Stochastic partial differential equations: an introduction

DOI10.1007/978-3-319-22354-4zbMATH Open1361.60002OpenAlexW2338895534MaRDI QIDQ495641FDOQ495641

Authors: Wei Liu, Michael Röckner 

Publication date: 14 September 2015

Published in: Universitext (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-22354-4

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zbMATH Keywords

semigroup approachstochastic partial differential equationvariational approachcylindrical Wiener process

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integrals (60H05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01)

Cited In (only showing first 100 items - show all)

• Stochastic discontinuous Galerkin methods (SDGM) based on fluctuation-dissipation balance
• Rough nonlocal diffusions
• Distribution-dependent stochastic differential delay equations in finite and infinite dimensions
• On nonlinear Feynman-Kac formulas for viscosity solutions of semilinear parabolic partial differential equations
• \(L^p\)-convergence rate of backward Euler schemes for monotone SDEs
• An Extended Variational Theory for Nonlinear Evolution Equations via Modular Spaces
• Global well-posedness to stochastic reaction-diffusion equations on the real line \(\mathbb{R}\) with superlinear drifts driven by multiplicative space-time white noise
• An order approach to SPDEs with antimonotone terms
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• Well-posedness for nonlinear SPDEs with strongly continuous perturbation
• Mean attractors and invariant measures of locally monotone and generally coercive SPDEs driven by superlinear noise
• Poisson stable solutions for stochastic PDEs driven by Lévy noise
• A dynamic capillarity equation with stochastic forcing on manifolds: A singular limit problem
• Large Deviations for Stochastic Generalized Porous Media Equations Driven by Lévy Noise
• Brownian motion, martingales and Itô formula in Clifford analysis
• An addendum to: ``Mild solutions to semilinear stochastic partial differential equations with locally monotone coefficients
• Strong averaging principle for slow-fast stochastic partial differential equations with locally monotone coefficients
• Localized Orthogonal Decomposition for a Multiscale Parabolic Stochastic Partial Differential Equation
• Stochastic doubly nonlinear PDE: large deviation principles and existence of invariant measure
• Stochastische partielle Differentialgleichungen
• Stochastic Navier-Stokes equations for turbulent flows in critical spaces
• Well-posedness of a random coefficient damage mechanics model
• Obstacle problem for a stochastic conservation law and Lewy Stampacchia inequality
• Conservative stochastic two-dimensional Cahn-Hilliard equation
• Optimal convergence rate in the quantum Zeno effect for open quantum systems in infinite dimensions
• Asymptotic log-Harnack inequality and ergodicity for 3D Leray-\(\alpha\) model with degenerate type noise
• Lewy-Stampacchia's inequality for a stochastic T-monotone obstacle problem
• The perfection of local semi-flows and local random dynamical systems with applications to SDEs
• Small noise asymptotics of multi-scale McKean-Vlasov stochastic dynamical systems
• Global well-posedness of the viscous Camassa-Holm equation with gradient noise
• Robust a posteriori estimates for the stochastic Cahn-Hilliard equation
• Large deviation principle for McKean-Vlasov quasilinear stochastic evolution equations
• Averaging principle for stochastic 3D fractional Leray-\(\alpha\) model with a fast oscillation
• Exponential integrator for stochastic strongly damped wave equation based on the Wong-Zakai approximation
• Periodic measures for a class of SPDEs with regime-switching
• Remotely almost periodicity for SDEs under the framework of evolution system
• Uniqueness of stationary distribution and exponential convergence for distribution dependent SDEs
• Large deviation principle for the two-dimensional stochastic Navier-Stokes equations with anisotropic viscosity
• Schauder regularity results in separable Hilbert spaces
• Martingale solutions of the stochastic 2D primitive equations with anisotropic viscosity
• On parareal algorithms for semilinear parabolic stochastic PDEs
• Strong convergence rates in averaging principle for slow-fast McKean-Vlasov SPDEs
• About the infinite dimensional skew and obliquely reflected Ornstein-Uhlenbeck process
• Strong solutions to McKean-Vlasov SDEs with coefficients of Nemytskii-type
• Nonlinear parabolic stochastic evolution equations in critical spaces. II: Blow-up criteria and instantaneous regularization
• On the well‐posedness of a class of nonautonomous SPDEs: An operator‐theoretical perspective
• The Asymptotic Frequency of Stochastic Oscillators
• Large deviations and averaging for stochastic tamed 3D Navier-Stokes equations with fast oscillations
• Renormalized solutions for stochastic \(p\)-Laplace equations with \(L^1\)-initial data: the case of multiplicative noise
• Pathwise regularization of the stochastic heat equation with multiplicative noise through irregular perturbation
• Nonuniqueness in law of stochastic 3D Navier-Stokes equations
• Title not available (Why is that?)
• A BSDEs approach to pathwise uniqueness for stochastic evolution equations
• Doubly nonlinear stochastic evolution equations. II.
• Maximal inequalities for stochastic convolutions and pathwise uniform convergence of time discretisation schemes
• Error estimates of the backward Euler-Maruyama method for multi-valued stochastic differential equations
• Phase Reduction of Waves, Patterns, and Oscillations Subject to Spatially Extended Noise
• The critical variational setting for stochastic evolution equations
• Kolmogorov continuity and stability of sample paths of entropy solutions of stochastic conservation laws
• A coupled stochastic differential reaction-diffusion system for angiogenesis
• Coercivity condition for higher moment a priori estimates for nonlinear SPDEs and existence of a solution under local monotonicity
• A numerical method for a nonlocal diffusion equation with additive noise
• Rate-independent stochastic evolution equations: parametrized solutions
• A stochastic Allen-Cahn-Navier-Stokes system with singular potential
• A spectral Galerkin exponential Euler time-stepping scheme for parabolic SPDEs on two-dimensional domains with a \(\mathcal{C}^2\) boundary
• An inverse potential problem for the stochastic diffusion equation with a multiplicative white noise
• Stochastic optimal control of a evolutionary p-Laplace equation with multiplicative Lévy noise
• The effect of noise intensity on parabolic equations
• Stochastic energy balance climate models with Legendre weighted diffusion and an additive cylindrical Wiener process forcing
• Long Time Behavior of Stochastic Nonlocal Partial Differential Equations and Wong--Zakai Approximations
• Central limit type theorem and large deviation principle for multi-scale McKean-Vlasov SDEs
• Reaction-diffusion equations with transport noise and critical superlinear diffusion: local well-posedness and positivity
• Well-posedness of backward stochastic partial differential equations with Lyapunov condition
• Weak solutions for stochastic differential equations with additive fractional noise
• Analysis of nonlinear poroviscoelastic flows with discontinuous porosities ^*
• Title not available (Why is that?)
• Long-timescale soliton dynamics in the Korteweg-de Vries equation with multiplicative translation-invariant noise
• Fractal dimension of random invariant sets and regular random attractors for stochastic hydrodynamical equations
• Existence of weak solutions to stochastic heat equations driven by truncated \(\alpha\)-stable white noises with non-Lipschitz coefficients
• Stochastic 3D Leray-\(\alpha\) model with fractional dissipation
• Averaging principle for stochastic complex Ginzburg-Landau equations
• A posteriori estimates for the stochastic total variation flow
• Moderate deviation principle for the two-dimensional stochastic Navier-Stokes equations with anisotropic viscosity
• Higher moments for the stochastic Cahn–Hilliard equation with multiplicative Fourier noise
• Parameter estimation for semilinear SPDEs from local measurements
• Stability and convergence analysis of a fully discrete semi-implicit scheme for stochastic Allen-Cahn equations with multiplicative noise
• Counterexamples to local Lipschitz and local Hölder continuity with respect to the initial values for additive noise driven stochastic differential equations with smooth drift coefficient functions with at most polynomially growing derivatives
• Stochastic optimal control of a doubly nonlinear PDE driven by multiplicative Lévy noise
• Well-posedness for a stochastic 2D Euler equation with transport noise
• Large and moderate deviation principles for McKean-Vlasov SDEs with jumps
• Peng's Maximum Principle for Stochastic Partial Differential Equations
• Global Strong Well-Posedness of the Stochastic Bidomain Equations with FitzHugh–Nagumo Transport
• Mild solutions to semilinear stochastic partial differential equations with locally monotone coefficients
• The Kolmogorov infinite dimensional equation in a Hilbert space via deep learning methods
• Existence of solutions to stochastic \(p(t, x)\)-Laplace equations and applications
• Existence and asymptotic behaviour of positive solutions to a stochastic multispecies Holling type II model
• Proportional stochastic generalized Lotka-Volterra model with an application to learning microbial community structures
• Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations
• Wong-Zakai approximation and support theorem for 2D and 3D stochastic convective Brinkman-Forchheimer equations
• Sharp Nonuniqueness of Solutions to Stochastic Navier–Stokes Equations

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