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We provide sufficient conditions for the existence of invariant probability measures for generic stochastic differential equations with finite time delay. This is achieved by means of the Krylov-Bogoliubov method. Furthermore, we focus on…

Dynamical Systems · Mathematics 2026-05-15 Mark van den Bosch , Onno van Gaans , Sjoerd Verduyn Lunel

This work aims to investigate the well-posedness and the existence of ergodic invariant measures for a class of third grade fluid equations in bounded domain $D\subset\mathbb{R}^d,d=2,3,$ in the presence of a multiplicative noise. First, we…

Probability · Mathematics 2024-09-27 Yassine Tahraoui , Fernanda Cipriano

We study equations like the Mackey-Glass equations and Nicholson's blowflies equation, each perturbed by a (small) multiplicative noise term. Solutions to these stochastic negative feedback systems persist globally and are bounded above in…

Dynamical Systems · Mathematics 2026-05-15 Mark van den Bosch , Onno van Gaans , Sjoerd Verduyn Lunel

We establish existence of an ergodic invariant measure on $H^1(D,\mathbb{R}^3)\cap L^2(D,\mathbb{S}^2)$ for the stochastic Landau-Lifschitz-Gilbert equation on a bounded one dimensional interval $D$. The conclusion is achieved by employing…

Probability · Mathematics 2023-12-29 Emanuela Gussetti

We investigate the long-time behavior of solutions to a stochastically forced one-dimensional Navier-Stokes system, describing the motion of a compressible viscous fluid, in the case of linear pressure law. We prove existence of an…

Analysis of PDEs · Mathematics 2018-02-13 Michele Coti Zelati , Nathan Glatt-Holtz , Konstantina Trivisa

We consider a stochastic nonlinear defocusing Schr\"{o}dinger equation with zero-order linear damping, where the stochastic forcing term is given by a combination of a linear multiplicative noise in the Stratonovich form and a nonlinear…

Probability · Mathematics 2023-07-10 Zdzisław Brzeźniak , Benedetta Ferrario , Margherita Zanella

Building upon a recent work by two of the authours and J. Seidler on bw-Feller property for stochastic nonlinear beam and wave equations, we prove the existence of an invariant measure to stochastic 2-D Navier-Stokes (with multiplicative…

Probability · Mathematics 2016-07-05 Zdzisław Brzeźniak , Elżbieta Motyl , Martin Ondrejat

We prove quasi-invariance of Gaussian measures supported on Sobolev spaces under the dynamics of the three-dimensional defocusing cubic nonlinear wave equation. As in the previous work on the two-dimensional case, we employ a simultaneous…

Probability · Mathematics 2022-07-20 Trishen S. Gunaratnam , Tadahiro Oh , Nikolay Tzvetkov , Hendrik Weber

We study the two-dimensional Euler equations, damped by a linear term and driven by an additive noise. The existence of weak solutions has already been studied; pathwise uniqueness is known for solutions that have vorticity in $L^\infty$.…

Probability · Mathematics 2020-04-22 Hakima Bessaih , Benedetta Ferrario

This paper deals with the existence and limiting behavior of invariant measures of the stochastic Landau-Lifshitz-Bloch equation driven by linear multiplicative noise and additive noise defined in the entire space $\mathbb{R}^d$ for…

Analysis of PDEs · Mathematics 2024-10-10 Daiwen Huang , Zhaoyang Qiu , Bixiang Wang

We establish the continuity of the Markovian semigroup associated with strong solutions of the stochastic 3D Primitive Equations, and prove the existence of an invariant measure. The proof is based on new moment bounds for strong solutions.…

Analysis of PDEs · Mathematics 2015-06-17 Nathan Glatt-Holtz , Igor Kukavica , Vlad Vicol , Mohammed Ziane

In this work we study the long time behavior of nonlinear stochastic functional-differential equations of neutral type in Hilbert spaces with non-Lipschitz nonlinearities. We establish the existence of invariant measures in the shift spaces…

Analysis of PDEs · Mathematics 2021-11-15 Andriy Stanzhytskyi , Oleksandr Stanzhytskyi , Oleksandr Misiats

In this paper, we investigate the stochastic damped Burgers equation with multiplicative noise defined on the entire real line. We demonstrate the existence and uniqueness of a mild solution to the stochastic damped Burgers equation and…

Dynamical Systems · Mathematics 2025-06-10 Zhenxin Liu , Zhiyuan Shi

In this work we study the long time behavior of nonlinear stochastic functional-differential equations in Hilbert spaces. In particular, we start with establishing the existence and uniqueness of mild solutions. We proceed with deriving a…

Analysis of PDEs · Mathematics 2020-11-16 Oleksandr Misiats , Viktoriia Mogylova , Oleksandr Stanzhytskyi

We consider a randomly forced Ginzburg-Landau equation on an unbounded domain. The forcing is smooth and homogeneous in space and white noise in time. We prove existence and smoothness of solutions, existence of an invariant measure for the…

Analysis of PDEs · Mathematics 2007-05-23 Jacques Rougemont

We prove the existence and some moment estimates for an invariant measure $\mu$ for the two-dimensional ($2$D) deterministic Euler equations on the unbounded domain $\mathbb R^2$ and with highly regular initial data. The result is achieved…

Probability · Mathematics 2024-09-27 Zdzisław Brzeźniak , Matteo Ferrari

Asymptotic behavior of the three-dimensional stochastic Navier-Stokes equations with Markov switching in additive noises is studied for incompressible fluid flow in a bounded domain in the three-dimensional space. To study such a system, we…

Probability · Mathematics 2022-03-30 Po-Han Hsu , Padmanabhan Sundar

This paper is concerned with the existence of invariant measure for 3D stochastic primitive equations driven by linear multiplicative noise under non-periodic boundary conditions. The common method is to apply Sobolev imbedding theorem to…

Probability · Mathematics 2018-01-30 Rangrang Zhang , Guoli Zhou

In this paper, we consider the Cauchy problem for the nonlinear fractional conservation laws driven by a multiplicative noise. In particular, we are concerned with the well-posedness theory and the study of the long-time behavior of…

Analysis of PDEs · Mathematics 2022-05-13 Abhishek Chaudhary

We present a formal derivation of the inviscid 3D quasi-geostrophic system (QG) from primitive equations on a bounded, cylindrical domain. A key point in the derivation is the treatment of the lateral boundary and the resulting boundary…

Analysis of PDEs · Mathematics 2019-09-04 Matthew Novack , Alexis Vasseur
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