Related papers: Stochastic model reduction: convergence and applic…
A number of authors have proposed stochastic versions of the Schr\"odinger equation, either as effective evolution equations for open quantum systems or as alternative theories with an intrinsic collapse mechanism. We discuss here two…
Many time-dependent linear partial differential equations of mathematical physics and continuum mechanics can be phrased in the form of an abstract evolutionary system defined on a Hilbert space. In this paper we discuss a general framework…
Stochastic optimization methods have been hugely successful in making large-scale optimization problems feasible when computing the full gradient is computationally prohibitive. Using the theory of modified equations for numerical…
The Lorenz equations [1] are a severe Galerkin-truncation of the Oberbeck-Boussinesq (OB) equations describing Rayleigh-B\'enard convection (RBC). Here we examine the mathematical connections between the chaotic lobe-switching behavior of a…
This work is concerned with model reduction of stochastic differential equations and builds on the idea of replacing drift and noise coefficients of preselected relevant, e.g. slow variables by their conditional expectations. We extend…
We establish the global existence of weak martingale solutions to the simplified stochastic Ericksen--Leslie system modeling the nematic liquid crystal flow driven by Wiener-type noises on the two-dimensional bounded domains. The…
We investigate the profound relation between the equations of biological evolution and quantum mechanics by writing a biologically inspired equation for the stochastic dynamics of an ensemble of particles. Interesting behavior is observed…
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…
It is expected in physics that the homogeneous quantum Boltzmann equation with Fermi-Dirac or Bose-Einstein statistics and with Maxwell-Boltzmann operator (neglecting effect of the statistics) for the weak coupled gases will converge to the…
We provide new complexity information for the convergence of the Hybrid Steepest Descent Method for solving the Variational Inequality Problem for a strict contraction on Hilbert space over a closed convex set C given either as the fixed…
We discuss a class of stochastic second-order PDEs in one space-dimension with an inner boundary moving according to a possibly non-linear, Stefan-type condition. We show that proper separation of phases is attained, i.e., the solution…
Consider the heat equation driven by a smooth, Gaussian random potential: \begin{align*} \partial_t u_{\varepsilon}=\tfrac12\Delta u_{\varepsilon}+u_{\varepsilon}(\xi_{\varepsilon}-c_{\varepsilon}), \ \ t>0, x\in\mathbb{R}, \end{align*}…
We give an explicit stochastic Hamiltonian model of discontinuous unitary evolution for quantum spontaneous jumps like in a system of atoms in quantum optics, or in a system of quantum particles that interacts singularly with "bubbles"…
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…
This paper studies the existence and global stability of generalized Ornstein-Uhlenbeck process for affine stochastic functional differential equations. Various very basic and important properties are established. In the applications, we…
This paper develops a new stochastic volatility model for the temperature that is a natural extension of the Ornstein-Uhlenbeck model proposed by Benth and Benth (2007). This model allows to be more conservative regarding extreme events…
Nonequilibrium statistical models of point vortex systems are constructed using an optimal closure method, and these models are employed to approximate the relaxation toward equilibrium of systems governed by the two-dimensional Euler…
We consider a semiclassical linear Boltzmann model with a non local collision operator. We provide sharp spectral asymptotics for the small spectrum in the low temperature regime from which we deduce the rate of return to equilibrium as…
In this paper we show that Hilbert space-valued stochastic models are robust with respect to perturbation, due to measurement or approximation errors, in the underlying volatility process. Within the class of stochastic volatility modulated…
In this work, we develop a class of stable and convergent numerical methods for the approximate solution of the viscoelastic Giesekus model in two space dimensions. The model couples the incompressible Navier--Stokes equations with an…