English
Related papers

Related papers: Notes on eventual continuity and ergodicity for SP…

200 papers

The aim of the present paper is to provide necessary and sufficient conditions to maintain a stochastic coupled system, with porous media components and gradient-type noise in a prescribed set of constraints by using internal controls. This…

Analysis of PDEs · Mathematics 2022-02-08 Ioana Ciotir , Dan Goreac , Ionut Munteanu

We consider singular quasilinear stochastic partial differential equations (SPDEs) studied in \cite{FHSX}, which are defined in paracontrolled sense. The main aim of the present article is to establish the global-in-time solvability for a…

Probability · Mathematics 2021-06-03 Tadahisa Funaki , Bin Xie

In this paper, we use the variational approach to investigate recurrent properties of solutions for stochastic partial differential equations, which is in contrast to the previous semigroup framework. Consider stochastic differential…

Dynamical Systems · Mathematics 2019-11-07 Mengyu Cheng , Zhenxin Liu

We consider reaction-diffusion equations that are stochastically forced by a small multiplicative noise term. We show that spectrally stable traveling wave solutions to the deterministic system retain their orbital stability if the…

Analysis of PDEs · Mathematics 2020-03-09 Christian Hamster , Hermen Jan Hupkes

The long term aim is to use modern dynamical systems theory to derive discretisations of noisy, dissipative partial differential equations. As a first step we here consider a small domain and apply stochastic centre manifold techniques to…

Dynamical Systems · Mathematics 2025-10-20 A. J. Roberts

Semilinear stochastic evolution equations with multiplicative Poisson noise and monotone nonlinear drift are considered. We do not impose coercivity conditions on coefficients. A novel method of proof for establishing existence and…

Probability · Mathematics 2014-06-17 Erfan Salavati , Bijan Z. Zangeneh

This paper studies stabilities of stochastic differential equation (SDE) driven by time-changed L\'evy noise in both probability and moment sense. This provides more flexibility in modeling schemes in application areas including physics,…

Probability · Mathematics 2016-04-27 Erkan Nane , Yinan Ni

We survey some of our recent results on existence, uniqueness and regularity of function solutions to parabolic and transport type partial differential equations driven by non-differentiable noises. When applied pathwise to random…

Probability · Mathematics 2013-12-12 Michael Hinz , Elena Issoglio , Martina Zähle

In this paper, we establish the existence and uniqueness of invariant measures for a class of semilinear stochastic partial differential equations driven by multiplicative noise on a bounded domain. The main results can be applied to SPDEs…

Probability · Mathematics 2018-12-12 Zhao Dong , Rangrang Zhang

This paper studies path stabilities of the solution to stochastic differential equations (SDE) driven by time-changed L\'evy noise. The conditions for the solution of time-changed SDE to be path stable and exponentially path stable are…

Probability · Mathematics 2020-02-17 Erkan Nane , Yinan Ni

This article deals with stochastic partial differential equations with quadratic nonlinearities perturbed by small additive and multiplicative noise. We present the approximate solution of the original equation via the amplitude equation…

Analysis of PDEs · Mathematics 2021-12-14 Shiduo Qu , Wenlei Li , Shaoyun Shi

In this paper, we use a unified framework to study Poisson stable (including stationary, periodic, quasi-periodic, almost periodic, almost automorphic, Birkhoff recurrent, almost recurrent in the sense of Bebutov, Levitan almost periodic,…

Dynamical Systems · Mathematics 2020-02-04 Xin Liu , Zhenxin Liu

We analyze the long-time behavior of numerical schemes for a class of monotone stochastic partial differential equations (SPDEs) driven by multiplicative noise. By deriving several time-independent a priori estimates for the numerical…

Numerical Analysis · Mathematics 2025-01-27 Zhihui Liu

We consider a quasilinear parabolic stochastic partial differential equation driven by a multiplicative noise and study regularity properties of its weak solution satisfying classical a priori estimates. In particular, we determine…

Numerical Analysis · Mathematics 2015-03-13 Arnaud Debussche , Sylvain De Moor , Martina Hofmanova

Numerical continuation methods for deterministic dynamical systems have been one of the most successful tools in applied dynamical systems theory. Continuation techniques have been employed in all branches of the natural sciences as well as…

Dynamical Systems · Mathematics 2015-03-19 Christian Kuehn

We consider a prototypical parabolic SPDE with finite-dimensional multiplicative noise, which, subject to a nonnegative initial datum, has a unique nonnegative solution. Inspired by well-established techniques in the deterministic case, we…

Numerical Analysis · Mathematics 2026-04-10 Ana Djurdjevac , Claude Le Bris , Endre Süli

This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise. Our main interest is on such SPDEs where the…

Numerical Analysis · Mathematics 2020-11-19 Jean Daniel Mukam , Antoine Tambue

We consider the synchronization of the solutions to coupled stochastic systems of $N$-stochastic ordinary differential equations (SODEs) driven by Non-Gaussian L\'evy noises ($N\in \mathbb{N})$. We discuss the synchronization between two…

Dynamical Systems · Mathematics 2014-02-11 Anhui Gu , Yangrong Li

A better understanding of the instability margin will eventually optimize the operational range for safety-critical industries. In this paper, we investigate the almost-sure exponential asymptotic stability of the trivial solution of a…

Dynamical Systems · Mathematics 2023-10-31 Yiming Meng , N. Sri. Namachchivaya , Nicolas Perkowski

We study the Allen-Cahn equation with a cubic-quintic nonlinear term and a stochastic $Q$-trace-class stochastic forcing in two spatial dimensions. This stochastic partial differential equation (SPDE) is used as a test case to understand,…

Dynamical Systems · Mathematics 2017-02-28 Christian Kuehn