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The spectrum of the evolution Operator associated with a nonlinear stochastic flow with additive noise is evaluated by diagonalization in a polynomial basis. The method works for arbitrary noise strength. In the weak noise limit we…

数值分析 · 数学 2025-10-20 C. P. Dettmann , Gergely Palla , Niels Søndergaard , Gábor Vattay

We investigate the existence of periodic solutions for a class of nonlocal continuity equations, which include mean-field equations derived from systems of coupled oscillators. While periodic solutions at the particle level have been…

动力系统 · 数学 2026-02-24 Seung-Yeal Ha , Gyuyoung Hwang , Philippe Thieullen , Jaeyoung Yoon

The paper is devoted to synthesis of recurrent algorithms for detection of stochastic signals given in state space. The structure of the algorithms synthesized is shown to be close to that of the Kalman filter. Analysis of one of the…

Asymptotic random dynamics of weak solutions for a damped stochastic wave equation with the nonlinearity of arbitrarily large exponent and the additive noise on $\mathbb{R}^n$ is investigated. The existence of a pullback random attractor is…

偏微分方程分析 · 数学 2014-11-25 Hongyan Li , Yuncheng You

For a family of $n$-dimensional periodic delay differential equations which encompasses a broad set of models used in structured population dynamics, the existence of a positive periodic solution is obtained under very mild conditions. The…

经典分析与常微分方程 · 数学 2017-03-02 Teresa Faria

Stochastic resonance (SR) is a coherence enhancement effect due to noise that occurs in periodically-driven nonlinear dynamical systems. A very broad range of physical and biological systems present this effect such as climate change,…

斑图形成与孤子 · 物理学 2021-06-08 Adriano A. Batista , A. A. Lisboa de Souza , Raoni S. N. Moreira

Finding the solutions of nonlinear operator equations has been a subject of research for decades but has recently attracted much attention. This paper studies the convergence of a newly introduced viscosity implicit iterative algorithm to a…

泛函分析 · 数学 2020-07-20 Mathew O. Aibinu , Surendra C. Thakur , Sibusiso Moyo

The technique of stochastic solutions, previously used for deterministic equations, is here proposed as a solution method for partial differential equations driven by distribution-valued noises.

概率论 · 数学 2024-08-22 R. Vilela Mendes

We establish an optimal strong convergence rate of a fully discrete numerical scheme for second order parabolic stochastic partial differential equations with monotone drifts, including the stochastic Allen-Cahn equation, driven by an…

数值分析 · 数学 2020-05-21 Zhihui Liu , Zhonghua Qiao

Problem for the first order differential equation with an unbounded operator coefficient in Banach space and nonlinear nonlocal condition is considered. A numerical method is proposed and justified for the solution of this problem under…

数值分析 · 数学 2024-08-27 Volodymyr Makarov , Dmytro Sytnyk , Vitalii Vasylyk

This work establishes the existence and regularity of random pullback attractors for parabolic partial differential equations with rough nonlinear multiplicative noise under natural assumptions on the coefficients. To this aim, we combine…

概率论 · 数学 2024-01-26 Alexandra Neamtu , Tim Seitz

In this paper, we study the existence of the random fixed points for lower semicontinuous condensing random operators defined on Banach spaces. Our results extend corresponding ones present in literature.

概率论 · 数学 2015-07-13 Monica Patriche

We show that the Schr\"{o}dinger-Newton equation, which describes the nonlinear time evolution of self-gravitating quantum matter, can be made compatible with the no-signaling requirement by elevating it to a stochastic differential…

量子物理 · 物理学 2015-02-11 Stefan Nimmrichter , Klaus Hornberger

In this paper, we first introduce the concept and properties of {\omega}- periodic limit process. Then we apply specific criteria obtained to investigate asymptotically {\omega}-periodic mild solutions of a Stochastic Differential Equation…

概率论 · 数学 2018-12-11 Solym M. Manou-Abi , William Dimbour

In this paper, we study the existence, stability and bifurcation of random complete and periodic solutions for stochastic parabolic equations with multiplicative noise. We first prove the existence and uniqueness of tempered random…

动力系统 · 数学 2013-04-18 Bixiang Wang

We study the problem of existence, uniqueness and regularity of probabilistic solutions of the Cauchy problem for nonlinear stochastic partial differential equations involving operators corresponding to regular (nonsymmetric) Dirichlet…

概率论 · 数学 2016-04-26 Tomasz Klimsiak , Andrzej Rozkosz

The issue of inheriting periodicity of an exact solution of a dynamic system by a difference scheme is considered. It is shown that some difference schemes (midpoint scheme, Kahan scheme) in some special cases provide approximate solutions…

经典分析与常微分方程 · 数学 2024-12-03 Wang Shiwei , Alexander Zorin , Marina Konyaeva , Mikhail Malykh , Leonid Sevastianov

We use some tools from nonlinear analysis to study two examples of singular stochastic elliptic PDEs that cannot be solved by the contraction principle or the Schauder fixed point theorem. Let $\xi$ stand for a spatial white noise on a…

偏微分方程分析 · 数学 2022-10-18 I. Bailleul , H. Eulry , T. Robert

In this paper we prove the well-posedness of non-autonomous deterministic and stochastic reaction-diffusion equations with a polynomial reaction term. Concerning the stochastic problem, we also prove a new result on the space-time…

概率论 · 数学 2025-11-04 Davide A. Bignamini , Paolo De Fazio

The paper is dedicated to studying the problem of Poisson stability (in particular stationarity, periodicity, quasi-periodicity, Bohr almost periodicity, Bohr almost automorphy, Birkhoff recurrence, almost recurrence in the sense of…

动力系统 · 数学 2017-02-10 David Cheban , Zhenxin Liu