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

We consider a family of stochastic 2D Euler equations in vorticity form on the torus, with transport type noises and $L^2$-initial data. Under a suitable scaling of the noises, we show that the solutions converge weakly to that of the…

We illustrate a counter-intuitive effect of an additive stochastic force, which acts independently on each element of an ensemble of globally coupled oscillators. We show numerically and semi-analytically that a very small white noise is…

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…

We study a Stochastic Landau-Lifschitz Equation with non-zero anisotrophy energy and multidimensional noise. The existence and some regularities of weak solution have been proved.

Semilinear stochastic evolution equations with L\'evy noise and monotone nonlinear drift are considered. The existence and uniqueness of the mild solutions in $L^p$ for these equations is proved and a sufficient condition for exponential…

We highlight a fundamental ill-posedness issue for nonlinear stochastic wave equations driven by a fractional noise. Namely, if the noise becomes too rough (i.e., the sum of its Hurst indexes becomes too small), then there is essentially no…

First, a new sufficient condition for uniqueness of weak solutions is proved for the system of 2D viscous Primitive Equations. Second, global existence and uniqueness are established for several classes of weak solutions with partial…

In this article we develop a new methodology to prove weak approximation results for general stochastic differential equations. Instead of using a partial differential equation approach as is usually done for diffusions, the approach…

We consider a finite element approximation of a general semi-linear stochastic partial differential equation (SPDE) driven by space-time multiplicative and additive noise. We examine the full weak convergence rate of the exponential Euler…

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…

This paper devotes to studying abstract stochastic evolution equations in M-type 2 Banach spaces. First, we handle nonlinear evolution equations with multiplicative noise. The existence and uniqueness of local and global mild solutions…

A change of variables is introduced to reduce certain nonlinear stochastic evolution equations with multiplicative noise to the corresponding deterministic equation. The result is then used to investigate a stochastic porous medium…

An averaging result is proved for stochastic evolution equations with highly oscillating coefficients. This result applies in particular to equations with almost periodic coefficients. The convergence to the solution of the averaged…

We consider a class of stochastic heat equations driven by truncated $\alpha$-stable white noises for $1<\alpha<2$ with noise coefficients that are continuous but not necessarily Lipschitz and satisfy globally linear growth conditions. We…

We consider linear stochastic differential-algebraic equations with constant coefficients and additive white noise. Due to the nature of this class of equations, the solution must be defined as a generalised process (in the sense of Dawson…

In this paper, we claim the availability of deterministic noises for stabilization of the origins of dynamical systems, provided that the noises have unbounded variations. To achieve the result, we first consider the system representations…

We study singular limits of stochastic evolution equations in the interplay of disappearing strength of the noise and insufficient regularity, where the equation in the limit with noise would not be defined due to lack of regularity. We…

We prove existence and uniqueness of solutions to a nonlinear stochastic evolution equation on the $d$-dimensional torus with singular $p$-Laplace-type or total variation flow-type drift with general sublinear doubling nonlinearities and…

This article deals with the approximation of a stochastic partial differential equation (SPDE) via amplitude equations. We consider an SPDE with a cubic nonlinearity perturbed by a general multiplicative noise that preserves the constant…

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…