English
Related papers

Related papers: Weak stability by noise for approximations of doub…

200 papers

Strong existence and pathwise uniqueness of solutions with $L^{\infty}$-vorticity of 2D stochastic Euler equations is proved. The noise is multiplicative and involves first derivatives. A Lagrangian approach is implemented, where a…

Probability · Mathematics 2016-09-09 Zdzisław Brzeźniak , Franco Flandoli , Mario Maurelli

We study the evolution of the probability density of an asexual, one locus population under natural selection and random evolution. This evolution is governed by a Fokker-Planck equation with degenerate coefficients on the boundaries,…

Analysis of PDEs · Mathematics 2013-01-21 Fabio A. C. C. Chalub , Max O. Souza

We consider nonlinear parabolic evolution equations of the form $\partial_{t}u=F(t,x,Du,D^{2}u) $, subject to noise of the form $H(x,Du) \circ dB$ where $H$ is linear in $Du$ and $\circ dB$ denotes the Stratonovich differential of a…

Analysis of PDEs · Mathematics 2010-11-09 Michael Caruana , Peter Friz , Harald Oberhauser

We provide sufficient conditions for weak synchronization by noise for order-preserving random dynamical systems on Polish spaces. That is, under these conditions we prove the existence of a weak point attractor consisting of a single…

Probability · Mathematics 2016-01-05 Franco Flandoli , Benjamin Gess , Michael Scheutzow

We study stochastic parabolic and elliptic PDEs driven by purely spatial white noise. Even the simplest equations driven by this noise often do not have a square-integrable solution and must be solved in special weighted spaces. We…

Probability · Mathematics 2008-12-02 S. V. Lototsky , B. L. Rozovskii

We establish existence of probabilistically strong solutions and pathwise uniqueness for a class of quasilinear stochastic evolution equations on bounded domains. Our results combine recent weak existence results for quasilinear stochastic…

Probability · Mathematics 2026-03-19 Sebastian Bechtel , Esmée Theewis

In this paper we consider the stability for a type of stochastic McKean-Vlasov equations with non-Lipschitz coefficients. First, sufficient conditions are given for the exponential stability of the second moments for their solutions in…

Probability · Mathematics 2020-03-31 Xiaojie Ding , Huijie Qiao

In this paper we prove the local existence and uniqueness of solutions for a class of stochastic fractional partial differential equations driven by multiplicative noise. We also establish that for this class of equations adding linear…

Probability · Mathematics 2013-07-17 Michael Rockner , Rongchan Zhu , Xiangchan Zhu

We consider the mathematical analysis and numerical approximation of a system of nonlinear partial differential equations that arises in models that have relevance to steady isochoric flows of colloidal suspensions. The symmetric velocity…

Numerical Analysis · Mathematics 2021-08-09 Andrea Bonito , Vivette Girault , Diane Guignard , Kumbakonam R. Rajagopal , Endre Süli

In this paper we consider the stochastic primitive equation for geophysical flows subject to transport noise and turbulent pressure. Admitting very rough noise terms, the global existence and uniqueness of solutions to this stochastic…

Analysis of PDEs · Mathematics 2022-10-26 Antonio Agresti , Matthias Hieber , Amru Hussein , Martin Saal

In this note we study the 2d stochastic quasi-geostrophic equation in $\mathbb{T}^2$ for general parameter $\alpha\in (0,1)$ and multiplicative noise. We prove the existence of martingale solutions and pathwise uniqueness under some…

Probability · Mathematics 2018-06-18 Michael Röckner , Rongchan Zhu , Xiangchan Zhu

We consider the two-dimensional stochastic damped nonlinear wave equation (SdNLW) with the cubic nonlinearity, forced by a space-time white noise. In particular, we investigate the limiting behavior of solutions to SdNLW with regularized…

Analysis of PDEs · Mathematics 2020-05-22 Tadahiro Oh , Mamoru Okamoto , Tristan Robert

We investigate the stochastic evolution equations describing the motion of a Non-Newtonian fluids excited by multiplicative noise of L\'evy type. By making use of Galerkin approximation we can prove that the system has a global…

Probability · Mathematics 2014-05-15 Erika Hausenblas , Paul Andre Razafimandimby

This paper explores the exponential stability of two nonlinear wave equations coupled through their velocities. The analysis is divided into two main cases. First, we consider a system where one equation is damped, while the other…

Analysis of PDEs · Mathematics 2025-07-11 Alhabib Moumni , Cristina Pignotti , Jawad Salhi , Mouhcine Tilioua

Nonlinear dynamical systems are sometimes under the influence of random fluctuations. It is desirable to examine possible bifurcations for stochastic dynamical systems when a parameter varies. A computational analysis is conducted to…

Dynamical Systems · Mathematics 2012-01-31 Huiqin Chen , Jinqiao Duan , Chengjian Zhang

We investigate the weak order of convergence for space-time discrete approximations of semilinear parabolic stochastic evolution equations driven by additive square-integrable L\'evy noise. To this end, the Malliavin regularity of the…

Probability · Mathematics 2018-08-28 Adam Andersson , Felix Lindner

Periodic orbit theory is an effective tool for the analysis of classical and quantum chaotic systems. In this paper we extend this approach to stochastic systems, in particular to mappings with additive noise. The theory is cast in the…

chao-dyn · Physics 2009-10-31 Predrag Cvitanovic' , C. P. Dettmann , Ronnie Mainieri , Gabor Vattay

We prove the existence of a unique global strong solution for a stochastic two-dimensional Euler vorticity equation for incompressible flows with noise of transport type. In particular, we show that the initial smoothness of the solution is…

Analysis of PDEs · Mathematics 2020-10-23 Dan Crisan , Oana Lang

We consider a class of Hill equations where the periodic coefficient is the squared solution of some Duffing equation plus a constant. We study the stability of the trivial solution of this Hill equation and we show that a criterion due to…

Classical Analysis and ODEs · Mathematics 2017-03-21 Carlo Gasparetto , Filippo Gazzola

We study pathwise regularization by noise for equations on the plane in the spirit of the framework outlined by Catellier and Gubinelli (Stochastic Process. Appl., 2016). To this end, we extend the notion of non-linear Young equations to a…

Probability · Mathematics 2023-01-13 Florian Bechtold , Fabian A. Harang , Nimit Rana
‹ Prev 1 8 9 10 Next ›