Stochastic partial differential equations: an introduction

DOI10.1007/978-3-319-22354-4MaRDI QIDQ495641zbMATH OpenOpenAlexFDO

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

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)

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• Strong approximation of monotone stochastic partial differential equations driven by multiplicative noise
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• Stochastic Allen-Cahn equation with logarithmic potential
• Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations
• Diffusivity estimation for activator-inhibitor models: theory and application to intracellular dynamics of the actin cytoskeleton
• Strong dissipativity of generalized time-fractional derivatives and quasi-linear (stochastic) partial differential equations
• Convergent numerical approximation of the stochastic total variation flow
• Exponential inequalities for exit times for two dimensional stochastic tidal dynamics equations
• Asymptotic log-Harnack inequality and applications for SPDE with degenerate multiplicative noise
• Infinite dimensional pathwise Volterra processes driven by Gaussian noise -- probabilistic properties and applications --
• Existence-uniqueness and stability of the mild periodic solutions to a class of delayed stochastic partial differential equations and its applications
• On existence and uniqueness properties for solutions of stochastic fixed point equations
• The BDF2-Maruyama method for the stochastic Allen-Cahn equation with multiplicative noise
• Drift estimation for stochastic reaction-diffusion systems
• Porous media equations with nonlinear gradient noise and Dirichlet boundary conditions
• Parareal Exponential $\theta$-Scheme for Longtime Simulation of Stochastic Schrödinger Equations with Weak Damping
• Delayed blow-up by transport noise
• Nonlinear parabolic stochastic evolution equations in critical spaces Part I. Stochastic maximal regularity and local existence*
• Small time asymptotics for SPDEs with locally monotone coefficients
• A natural extension of Markov processes and applications to singular SDEs
• Well-posedness of renormalized solutions for a stochastic \(p\)-Laplace equation with \(L^1\)-initial data
• On stochastic porous-medium equations with critical-growth conservative multiplicative noise
• Global solutions for the stochastic reaction-diffusion equation with super-linear multiplicative noise and strong dissipativity
• Porous media equations with multiplicative space-time white noise
• On a theorem by A.S. Cherny for semilinear stochastic partial differential equations
• Wong-Zakai approximation and support theorem for SPDEs with locally monotone coefficients
• Ergodicity of 3D Leray-α model with fractional dissipation and degenerate stochastic forcing
• Deterministic control of stochastic reaction-diffusion equations
• Strong solutions to SPDEs with monotone drift in divergence form
• Distribution dependent SDEs driven by fractional Brownian motions
• Asymptotic log-Harnack inequality and applications for stochastic 2D hydrodynamical-type systems with degenerate noise
• The tamed MHD equations
• Analysis and optimal velocity control of a stochastic convective Cahn-Hilliard equation
• The infinitesimal generator of the stochastic Burgers equation
• Optimal convergence analysis of a fully discrete scheme for the stochastic Stokes-Darcy equations
• Convergence rate for Galerkin approximation of the stochastic Allen-Cahn equations on 2D torus
• Large deviations for stochastic porous media equation on general measure spaces
• The stochastic thin-film equation: existence of nonnegative martingale solutions
• Optimal control of stochastic phase-field models related to tumor growth
• Wang's Harnack inequalities for space-time white noises driven SPDEs with two reflecting walls and their applications
• Stochastic rotating waves
• Weak and strong averaging principle for a stochastic coupled fast-slow atmosphere-ocean model with non-Lipschitz Lévy noise
• Entropy solutions for stochastic porous media equations
• A weak law of large numbers for realised covariation in a Hilbert space setting
• Nonlinear diffusion equations with nonlinear gradient noise
• Averaging Principle for Stochastic Tidal Dynamics Equations
• A note on doubly nonlinear SPDEs with singular drift in divergence form
• The stochastic Cahn–Hilliard equation with degenerate mobility and logarithmic potential
• Global existence of martingale solutions and large time behavior for a 3D stochastic nonlocal Cahn-Hilliard-Navier-Stokes systems with shear dependent viscosity
• Large deviation principle for a space-time fractional stochastic heat equation with fractional noise
• Well-posedness for a pseudomonotone evolution problem with multiplicative noise
• Averaging principle for slow-fast stochastic partial differential equations with Hölder continuous coefficients
• Large deviation principle for stochastic Burgers type equation with reflection
• Random attractors for locally monotone stochastic partial differential equations
• The dual Yamada-Watanabe theorem for mild solutions to stochastic partial differential equations
• Invariance of closed convex cones for stochastic partial differential equations
• Exponential mixing for stochastic 3D fractional Leray-\(\alpha\) model with degenerate multiplicative noise
• On generators of transition semigroups associated to semilinear stochastic partial differential equations
• Averaging principle for a stochastic coupled fast-slow atmosphere-ocean model
• Probabilistic limiting behavior of stochastic inertial manifolds for a class of SPDEs
• McKean-Vlasov SDE and SPDE with locally monotone coefficients
• scientific article; zbMATH DE number 772613 (Why is no real title available?)
• Necessary and sufficient conditions for optimal control of semilinear stochastic partial differential equations
• scientific article; zbMATH DE number 1483980 (Why is no real title available?)
• SVI solutions to stochastic nonlinear diffusion equations on general measure spaces
• Invariant measures for a class of stochastic third-grade fluid equations in 2D and 3D bounded domains
• Localized Orthogonal Decomposition for a Multiscale Parabolic Stochastic Partial Differential Equation
• Log-Sobolev inequalities and hypercontractivity for Ornstein-Uhlenbeck evolution operators in infinite dimension
• 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
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• scientific article; zbMATH DE number 1264748 (Why is no real title available?)
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• Weak error analysis for a nonlinear SPDE approximation of the Dean-Kawasaki equation
• Differentiability in infinite dimension and the Malliavin calculus
• A feasible central limit theorem for realised covariation of SPDEs in the context of functional data
• Obstacle problem for a stochastic conservation law and Lewy Stampacchia inequality
• A posteriori estimates for the stochastic total variation flow
• Rate-independent stochastic evolution equations: parametrized solutions
• Averaging principle for stochastic 3D fractional Leray-\(\alpha\) model with a fast oscillation
• Large deviation principle for multi-scale fully local monotone stochastic dynamical systems with multiplicative noise
• Stochastic generalized porous media equations over \(\sigma\)-finite measure spaces with non-continuous diffusivity function
• Small noise asymptotics of multi-scale McKean-Vlasov stochastic dynamical systems
• Hegselmann-Krause model with environmental noise
• Global well-posedness of the viscous Camassa-Holm equation with gradient noise
• Robust a posteriori estimates for the stochastic Cahn-Hilliard equation
• On the well‐posedness of a class of nonautonomous SPDEs: An operator‐theoretical perspective
• Stochastic modified flows for Riemannian stochastic gradient descent
• Central limit type theorem and large deviation principle for multi-scale McKean-Vlasov SDEs
• Local well-posedness for 2D stochastic tropical climate model
• Long-timescale soliton dynamics in the Korteweg-de Vries equation with multiplicative translation-invariant noise
• The Kolmogorov infinite dimensional equation in a Hilbert space via deep learning methods
• A domain decomposition method for stochastic evolution equations
• Dynamics of locally monotone stochastic evolution equations
• Moderate deviation principle for the two-dimensional stochastic Navier-Stokes equations with anisotropic viscosity
• 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
• A branching particle system approximation for solving partially observed stochastic optimal control problems via stochastic maximum principle

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