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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…

概率论 · 数学 2025-03-13 Ziyu Liu

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…

偏微分方程分析 · 数学 2020-03-09 C. H. S. Hamster , H. J. Hupkes

We consider split-step Milstein methods for the solution of stiff stochastic differential equations with an emphasis on systems driven by multi-channel noise. We show their strong order of convergence and investigate mean-square stability…

数值分析 · 数学 2014-11-27 V. Reshniak , A. Q. M. Khaliq , D. A. Voss , G. Zhang

For given non-consistent initial conditions, we study the stability of a class of generalised linear systems of difference equations with constant coefficients and taking into account that the leading coefficient can be a singular matrix.…

动力系统 · 数学 2016-12-14 Nicholas Apostolopoulos , Fernando Ortega , Grigoris Kalogeropoulos

This paper addresses the exponential stability of the trivial solution of some types of evolution equations driven by H\"older continuous functions with H\"older index greater than $1/2$. The results can be applied to the case of equations…

偏微分方程分析 · 数学 2017-05-05 Luu Hoang Duc , María J. Garrido-Atienza , Andreas Neuenkirch , Björn Schmalfuß

In this paper the statement of the second Bogolyubov's theorem on periodic solutions of smooth systems with small parameter is justified for discountinuous systems. It is assumed that the generating solution intersects the discontinuity…

经典分析与常微分方程 · 数学 2008-10-28 Oleg Makarenkov

This paper is devoted to stability results for the Gaussian logarithmic Sobolev inequality, with explicit stability constants.

偏微分方程分析 · 数学 2024-07-11 Giovanni Brigati , Jean Dolbeault , Nikita Simonov

Nonlinear partial differential equations are central to physics, engineering, and finance. Except in a limited number of integrable cases, their solution generally requires numerical methods whose cost becomes prohibitive in…

流体动力学 · 物理学 2026-03-30 Javier Gonzalez-Conde , Daniel Isla , Sergiy Zhuk , Mikel Sanz

In pattern forming systems such as Rayleigh-Benard convection or directional solidification, a large number of linearly stable, patterned steady states exist when the basic, simple steady state is unstable. Which of these steady states will…

patt-sol · 物理学 2009-10-28 Douglas A. Kurtze

We give a multivariate generalization of Borell's noise stability theorem for Gaussian vectors. As a consequence we recover two inequalities, also due to Borell, for exit times of the Ornstein-Uhlenbeck process.

概率论 · 数学 2013-07-31 Joe Neeman

This work establishes a rigorous connection between stability properties of discrete-time algorithms (DTAs) and corresponding continuous-time dynamical systems derived through $ O(s^r) $-resolution ordinary differential equations (ODEs). We…

最优化与控制 · 数学 2026-03-03 Amir Ali Farzin , Yuen-Man Pun , Philipp Braun , Iman Shames

The existence and stability results for a class of fractional differential equations involving generalized Katugampola derivative are presented herein. Some fixed point theorems are used and enlightening examples of obtained result are also…

经典分析与常微分方程 · 数学 2017-09-27 Sandeep P Bhairat , D B Dhaigude

We propose and study a class of numerical schemes to approximate time fractional differential equations. The methods are based on the approximation of the Caputo fractional derivative by continuous piecewise polynomials, which is strongly…

数值分析 · 数学 2018-05-04 Han Zhou , Paul Andries Zegeling

In this work, we provide the first strong convergence result of numerical approximation of a general second order semilinear stochastic fractional order evolution equation involving a Caputo derivative in time of order $\alpha\in(\frac 34,…

数值分析 · 数学 2021-09-08 Aurelien Junior Noupelah , Antoine Tambue

A mathematical model describing the initial stage of the capture of oscillatory systems into autoresonance under the action of slowly varying pumping is considered. Solutions with an infinitely growing amplitude are associated with the…

数学物理 · 物理学 2017-02-07 Oskar Sultanov

The aim of this note is to prove a result of effective stability for a non-autonomous perturbation of an integrable Hamiltonian system, provided that the perturbation depends slowly on time. Then we use this result to clarify and extend a…

动力系统 · 数学 2013-03-21 Abed Bounemoura

The long term aim is to use modern dynamical systems theory to derive discretisations of noisy, dissipative partial differential equations. As a first step we here consider a small domain and apply stochastic centre manifold techniques to…

动力系统 · 数学 2025-10-20 A. J. Roberts

In this paper, we investigate the asymptotic behaviors of the solutions of nonlinear dynamic systems nearby an equilibrium point, when the nominal parts are subject to non necessarily small perturbations. We show that, under some estimates…

动力系统 · 数学 2020-08-07 Mondher Benjemaa , Wided Gouadri , Mohamed Ali Hammami

This article concerns the stability of a model for mass-spring systems with positive damping and negative stiness. It is well known that when the coefficients are frozen in time the system is unstable. Here we find conditions on the…

经典分析与常微分方程 · 数学 2007-06-01 Julio G. Dix , Cesar A. Terrero-Escalante

In this paper, we extend the energy-Casimir stability method for deterministic Lie-Poisson Hamiltonian systems to provide sufficient conditions for the stability in probability of stochastic dynamical systems with symmetries and…

动力系统 · 数学 2018-04-18 Alexis Arnaudon , Nader Ganaba , Darryl Holm