On the positivity of solutions of systems of stochastic PDEs

DOI10.1002/ZAMM.201100167MaRDI QIDQ2863152zbMATHOpenAlexFDO

Authors Jacky Cresson, Stefanie Sonner, Messoud Efendiev

Publication date 21 November 2013

Published in ZAMM. Zeitschrift für Angewandte Mathematik und Mechanik (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/20.500.11824/543

zbMATH Keywords

stochastic PDEsnecessary and sufficient conditionspositive conesemi-linear parabolic systems

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Positive solutions to PDEs (35B09) Semilinear parabolic equations (35K58)

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Cites work

• Comparison methods for a class of function valued stochastic partial differential equations
• Comparison of systems of stochastic partial differential equations
• Invariant sets and existence theorems for semilinear parabolic and elliptic systems
• Non-random Invariant Sets for Some Systems of Parabolic Stochastic Partial Differential Equations
• On the relation between ordinary and stochastic differential equations
• Riemann-Stieltjes approximations of stochastic integrals
• Wong-Zakai approximations for stochastic differential equations

Cited in

(13)

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• Analysis of a positivity-preserving splitting scheme for some semilinear stochastic heat equations
• On the positivity of the stochastic heat equation
• Preserving positivity in solutions of discretised stochastic differential equations
• A comparison between random and stochastic modeling for a SIR model
• Positivity theorem for a stochastic delay equation on a manifold
• Homogenization of a nonlinear stochastic model with nonlinear random forces for chemical reactive flows in porous media
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