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In this paper, we study the existence of random periodic solutions for semilinear SPDEs on a bounded domain with a smooth boundary. We identify them as the solutions of coupled forward-backward infinite horizon stochastic integral equations…

Probability · Mathematics 2015-02-12 Chunrong Feng , Huaizhong Zhao

We investigate the existence and regularity of the local times of the solution to a linear system of stochastic wave equations driven by a Gaussian noise that is fractional in time and colored in space. Using Fourier analytic methods, we…

Probability · Mathematics 2021-05-12 Cheuk Yin Lee

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…

Dynamical Systems · Mathematics 2016-09-20 Yong Li , Zhenxin Liu , Wenhe Wang

We study the well solvability of nonlinear backward stochastic evolutionary equations driven by a space-time white noise. We first establish a novel a priori estimate for solution of linear backward stochastic evolutionary equations, and…

Probability · Mathematics 2017-08-02 Ying Hu , Shanjian Tang

We study the convergence of semilinear parabolic stochastic evolution equations, posed on a sequence of Banach spaces approximating a limiting space and driven by additive white noise projected onto the former spaces. Under appropriate…

Probability · Mathematics 2025-06-11 Yves van Gennip , Jonas Latz , Joshua Willems

In this paper, we study almost periodic solutions for semilinear stochastic differential equations driven by L\'{e}vy noise with exponential dichotomy property. Under suitable conditions on the coefficients, we obtain the existence and…

Probability · Mathematics 2014-04-29 Yan Wang

We systematically introduce the idea of applying differential operator method to find a particular solution of an ordinary nonhomogeneous linear differential equation with constant coefficients when the nonhomogeneous term is a polynomial…

General Mathematics · Mathematics 2018-02-27 Wenfeng Chen

We study a class of ordinary differential equations with a non-Lipschitz point singularity, which admit non-unique solutions through this point. As a selection criterion, we introduce stochastic regularizations depending on the parameter…

Dynamical Systems · Mathematics 2024-11-20 Theodore D. Drivas , Alexei A. Mailybaev , Artem Raibekas

In this paper, we develop a way of analyzing the random dynamics of stochastic evolution equations with a non-dense domain. Such problems cover several types of evolution equations. We are particularly interested in evolution equations with…

Probability · Mathematics 2024-10-28 M. Ghani Varzaneh , F. Z. Lahbiri , S. Riedel

In this paper, we study the existence and uniqueness of periodic solutions of the differential equation of the form . Here, we obtain some sufficient conditions which guarantee the existence of periodic solutions. This equation is a quite…

Classical Analysis and ODEs · Mathematics 2011-08-23 Muzaffer Ates

A non-autonomous evolution semi-linear differential system under non-instantaneous impulses, delays, and perturbed by non-local conditions is studied. Its piece-wise continuous solutions belong to a finite-dimensional Banach space. The…

Optimization and Control · Mathematics 2022-03-14 Sebastiàn Lalvay , Adriàn Padilla-segarra , Walid Zouhair

In this paper, we consider the 2D periodic stochastic Nernst-Planck-Navier-Stokes equations with body forces perturbed by multiplicative white noise. We first transform the stochastic Nernst-Planck-Navier-Stokes system into the…

Probability · Mathematics 2024-12-10 Yang-yang Wu , Gao-cheng Yue

Coexisting periodic solutions of a dynamical system describing nonlinear optical processes of the second-order are studied. The analytical results concern both the simplified autonomous model and the extended nonautonomous model, including…

Chaotic Dynamics · Physics 2007-05-23 I. Sliwa , P. Szlachetka , K. Grygiel

We consider one-dimensional stochastic differential equations with a boundary condition, driven by a Poisson process. We study existence and uniqueness of solutions and the absolute continuity of the law of the solution. In the case when…

Probability · Mathematics 2007-05-23 Aureli Alabert , Miguel A. Marmolejo

We construct stable periodic solutions for a simple form nonlinear delay differential equation (DDE) with a periodic coefficient. The equation involves one underlying nonlinearity with the multiplicative periodic coefficient. The well-known…

Dynamical Systems · Mathematics 2024-02-14 Anatoli Ivanov , Sergiy Shelyag

We study stochastic resonance in an over-damped approximation of the stochastic Duffing oscillator from a random dynamical systems point of view. We analyse this problem in the general framework of random dynamical systems with a…

Dynamical Systems · Mathematics 2015-10-26 Anna Maria Cherubini , Jeroen S. W. Lamb , Martin Rasmussen , Yuzuru Sato

The Cahn-Hilliard/Allen-Cahn equation with noise is a simplified mean field model of stochastic microscopic dynamics associated with adsorption and desorption-spin flip mechanisms in the context of surface processes. For such an equation we…

Probability · Mathematics 2022-10-13 Dimitra C. Antonopoulou , Geogia Karali , Annie Millet

The existence of nonzero localised periodic solutions for general one-dimensional discrete nonlinear Klein-Gordon systems with convex on-site potentials is proved. The existence problem of localised solutions is expressed in terms of a…

Pattern Formation and Solitons · Physics 2020-11-23 Dirk Hennig

The existence and multiplicity of positive periodic solutions for second order non-autonomous singular dynamical systems are established with superlinearity or sublinearity assumptions at infinity for an appropriately chosen parameter. Our…

Classical Analysis and ODEs · Mathematics 2010-09-17 Haiyan Wang

We prove the local well-posedness of the periodic stochastic Korteweg-de Vries equation with the additive space-time white noise. In order to treat low regularity of the white noise in space, we consider the Cauchy problem in the Besov-type…

Analysis of PDEs · Mathematics 2010-07-13 Tadahiro Oh