion of a general viscous, heat-conducting, and compressible fluid subject to stochastic perturbation. Stochastic effects are implemented through (i) random initial data, (ii)…
A succesful method to describe the asymptotic behavior of a discrete time stochastic process governed by some recursive formula is to relate it to the limit sets of a well chosen mean differential equation. Under an attainability condition,…
We consider the evolution of weak vanishing viscosity solutions to the critically dissipative surface quasi-geostrophic equation. Due to the possible non-uniqueness of solutions, we rephrase the problem as a set-valued dynamical system and…
We consider a generalized alpha-type model in the whole three-dimensional space and driven by a stationary (time-independent) external force. This model contains as particular cases some relevant equations of the fluid dynamics, among them…