Exponential stability for stochastic neutral partial functional differential equations

In this paper, we consider a class of stochastic neutral partial functional differential equations in a real separable Hilbert space. Some conditions on the existence and uniqueness of a mild solution of this class of equations and also the exponential stability of the moments of a mild solution as well as its sample paths are obtained. The known results in Govindan [T.E. Govindan, Almost sure exponential stability for stochastic neutral partial functional differential equations, Stochastics 77 (2005) 139-154], Liu and Truman [K. Liu, A. Truman, A note on almost sure exponential stability for stochastic partial functional differential equations, Statist. Probab. Lett. 50 (2000) 273-278] and Taniguchi [T. Taniguchi, Almost sure exponential stability for stochastic partial functional differential equations, Stoch. Anal. Appl. 16 (1998) 965-975; T. Taniguchi, Asymptotic stability theorems of semilinear stochastic evolution equations in Hilbert spaces, Stochastics 53 (1995) 41-52] are generalized and improved.     

Exponential stability of energy solutions to stochastic partial differential equations with variable delays and jumps

In this work, we investigate stochastic partial differential equations with variable delays and jumps. We derive by estimating the coefficients functions in the stochastic energy equality some sufficient conditions for exponential stability and almost sure exponential stability of energy solutions, and generalize the results obtained by Taniguchi [T. Taniguchi, The exponential stability for stochastic delay partial differential equations, J. Math. Anal. Appl. 331 (2007) 191-205] and Wan and Duan [L. Wan, J. Duan, Exponential stability of non-autonomous stochastic partial differential equations with finite memory, Statist. Probab. Lett. 78 (5) (2008) 490-498] to cover a class of more general stochastic partial differential equations with jumps. Finally, an illustrative example is established to demonstrate our established theory.     

Corrigendum to the paper: Existence and stability results for semilinear systems of impulsive stochastic differential equations with fractional Brownian motion. Stoch. Anal. Appl. 34 (2016), no. 5, 792–834

In this paper we correct an error made in our paper [Blouhi, T.; Caraballo, T.; Ouahab, A. Existence and stability results for semilinear systems of impulsive stochastic differential equations with fractional Brownian motion. Stoch. Anal. Appl. 34 (2016), no. 5, 792-834]. In fact, in this corrigendum we present the correct hypotheses and results, and highlight that the results can be proved using the same method used in the original work. The main feature is that we used a result which has been proved only when the diffusion term does not depend on the unknown.     

On stationarity of stochastic retarded linear equations with unbounded drift operators

This article continues the study of Liu [Statist. Probab. Lett. 78(2008): 1775–1783; Stoch. Anal. Appl. 29(2011): 799–823] for stationary solutions of stochastic linear retarded functional differential equations with the emphasis on delays which appear in those terms including spatial partial derivatives. As a consequence, the associated stochastic equations have unbounded operators acting on the point or distributed delayed terms, while the operator acting on the instantaneous term generates a strongly continuous semigroup. We present conditions on the delay systems to obtain a unique stationary solution by combining spectrum analysis of unbounded operators and stochastic calculus. A few instructive cases are analyzed in detail to clarify the underlying complexity in the study of systems with unbounded delayed operators.     

Stochastic partial functional differential equations with locally monotone coefficients,locally Lipschitz non-linearity and delay

In this paper, we study the existence and uniqueness of strong solutions for stochastic partial functional differential equations with locally monotone coefficients, locally Lipschitz non-linearity, and time delay. Our results extend previous results obtained by Liu–Röckner, Caraballo et al. and Taniguchi et al. Examples are given to illustrate the wide applicability of our results.     

Asymptotic stability of impulsive stochastic partial differential equations with infinite delays

In this paper, we study the existence and asymptotic stability in pth moment of mild solutions to nonlinear impulsive stochastic partial differential equations with infinite delay. By employing a fixed point approach, sufficient conditions are derived for achieving the required result. These conditions do not require the monotone decreasing behaviour of the delays.     

Mild solutions of local non-Lipschitz neutral stochastic functional evolution equations driven by jumps modulated by Markovian switching

In this article, we initiate a study on neutral stochastic functional evolution equations driven by jumps modulated by Markovian switching in real separable Hilbert spaces. Our goal here is to derive the existence and uniqueness of mild solutions to equations of this class under local non-Lipschitz condition proposed by Taniguchi [J. Math. Anal. Appl. 340:(2009)197–208] by means of stopping time technique and Banach fixed-point theorem. The results obtained here generalize the main results from Luo and Taniguchi [Stoch. Dyn. 9:(2009)135–152] and Jiang and Shen [Comput. Math. Appl. 61:(2011)1590–1594]. Finally, an example is worked out to illustrate the obtained results.     

A remark on the ODE with two discrete delays

The aim of this paper is to outline a formal framework for the analytical analysis of the Hopf bifurcations in the delay differential equations with two independent time delays. Some results for the differential-difference equations with two delays, when the both of the coefficients of linearized equation are negative were obtained in [X. Li, S. Ruan, J. Wei, Stability and bifurcation in delay-differential equations with two delays, J. Math. Anal. Appl. 236 (1999) 254-280]. In the paper we present some remarks on the case studied in [X. Li, S. Ruan, J. Wei, Stability and bifurcation in delay-differential equations with two delays, J. Math. Anal. Appl. 236 (1999) 254-280] and also two other cases, namely when the coefficients of linearized equation have different signs and when coefficients are both positive.     

On the reduction principle for differential equations with piecewise constant argument of generalized type

In this paper we introduce a new type of differential equations with piecewise constant argument (EPCAG), more general than EPCA [K.L. Cooke, J. Wiener, Retarded differential equations with piecewise constant delays, J. Math. Anal. Appl. 99 (1984) 265-297; J. Wiener, Generalized Solutions of Functional Differential Equations, World Scientific, Singapore, 1993]. The Reduction Principle [V.A. Pliss, The reduction principle in the theory of the stability of motion, Izv. Akad. Nauk SSSR Ser. Mat. 27 (1964) 1297-1324 (in Russian); V.A. Pliss, Integral Sets of Periodic Systems of Differential Equations, Nauka, Moskow, 1977 (in Russian)] is proved for EPCAG. The structure of the set of solutions is specified. We establish also the existence of global integral manifolds of quasilinear EPCAG in the so-called critical case and investigate the stability of the zero solution.     

Further results on the existence,uniqueness and stability of strong solutions of quantum stochastic differential equations

Under a more general Lipschitz condition on the coefficients than our consideration in [E.O. Ayoola, Existence and stability results for strong solutions of quantum stochastic differential equations, Stochastic Anal. Appl. 20 (2) (2002) 263–281], we establish the existence, uniqueness and stability of strong solutions of quantum stochastic differential equations (QSDE). This enables us to exhibit a class of Lipschitzian QSDE whose coefficients are continuous on the locally convex space of solution.     

Random nonlinear Hammerstein equations

We prove existence theorems for random differential equations defined in a separable reflexive Banach space. These theorems are proved through the use of theory of random analysis established in [X. Z. Yuan, Random nonlinear mappings of monotone type, J. Math. Anal. Appl. 19] which differs from the other means, for example in [R. Kannan and H. Salehi, Random nonlinear equations and monotonic nonlinearities, J. Math. Anal. Appl. 57 (1977), 234–256; D. Kravvaritis, Existence theorems for nonlinear random equations and inequalities, J. Math. Anal. Appl. 86 (1982), 61–73; D. A. Kandilakis and N. S. Papageorgious, On the existence of solutions for random differential inclusions in a Banach space, J. Math. Anal. Appl. 126 (1987), 11–23].     

Exponential stability of mild solutions of stochastic partial differential equations with delays

A semiiinear stochastic partial differential equation with variable delays is considered. Sufficient conditions for the exponential stability in the p-th mean of mild solutions are obtained. Also, pathwise exponential stability is proved. Since the technique ofLyapunov functions is not suitable for delayed equations, the results have been proved by using the properties of the stochastic convolution. As the sufficient conditions obtained are also valid for the case without delays, one can ensure exponential stability of mild solution in some cases where the sufficient conditions in Ichikawa [11] do not give any answer. The results are illustrated with some examples     

Pseudo almost periodic solutions of infinite class for some functional differential equations

The aim of this work is to investigate the existence and uniqueness of pseudo almost periodic solutions for some neutral partial functional differential equations in a Banach space when the delay is distributed using the variation of constants formula and the spectral decomposition of the phase space developed in Adimy et al. [M. Adimy, K. Ezzinbi, and A. Ouhinou, Variation of constants formula and almost periodic solutions for some partial functional differential equations with infinite delay, J. Math. Anal. Appl. 317(2) (2006), pp. 668–689]. Here, we assume that the undelayed part is not necessarily densely defined and satisfies the well-known Hille–Yosida condition, the delayed part is assumed to be pseudo almost periodic with respect to the first argument and Lipschitz continuous with respect to the second argument.     

Exponential stability for neutral stochastic partial differential equations with delays and Poisson jumps

In this paper, we consider a class of neutral stochastic partial differential equations with delays and Poisson jumps. Sufficient conditions for the existence and exponential stability in mean square as well as almost surely exponential stability of mild solutions are derived by means of the Banach fixed point principle. An example is provided to illustrate the effectiveness of the proposed result.     

Global attracting set,exponential stability and stability in distribution of SPDEs with jumps

A novel approach to the global attracting sets of mild solutions for stochastic functional partial differential equations driven by Lévy noise is presented. Consequently, some new sufficient conditions ensuring the existence of the global attracting sets of mild solutions for the considered equations are established. As applications, some new criteria for the exponential stability in mean square of the considered equations is obtained. Subsequently, by employing a weak convergence approach, we try to establish some stability conditions in distribution of the segment processes of mild solutions to stochastic delay partial differential equations with jumps under some weak conditions. Some known results are improved. Lastly, some examples are investigated to illustrate the theory.     

Razumikhin-type exponential stability criteria of neutral stochastic functional differential equations

The paper discusses both pth moment and almost sure exponential stability of solutions to neutral stochastic functional differential equations and neutral stochastic differential delay equations, by using the Razumikhin-type technique. The main goal is to find sufficient stability conditions that could be verified more easily then by using the usual method with Lyapunov functionals. The analysis is based on paper [X. Mao, Razumikhin-type theorems on exponential stability of neutral stochastic functional differential equations, SIAM J. Math. Anal. 28 (2) (1997) 389-401], referring to mean square and almost sure exponential stability.     

Existence,uniqueness, and numerical approximations for stochastic Burgers equations

Abstract

In this article, we propose an all-in-one statement which includes existence, uniqueness, regularity, and numerical approximations of mild solutions for a class of stochastic partial differential equations (SPDEs) with non-globally monotone nonlinearities. The proof of this result exploits the properties of an existing fully explicit space-time discrete approximation scheme, in particular the fact that it satisfies suitable a priori estimates. We also obtain almost sure and strong convergence of the approximation scheme to the mild solutions of the considered SPDEs. We conclude by applying the main result of the article to the stochastic Burgers equations with additive space-time white noise.     

Yosida approximations for multivalued stochastic partial differential equations driven by Lévy noise on a Gelfand triple

We prove the existence and uniqueness of solutions for a class of multivalued stochastic partial differential equations with maximal monotone drift on Banach space driven by multiplicative Lévy noise. We also establish the strong convergence result for solutions of the approximating equations where the maximal monotone drift operator is replaced by its Yosida approximation. As an application, the existence and uniqueness of solutions for multivalued stochastic porous medium equations is obtained.     

Multiple positive solutions of Dirichlet boundary value problems for second order impulsive differential equations

This paper is devoted to study the existence of multiple positive solutions for the second order Dirichlet boundary value problem with impulse effects. The main results here is the generalization of Liu and Li [L. Liu, F.Y. Li, Multiple positive solution of nonlinear two-point boundary value problems, J. Math. Anal. Appl. 203 (1996) 610-625] for ordinary differential equations. Existence is established via the theory of fixed point index in cones.     

A self-dual variational approach to stochastic partial differential equations

Unlike many of their deterministic counterparts, stochastic partial differential equations are not amenable to the methods of calculus of variations à la Euler–Lagrange. In this paper, we show how self-dual variational calculus leads to variational solutions of various stochastic partial differential equations driven by monotone vector fields. We construct solutions as minima of suitable non-negative and self-dual energy functionals on Itô spaces of stochastic processes. We show how a stochastic version of Bolza's duality leads to solutions for equations with additive noise. We then use a Hamiltonian formulation to construct solutions for non-linear equations with non-additive noise such as the stochastic Navier–Stokes equations in dimension two.