Related papers: A Bhatnagar-Gross-Krook Approximation to Stochasti…
The mean-state dynamics of free fermions subject to random projective measurements of local occupation number operators is governed by a Lindblad equation with dephasing noise. In the continuum limit, the equation of motion for the…
We consider the computation of free energy-like quantities for diffusions in high dimension, when resorting to Monte Carlo simulation is necessary. Such stochastic computations typically suffer from high variance, in particular in a low…
We are concerned with multidimensional stochastic balance laws driven by L\'{e}vy processes. Using bounded variation (BV) estimates for vanishing viscosity approximations, we derive an explicit continuous dependence estimate on the…
We analyse the linear kinetic transport equation with a BGK relaxation operator. We study the large scale hyperbolic limit $(t,x)\to (t/\eps,x/\eps)$. We derive a new type of limiting Hamilton-Jacobi equation, which is analogous to the…
We discuss the existence and uniqueness of discontinuous solutions to adjoint problems associated with nonlinear hyperbolic systems of conservation laws. By generalizing the Haar method for Glimm-type approximations to hyperbolic systems,…
We introduce a new hyperbolic approximation to the incompressible Navier-Stokes equations by incorporating a first-order relaxation and using the artificial compressibility method. With two relaxation parameters in the model, we rigorously…
We consider the stochastic nonlinear Schroedinger equation driven by a multiplicative noise in a semiclassical regime, where the Plank constant is small. In this regime, the solution of the equation exhibits high-frequency oscillations. We…
In this paper, we consider a BGK-type kinetic model relaxing to the isentropic gas dynamics in the hydrodynamic limit. We introduce a linearization of the equation around the global equilibrium. Then we prove the global existence of…
The Klein-Gordon-Boussinesq (KGB) system is proposed in the literature as a model problem to study the validity of approximations in the long wave limit provided by simpler equations such as KdV, nonlinear Schr\"{o}dinger or Whitham…
This paper investigates the parabolic scaling limit of a damped stochastic wave map from the real line into the two-dimensional sphere, perturbed by multiplicative Gaussian noise of co-normal type. We prove that under this rescaling, the…
We establish a central limit theorem and prove a moderate deviation principle for stochastic scalar conservation laws. Due to the lack of viscous term, this is done in the framework of kinetic solution. The weak convergence method and…
We present a general, high-order, fully explicit relaxation scheme which can be applied to any system of nonlinear hyperbolic conservation laws in multiple dimensions. The scheme consists of two steps. In a first (relaxation) step, the…
In this paper, it is shown that three-dimensional stochastic Maxwell equations with multiplicative noise are stochastic Hamiltonian partial differential equations possessing a geometric structure (i.e. stochastic mutli-symplectic…
We prove that the unique entropy solution to a scalar nonlinear conservation law with strictly monotone velocity and nonnegative initial condition can be rigorously obtained as the large particle limit of a microscopic follow-the-leader…
The scaling of the exact solution of a hyperbolic balance law generates a family of scaled problems in which the source term does not depend on the current solution. These problems are used to construct a sequence of solutions whose…
This paper is concerned with the initial-boundary value problem for a nonlinear hyperbolic system of conservation laws. We study the boundary layers that may arise in approximations of entropy discontinuous solutions. We consider both the…
Kinetic models of polyatomic gas typically account for the internal degrees of freedom at the level of the two-particle distribution function. However, close to the hydrodynamic limit, the internal (rotational) degrees of freedom tend to be…
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…
Using quasi-Newton methods in stochastic optimization is not a trivial task given the difficulty of extracting curvature information from the noisy gradients. Moreover, pre-conditioning noisy gradient observations tend to amplify the noise.…
We study the asymptotic behavior of the isentropic Navier-Stokes system driven by a multiplicative stochastic forcing in the compressible regime, where the Mach number approaches zero. Our approach is based on the recently developed concept…