Fokker-Planck equations and maximal dissipativity for Kolmogorov operators with time dependent singular drifts in Hilbert spaces

We consider a Kolmogorov operator L₀ in a Hilbert space H, related to a stochastic PDE with a time-dependent singular quasi-dissipative drift , defined on a suitable space of regular functions. We show that L₀ is essentially m-dissipative in the space Lp([0,T]×H;ν), p?1, where and the family (νt)_t∈[0,T] is a solution of the Fokker-Planck equation given by L₀. As a consequence, the closure of L₀ generates a Markov C₀-semigroup. We also prove uniqueness of solutions to the Fokker-Planck equation for singular drifts F. Applications to reaction-diffusion equations with time-dependent reaction term are presented. This result is a generalization of the finite-dimensional case considered in [V. Bogachev, G. Da Prato, M. Röckner, Existence of solutions to weak parabolic equations for measures, Proc. London Math. Soc. (3) 88 (2004) 753-774], [V. Bogachev, G. Da Prato, M. Röckner, On parabolic equations for measures, Comm. Partial Differential Equations 33 (3) (2008) 397-418], and [V. Bogachev, G. Da Prato, M. Röckner, W. Stannat, Uniqueness of solutions to weak parabolic equations for measures, Bull. London Math. Soc. 39 (2007) 631-640] to infinite dimensions.     

On Invariant Measures for Diffusions on Banach Spaces

We consider a Banach space valued diffusion process corresponding to a stochastic evolution equation with strongly nonlinear drift. Sufficient conditions are given for the existence of a unique martingale solution and existence of an invariant measure. The resulting diffusion process is shown to be strongly Feller and irreducible. These properties yield uniqueness of invariant measure and ergodicity of the process. We also show that the invariant measure is equivalent to the invariant measure of the diffusion without drift. The main tool to show these results is the Girsanov Transformation.     

Some criteria for the existence of invariant measures and asymptotic stability for random dynamical systems on polish spaces

Tomasz Szarek presented interesting criteria for the existence of invariant measures and asymptotic stability of Markov operators on Polish spaces. Hans Crauel in his book presented the theory of random probabilistic measures on Polish spaces showing that notions of compactness and tightness for such measures are in one-to-one correspondence with such notions for non-random measures on Polish spaces, in addition to the criteria under which the space of random measures is itself a Polish space. This result allowed the transfer of results of Szarek to the case of random dynamical systems in the sense of Arnold. These criteria are interesting because they allow to use the existence of simple deterministic Lyapunov type function together with additional conditions to show the existence of invariant measures and asymptotic stability of random dynamical systems on general Polish spaces.     

Invariant measure and statistical solutions for non-autonomous discrete Klein-Gordon-Schrodinger-type equations

In this article, we first prove the existence of the pullback attractor for no-autonomous discrete Klein-Gordon-Schrodinger-type equations. Then we construct the invariant measure and statistical solutions for this discrete equations via the generalized Banach limit.     

Global existence and asymptotic behaviour for systems of nonlinear hyperbolic equations

We consider the initial-boundary value problem for a class of nonlinear hyperbolic equations system in a bounded domain. Using the potential well theory, the existence of global solutions is investigated. We also established the asymptotic behaviour of global solutions as t?→?+?∞ by applying the multiplier method.     

Kolmogorov equations for randomly perturbed generalized Newtonian fluids

We consider incompressible generalized Newtonian fluids in two space dimensions perturbed by an additive Gaussian noise. The velocity field of such a fluid obeys a stochastic partial differential equation with fully nonlinear drift due to the dependence of viscosity on the shear rate. In particular, we assume that the extra stress tensor is of power law type, i.e. a polynomial of degree , , i.e. the shear thinning case. We prove that the associated Kolmogorov operator K admits at least one infinitesimally invariant measure μ satisfying certain exponential moment estimates. Moreover, K is L²‐unique w.r.t. μ provided , where is the second root of , approximately .     

Branch-and-bound methods for solving systems of Lipschitzian equations and inequalities

In this note, we show how branch-and-bound methods previously proposed for solving broad classes of multiextremal global optimization problems can be applied for solving systems of Lipschitzian equations and inequalities over feasible sets defined by various types of constraints. Some computational results are given.This research was accomplished while the second author was a fellow of the Alexander von Humboldt Foundation at the University of Trier, Trier, West Germany.     

Expression of meromorphic solutions of systems of algebraic differential equations with exponential coefficients

Using the Nevanlinna theory of the value distribution of meromorphic functions and theory of differential algebra, we investigate the problem of the forms of meromorphic solutions of some specific systems of generalized higher order algebraic differential equations with exponential coefficients and obtain some results.     

Invariant manifolds of periodic orbits for piecewise linear three-dimensional systems

This paper analyses the existence of invariant manifolds ofperiodic orbits for a specific piecewise linear three-dimensionalsystem with two zones, whose linear parts share a pair of imaginaryeigenvalues. This degenerate situation is obtained from thelack of controllability. The analysis proceeds by its reductionto a periodic one-dimensional equation for which some resultsof the Ambrosetti–Prodi type are given.     

Dimension of invariant measures for continuous random dynamical systems

We consider continuous random dynamical systems with jumps. We estimate the dimension of the invariant measures and apply the results to a model of stochastic gene expression. Copyright © 2016 John Wiley & Sons, Ltd.     

Invariant measures for certain linear fractional transformations mod 1

Explicit invariant measures are derived for a family of finite-to-one, ergodic transformations of the unit interval having indifferent periodic orbits.

     

Stochastic Cahn-Hilliard equations driven by Poisson random measures

We study a stochastic Cahn-Hilliard equation driven by a Poisson random measure with Neumann boundary conditions. The global weak solution is established for the equation. Moreover, the existence of a Lyapunov function for the equation and an invariant measure associated with the transition semigroup are proved.     

Bifurcation diagrams in a class of Kolmogorov systems

We study a class of Kolmogorov systems of dimension two depending on two independent parameters. The local behavior of the system is described in terms of bifurcation diagrams which contain the bifurcation curves separating a node from a focus.     

Some computational methods for systems of nonlinear equations and systems of polynomial equations

This paper gives a brief survey and assessment of computational methods for finding solutions to systems of nonlinear equations and systems of polynomial equations. Starting from methods which converge locally and which find one solution, we progress to methods which are globally convergent and find an a priori determinable number of solutions. We will concentrate on simplicial algorithms and homotopy methods. Enhancements of published methods are included and further developments are discussed.     

Equilibria in some families of Kolmogorov systems

Kolmogorov systems constitute a general model for the dynamics of biological species. In that sense, they are generalizations of the Lotka–Volterra systems. Here, some classical results on existence, uniqueness, and global attraction of local equilibria that hold in Lotka–Volterra systems are generalized to Kolmogorov systems.     

Some Results about Dissipativity of Kolmogorov Operators

Given a Hilbert space H with a Borel probability measure , we prove the m-dissipativity in L ¹(H, ) of a Kolmogorov operator K that is a perturbation, not necessarily of gradient type, of an Ornstein-Uhlenbeck operator.