Stationary solutions of stochastic differential equations with memory and stochastic partial differential equations
stochastic differential equations
stochastic Navier-Stokes equation
stochastic Ginsburg-Landau equation
FORCED NONLINEAR PDES
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On Absolute Continuity for Stochastic Partial Differential Equations and an Averaging Principle for a Queueing Network Watkins, Andrea Cherese (2010)The connection between elliptic stochastic diffusion processes and partial differential equations is rich and well understood. This connection is not very well understood when the stochastic differential equation takes values ...
Lu, Jianfeng; Spiliopoulos, K (2017-04-23)We study multiscale integrator numerical schemes for a class of stiff stochastic differential equations (SDEs). We consider multiscale SDEs that behave as diffusions on graphs as the stiffness parameter goes to its limit. ...
Lawley, Sean David (2014)We consider stochastic hybrid systems that stem from evolution equations with right-hand sides that stochastically switch between a given set of right-hand sides. To begin our study, we consider a linear ordinary differential ...