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We show that that the stochastic 3D primitive equations with either the physical boundary conditions or Neumann boundary conditions on the top and bottom and Dirichlet boundary condition on the sides driven by multiplicative…

Analysis of PDEs · Mathematics 2020-08-04 Zdzisław Brzeźniak , Jakub Slavík

In this paper, we study the existence and uniqueness of solutions for several classes of stochastic evolution equations with non-Lipschitz coefficients, that is, backward stochastic evolution equations, stochastic Volterra type evolution…

Probability · Mathematics 2008-01-11 Xicheng Zhang

Attitude control systems naturally evolve on nonlinear configuration spaces, such as S^2 and SO(3). The nontrivial topological properties of these configuration spaces result in interesting and complicated nonlinear dynamics when studying…

Dynamical Systems · Mathematics 2015-03-19 Taeyoung Lee , Melvin Leok , N. Harris McClamroch

We prove a center manifold theorem for rough partial differential equations (rough PDEs). The class of rough PDEs we consider contains as a key subclass reaction-diffusion equations driven by nonlinear multiplicative noise, where the…

Probability · Mathematics 2021-11-11 Christian Kuehn , Alexandra Neamtu

We consider slow-fast systems of differential equations, in which both the slow and fast variables are perturbed by noise. When the deterministic system admits a uniformly asymptotically stable slow manifold, we show that the sample paths…

Probability · Mathematics 2007-05-23 Nils Berglund , Barbara Gentz

Consider the one-dimensional stochastic Helmholtz equation where the source is assumed to be driven by the white noise. This paper concerns the stability analysis of the inverse random source problem which is to reconstruct the statistical…

Analysis of PDEs · Mathematics 2016-07-25 Peijun Li , Ganghua Yuan

The spectrum of the evolution Operator associated with a nonlinear stochastic flow with additive noise is evaluated by diagonalization in a polynomial basis. The method works for arbitrary noise strength. In the weak noise limit we…

Numerical Analysis · Mathematics 2025-10-20 C. P. Dettmann , Gergely Palla , Niels Søndergaard , Gábor Vattay

In this paper we will develop linear and nonlinear filtering methods for a large class of nonlinear wave equations that arise in applications such as quantum dynamics and laser generation and propagation in a unified framework. We consider…

Analysis of PDEs · Mathematics 2025-03-25 Sivaguru S. Sritharan , Saba Mudaliar

This work investigates a three-dimensional slow-fast stochastic system with quadratic nonlinearity and additive noise, inspired by fluid dynamics. The deterministic counterpart exhibits a periodic orbit and a slow manifold. We demonstrate…

Dynamical Systems · Mathematics 2025-01-22 Mickaël D. Chekroun , Jeroen S. W. Lamb , Christian J. Pangerl , Martin Rasmussen

We develop a theoretical framework for computer-assisted proofs of the existence of invariant objects in semilinear PDEs. The invariant objects considered in this paper are equilibrium points, traveling waves, periodic orbits and invariant…

Dynamical Systems · Mathematics 2016-05-05 Jordi-Lluís Figueras , Marcio Gameiro , Jean Philippe Lessard , Rafael de la Llave

Localized patterns in singularly perturbed reaction-diffusion equations typically consist of slow parts -- in which the associated solution follows an orbit on a slow manifold in a reduced spatial dynamical system -- alternated by fast…

Analysis of PDEs · Mathematics 2022-07-13 Arjen Doelman

The present article is devoted to well-posedness by noise for the continuity equation. Namely, we consider the continuity equation with non-linear and partially degenerate stochastic perturbations in divergence form. We prove the existence…

Analysis of PDEs · Mathematics 2020-06-19 Benjamin Gess , Scott Smith

In this paper we consider the global qualitative properties of a stochastically perturbed logistic model of population growth. In this model, the stochastic perturbations are assumed to be of the white noise type and are proportional to the…

Dynamical Systems · Mathematics 2020-09-29 Andrei Korobeinikov , Leonid Shaikhet

A method is provided for approximating random slow manifolds of a class of slow-fast stochastic dynamical systems. Thus approximate, low dimensional, reduced slow systems are obtained analytically in the case of sufficiently large time…

Dynamical Systems · Mathematics 2013-03-12 Jian Ren , Jinqiao Duan , Christopher K. R. T. Jones

We establish well-posedness in the mild sense for a class of stochastic semilinear evolution equations with a polynomially growing quasi-monotone nonlinearity and multiplicative Poisson noise. We also study existence and uniqueness of…

Probability · Mathematics 2010-10-18 Carlo Marinelli , Michael Röckner

We study semilinear rough stochastic partial differential equations as introduced in [Gerasimovi{\v{c}}s, Hairer; EJP 2019]. We provide $\mathcal{L}^p(\Omega)$-integrable a priori bounds for the solution and its linearization in case the…

Probability · Mathematics 2023-10-31 Mazyar Ghani Varzaneh , Sebastian Riedel

The main goal of this article is to prove the existence of a random attractor for a stochastic evolution equation driven by a fractional Brownian motion with $H\in (1/2,1)$. We would like to emphasize that we do not use the usual cohomology…

Analysis of PDEs · Mathematics 2013-07-26 H. Gao , M. J. Garrido-Atienza , B. Schmalfuss

We consider stochastic dynamics of a particle on a plane in presence of two noises and a confining parabolic potential - an analog of the experimentally-relevant Brownian Gyrator (BG) model. In contrast to the standard BG model, we suppose…

Statistical Mechanics · Physics 2025-12-16 Timothée Herbeau , Leonid Pastur , Pascal Viot , Gleb Oshanin

Travelling and rotating waves are ubiquitous phenomena observed in time dependent PDEs modelling the combined effect of dissipation and non-linear interaction. From an abstract viewpoint they appear as relative equilibria of an equivariant…

Numerical Analysis · Mathematics 2018-10-30 Wolf-Jürgen Beyn , Denny Otten

We provide necessary and sufficient conditions for stochastic invariance of finite dimensional submanifolds with boundary in Hilbert spaces for stochastic partial differential equations driven by Wiener processes and Poisson random…

Probability · Mathematics 2014-06-23 Damir Filipovic , Stefan Tappe , Josef Teichmann