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Semilinear stochastic evolution equations with multiplicative L\'evy noise and monotone nonlinear drift are considered. Unlike other similar work we do not impose coercivity conditions on coefficients. Existence and uniqueness of the mild…

概率论 · 数学 2013-12-03 Erfan Salavati , Bijan Z. Zangeneh

In this paper, we consider a stochastic model of incompressible non-Newtonian fluids of second grade on a bounded domain of $\mathbb{R}^2$ with multiplicative noise. We first show that the solutions to the stochastic equations of second…

概率论 · 数学 2018-04-17 Shijie Shang

This paper is concerned with the existence of invariant measure for 3D stochastic primitive equations driven by linear multiplicative noise under non-periodic boundary conditions. The common method is to apply Sobolev imbedding theorem to…

概率论 · 数学 2018-01-30 Rangrang Zhang , Guoli Zhou

This article focuses on parabolic equations with rough diffusion coefficients which are ill-posed in the classical sense of distributions due to the presence of a singular forcing. Inspired by the philosophy of rough paths and regularity…

偏微分方程分析 · 数学 2018-03-28 Felix Otto , Jonas Sauer , Scott Smith , Hendrik Weber

Doubly nonlinear stochastic evolution equations are considered. Upon assuming the additive noise to be rough enough, we prove the existence of probabilistically weak solutions of Friedrichs type and study their uniqueness in law. This…

概率论 · 数学 2025-07-24 Carlo Orrieri , Luca Scarpa , Ulisse Stefanelli

A linear stochastic transport equation with non-regular coefficients is considered. Under the same assumption of the deterministic theory, all weak $L^\infty$-solutions are renormalized. But then, if the noise is nondegenerate, uniqueness…

概率论 · 数学 2010-07-26 S. Attanasio , F. Flandoli

In this work, we analyze the long time behavior of 2D as well as 3D convective Brinkman-Forchheimer (CBF) equations and its stochastic counter part with non-autonomous deterministic forcing term in $\mathbb{R}^d$ $ (d=2, 3)$:…

偏微分方程分析 · 数学 2021-05-31 Kush Kinra , Manil T. Mohan

We establish the existence of solutions to path-dependent rough differential equations with non-anticipative coefficients. Regularity assumptions on the coefficients are formulated in terms of horizontal and vertical derivatives.

概率论 · 数学 2020-01-30 Anna Ananova

In this paper, we mainly study the regularity of pullback $\mathcal{D}$-attractors for a nonautonomous nonclassical diffusion equation with delay term $b(t,u_t)$ which contains some hereditary characteristics. Under a critical nonlinearity…

偏微分方程分析 · 数学 2023-03-28 Yuming Qin , Qitao Cai , Ming Mei , Ke Wang

The goal of these notes is to provide an introduction to rough partial differential equations. For this purpose, we will present the theory of rough paths to the extend as it is required. Applications to stochastic partial differential…

概率论 · 数学 2026-05-12 Stefan Tappe

The authors consider non-autonomous dynamical behavior of wave-type evolutionary equations with nonlinear damping and critical nonlinearity. These type of waves equations are formulated as non-autonomous dynamical systems (namely,…

动力系统 · 数学 2009-11-11 Chunyou Sun , Daomin Cao , Jinqiao Duan

We study strictly parabolic stochastic partial differential equations on $\R^d$, $d\ge 1$, driven by a Gaussian noise white in time and coloured in space. Assuming that the coefficients of the differential operator are random, we give…

概率论 · 数学 2007-05-23 Marco Ferrante , Marta Sanz-Solé

We study a class of semi-implicit Taylor-type numerical methods that are easy to implement and designed to solve multidimensional stochastic differential equations driven by a general rough noise, e.g. a fractional Brownian motion. In the…

数值分析 · 数学 2020-06-25 Sebastian Riedel , Yue Wu

Random invariant manifolds are geometric objects useful for understanding complex dynamics under stochastic influences. Under a nonuniform hyperbolicity or a nonuniform exponential dichotomy condition, the existence of random pseudo-stable…

动力系统 · 数学 2009-01-06 Tomas Caraballo , Jinqiao Duan , Kening Lu , Bjorn Schmalfuss

We consider a nonlinear Fokker-Planck equation driven by a deterministic rough path which describes the conditional probability of a McKean-Vlasov diffusion with "common" noise. To study the equation we build a self-contained framework of…

概率论 · 数学 2021-07-27 Michele Coghi , Torstein Nilssen

This paper is devoted to studying abstract stochastic semilinear evolution equations with additive noise in Hilbert spaces. First, we prove the existence of unique local mild solutions and show their regularity. Second, we show the regular…

概率论 · 数学 2016-11-15 Ton Viet Ta

Based on the notion of paracontrolled distributions, we provide existence and uniqueness results for rough Volterra equations of convolution type with potentially singular kernels and driven by the newly introduced class of convolutional…

概率论 · 数学 2021-09-21 David J. Prömel , Mathias Trabs

We explore the limit of stochastic differential equations driven by some random processes satisfying singularly perturbed second order stochastic differential equations. The main tool we employ is the universal limit theorem in rough path…

概率论 · 数学 2026-04-08 Qingming Zhao , Xueru Liu , Wei Wang

We study dynamical systems forced by a combination of random and deterministic noise and provide criteria, in terms of Lyapunov exponents, for the existence of random attractors with continuous structure in the fibres. For this purpose, we…

动力系统 · 数学 2017-01-16 Tobias Jäger , Gerhard Keller

For a class of quasilinear parabolic systems with nonlinear Robin boundary conditions we construct a compact local solution semiflow in a nonlinear phase space of high regularity. We further show that a priori estimates in lower norms are…

偏微分方程分析 · 数学 2012-02-20 Martin Meyries