Related papers: Singular perturbations to semilinear stochastic he…
Solutions of the semilinear wave equation are found numerically in three spatial dimensions with no assumed symmetry using distributed adaptive mesh refinement. The threshold of singularity formation is studied for the two cases in which…
We examine the existence and uniqueness of invariant measures of a class of stochastic partial differential equations with Gaussian and Poissonian noise and its exponential convergence. This class especially includes a case of stochastic…
We consider the generic divergence form second order parabolic equation with coefficients that are regular in the spatial variables and just measurable in time. We show that the spatial derivatives of its fundamental solution admit upper…
We consider the stochastic heat equation of the following form \frac{\partial}{\partial t}u_t(x) = (\sL u_t)(x) +b(u_t(x)) + \sigma(u_t(x))\dot{F}_t(x)\quad \text{for}t>0, x\in \R^d, where $\sL$ is the generator of a L\'evy process and…
We study the dependence of mild solutions to linear stochastic evolution equations on Hilbert space driven by Wiener noise, with drift having linear part of the type $A+\varepsilon G$, on the parameter $\varepsilon$. In particular, we study…
Scaling transformations involving a small parameter ({\em degenerate scalings}) are frequently used for ordinary differential equations that model (bio-) chemical reaction networks. They are motivated by quasi-steady state (QSS) of certain…
We study the effect of Gaussian perturbations on a class of model hyperbolic partial differential equations with double symplectic characteristics in low spatial dimensions, extending some recent work in [5]. The coefficients of our partial…
The question is studied whether weak solutions of linear partial integrodifferential equations approach a constant spatial profile after rescaling, as time goes to infinity. The possible limits and corresponding scaling functions are…
In this paper, we deal with anisotropic singular perturbations of some class of elliptic problem. We study the asymptotic behavior of the solution in certain second order pseudo Sobolev space.
We show that a large class of stochastic heat equations can be approximated by systems of interacting stochastic differential equations. As a consequence, we prove various comparison principles extending earlier results. Among other things,…
We show that for a wide class of Gaussian random fields, points are polar in the critical dimension. Examples of such random fields include solutions of systems of linear stochastic partial differential equations with deterministic…
The article studies the reiterated homogenization of linear elliptic variational inequalities arising in problems with unilateral constrains. We assume that the coefficients of the equations satisfy and abstract hypothesis covering on each…
We show that it is possible to construct microscopic-level discrete equations from macroscopic modeling PDEs for heat conduction in one space dimension. The significance of this result is that, in general, one starts from microscopic…
In this paper, we study the asymptotic behavior of a semi-linear slow-fast stochastic partial differential equation with singular coefficients. Using the Poisson equation in Hilbert space, we first establish the strong convergence in the…
This article studies the effect of discretisation error on the stationary distribution of stochastic partial differential equations (SPDEs). We restrict the analysis to the effect of space discretisation, performed by finite element…
Singular perturbation theory plays a central role in the approximate solution of nonlinear differential equations. However, applying these methods is a subtle art owing to the lack of globally applicable algorithms. Inspired by the fact…
We develop a variational method of deriving stochastic partial differential equations whose solutions follow the flow of a stochastic vector field. As an example in one spatial dimension we numerically simulate singular solutions (peakons)…
We study the existence of global-in-time solutions for a nonlinear heat equation with nonlocal diffusion, power nonlinearity and suitably small data (either compared pointwisely to the singular solution or in the norm of a critical Morrey…
Large deviations of conservative interacting particle systems, such as the zero range process, about their hydrodynamic limit and their respective rate functions lead to the analysis of the skeleton equation; a degenerate…
We explore the thermodynamics of a black-hole solution in improved holographic QCD with a simple dilaton potential having two parameters. By applying techniques of singular perturbation theory, we get uniform approximations for the metric…