Related papers: Log-Harnack Inequality for Stochastic Burgers Equa…
This paper is devoted to the construction of structure preserving stochastic Galerkin schemes for Fokker-Planck type equations with uncertainties and interacting with an external distribution, that we refer to as a background distribution.…
A moderate deviations principle for the law of a stochastic Burgers equation is proved via the weak convergence approach. In addition, some useful estimates toward a central limit theorem are established.
We consider a class of second order degenerate kinetic operators $\mathscr{L}$ in the framework of special relativity. We first describe $\mathscr{L}$ as an H\"ormander operator which is invariant with respect to Lorentz transformations.…
By constructing a coupling with unbounded time-dependent drift, dimension-free Harnack inequalities are established for a large class of stochastic differential equations with multiplicative noise. These inequalities are applied to the…
We consider stochastic equations in Hilbert spaces with singular drift in the framework of [Da Prato, R\"ockner, PTRF 2002]. We prove a Harnack inequality (in the sense of [Wang, PTRF 1997]) for its transition semigroup and exploit its…
In this work we address the analysis of the stationary generalized Burgers-Huxley equation (a nonlinear elliptic problem with anomalous advection) and propose conforming, nonconforming and discontinuous Galerkin finite element methods for…
In this paper we study the numerical method for approximating the random periodic solution of semiliear stochastic evolution equations. The main challenge lies in proving a convergence over an infinite time horizon while simulating…
We prove a Harnack inequality for the solutions of a difference equation with non-elliptic balanced i.i.d. coefficients. Along the way we prove a (weak) quantitative homogenisation result, which we believe is of some interest too.
The generalized polynomial chaos method is applied to the Buckley-Leverett equation. We consider a spatially homogeneous domain modeled as a random field. The problem is projected onto stochastic basis functions which yields an extended…
In this paper we first prove a number of important inequalities with explicit constants in the setting of the Heisenberg group. This includes the fractional and integer Sobolev, Gagliardo-Nirenberg, (weighted) Hardy-Sobolev, Nash…
Uncertainty Quantification for nonlinear hyperbolic problems becomes a challenging task in the vicinity of shocks. Standard intrusive methods lead to oscillatory solutions and can result in non-hyperbolic moment systems. The intrusive…
We investigate numerical behaviour of a convection diffusion equation with random coefficients by approximating statistical moments of the solution. Stochastic Galerkin approach, turning the original stochastic problem to a system of…
This work considers the Galerkin approximation and analysis for a hyperbolic integrodifferential equation, where the non-positive variable-sign kernel and nonlinear-nonlocal damping with both the weak and viscous damping effects are…
We consider semilinear evolution equations for which the linear part is normal and generates a strongly continuous semigroup and the nonlinear part is sufficiently smooth on a scale of Hilbert spaces. We approximate their semiflow by an…
A new type of gradient estimate is established for diffusion semigroups on non-compact complete Riemannian manifolds. As applications, a global Harnack inequality with power and a heat kernel estimate are derived for diffusion semigroups on…
We present an efficient nodal discontinuous Galerkin method for approximating nearly incompressible flows using the Boltzmann equations. The equations are discretized with Hermite polynomials in velocity space yielding a first order…
We study a formulation of Burgers equation on the Sierpinski gasket, which is the prototype of a p.c.f. self-similar fractal. One possibility is to implement Burgers equation as a semilinear heat equation associated with the Laplacian for…
Using lattice approximations of Euclidean space, we develop a way to approximate stable processes that are represented by stochastic integrals over Euclidean space. Via a stable version of the Lindeberg-Feller Theorem we show that the…
We propose a new discretization method for the Stokes equations. The method is an improved version of the method recently presented in [C. Lehrenfeld, J. Sch\"oberl, Comp. Meth. Appl. Mech. Eng., 361 (2016)] which is based on an…
In this article, we consider the stochastic Cahn--Hilliard equation driven by multiplicative space-time white noise with diffusion coefficient of sublinear growth. By introducing the spectral Galerkin method, we first obtain the…