相关论文: Approximating the coefficients in semilinear stoch…

In this paper, we establish the existence and uniqueness of invariant measures for a class of semilinear stochastic partial differential equations driven by multiplicative noise on a bounded domain. The main results can be applied to SPDEs…

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…

This paper is devoted to order-one explicit approximations of random periodic solutions to multiplicative noise driven stochastic differential equations (SDEs) with non-globally Lipschitz coefficients. The existence of the random periodic…

Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusion operators driven by a finite dimensional Brownian motion are considered. Under some regularity condition assumed for the solution, the rate of…

In this paper we investigate a nonlinear stochastic partial differential equation (spde in short) perturbed by a space-correlated Gaussian noise in arbitrary dimension $d\geq1$, with a non-Lipschitz coefficient noisy term. The equation…

In this paper the numerical solution of non-autonomous semilinear stochastic evolution equations driven by an additive Wiener noise is investigated. We introduce a novel fully discrete numerical approximation that combines a standard…

The solution $X_n$ to a nonlinear stochastic differential equation of the form $dX_n(t)+A_n(t)X_n(t)\,dt-\tfrac12\sum_{j=1}^N(B_j^n(t))^2X_n(t)\,dt=\sum_{j=1}^N B_j^n(t)X_n(t)d\beta_j^n(t)+f_n(t)\,dt$, $X_n(0)=x$, where $\beta_j^n$ is a…

We study continuous dependence of solutions to quasilinear evolution equations of parabolic-type in the framework of maximal $L^p$-regularity. For equations of the form \[ \frac{d\phi}{dt} + A(t,\phi)\phi = f(t,\phi), \] we establish…

We consider nonautonomous semilinear evolution equations of the form \label{semilineq} \frac{dx}{dt}= A(t)x+f(t,x). Here $A(t)$ is a (possibly unbounded) linear operator acting on a real or complex Banach space $\X$ and $f: \R\times\X\to\X$…

In this article we propose a new, explicit and easily implementable numerical method for approximating a class of semilinear stochastic evolution equations with non-globally Lipschitz continuous nonlinearities. We establish strong…

The numerical analysis of stochastic parabolic partial differential equations of the form $$ du + A(u) = f \,dt + g \, dW, $$ is surveyed, where $A$ is a partial operator and $W$ a Brownian motion. This manuscript unifies much of the theory…

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…

The full history recursive multilevel Picard approximation method for semilinear parabolic partial differential equations (PDEs) is the only method which provably overcomes the curse of dimensionality for general time horizons if the…

In this paper we consider the following stochastic partial differential equation (SPDE) in the whole space: $du (t, x) = [a^{i j} (t, x) D_{i j} u(t, x) + f(u, t, x)]\, dt + \sum_{k = 1}^m g^k (u(t, x)) dw^k (t).$ We prove the convergence…

A better understanding of the instability margin will eventually optimize the operational range for safety-critical industries. In this paper, we investigate the almost-sure exponential asymptotic stability of the trivial solution of a…

In this paper, we study the existence of random periodic solutions for semilinear stochastic partial differential equations with multiplicative linear noise on a bounded open domain ${\cal O}\subset {\mathbb R}^d$ with smooth boundary. We…

A fully discrete approximation of the semi-linear stochastic wave equation driven by multiplicative noise is presented. A standard linear finite element approximation is used in space and a stochastic trigonometric method for the temporal…

We study the wellposedness and pathwise regularity of semilinear non-autonomous parabolic evolution equations with boundary and interior noise in an $L^p$ setting. We obtain existence and uniqueness of mild and weak solutions. The boundary…

This paper deals with the spatial and temporal regularity of the unique Hilbert space valued mild solution to a semilinear stochastic partial differential equation with nonlinear terms that satisfy global Lipschitz conditions. It is shown…

In this article we introduce and analyze a notion of mild solution for a class of non-autonomous parabolic stochastic partial differential equations defined on a bounded open subset $D\subset\mathbb{R}^{d}$ and driven by an…