Effective dynamics of stochastic partial differential equations
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(only showing first 100 items - show all)- Strong convergence in the pth-mean of an averaging principle for two-time-scales SPDEs with jumps
- Global synchronising behavior of evolution equations with exponentially growing nonautonomous forcing
- On the stability of solutions to stochastic 2D g-Navier-Stokes equations with finite delays
- Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes
- Diffusion approximation for nonlinear evolutionary equations with large interaction and fast boundary fluctuation
- \(L^{p}\) (\(p\geq 2\))-strong convergence in averaging principle for multivalued stochastic differential equation with non-Lipschitz coefficients
- Well-posedness of mild solutions to stochastic parabolic partial functional differential equations
- Existence and controllability of second-order neutral impulsive stochastic evolution integro-differential equations with state-dependent delay
- Global well-posedness of the stochastic generalized Kuramoto-Sivashinsky equation with multiplicative noise
- Stochastic Swift-Hohenberg equation with degenerate linear multiplicative noise
- Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations
- Slow manifold for a nonlocal stochastic evolutionary system with fast and slow components
- Small mass limit and diffusion approximation for a generalized Langevin equation with infinite number degrees of freedom
- Physical properties preserving numerical simulation of stochastic fractional nonlinear wave equation
- A dynamical theory for singular stochastic delay differential equations. II: Nonlinear equations and invariant manifolds
- Averaging principle on infinite intervals for stochastic ordinary differential equations
- Averaging principle for a stochastic coupled fast-slow atmosphere-ocean model
- Averaging principle for stochastic differential equations with monotone condition
- The one-dimensional stochastic Keller-Segel model with time-homogeneous spatial Wiener processes
- Passivity of boundary controlled and observed stochastic port-Hamiltonian systems subject to multiplicative and input noise
- Stochastic averaging for the non-autonomous mixed stochastic differential equations with locally Lipschitz coefficients
- Two-time-scale stochastic differential delay equations driven by multiplicative fractional Brownian noise: averaging principle
- Wave-breaking and moderate deviations of the stochastic Camassa-Holm equation with pure jump noise
- Weak and strong averaging principle for a stochastic coupled fast-slow atmosphere-ocean model with non-Lipschitz Lévy noise
- Smoluchowski-Kramers approximation with state dependent damping and highly random oscillation
- A data-driven approach for discovering stochastic dynamical systems with non-Gaussian Lévy noise
- Homogenization for stochastic reaction-diffusion equations with singular perturbation term
- Data-driven model reduction, Wiener projections, and the Koopman-Mori-Zwanzig formalism
- Effective wave factorization for a stochastic Schrödinger equation
- The stochastic Gierer-Meinhardt system
- Averaging principle on infinite intervals for stochastic ordinary differential equations with Lévy noise
- Slow manifold and parameter estimation for a nonlocal fast-slow dynamical system with Brownian motion
- Stochastic attractor bifurcation of the one-dimensional Swift-Hohenberg equation with multiplicative noise
- Stochastic nonlocal conservation laws on whole space
- Averaging principles for nonautonomous two-time-scale stochastic reaction-diffusion equations with jump
- Blowup solutions for stochastic parabolic equations
- Blowup of parabolic equations with additive noise
- Impacts of noise on a class of partial differential equations
- Theoretical study and numerical simulation of pattern formation in the deterministic and stochastic gray-Scott equations
- Convergence of \(p\)-th mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion
- A Wong-Zakai approximation for random slow manifolds with application to parameter estimation
- Finite dimensional reducing and smooth approximating for a class of stochastic partial differential equations
- Representation of manifolds for the stochastic Swift-Hohenberg equation with multiplicative noise
- A linear quadratic control problem for the stochastic heat equation driven by Q-Wiener processes
- A determining form for a nonlocal system
- Dynamics and invariant manifolds for a nonlocal stochastic Swift-Hohenberg equation
- Asymptotic behavior of solutions to the three-dimensional stochastic Leray- model
- Averaging principle for the one-dimensional parabolic equation driven by stochastic measure
- Effective approximation for a nonlocal stochastic Schrödinger equation with oscillating potential
- Data-driven method to learn the most probable transition pathway and stochastic differential equation
- Constructive finite-dimensional boundary control of stochastic 1D parabolic PDEs
- Stability and constructions of the Poincaré maps for a class of stochastic partial differential equations
- Asymptotic behavior of the stochastic Kelvin-Voigt-Brinkman-Forchheimer equations
- Positive and unbounded solution of stochastic delayed evolution equations
- Approximation of random slow manifolds and settling of inertial particles under uncertainty
- Well-posedness and limit behaviors for a stochastic higher-order modified Camassa-Holm equation
- Mild solutions of local non-Lipschitz neutral stochastic functional evolution equations driven by jumps modulated by Markovian switching
- Modulation equation for SPDEs in unbounded domains with space-time white noise -- linear theory
- Stochastic PDEs and dynamics
- Two-time-scales hyperbolic-parabolic equations driven by Poisson random measures: existence, uniqueness and averaging principles
- Averaging principle for complex Ginzburg-Landau equation perturbated by mixing random forces
- Averaging principle for stochastic differential equations under a weak condition
- Effective Macroscopic Dynamics of Stochastic Partial Differential Equations in Perforated Domains
- Reductions and Deviations for Stochastic Partial Differential Equations Under Fast Dynamical Boundary Conditions
- Effective equations and the inverse cascade theory for Kolmogorov flows
- Averaging principles for SPDEs driven by fractional Brownian motions with random delays modulated by two-time-scale Markov switching processes
- A Wong-Zakai approximation for random invariant manifolds
- Existence and regularity of mild solutions to fractional stochastic evolution equations
- Averaging, homogenization and slow manifolds for stochastic partial differential equations
- L-Kuramoto-Sivashinsky SPDEs in one-to-three dimensions: L-KS kernel, sharp Hölder regularity, and Swift-Hohenberg law equivalence
- Slow manifolds for dynamical systems with non-Gaussian stable Lévy noise
- Averaging Principle for Nonautonomous Slow-Fast Systems of Stochastic Reaction-Diffusion Equations: The Almost Periodic Case
- Transition pathways for a class of high dimensional stochastic dynamical systems with Lévy noise
- Rough center manifolds
- Dominant dynamics for a class of singularly perturbed stochastic partial differential equations with quadratic nonlinearities and random Neumann boundary conditions
- Optimal index and averaging principle for Itô-Doob stochastic fractional differential equations
- Online multiscale model reduction for nonlinear stochastic PDEs with multiplicative noise
- On the existence and long-time behavior of solutions to stochastic three-dimensional Navier-Stokes-Voigt equations
- Optimal distributed and tangential boundary control for the unsteady stochastic Stokes equations
- A note on the continuity for Caputo fractional stochastic differential equations
- Approximate controllability for semilinear second-order stochastic evolution systems with infinite delay
- Dynamic behaviors of a local modified stochastic Swift-Hohenberg equation with multiplicative noise
- Existence and uniqueness of a mild solution to the stochastic heat equation with white and fractional noises
- Effective dynamics of a conditioned generalized linear Glauber model
- L-Kuramoto-Sivashinsky SPDEs vs. time-fractional SPIDEs: exact continuity and gradient moduli, 1/2-derivative criticality, and laws
- Blow-up solutions of the stochastic nonlocal heat equations
- Effective approximation of stochastic sine-Gordon equation with a fast oscillation
- Approximation for a generalized Langevin equation with high oscillation in time and space
- Unstable manifolds for rough evolution equations
- scientific article; zbMATH DE number 7670329 (Why is no real title available?)
- scientific article; zbMATH DE number 7688128 (Why is no real title available?)
- Averaging principle for stochastic quasi‐geostrophic flow equation with a fast oscillation
- Local martingale solutions and pathwise uniqueness for the three-dimensional stochastic inviscid primitive equations
- Approximate controllability of second-order impulsive neutral stochastic differential equations with state-dependent delay and Poisson jumps
- A strong convergence rate of the averaging principle for two-time-scale forward-backward stochastic differential equations
- Stratonovich–Khasminskii averaging principle for multiscale random Korteweg–de Vries-Burgers equation
- Effective reduction for a nonlocal Zakai stochastic partial differential equation in data assimilation
- Effective dynamics for a class of stochastic weakly damped wave equation with a fast oscillation
- Pathwise unstable invariant manifolds reduction for stochastic evolution equations driven by nonlinear noise
- The Second Bogolyubov Theorem and Global Averaging Principle for SPDEs with Monotone Coefficients
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