Related papers: Space-time approximation of stochastic $p$-Laplace…
In a recent result by the authors (ref. [1]) it was proved that solutions of the self-similar fragmentation equation converge to equilibrium exponentially fast. This was done by showing a spectral gap in weighted $L^2$ spaces of the…
This work introduces and analyzes a finite element scheme for evolution problems involving fractional-in-time and in-space differentiation operators up to order two. The left-sided fractional-order derivative in time we consider is employed…
We consider an implicit finite difference scheme on uniform grids in time and space for the Cauchy problem for a second order parabolic stochastic partial differential equation where the parabolicity condition is allowed to degenerate. Such…
In this contribution, we provide convergence rates for a finite volume scheme of the stochastic heat equation with multiplicative Lipschitz noise and homogeneous Neumann boundary conditions (SHE). More precisely, we give an error estimate…
The paper establishes the strong convergence rates of a spatio-temporal full discretization of the stochastic wave equation with nonlinear damping in dimension one and two. We discretize the SPDE by applying a spectral Galerkin method in…
We establish optimal convergence rates for the continuous piecewise affine finite element approximation of the Sobolev constant in arbitrary dimensions N\geq 2 and for Lebesgue exponents 1<p<N. Our analysis relies on a refined study of the…
For finite-dimensional problems, stochastic approximation methods have long been used to solve stochastic optimization problems. Their application to infinite-dimensional problems is less understood, particularly for nonconvex objectives.…
In this paper we study the finite element approximation of systems of second-order nonlinear hyperbolic equations. The proposed numerical method combines a $hp$-version discontinuous Galerkin finite element approximation in the time…
In this paper we consider an SPDE where the leading term is a second order operator with periodic boundary conditions, coefficients which are measurable in $(t,\omega)$, and H\"older continuous in space. Assuming stochastic parabolicity…
In this paper, we investigate discrete regularity estimates for a broad class of temporal numerical schemes for parabolic stochastic evolution equations. We provide a characterization of discrete stochastic maximal $\ell^p$-regularity in…
Space-time regularity of linear stochastic partial differential equations is studied. The solution is defined in the mild sense in the state space $L^p$. The corresponding regularity is obtained by showing that the stochastic convolution…
We propose and analyze a general framework for space-time finite element methods that is based on least-squares finite element methods for solving a first-order reformulation of the thick parabolic obstacle problem. Discretizations based on…
In this paper, we propose a class of discrete-time approximation schemes for stochastic optimal control problems under the $G$-expectation framework. The proposed schemes are constructed recursively based on piecewise constant policy. We…
We review the finite element approximation of the classical obstacle problem in energy and max-norms and derive error estimates for both the solution and the free boundary. On the basis of recent regularity results we present an optimal…
In this work, we study the rate of convergence of the finite element method for the $p(x)$Laplacian ($1< p_1\leq p(x)\leq p_2\leq 2$) in two dimensional convex domains.
Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusion operators are considered. Under some regularity condition assumed for the solution, the rate of convergence of implicit Euler approximations is…
We study the convergence of stochastic time-discretization schemes for evolution equations driven by random velocity fields, including examples like stochastic gradient descent and interacting particle systems. Using a unified framework…
We consider strong approximations of $1+1$-dimensional stochastic PDEs driven by additive space-time white noise. It has been long proposed (Davie-Gaines '01, Jentzen-Kloeden '08), as well as observed in simulations, that approximation…
We consider the so-called \emph{discrete $p$-Laplacian}, a nonlinear difference operator that acts on functions defined on the nodes of a possibly infinite graph. We study the associated nonlinear Cauchy problem and identify the generator…
In this paper we develop a method to solve evolution equations on Gelfand triples with time-fractional derivative based on monotonicity techniques. Applications include deterministic and stochastic quasi-linear partial differential…