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For stochastic affine periodic systems, we establish a law of large numbers including Halanay-type criterion and a LaSalle-type stationary oscillation principle to obtain the existence and stability of affine periodic solutions in…
This article investigates the existence, uniqueness, and regularity of solutions to nonlinear stochastic reaction-diffusion-advection equations (SRDAEs) with spatially homogeneous colored noises and infinitesimal generators of subordinate…
We consider stochastic differential equations, obtained by adding weak Gaussian white noise to ordinary differential equations admitting $N$ asymptotically stable periodic orbits. We construct a discrete-time, continuous-space Markov chain,…
Nonlinear stochastic differential equations provide one of the mathematical models yielding 1/f noise. However, the drawback of a single equation as a source of 1/f noise is the necessity of power-law steady-state probability density of the…
The existence and multiplicity of positive periodic solutions for first non-autonomous singular systems are established with superlinearity or sublinearity assumptions at infinity for an appropriately chosen parameter. The proof of our…
One standard way to prove existence for deterministic, highly nonlinear PDEs is to use the Schauder-Tychonoff fixed-point theorem. In what follows, we introduce and verify a stochastic variant of the Schauder-Tychonoff theorem. We apply our…
We interpret steady linear statistical inverse problems as artificial dynamic systems with white noise and introduce a stochastic differential equation (SDE) system where the inverse of the ending time $T$ naturally plays the role of the…
On the one hand, we investigate the existence and pathwise uniqueness of a nonnegative martingale solution to the stochastic evolution system of nonlinear advection-diffusion equations proposed by Klausmeier with Gaussian multiplicative…
A 2D Stochastic incompressible non-Newtonian fluids driven by fractional Bronwnian motion with Hurst parameter $H \in (1/2,1)$ is studied. The Wiener-type stochastic integrals are introduced for infinite-dimensional fractional Brownian…
We consider the effect of replacing in stochastic differential equations leading to the dynamical collapse of the statevector, white noise stochastic processes with non white ones. We prove that such a modification can be consistently…
In this paper, we derive a parabolic partial differential equation for the expected exit time of non-autonomous time-periodic non-degenerate stochastic differential equations. This establishes a Feynman-Kac duality between expected exit…
In this paper, a stochastic asymptotic stabilization method is proposed for deterministic input-affine control systems, which are randomized by including Gaussian white noises in control inputs. The sufficient condition is derived for the…
The periodic solutions of a type of nonlinear hyperbolic partial differential equations with a localized nonlinearity are investigated. For instance, these equations are known to describe several acoustical systems with fluid-structure…
Unlike many deterministic PDEs, stochastic equations are not amenable to the classical variational theory of Euler-Lagrange. In this paper, we show how self-dual variational calculus leads to solutions of various stochastic partial…
We study the long time behavior of isentropic compressible Euler equations with linear damping driven by a white-in-time noise, on a one-dimensional torus. We prove the existence of a statistically stationary solution in the class of weak…
This paper studies the stability properties of stochastic differential equations subject to persistent noise (including the case of additive noise), which is noise that is present even at the equilibria of the underlying differential…
In this study, we focus on the existence of a periodic solution for the neutral nonlinear dynamic systems with delay% \[ x^{\Delta}(t)=A(t)x(t)+Q^{\Delta}\left(t,x\left(\delta_{-}(s,t)\right) \right)…
This paper is devoted to the study of periodic solutions for a semilinear Euler-Bernoulli beam equation with variable coefficients. Such mathematical model may be described the infinitesimal, free, undamped in-plane bending vibrations of a…
In this article we discuss the solvability of some class of fully nonlinear equations, and equations with p-Laplacian in more general conditions by using a new approach given in [1] for studying the nonlinear continuous operator. Moreover…
We propose a mechanism which produces periodic variations of the degree of predictability in dynamical systems. It is shown that even in the absence of noise when the control parameter changes periodically in time, below and above the…