We study the local and global existence and uniqueness of mild solution for a general class of abstract differential equations with state-dependent argument. In the last section, some examples on partial differential equations with state-dependent argument are presented.

This work proposes and analyzes a family of spatially inhomogeneous epidemic models. This is our first effort to use stochastic partial differential equations (SPDEs) to model epidemic dynamics with spatial variations and environmental noise. After setting up the problem, the existence and uniqueness of solutions of the underlying SPDEs are examined. Then, definitions of permanence and extinction are given, and certain sufficient conditions are provided for permanence and extinction. Our hope is that this paper will open up windows for investigation of epidemic models from a new angle.

In this paper we discuss an exponential integrator scheme, based on spatial discretization and time discretization, for a class of stochastic partial differential equations. We show that the scheme has a unique stationary distribution whenever the step size is sufficiently small, and that the weak limit of the stationary distribution of the scheme as the step size tends to 0 is in fact the stationary distribution of the corresponding stochastic partial differential equations.

We introduce the concept of pseudo $ \mathcal{S} $-asymptotically periodic functions and study some of the qualitative properties of functions of this type. In addition, we discuss the existence of pseudo $ \mathcal{S} $-asymptotically periodic mild solutions for abstract neutral functional differential equations. Some applications involving ordinary and partial differential equations with delay are presented.

This paper deals with feedback stabilization of second order equations ofthe form

ytt + A0y + u (t) B0y (t) = 0, t ∈ [0, +∞[,

where A0 is a densely defined positive selfadjoint linear operator on areal Hilbert space H, with compact inverse and B0 is a linear map in diagonal form. It isproved here that the classical sufficient ad-condition of Jurdjevic-Quinn andBall-Slemrod with the feedback control u = ⟨yt, B0y⟩Himplies thestrong stabilization. This result is derived from a general compactnesstheorem for semigroup with compact resolvent and solves several open problems.

We consider semilinear evolution equations with some locally Lipschitz nonlinearities, perturbed by Banach space valued, continuous, and adapted stochastic process. We show that under some assumptions there exists a solution to the equation. Using the result we show that there exists a mild, continuous, global solution to a semilinear Itô equation with locally Lipschitz nonlinearites. An example of the equation is given.

In this article we consider local solutions for stochastic Navier Stokesequations, based on the approach of Von Wahl, for the deterministic case. Wepresent several approaches of the concept, depending on the smoothnessavailable. When smoothness is available, we can in someway reduce thestochastic equation to a deterministic one with a random parameter. In thegeneral case, we mimic the concept of local solution for stochasticdifferential equations.