Related papers: Numerical approximation and simulation of the stoc…
A method for numerical approximation of a new class of fractional parabolic stochastic evolution equations is introduced and analysed. This class of equations has recently been proposed as a space-time extension of the SPDE-method in…
We address the problem of estimating the spherical-harmonic power spectrum of a statistically isotropic scalar signal from noise-contaminated data on a region of the unit sphere. Three different methods of spectral estimation are…
This paper gives the exact solution in terms of the Karhunen-Lo\`{e}ve expansion to a fractional stochastic partial differential equation on the unit sphere $\mathbb{S}^{2}\subset \mathbb{R}^{3}$ with fractional Brownian motion as driving…
Statistical solutions are time-parameterized probability measures on spaces of integrable functions, that have been proposed recently as a framework for global solutions and uncertainty quantification for multi-dimensional hyperbolic system…
It is shown that evolution of an open quantum system can be exactly described in terms of wave function which obeys Schrodinger equation with randomly varying parameters whose statistics is universally determined by separate dynamics of the…
The wave equation for vectors and symmetric tensors in spherical coordinates is studied under the divergence-free constraint. We describe a numerical method, based on the spectral decomposition of vector/tensor components onto spherical…
We propose a fully practical numerical scheme for the simulation of the stochastic total variation flow (STFV). The approximation is based on a stable time-implicit finite element space-time approximation of a regularized STVF equation. The…
We consider the problem of numerically solving the Schr\"odinger equation with a potential that is quasi periodic in space and time. We introduce a numerical scheme based on a newly developed multi-time scale and averaging technique. We…
Stochastic wave equations appear in several models for evolutionary processes subject to random forces, such as the motion of a strand of DNA in a liquid or heat flow around a ring. Semilinear stochastic wave equations can typically not be…
The wave speed of a stochastic wave equation driven by Riesz noise on the unbounded multidimensional spatial domain is estimated based on discrete measurements. Central limit theorems for second-order variations of the observations in…
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…
Multi-scale wave propagation problems are computationally costly to solve by traditional techniques because the smallest scales must be represented over a domain determined by the largest scales of the problem. We have developed and…
We consider the numerical approximation of a system of partial differential equations involving a nonlinear Schr\"odinger equation coupled with a hyperbolic conservation law. This system arises in models for the interaction of short and…
This paper develops a two-stage stochastic model to investigate evolution of random fields on the unit sphere $\bS^2$ in $\R^3$. The model is defined by a time-fractional stochastic diffusion equation on $\bS^2$ governed by a diffusion…
A new highly efficient method is developed for computation of traveling periodic waves (Stokes waves) on the free surface of deep water. A convergence of numerical approximation is determined by the complex singularites above the free…
The cylindrically converging shock wave was numerically simulated by solving the Euler equations in cylindrical coordinates with TVD scheme and MUSCL approach, using Roe's approximate Riemann solver and super-bee nonlinear limiter. The…
The regularity of solutions to the stochastic nonlinear wave equation plays a critical role in the accuracy and efficiency of numerical algorithms. Rough or discontinuous initial conditions pose significant challenges, often leading to a…
We prove a characterization of the support of the law of the solution for a stochastic wave equation with two-dimensional space variable, driven by a noise white in time and correlated in space. The result is a consequence of an…
Let $M$ be a compact Riemannian homogeneous space (e.g. a Euclidean sphere). We prove existence of a global weak solution of the stochastic wave equation \mathbf D_t\partial_tu=\sum_{k=1}^d\mathbf…
We derive new, explicit representations for the solution to the scalar wave equation in the exterior of a sphere, subject to either Dirichlet or Robin boundary conditions. Our formula leads to a stable and high-order numerical scheme that…