Effective dynamics of stochastic partial differential equations
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- 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
- A strong convergence rate of the averaging principle for two-time-scale forward-backward stochastic differential equations
- L-Kuramoto-Sivashinsky SPDEs in one-to-three dimensions: L-KS kernel, sharp Hölder regularity, and Swift-Hohenberg law equivalence
- Strong convergence of averaging principle for the non‐autonomous slow‐fast systems of SPDEs with polynomial growth
- Representation of manifolds for the stochastic Swift-Hohenberg equation with multiplicative noise
- On the existence and uniqueness of solution to a stochastic chemotaxis-Navier-Stokes model
- Averaging on macroscopic scales with application to Smoluchowski-Kramers approximation
- Asymptotic behaviour of solutions to stochastic three-dimensional globally modified Navier–Stokes equations
- Optimal distributed and tangential boundary control for the unsteady stochastic Stokes equations
- A Wong-Zakai approximation for random slow manifolds with application to parameter estimation
- Averaging principle for stochastic differential equations under a weak condition
- Asymptotic behavior of the stochastic Kelvin-Voigt-Brinkman-Forchheimer equations
- L-Kuramoto-Sivashinsky SPDEs vs. time-fractional SPIDEs: exact continuity and gradient moduli, 1/2-derivative criticality, and laws
- Approximation of random slow manifolds and settling of inertial particles under uncertainty
- Stochastic averaging for the non-autonomous mixed stochastic differential equations with locally Lipschitz coefficients
- Moment evolution equations and moment matching for stochastic image EPDiff
- Averaging principle on infinite intervals for stochastic ordinary differential equations
- Bohmian trajectories of the time-oscillating Schrödinger equations
- Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes
- Dynamics and invariant manifolds for a nonlocal stochastic Swift-Hohenberg equation
- A strong averaging principle rate for two-time-scale coupled forward-backward stochastic differential equations driven by fractional Brownian motion
- pth moment asymptotic stability for neutral stochastic functional differential equations with Lévy processes
- Convergence of \(p\)-th mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion
- Optimal index and averaging principle for Itô-Doob stochastic fractional differential equations
- Transition pathways for a class of high dimensional stochastic dynamical systems with Lévy noise
- Slow manifold for a nonlocal stochastic evolutionary system with fast and slow components
- Effective wave factorization for a stochastic Schrödinger equation
- Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations
- Two-time-scale stochastic differential delay equations driven by multiplicative fractional Brownian noise: averaging principle
- Online multiscale model reduction for nonlinear stochastic PDEs with multiplicative noise
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- A Wong-Zakai approximation for random invariant manifolds
- Effective dynamics of a conditioned generalized linear Glauber model
- Averaging principle on infinite intervals for stochastic ordinary differential equations with Lévy noise
- scientific article; zbMATH DE number 7670329 (Why is no real title available?)
- Effective approximation of stochastic sine-Gordon equation with a fast oscillation
- Averaging principle for the one-dimensional parabolic equation driven by stochastic measure
- Existence and uniqueness of a mild solution to the stochastic heat equation with white and fractional noises
- Blowup of parabolic equations with additive noise
- Effective dynamics of a coupled microscopic-macroscopic stochastic system
- The stochastic Klausmeier system and a stochastic Schauder-Tychonoff type theorem
- Blow-up solutions of the stochastic nonlocal heat equations
- Strong convergence in the \(p\)th-mean of an averaging principle for two-time-scales SPDEs with jumps
- Well-posedness and wave-breaking for the stochastic rotation-two-component Camassa-Holm system
- Effective equations and the inverse cascade theory for Kolmogorov flows
- Stochastic nonlocal conservation laws on whole space
- The existence and averaging principle for stochastic fractional differential equations with impulses
- Impacts of noise on a class of partial differential equations
- 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
- Averaging principle for stochastic quasi‐geostrophic flow equation with a fast oscillation
- The Second Bogolyubov Theorem and Global Averaging Principle for SPDEs with Monotone Coefficients
- Travelling waves in monostable and bistable stochastic partial differential equations
- Approximation for random stable manifolds under multiplicative correlated noises
- Approximation of random invariant manifolds for a stochastic Swift-Hohenberg equation
- Averaging, homogenization and slow manifolds for stochastic partial differential equations
- Effective approximation for a nonlocal stochastic Schrödinger equation with oscillating potential
- Unstable manifolds for rough evolution equations
- Unstable manifolds for rough evolution equations
- A linear quadratic control problem for the stochastic heat equation driven by Q-Wiener processes
- Modulation equation for SPDEs in unbounded domains with space-time white noise -- linear theory
- Dominant dynamics for a class of singularly perturbed stochastic partial differential equations with quadratic nonlinearities and random Neumann boundary conditions
- Weak and strong averaging principle for a stochastic coupled fast-slow atmosphere-ocean model with non-Lipschitz Lévy noise
- Slow manifold and parameter estimation for a nonlocal fast-slow dynamical system with Brownian motion
- Averaging principle for complex Ginzburg-Landau equation perturbated by mixing random forces
- Approximation for a generalized Langevin equation with high oscillation in time and space
- Well-posedness and limit behaviors for a stochastic higher-order modified Camassa-Holm equation
- A dynamical theory for singular stochastic delay differential equations. II: Nonlinear equations and invariant manifolds
- Approximate controllability of second-order impulsive neutral stochastic differential equations with state-dependent delay and Poisson jumps
- Averaging and mixing for stochastic perturbations of linear conservative systems
- Stability and constructions of the Poincaré maps for a class of stochastic partial differential equations
- Martingale solution of the stochastic Camassa-Holm equation with pure jump noise
- Global well-posedness of the stochastic generalized Kuramoto-Sivashinsky equation with multiplicative noise
- Global synchronising behavior of evolution equations with exponentially growing nonautonomous forcing
- Approximate controllability for second-order stochastic neutral evolution equations with infinite delay
- Blow-up solution to an abstract non-local stochastic heat equation with Lévy noise
- The exponential stability for locally monotone stochastic partial differential equations
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