Related papers: Space-time approximation of stochastic $p$-Laplace…
A number of non-standard finite element methods have been proposed in recent years, each of which derives from a specific class of PDE-constrained norm minimization problems. The most notable examples are $\mathcal{L}\mathcal{L}^*$ methods.…
This work is focused on the application of functional-type a posteriori error estimates and corresponding indicators to a class of time-dependent problems. We consider the algorithmic part of their derivation and implementation and also…
In the elliptic theory for $p$-Laplacian-like problems, the H\"{o}lder continuity of solutions has been proven for problems arising as Euler--Lagrange equations of a convex potential with $p$-growth that additionally satisfies the splitting…
In this paper, we establish $L_p$ estimates and solvability for time fractional divergence form parabolic equations in the whole space when leading coefficients are merely measurable in one spatial variable and locally have small mean…
Rate-independent systems arise in a number of applications. Usually, weak solutions to such problems with potentially very low regularity are considered, requiring mathematical techniques capable of handling nonsmooth functions. In this…
We show convergence rates for a sparse grid approximation of the distribution of solutions of the stochastic Landau-Lifshitz-Gilbert equation. Beyond being a frequently studied equation in engineering and physics, the stochastic…
We develop a quantitative theory of stochastic homogenization for linear, uniformly parabolic equations with coefficients depending on space and time. Inspired by recent works in the elliptic setting, our analysis is focused on certain…
In this paper we present an error analysis of an Eulerian finite element method for solving parabolic partial differential equations posed on evolving hypersurfaces in $\mathbb{R}^d$, $d=2,3$. The method employs discontinuous piecewise…
In this work we are concerned with the study of the strong order of convergence in the averaging principle for slow-fast systems of stochastic evolution equations in Hilbert spaces with additive noise. In particular the stochastic…
In this article we establish exponential moment bounds, moment bounds in fractional order smoothness spaces, a uniform H\"older continuity in time, and strong convergence rates for a class of fully discrete exponential Euler-type numerical…
We propose a new numerical scheme for approximating level-sets of Lipschitz multivariate functions which is robust to stochastic noise. The algorithm's main feature is an adaptive grid-based stochastic approximation strategy which…
In this paper we discuss a Schwinger-Dyson [SD] approach for determining the time evolution of the unequal time correlation functions of a non-equilibrium classical field theory, where the classical system is described by an initial density…
Two-time-scale stochastic approximation algorithms are iterative methods used in applications such as optimization, reinforcement learning, and control. Finite-time analysis of these algorithms has primarily focused on fixed point…
The rates of strong convergence for various approximation schemes are investigated for a class of stochastic differential equations (SDEs) which involve a random time change given by an inverse subordinator. SDEs to be considered are unique…
We introduce a discretization/approximation scheme for reflected stochastic partial differential equations driven by space-time white noise through systems of reflecting stochastic differential equations. To establish the convergence of the…
Semilinear stochastic partial differential equations on bounded domains $\mathscr{D}$ are considered. The semilinear term may have arbitrary polynomial growth as long as it is continuous and monotone except perhaps near the origin. Typical…
Recently, a solution theory for one-dimensional stochastic PDEs of Burgers type driven by space-time white noise was developed. In particular, it was shown that natural numerical approximations of these equations converge and that their…
In this work, we explore a time-fractional diffusion equation of order $\alpha \in (0,1)$ with a stochastic diffusivity parameter. We focus on efficient estimation of the expected values (considered as an infinite dimensional integral on…
We discuss numerical approximation methods for Random Time Change equations which possess a deterministic drift part and jump with state-dependent rates. It is first established that solutions to such equations are versions of certain…
In this paper, we consider a semi-linear stochastic strongly damped wave equation driven by additive Gaussian noise. Following a semigroup framework, we establish existence, uniqueness and space-time regularity of a mild solution to such…