Related papers: Asymptotic analysis for the generalized langevin e…
This paper proposes a fully discrete method called the symplectic dG full discretization for stochastic Maxwell equations driven by additive noises, based on a stochastic symplectic method in time and a discontinuous Galerkin (dG) method…
We present an operator-asymptotic approach to the problem of homogenization of periodic composite media in the setting of three-dimensional linearized elasticity. This is based on a uniform approximation with respect to the inverse…
In this article, we provide detailed analysis of the long-time behavior of the underdamped Langevin dynamics. We first provide a necessary condition guaranteeing that the zero-noise dynamical system converges to its unique attractor. We…
The set of all possible spherically symmetric magnetic static Einstein-Yang-Mills field equations for an arbitrary compact semi-simple gauge group $G$ was classified in two previous papers. Local analytic solutions near the center and a…
In this paper, based on the two-step discretization scheme proposed by Dahlquist, Liniger and Nevanlinna (DLN), we develop a semi-implicit Galerkin finite element method for solving the coupled generalized Ginzburg-Landau equations. By…
We provide general conditions ensuring that the value functions of some nonlinear stopping problems with finite horizon converge to the value functions of the corresponding problems with infinite horizon. Our result can be formulated as…
This tutorial provides an overview of the generalized Lyapunov method (GLM) for analyzing input-to-state stability (ISS) of partial differential equations (PDEs). We begin by revisiting the classical Lyapunov method and the standard…
The interior penalty discontinuous Galerkin method is applied to solve elliptic equations on either networks of segments or networks of planar surfaces, with arbitrary but fixed number of bifurcations. Stability is obtained by proving a…
The irreversible generalized Langevin equation (iGLE) contains a nonstationary friction kernel that in certain limits reduces to the GLE with space-dependent friction. For more general forms of the friction kernel, the iGLE was previously…
In this article, we study a partially linear single-index model for longitudinal data under a general framework which includes both the sparse and dense longitudinal data cases. A semiparametric estimation method based on a combination of…
We develop a solution theory for a generalized electro-magneto static Maxwell system in an exterior domain with anisotropic coefficients converging at infinity with a certain rate towards the identity. Our main goal is to treat right hand…
We study the generalized Lam\'e equation on an elliptic curve $E$ with multiple singularities. By restricting to the locus admitting solutions with quasi-periodic properties, we construct two curves: (i) The generalized Lam'e curve: with…
The periodic homogenization problem of integro-differential equations of the alpha stable L{\'e}vy operators is studied in this paper. Thanking to the symmetry of the L{\'e}vy density, we can use the method of the formal asymptotic…
We consider an evolution operator for a discrete Langevin equation with a strongly hyperbolic classical dynamics and noise with finite moments. Using a perturbative expansion of the evolution operator we calculate high order corrections to…
We consider the numerical approximation of the mild solution to a semilinear stochastic wave equation driven by additive noise. For the spatial approximation we consider a standard finite element method and for the temporal approximation, a…
Asymptotics of solutions to fractional elliptic equations with Hardy type potentials is studied in this paper. By using an Almgren type monotonicity formula, separation of variables, and blow-up arguments, we describe the exact behavior…
This article establishes an asymptotic theory for volatility estimation in an infinite-dimensional setting. We consider mild solutions of semilinear stochastic partial differential equations and derive a stable central limit theorem for the…
We develop a new generalized coupling approach to the study of stochastic delay equations with H\"older continuous coefficients, for which analytical PDE-based methods are not available. We prove that such equations possess unique weak…
This paper constitutes our initial effort in developing sparse grid discontinuous Galerkin (DG) methods for high-dimensional partial differential equations (PDEs). Over the past few decades, DG methods have gained popularity in many…
In this work we examine the stability of some classes of integrals, and in particular with respect to homogenization. The prototypical case is the homogenization of quadratic energies with periodic coefficients perturbed by a term vanishing…