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We investigate the periodic and stationary solutions of distribution-dependent stochastic differential equations. While generally, the semigroups associated with the equations are nonlinear, we show that the methods of weak convergence and…

概率论 · 数学 2025-01-17 Wei Sun , Ethan Wong

We introduce a Partial Integral Equation (PIE) representation of Partial Differential Equations (PDEs) in two spatial variables. PIEs are an algebraic state-space representation of infinite-dimensional systems and have been used to model 1D…

偏微分方程分析 · 数学 2024-06-18 Declan S. Jagt , Matthew M. Peet

We present a nonlinear dynamical approximation method for time-dependent Partial Differential Equations (PDEs). The approach makes use of parametrized decoder functions, and provides a general, and principled way of understanding and…

数值分析 · 数学 2025-05-20 Daan Bon , Benjamin Caris , Olga Mula

We study the problem of stabilization for the acoustic system with a spatially distributed damping. Imposing various hypotheses on the structural properties of the damping term, we identify either exponential or polynomial decay of…

偏微分方程分析 · 数学 2012-08-23 K. Ammari , E. Feireisl , S. Nicaise

A numerical analysis for the fully discrete approximation of an operator Lyapunov equation related to linear SPDEs (stochastic partial differential equations) driven by multiplicative noise is considered. The discretization of the Lyapunov…

数值分析 · 数学 2022-05-04 Adam Andersson , Annika Lang , Andreas Petersson , Leander Schroer

This paper develops validated computational methods for studying infinite dimensional stable manifolds at equilibrium solutions of parabolic PDEs, synthesizing disparate errors resulting from numerical approximation. To construct our…

动力系统 · 数学 2021-07-08 Jan Bouwe van den Berg , Jonathan Jaquette , J. D. Mireles James

This paper addresses the robust stability of a boundary controlled system coupling two partial differential equations (PDEs), namely beam and string equations, in the presence of boundary and in-domain disturbances under the framework of…

偏微分方程分析 · 数学 2018-11-19 Jun Zheng , Hugo Lhachemi , Guchuan Zhu , David Saussi

The coefficients in a second order parabolic linear stochastic partial differential equation (SPDE) are estimated from multiple spatially localised measurements. Assuming that the spatial resolution tends to zero and the number of…

统计理论 · 数学 2024-07-26 Randolf Altmeyer , Anton Tiepner , Martin Wahl

In this paper, we study a new type of stochastic functional differential equations which is called hybrid pantograph stochastic functional differential equations. We investigate several moment properties and sample properties of the…

概率论 · 数学 2021-05-12 Hao Wu , Junhao Hu , Chenggui Yuan

We consider polynomial differential equations and make a number of contributions to the questions of (i) complexity of deciding stability, (ii) existence of polynomial Lyapunov functions, and (iii) existence of sum of squares (sos) Lyapunov…

最优化与控制 · 数学 2013-09-03 Amir Ali Ahmadi , Pablo A. Parrilo

We prove the well-posedness results, i.e. existence, uniqueness, and stability, of the solutions to a class of nonlocal fully nonlinear parabolic partial differential equations (PDEs), where there is an external time parameter $t$ on top of…

偏微分方程分析 · 数学 2021-10-11 Qian Lei , Chi Seng Pun

We consider a stochastic partial differential equation close to bifurcation of pitchfork type, where a one-dimensional space changes its stability. For finite-time Lyapunov exponents we characterize regions depending on the distance from…

概率论 · 数学 2023-04-24 Dirk Blömker , Alexandra Neamtu

Unlike ordinary differential equations (ODEs), linear partial differential equations (PDEs) admit multiple non-equivalent notions of stability. This variety makes interpretation of Lyapunov stability results challenging. \blue{To simplify…

最优化与控制 · 数学 2026-05-26 Matthew M. Peet

Physical processes evolving in both time and space are often modeled using Partial Differential Equations (PDEs). Recently, it has been shown how stability analysis and control of coupled PDEs in a single spatial variable can be more…

偏微分方程分析 · 数学 2026-05-20 Declan S. Jagt , Matthew M. Peet

We study parametric estimation for second order linear parabolic stochastic partial differential equations (SPDEs) in two space dimensions driven by two types of $Q$-Wiener processes based on high frequency spatio-temporal data. First, we…

统计理论 · 数学 2025-04-15 Yozo Tonaki , Yusuke Kaino , Masayuki Uchida

We focus in this paper on the stochastic stabilization problems of PDEs by Levy noise. Sufficient conditions under which the perturbed systems decay exponentially with a general rate function are provided and some examples are constructed…

概率论 · 数学 2011-04-15 Jianhai Bao , Chenggui Yuan

In this work decay estimates are derived for the solutions of 1-D linear parabolic PDEs with disturbances at both boundaries and distributed disturbances. The decay estimates are given in the L2 and H1 norms of the solution and…

最优化与控制 · 数学 2017-06-06 Iasson Karafyllis , Miroslav Krstic

We analyze stochastic partial differential equations (SPDEs) with quadratic nonlinearities close to a change of stability. To this aim we compute finite-time Lyapunov exponents (FTLEs), observing a change of sign based on the interplay…

概率论 · 数学 2026-02-11 Alexandra Blessing , Dirk Blömker

The paper is concerned with the development of Lyapunov methods for the analysis of equilibrium stability in a dynamical system on the space of probability measures driven by a non-local continuity equation. We derive sufficient conditions…

偏微分方程分析 · 数学 2024-10-14 Yurii Aveboukh , Aleksei Volkov

For an arbitrary parameter $p\in [1,+\infty]$, we consider the problem of exponential stabilization in the spatial $L^{p}$-norm, and $W^{1,p}$-norm, respectively, for a class of anti-stable linear parabolic PDEs with space-time-varying…

最优化与控制 · 数学 2022-07-05 Qiaoling Chen , Jun Zheng , Guchuan Zhu