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We formulate and prove a {\it Local Stable Manifold Theorem\/} for stochastic differential equations (sde's) that are driven by spatial Kunita-type semimartingales with stationary ergodic increments. Both Stratonovich and It\^o-type…

概率论 · 数学 2016-09-07 Salah-Eldin A. Mohammed , Michael K. R. Scheutzow

In Rajeev (2013), 'Translation invariant diffusion in the space of tempered distributions', it was shown that there is an one to one correspondence between solutions of a class of finite dimensional SDEs and solutions of a class of SPDEs in…

概率论 · 数学 2016-05-26 Suprio Bhar

This article studies the effect of discretisation error on the stationary distribution of stochastic partial differential equations (SPDEs). We restrict the analysis to the effect of space discretisation, performed by finite element…

概率论 · 数学 2013-09-20 Jochen Voss

A nonlinear stochastic differential equation with the order of nonlinearity higher than one, with several discrete and distributed delays and time varying coefficients is considered. It is shown that the sufficient conditions for…

概率论 · 数学 2018-10-25 Leonid Shaikhet

In this paper, the stability behaviors of stochastic differential equations (SDEs) driven by time-changed Brownian motions are discussed. Based on the generalized Lyapunov method and stochastic analysis, necessary conditions are provided…

概率论 · 数学 2016-02-29 Qiong Wu

Shocks in granular media, such as vertically oscillated beds, have been shown to develop instabilities. Similar jet formation has been observed in explosively dispersed granular media. Our previous work addressed this instability by…

流体动力学 · 物理学 2014-07-17 Nick Sirmas , Sam Falle , Matei Radulescu

In this paper, we first explore exponential stability by using Monotonicity inequality and use this information to obtain the existence of Invariant measure for linear Stochastic PDEs with potential in the space of tempered distributions.…

概率论 · 数学 2024-05-31 Arvind Kumar Nath

A parameter estimation problem for a class of semilinear stochastic evolution equations is considered. Conditions for consistency and asymptotic normality are given in terms of growth and continuity properties of the nonlinear part.…

统计理论 · 数学 2020-02-26 Gregor Pasemann , Wilhelm Stannat

Linear scalar differential equations with distributed delays appear in the study of the local stability of nonlinear differential equations with feedback, which are common in biology and physics. Negative feedback loops tend to promote…

动力系统 · 数学 2014-05-29 Samuel Bernard , Fabien Crauste

This paper investigates the stability properties of a nonlinear fractional differential equation with two discrete delays and a delay-dependent coefficient. Such equations arise in various biological and control systems where temporal…

动力系统 · 数学 2026-03-12 Pragati Dutta , Sachin Bhalekar

In this paper, we discuss the relationships between stability and almost periodicity for solutions of stochastic differential equations. Our essential idea is to get stability of solutions or systems by some inherited properties of Lyapunov…

动力系统 · 数学 2016-09-20 Yong Li , Zhenxin Liu , Wenhe Wang

The aim of this work is to establish a linear instability criterium of stationary solutions for the Korteweg-de Vries model on a star graph with a structure represented by a finite collections of semi-infinite edges. By considering a…

偏微分方程分析 · 数学 2021-07-07 Jaime Angulo Pava , Márcio Cavalcante

This paper extends deterministic notions of Strong Stability Preservation (SSP) to the stochastic setting, enabling nonlinearly stable numerical solutions to stochastic differential equations (SDEs) and stochastic partial differential…

数值分析 · 数学 2024-12-10 James Woodfield

We study the notion of stochastic stability with respect to diffusive perturbations for flows with smooth invariant measures. We investigate the question fully for non-singular flows on the circle. We also show that volume-preserving flows…

动力系统 · 数学 2011-12-02 Sergiu Aizicovici , Todd Young

The linear stability of stratified two-phase flows in rectangular ducts is studied numerically. The linear stability analysis takes into account all possible infinitesimal three-dimensional disturbances and is carried out by solution of the…

流体动力学 · 物理学 2020-04-09 Alexander Gelfgat , Neima Brauner

We consider reaction-diffusion equations that are stochastically forced by a small multiplicative noise term. We show that spectrally stable traveling wave solutions to the deterministic system retain their orbital stability if the…

偏微分方程分析 · 数学 2020-03-09 Christian Hamster , Hermen Jan Hupkes

The single-site dynamical mean field theory approximation to the double exchange model is found to exhibit a previously unnoticed instability, in which a well-defined ground state which is stable against small perturbations is found to be…

强关联电子 · 物理学 2009-11-11 chungwei Lin , Andrew. J. Millis

The modulational instability in the class of NLS equations is discussed using a statistical approach. A kinetic equation for the two-point correlation function is studied in a linear approximation, and an integral stability equation is…

可精确求解与可积系统 · 物理学 2009-11-11 A. T. Grecu , D. Grecu , Anca Visinescu

We consider the stability of a system of equations which are a singular perturbation of the incompressible rigid-plastic flow equations used to model granular flow. A linear stability analysis shows that solutions of these equations are…

软凝聚态物质 · 物理学 2007-05-23 Shaun Hendy

A nonlinear parabolic differential equation is presented which has at least one equilibrium. This equilibrium is shown to have a negative definite linearization, but a spectrum which includes zero. An elementary construction shows that the…

偏微分方程分析 · 数学 2007-05-23 Michael Robinson