Related papers: Effective Approximation for a Stochastic System wi…
This work is concerned with a singularly perturbed stochastic nonlinear wave equation with a random dynamical boundary condition. A splitting skill is used to derive the approximating equation of the system in the sense of probability…
Recent work has explored solver strategies for the linear system of equations arising from a spectral Galerkin approximation of the solution of PDEs with parameterized (or stochastic) inputs. We consider the related problem of a matrix…
This paper considers binomial approximation of continuous time stochastic processes. It is shown that, under some mild integrability conditions, a process can be approximated in mean square sense and in other strong metrics by binomial…
A conceptual model for microscopic-macroscopic slow-fast stochastic systems is considered. A dynamical reduction procedure is presented in order to extract effective dynamics for this kind of systems. Under appropriate assumptions, the…
We study the effective approximation for a nonlocal stochastic Schrodinger equation with a rapidly oscillating, periodically time-dependent potential. We use the natural diffusive scaling of heterogeneous system and study the limit…
In this work, an efficient approximation scheme has been proposed for getting accurate approximate solution of nonlinear partial differential equations with constant or variable coefficients satisfying initial conditions in a series of…
This work aims to study the rates in the context of periodic homogenization of parabolic problems with large lower order terms (both drift and potential). We demonstrate that the solution is a product of three terms: (i) a function of time,…
Stochastic solutions are obtained for the Maxwell-Vlasov equation in the approximation where magnetic field fluctuations are neglected and the electrostatic potential is used to compute the electric field. This is a reasonable approximation…
The optimized effective potential equations for atoms have been solved by parameterizing the potential. The expansion is tailored to fulfill the known asymptotic behavior of the effective potential at both short and long distances. Both…
There is recent interest in finding a potential formulation for Stochastic Partial Differential Equations (SPDEs). The rationale behind this idea lies in obtaining all the dynamical information of the system under study from one single…
We study a stochastic Hamiltonian system of $N$ particles with many particles interacting through a potential whose range is large in comparison with the typical distance between neighbouring particles. It is shown that the empirical…
We prove that under natural assumptions on the data strong solutions in Sobolev spaces of semilinear parabolic equations in divergence form involving measure on the right-hand side may be represented by solutions of some generalized…
We propose a two-point flux approximation finite-volume scheme for a stochastic non-linear parabolic equation with a multiplicative noise. The time discretization is implicit except for the stochastic noise term in order to be compatible…
We show that a large class of stochastic heat equations can be approximated by systems of interacting stochastic differential equations. As a consequence, we prove various comparison principles extending earlier results. Among other things,…
This paper is devoted to the study of hyperbolic systems of linear partial differential equations perturbed by a Brownian motion. The existence and uniqueness of solutions are proved by an energy method. The specific features of this class…
In this paper we consider a constrained parabolic optimal control problem. The cost functional is quadratic and it combines the distance of the trajectory of the system from the desired evolution profile together with the cost of a control.…
We propose a stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs. Our approach is based on a bi-objective viewpoint of chance-constrained programs that seeks solutions on the…
In this paper, we study the diffusion approximation for singularly perturbed stochastic reaction-diffusion equation with a fast oscillating term. The asymptotic limit for the original system is obtained, where an extra Gaussian term…
This paper analyzes general spatially-coupled (SC) systems with multi-dimensional coupling. A continuum approximation is used to derive potential functions that characterize the performance of the SC systems. For any dimension of coupling,…
We derive quantitative estimates for large stochastic systems of interacting particles perturbed by both idiosyncratic and environmental noises, as well as singular kernels. We prove that the (mollified) empirical process converges to the…