Related papers: Averaging approximation to singularly perturbed no…
The damped nonlinear wave equation, also known as the nonlinear telegraph equation, is studied within the framework of semigroups and eigenfunction approximation. The linear semigroup assumes a central role: it is bounded on the domain of…
We investigate a fully discrete finite element approximation for the stochastic Kuramoto-Sivashinsky equation, combining the standard finite element methods in spatial discretization with the implicit Euler-Maruyama scheme in time. Rigorous…
This paper is concerned with fully discrete mixed finite element approximations of the time-dependent stochastic Stokes equations with multiplicative noise. A prototypical method, which comprises of the Euler-Maruyama scheme for time…
A family of implicit-in-time mixed finite element schemes is presented for the numerical approximation of the acoustic wave equation. The mixed space discretization is based on the displacement form of the wave equation and the…
We present a method for approximating solutions of Stochastic Differential Equations (SDEs) with arbitrary rates. This approximation is derived for bounded and measurable test functions. Specifically, we demonstrate that, leveraging the…
We consider an inverse problem for the linear one-dimensional wave equation with variable coefficients consisting in determining an unknown source term from a boundary observation. A method to obtain approximations of this inverse problem…
The periodic standing wave (PSW) method for the binary inspiral of black holes and neutron stars computes exact numerical solutions for periodic standing wave spacetimes and then extracts approximate solutions of the physical problem, with…
In this paper, we study a class of slow-fast stochastic partial differential equations with multiplicative Wiener noise. Under some appropriate conditions, we prove the slow component converges to the solution of the corresponding averaged…
We study stochastic perturbations of linear systems of the form $$ dv(t)+Av(t)dt = \epsilon P(v(t))dt+\sqrt{\epsilon}B(v(t)) dW (t), v\in\mathbb{R}^{D}, (*) $$ where $A$ is a linear operator with non-zero imaginary spectrum. It is assumed…
In probability theory, how to approximate the solution of a stochastic differential equation is an important topic. In Watanabe's classical textbook, by an approximation of the Wiener process, solutions of approximated equations converge to…
In this paper we develop a perturbation method to predict the rate of occurrence of rare events for singularly perturbed stochastic systems using a probability density function approach. In contrast to a stochastic normal form approach, we…
This paper concerns quasi-stochastic approximation (QSA) to solve root finding problems commonly found in applications to optimization and reinforcement learning. The general constant gain algorithm may be expressed as the…
The problem of propagating nonlinear acoustic waves is considered; the solution to which, both with and without damping, having been obtained to-date starting from the Navier-Stokes-Duhem equations together with the continuity and thermal…
In this paper, we analyze a semi-discrete finite volume scheme for the three-dimensional barotropic compressible Euler equations driven by a multiplicative Brownian noise. We derive necessary a priori estimates for numerical approximations,…
Stochastic approximation (SA) is a method for finding the root of an operator perturbed by noise. There is a rich literature establishing the asymptotic normality of rescaled SA iterates under fairly mild conditions. However, these…
It is shown that the generalized discrete nonlinear Schr\"odinger equation can be reduced in a small amplitude approximation to the KdV, mKdV, KdV(2) or the fifth-order KdV equations, depending on values of the parameters. In dispersionless…
We measure spectra, spatial correlation functions and probability density functions (PDFs) for waves amplitudes for generalized one-dimensional nonlinear Schrodinger (NLS) equation of focusing type with saturated nonlinearity. All…
The nonlinear Schr\"odinger equation is widely used as an approximate model for the evolution in time of the water wave envelope. In the context of simulating ocean waves, initial conditions are typically generated from a measured power…
This paper studies a nonlinear filtering problem over an infinite time interval. The signal to be estimated is driven by a stochastic partial differential equation involves unknown parameters. Based on discrete observation, strongly…
We study the spatial discretization of Westervelt's quasilinear strongly damped wave equation by piecewise linear finite elements. Our approach employs the Banach fixed-point theorem combined with a priori analysis of a linear wave model…