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Related papers: A note on stochastic semilinear dissipative evolut…

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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

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

Existence, uniqueness and stability of the solutions of linear stochastic evolution equations are investigated. The results obtained are used to prove theorems on solvability of linear second order stochastic partial differential equations…

Probability · Mathematics 2024-09-30 István Gyöngy , Nicolai V. Krylov

This paper deals with the backward Euler method applied to semilinear parabolic stochastic partial differential equations (SPDEs) driven by additive noise. The SPDE is discretized in space by the finite element method and in time by the…

Numerical Analysis · Mathematics 2020-01-01 Jean Daniel Mukam , Antoine Tambue

These notes present an alternative approach to the asymptotic stability of stochastic partial differential equations driven by multiplicative noise, applicable to a wide range of dissipative systems. The method builds on general criteria…

Probability · Mathematics 2025-03-13 Ziyu Liu

In this paper, we study the problem of Poisson stability of solutions for stochastic semi-linear evolution equation driven by fractional Brownian motion \mathrm{d} X(t)= \left( AX(t) + f(t, X(t)) \right) \mathrm{d}t + g\left(t,…

Dynamical Systems · Mathematics 2024-10-22 Xinze Zhang , Li Yong , Xue Yang

We study a multidimensional stochastic differential equation with additive noise: \[ d X_t=b(t, X_t) dt +d \xi_t, \] where the drift $b$ is integrable in space and time, and $\xi$ is either a fractional Brownian motion or a L\'evy process.…

Probability · Mathematics 2026-02-11 Oleg Butkovsky , Samuel Gallay

We investigate, in the setting of UMD Banach spaces E, the continuous dependence on the data A, F, G and X_0 of mild solutions of semilinear stochastic evolution equations with multiplicative noise of the form dX(t) = [AX(t) + F(t,X(t))]dt…

Probability · Mathematics 2011-02-10 Markus Kunze , Jan van Neerven

In this paper, we consider a class of stochastic delay fractional evolution equations driven by fractional Brownian motion in a Hilbert space. Sufficient conditions for the existence and uniqueness of mild solutions are obtained. An…

Probability · Mathematics 2014-06-13 Kexue Li

A stochastic linear transport equation with multiplicative noise is considered and the question of no-blow-up is investigated. The drift is assumed only integrable to a certain power. Opposite to the deterministic case where smooth initial…

Probability · Mathematics 2013-03-19 Ennio Fedrizzi , Franco Flandoli

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

We prove a new linearization principle for the nonlinear stability of solutions to semilinear evolution equations of parabolic type. We assume that the set of equilibria forms a finite dimensional manifold of normally stable and normally…

Analysis of PDEs · Mathematics 2025-06-27 Francesco Cellarosi , Anirban Dutta , Giusy Mazzone

In this paper, we establish the existence and uniqueness of solutions of stochastic nonlinear Schr\"{o}dinger equations with additive jump noise in $L^2(\mathbb{R}^d)$. Our results cover all either focusing or defocusing nonlinearity in the…

Probability · Mathematics 2022-07-11 Jian Wang , Jianliang Zhai , Jiahui Zhu

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

Analysis of PDEs · Mathematics 2020-03-09 C. H. S. Hamster , H. J. Hupkes

We consider an abstract evolution equation with linear damping, a nonlinear term of Duffing type, and a small forcing term. The abstract problem is inspired by some models for damped oscillations of a beam subject to external loads or…

Analysis of PDEs · Mathematics 2019-05-21 Marina Ghisi , Massimo Gobbino , Alain haraux

We consider abstract evolution equations with a nonlinear term depending on the state and on delayed states. We show that, if the $C_0$-semigroup describing the linear part of the model is exponentially stable, then the whole system retains…

Analysis of PDEs · Mathematics 2017-05-11 Serge Nicaise , Cristina Pignotti

We consider an abstract second order evolution equation with damping. The "elastic" term is represented by a self-adjoint nonnegative operator A with discrete spectrum, and the nonlinear term has order greater than one at the origin. We…

Analysis of PDEs · Mathematics 2014-11-26 Marina Ghisi , Massimo Gobbino , Alain Haraux

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

Combining fractional calculus and the Rough Path Theory we study the existence and uniqueness of mild solutions to evolutions equations driven by a H\"older continuous function with H\"older exponent in $(1/3,1/2)$. Our stochastic integral…

Analysis of PDEs · Mathematics 2013-05-06 María J. Garrido-Atienza , Kening Lu , Björn Schmalfuss

A matrix representation of the evolution operator associated with a nonlinear stochastic flow with additive noise is used to compute its spectrum. In the weak noise limit a perturbative expansion for the spectrum is formulated in terms of…