Related papers: The obstacle problem for quasilinear stochastic PD…
This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise. Our main interest is on such SPDEs where the…
We prove that the a standard adaptive algorithm for the Taylor-Hood discretization of the stationary Stokes problem converges with optimal rate. This is done by developing an abstract framework for indefinite problems which allows us to…
We consider systems of backward stochastic differential equations with c\`adl\`ag upper barrier $U$ and oblique reflection from below driven by an increasing continuous function $H$. Our equations are defined on general probability spaces…
We consider stochastic semilinear partial differential equations with Lipschitz nonlinear terms. We prove existence and uniqueness of an invariant measure and the existence of a solution for the corresponding Kolmogorov equation in the…
In this work we investigate the phenomenon of pathwise non-uniqueness for the stochastic incompressible Euler equations with a passive tracer on the whole Euclidean space. The stochastic perturbations are interpreted as a transport noise…
In the paper we consider the following quasilinear Schr\"odinger--Poisson system in the whole space $\mathbb R^{3}$ $$ \begin{cases} - \varepsilon^2 \Delta u + (V + \phi) u = u |u|^{p - 1} \newline - \Delta \phi - \beta \Delta_4 \phi = u^2,…
We consider a parabolic obstacle problem for Euler's elastic energy of graphs with fixed ends. We show global existence, well-posedness and subconvergence provided that the obstacle and the initial datum are suitably 'small'. For symmetric…
This manuscript presents an innovative framework for constructing barrier functions to bound reachability probabilities for continuous-time stochastic systems described by stochastic differential equations (SDEs). The reachability…
Parareal is a well-studied algorithm for numerically integrating systems of time-dependent differential equations by parallelising the temporal domain. Given approximate initial values at each temporal sub-interval, the algorithm locates a…
We study a stochastic Hamiltonian system of $N$ particles with many particles interacting through a potential whose range is large in comparison with the typical distance between neighbouring particles. It is shown that the empirical…
This work presents a numerical analysis of computing transition states of semilinear elliptic partial differential equations (PDEs) via the index-1 saddle dynamics, or equivalently, the gentlest ascent dynamics. To establish clear…
In this paper we study the existence and uniqueness of the random periodic solution for a stochastic differential equation with a one-sided Lipschitz condition (also known as monotonicity condition) and the convergence of its numerical…
We analyze the concepts of analytically weak solutions of stochastic differential equations (SDEs) in Hilbert spaces with time-dependent unbounded operators and give conditions for existence and uniqueness of such solutions. Our studies are…
We study the following quasilinear partial differential equation with two subdifferential operators: $${\frac{\partial u}{\partial s}(s,x)} + (\mathcal{L}u)(s,x,u(s,x),(\nabla u(s,x))^\ast\sigma(s,x,u(s,x))) + f(s,x,u(s,x),(\nabla…
We establish Weiss' and Monneau's type quasi-monotonicity formulas for quadratic energies having matrix of coefficients in a Sobolev space $W^{1,p}$, $p>n$, and provide an application to the corresponding free boundary analysis for the…
In this paper we investigate quasi-stationary distributions {\mu}_N of stochastic approximation algorithms with constant step size which can be viewed as random perturbations of a time-continuous dynamical system. Inspired by ecological…
We consider a system of semi-linear partial differential equations with measurable coefficients and a nonlinear Neumann boundary condition. We then construct a sequence of penalized partial differential equations which converges to a…
In this paper, we propose an Anderson-accelerated stochastic extragradient algorithm for solving a class of stochastic variational inequalities, by incorporating Anderson acceleration into the stochastic extragradient method under a…
We consider a so-called random obstacle model for the motion of a hypersurface through a field of random obstacles, driven by a constant driving field. The resulting semi-linear parabolic PDE with random coefficients does not admit a global…
We consider the problem of parameter estimation for a stochastic McKean-Vlasov equation, and the associated system of weakly interacting particles. We study two cases: one in which we observe multiple independent trajectories of the…