Related papers: Dissipation in parabolic SPDEs
Recently, in a paper by Jentzen and Kloeden [Proc. R. Soc. Lond. Ser. A Math. Phys. Eng. Sci. 465 (2009) 649-667], a new method for simulating nearly linear stochastic partial differential equations (SPDEs) with additive noise has been…
At each point of a Poisson point process of intensity $\lambda$ in the hyperbolic place, center a ball of bounded random radius. Consider the probability $P_r$ that from a fixed point, there is some direction in which one can reach distance…
A mathematical model describing the initial stage of the capture of oscillatory systems into autoresonance under the action of slowly varying pumping is considered. Solutions with an infinitely growing amplitude are associated with the…
Asymptotic behavior of a class of nonlinear Schr\"odinger equations are studied. Particular cases of 1D weakly focusing and Bose-Einstein condensates are considered. A statistical approach is presented to describe the stationary probability…
We construct several stable finite element pairs for the Stokes problem on barycentric refinements in arbitrary dimensions. A key feature of the spaces is that the divergence maps the discrete velocity space onto the the discrete pressure…
The aim of this paper is to establish the almost sure asymptotic behavior as the space variable becomes large, for the solution to the one spatial dimensional stochastic heat equation driven by a Gaussian noise which is white in time and…
We prove the existence and smoothness of density for the solution of a hyperbolic SPDE with free term coefficients depending on time, under hypoelliptic non degeneracy conditions. The result extends those proved in Cattiaux and Mesnager,…
We consider the ultrahyperbolic equation in the Euclidean space. The behavior at the infinity of a certain class of solutions is studied. We examine the issue of existence of solutions to the scattering problem: for a given asymptotics at…
Gaussian noise stability results have recently played an important role in proving results in hardness of approximation in computer science and in the study of voting schemes in social choice. We prove a new Gaussian noise stability result…
In this article, we study the asymptotic behavior of the spatial integral of the solution to the hyperbolic Anderson model in dimension $d\leq 2$, as the domain of the integral gets large (for fixed time $t$). This equation is driven by a…
We consider the perturbation of parabolic operators of the form $\partial_t+P(x,D)$ by large-amplitude highly oscillatory spatially dependent potentials modeled as Gaussian random fields. The amplitude of the potential is chosen so that the…
We consider the homogenization of parabolic equations with large spatially-dependent potentials modeled as Gaussian random fields. We derive the homogenized equations in the limit of vanishing correlation length of the random potential. We…
This paper deals with the backward Euler method applied to semilinear parabolic stochastic partial differential equations (SPDEs) driven by additive noise. The SPDE is discretized in space by the finite element method and in time by the…
In the paper we consider higher-order partial differential equations from the class of linear dispersive equations. We investigate solutions to these equations subject to random initial conditions given by harmonizable…
We study the speed of convergence of the explicit and implicit space-time discretization schemes of the solution $u(t,x)$ to a parabolic partial differential equation in any dimension perturbed by a space-correlated Gaussian noise. The…
We study small random perturbations by additive white-noise of a spatial discretization of a reaction-diffusion equation with a stable equilibrium and solutions that blow up in finite time. We prove that the perturbed system blows up with…
We show that the spacing between eigenvalues of the discrete 1D Hamiltonian with arbitrary potentials which are bounded, and with Dirichlet or Neumann Boundary Conditions is bounded away from zero. We prove an explicit lower bound, given by…
We consider a quasilinear parabolic Cauchy problem with spatial anisotropy of orthotropic type and study the spatial localization of solutions. Assuming the initial datum is localized with respect to a coordinate having slow diffusion rate,…
In this paper, we employ a space-time finite element method to discretize the parabolic initial-boundary value problem and extend its error analysis with refined estimates on unstructured space-time meshes. We establish higher-order…
We propose and analyze a space-time Local Discontinuous Galerkin method for the approximation of the solution to parabolic problems. The method allows for very general discrete spaces and prismatic space-time meshes. Existence and…