Related papers: Lattice Approximation for Stochastic Reaction Diff…
We consider the white-noise driven stochastic heat equation on $[0,\infty)\times[0,1]$ with Lipschitz-continuous drift and diffusion coefficients $b$ and $\sigma$. We derive an inequality for the $L^1([0,1])$-norm of the difference between…
We derive a fluctuating lattice Boltzmann method for the diffusion equation. The derivation removes several shortcomings of previous derivations for fluctuating lattice Boltzmann methods for hydrodynamic systems. The comparative simplicity…
Stochastic wave equations appear in several models for evolutionary processes subject to random forces, such as the motion of a strand of DNA in a liquid or heat flow around a ring. Semilinear stochastic wave equations can typically not be…
We perturb with an additive Gaussian white noise the Hamiltonian system associated to a cubic anharmonic oscillator. The stochastic system is assumed to start from initial conditions that guarantee the existence of a periodic solution for…
A singularly perturbed linear system of second order partial differential equations of parabolic reaction-diffusion type with given initial and boundary conditions is considered. The leading term of each equation is multiplied by a small…
In this paper we prove global existence and uniqueness of solutions to the stochastic logarithmic Schr\"odinger equation with linear multiplicative noise. Our approach is mainly based on the rescaling approach and the method of maximal…
A wide range of new Q-conditional symmetries for reaction-diffusion systems with power diffusivities are constructed. The relevant non-Lie ansatze to reduce the reaction-diffusion systems to ODE systems and examples of exact solutions are…
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…
A singularly perturbed linear system of second order ordinary differential equations of reaction-diffusion type with given boundary conditions is considered. The leading term of each equation is multiplied by a small positive parameter.…
Linear stationary reaction-convection-diffusion equations with Dirichlet boundary conditions are approximated using a simple finite difference method corresponding to central differences and the addition of a high-order stabilization term…
This short survey article stems from recent progress on critical cases of stochastic evolution equations in variational formulation with additive, multiplicative or gradient noises. Typical examples appear as the limit cases of the…
We consider linear stochastic differential-algebraic equations with constant coefficients and additive white noise. Due to the nature of this class of equations, the solution must be defined as a generalised process (in the sense of Dawson…
We consider a class of stochastic reaction-diffusion equations also having a stochastic perturbation on the boundary and we show that when the diffusion rate is much larger than the rate of reaction, it is possible to replace the SPDE by a…
This paper is devoted to order-one explicit approximations of random periodic solutions to multiplicative noise driven stochastic differential equations (SDEs) with non-globally Lipschitz coefficients. The existence of the random periodic…
This work focuses on the regularization by nonlinear noise for a class of partial differential equations that may only have local solutions. In particular, we obtain the global existence, uniqueness and the Feller property for stochastic 3D…
In this paper we present a rigorous asymptotic analysis for stochastic systems with two fast relaxation times. The mathematical model analyzed in this paper consists of a Langevin equation for the particle motion with time-dependent force…
We consider the numerical approximation of a general second order semi--linear parabolic stochastic partial differential equation (SPDE) driven by additive space-time noise. We introduce a new modified scheme using a linear functional of…
We derive quantitative estimates proving the conditional propagation of chaos for large stochastic systems of interacting particles subject to both idiosyncratic and common noise. We obtain explicit bounds on the relative entropy between…
Recent quasi-optimal error estimates for the finite element approximation of total-variation regularized minimization problems require the existence of a Lipschitz continuous dual solution. We discuss the validity of this condition and…
This paper focuses on investigating an inexact stochastic model-based optimization algorithm that integrates preconditioning techniques for solving stochastic composite optimization problems. The proposed framework unifies and extends the…