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We study the asymptotic behavior of solutions to stochastic evolution equations with monotone drift and multiplicative Poisson noise in the variational setting, thus covering a large class of (fully) nonlinear partial differential equations…

Analysis of PDEs · Mathematics 2009-09-22 Carlo Marinelli , Giacomo Ziglio

We present a new proof of well-posedness of stochastic evolution equations in variational form, relying solely on a (nonlinear) infinite-dimensional approximation procedure rather than on classical finite-dimensional projection arguments of…

Analysis of PDEs · Mathematics 2021-09-15 Carlo Marinelli , Luca Scarpa , Ulisse Stefanelli

We consider the evolutionary compressible Navier-Stokes equations in a two-dimensional perforated domain, and show that in the subcritical case of very tiny holes, the density and velocity converge to a solution of the evolutionary…

Analysis of PDEs · Mathematics 2023-07-04 Šárka Nečasová , Florian Oschmann

The exponential ergodicity of partially dissipative McKean-Vlasov SDEs in the \(L^1\)-Wasserstein distance has been extensively studied using asymptotic reflection coupling. However, the reflection coupling method is not applicable for the…

Probability · Mathematics 2025-11-13 Xing Huang , Eva Kopfer , Panpan Ren

In this work, we study ergodicity of continuous time Markov processes on state space $\mathbb{R}_{\geq 0} := [0,\infty)$ obtained as unique strong solutions to stochastic equations with jumps. Our first main result establishes exponential…

Probability · Mathematics 2019-02-11 Martin Friesen , Peng Jin , Jonas Kremer , Barbara Rüdiger

We establish the existence of infinitely many stationary solutions, as well as ergodic stationary solutions, to the three dimensional Navier--Stokes and Euler equations in both deterministic and stochastic settings, driven by additive…

Probability · Mathematics 2024-07-19 Martina Hofmanová , Rongchan Zhu , Xiangchan Zhu

We discuss the issue of maximal regularity for evolutionary equations with non-autonomous coefficients. Here evolutionary equations are abstract partial-differential algebraic equations considered in Hilbert spaces. The catch is to consider…

Analysis of PDEs · Mathematics 2020-07-01 Sascha Trostorff , Marcus Waurick

By reversing the time variable we derive a stochastic representation for backward incompressible Navier-Stokes equations in terms of stochastic Lagrangian paths, which is similar to Constantin and Iyer's forward formulations in…

Probability · Mathematics 2008-11-01 Xicheng Zhang

A non-negative Markovian solution is constructed for a class of stochastic generalized porous media equations with reflection. To this end, some regularity properties and a comparison theorem are proved for stochastic generalized porous…

Probability · Mathematics 2013-04-04 Michael Röckner , Feng-Yu Wang , Tusheng Zhang

In this thesis we consider so-called linear evolutionary problems, a class of linear partial differential equations covering classical elliptic, parabolic and hyperbolic equations from mathematical physics as well as classes of…

Analysis of PDEs · Mathematics 2017-07-10 Sascha Trostorff

In this note, we analyze an abstract evolution equation with time-dependent time delay and time-dependent delay feedback coefficient. We assume that the operator corresponding to the nondelayed part of the model generates an exponentially…

Optimization and Control · Mathematics 2024-08-07 Elisa Continelli , Cristina Pignotti

In this paper, we examine the averaging effect of a highly oscillating external force on the solutions of the Navier-Stokes equations. We show that, as long as the force time-average decays over time, if the frequency and amplitude of the…

Analysis of PDEs · Mathematics 2026-03-03 Anirban Dutta

As extensions to the corresponding results derived for time homogeneous McKean- Vlasov SDEs, the exponential ergodicity is proved for time-periodic distribution dependent SDEs in three different situations: 1) in the quadratic Wasserstein…

Probability · Mathematics 2023-10-03 Panpan Ren , Karl-Theodor Sturm , Feng-Yu Wang

This work contributes a systematic survey and complementary insights of reflecting Brownian motion and its properties. Extension of the Skorohod problem's solution to more general cases is investigated, based on which a discussion is…

Probability · Mathematics 2020-09-09 Yunwen Wang , Jinfeng Li

In this paper, we consider global weak solutions to com-pressible Navier-Stokes-Korteweg equations with density dependent viscosities , in a periodic domain $\Omega = \mathbb T^3$, with a linear drag term with respect to the velocity. The…

Analysis of PDEs · Mathematics 2020-07-22 Didier Bresch , Marguerite Gisclon , Ingrid Lacroix-Violet , Alexis Vasseur

The voltage-conductance kinetic equation for an ensemble of neurons has been studied by many scientists and mathematicians, while its rigorous analysis is still at a premature stage. In this work, we obtain for the first time the…

Probability · Mathematics 2023-05-09 Xu'an Dou , Fanhao Kong , Weijun Xu , Zhennan Zhou

In this paper, we obtain some stability results of (abstract) dissipative evolution equations with a nonautonomous and nonlinear damping using the exponential stability of the retrograde problem with a linear and autonomous feedback and a…

Analysis of PDEs · Mathematics 2021-10-22 Serge Nicaise

This paper investigates the ergodicity of stochastic functional differential equations with jumps under the Wasserstein distance by the generalized coupling method. Two key conditions are verified. The first is verified by establishing an…

Probability · Mathematics 2026-05-07 Mingkun Ye , Yafei Zhai , Zuozheng Zhang

We discuss the ergodic properties of quasi-Markovian stochastic differential equations, providing general conditions that ensure existence and uniqueness of a smooth invariant distribution and exponential convergence of the evolution…

Probability · Mathematics 2018-11-13 Benedict Leimkuhler , Matthias Sachs

We develop and implement new probabilistic strategy for proving exponential ergodicity for interacting diffusion processes on unbounded lattice. The concept of the solution used is rather weak as we construct the process in infinite…

Probability · Mathematics 2015-02-04 Frantisek Zak