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arXiv · 2605.20553

Long-Time Stability Analysis for Stochastic Evolution Equations with Multiplicative Noise

Abdellatif Elgrou·Abdelaziz Rhandi·Jawad Salhi
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Abstract

In this paper, we study the long-time stability behavior of a class of linear stochastic evolution equations in a Hilbert space with multiplicative noise. Explicit sufficient conditions for $p$-th moment and almost sure exponential stability are established, highlighting the interplay between the principal eigenvalue of the governing operator, the drift coefficient, and the noise intensity. The relationship between these two notions of stability is also clarified. Applications to several stochastic partial differential equations are presented. In addition, a fully discrete spectral Galerkin method together with the implicit Euler--Maruyama scheme is shown to preserve these stability properties at the discrete level. Finally, numerical simulations are provided to confirm the theoretical results.

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Abdellatif Elgrou, Abdelaziz Rhandi, Jawad Salhi. 2026-05-19. Long-Time Stability Analysis for Stochastic Evolution Equations with Multiplicative Noise. https://arxiv.org/abs/2605.20553

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