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By means of an original approach, called "method of the moving frame", we establish existence, uniqueness and stability results for mild and weak solutions of stochastic partial differential equations (SPDEs) with path dependent…

Probability · Mathematics 2010-01-18 Damir Filipovic , Stefan Tappe , Josef Teichmann

The Lotka-Volterra system is a set of ordinary differential equations describing growth of interacting ecological species. This model has gained renewed interest in the context of random interaction networks. One of the debated questions is…

Dynamical Systems · Mathematics 2024-04-23 M. N. Mooij , M. Baudena , A. S. von der Heydt , I. Kryven

This work, Part II, together with its companion Part I develops a new framework for stochastic functional Kolmogorov equations, which are nonlinear stochastic differential equations depending on the current as well as the past states.…

Probability · Mathematics 2021-05-12 Dang H. Nguyen , Nhu N. Nguyen , George Yin

We introduce a stochastic individual model for the spatial behavior of an animal population of dispersive and competitive species, considering various kinds of biological effects, such as heterogeneity of environmental conditions, mutual…

Probability · Mathematics 2016-07-05 Joaquin Fontbona , Sylvie Méléard

This work investigated the stability and asymptotic behavior of some Lotka Volterra type models. We used the Liapunov method which consists in analyzing the stability of systems of ordinary differential equations (ODEs) around the…

We introduce the concept of sos-convex Lyapunov functions for stability analysis of both linear and nonlinear difference inclusions (also known as discrete-time switched systems). These are polynomial Lyapunov functions that have an…

Optimization and Control · Mathematics 2018-03-07 Amir Ali Ahmadi , Raphael M. Jungers

In this paper, we study multi-species stochastic interacting particle systems and their mean-field McKean-Vlasov partial differential equations (PDEs) in non-convex landscapes. We discuss the well-posedness of the multi-species SDE system,…

Probability · Mathematics 2025-07-11 Manh Hong Duong , Grigorios A. Pavliotis , Julian Tugaut

We study several variants of the stochastic four-state rock-paper-scissors game or, equivalently, cyclic three-species predator-prey models with conserved total particle density, by means of Monte Carlo simulations on one- and…

Populations and Evolution · Quantitative Biology 2010-11-13 Qian He , Mauro Mobilia , Uwe C. Täuber

We study the large-time behavior of an ensemble of entities obeying replicator-like stochastic dynamics with mean-field interactions as a model for a primordial ecology. We prove the propagation-of-chaos property and establish conditions…

For time-delay systems, it is known that global asymptotic stability is guaranteed by the existence of a Lyapunov-Krasovskii functional that dissipates in a point-wise manner along solutions, namely whose dissipation rate involves only the…

Optimization and Control · Mathematics 2022-05-17 Iasson Karafyllis , Pierdomenico Pepe , Yuan Wang , Antoine Chaillet

We study the stochastic spatial Lotka-Volterra (LV) model for predator-prey interaction subject to a periodically varying carrying capacity. The LV model with on-site lattice occupation restrictions that represent finite food resources for…

Populations and Evolution · Quantitative Biology 2023-07-07 Mohamed Swailem , Uwe C. Täuber

This paper is a continuation of Part I of this project, where we developed a new local well-posedness theory for nonlinear stochastic PDEs with Gaussian noise. In the current Part II we consider blow-up criteria and regularization…

Functional Analysis · Mathematics 2022-05-02 Antonio Agresti , Mark Veraar

We prove that an averaging principle holds for a general class of stochastic reaction-diffusion systems, having unbounded multiplicative noise, in any space dimension. We show that the classical Khasminskii approach for systems with a…

Probability · Mathematics 2008-05-05 Sandra Cerrai

Stochastic partial differential equations (SPDEs) are ubiquitous in engineering and computational sciences. The stochasticity arises as a consequence of uncertainty in input parameters, constitutive relations, initial/boundary conditions,…

Data Analysis, Statistics and Probability · Physics 2020-01-29 Sharmila Karumuri , Rohit Tripathy , Ilias Bilionis , Jitesh Panchal

Stochastic models of diffusion with excluded-volume effects are used to model many biological and physical systems at a discrete level. The average properties of the population may be described by a continuum model based on partial…

Chemical Physics · Physics 2012-12-20 Maria Bruna , S. Jonathan Chapman

The limiting stability of invariant probability measures of time homogeneous transition semigroups for autonomous stochastic systems has been extensively discussed in the literature. In this paper we initially initiate a program to study…

Analysis of PDEs · Mathematics 2022-03-25 Renhai Wang , Tomas Caraballo , Nguyen Huy Tuan

This article considers a class of Lotka-Volterra systems with multiple nonlinear cross-diffusion, commonly known as prey-taxis models. The existence and stability of classic solutions for such systems with spatially homogeneous sources and…

Analysis of PDEs · Mathematics 2025-01-23 Tianxu Wang , Jiwoon Sim , Hao Wang

The persistence theory has been employed by several authors in order to study persistence properties of dynamical systems generated by ordinary differential equations or maps across diverse disciplines. In this note, the author discusses a…

Dynamical Systems · Mathematics 2025-09-09 N. Pant

We construct a stochastic dynamical systems theory in which sustainability is a structural boundary property of a fully coupled Earth--Human--Production system. Each subsystem is modelled as a vector-valued process governed by stochastic…

Theoretical Economics · Economics 2026-03-02 Claudio Pirrone , Stefano Fricano , Gioacchino Fazio

One standard way to prove existence for deterministic, highly nonlinear PDEs is to use the Schauder-Tychonoff fixed-point theorem. In what follows, we introduce and verify a stochastic variant of the Schauder-Tychonoff theorem. We apply our…

Probability · Mathematics 2026-02-23 Erika Hausenblas , Ankit Kumar , Jonas M. Tölle
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