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We consider the discretization in time of a system of parabolic stochastic partial differential equations with slow and fast components; the fast equation is driven by an additive space-time white noise. The numerical method is inspired by…

Numerical Analysis · Mathematics 2012-02-14 Charles-Edouard Bréhier

A parameter estimation problem is considered for a linear stochastic hyperbolic equation driven by additive space-time Gaussian white noise. The damping/amplification operator is allowed to be unbounded. The estimator is of spectral type…

Probability · Mathematics 2009-06-25 W. Liu , S. V. Lototsky

In this paper, we study the asymptotic behavior of a semi-linear slow-fast stochastic partial differential equation with singular coefficients. Using the Poisson equation in Hilbert space, we first establish the strong convergence in the…

Probability · Mathematics 2021-06-09 Michael Röckner , Longjie Xie , Li Yang

We present a frequency domain based $H_\infty$-control strategy to solve boundary control problems for systems governed by parabolic or hyperbolic partial differential equation, where controllers are constrained to be physically…

Optimization and Control · Mathematics 2019-05-17 Pierre Apkarian , Dominikus Noll

In this paper we introduce new characterizations of spectral fractional Laplacian to incorporate nonhomogeneous Dirichlet and Neumann boundary conditions. The classical cases with homogeneous boundary conditions arise as a special case. We…

Numerical Analysis · Mathematics 2017-09-12 Harbir Antil , Johannes Pfefferer , Sergejs Rogovs

We study the one-dimensional stochastic wave equation driven by a Gaussian multiplicative noise which is white in time and has the covariance of a fractional Brownian motion with Hurst parameter $H\in [1/2,1)$ in the spatial variable. We…

Probability · Mathematics 2020-10-27 Francisco Delgado-Vences , David Nualart , Guangqu Zheng

A parameter estimation problem is considered for a one-dimensional stochastic wave equation driven by additive space-time Gaussian white noise. The estimator is of spectral type and utilizes a finite number of the spatial Fourier…

Probability · Mathematics 2008-10-02 W. Liu , S. V. Lototsky

The asymptotic behavior of a nonlinear oscillator subject to a multiplicative Ornstein-Uhlenbeck noise is investigated. When the dynamics is expressed in terms of energy-angle coordinates, it is observed that the angle is a fast variable as…

Statistical Mechanics · Physics 2014-12-19 Kirone Mallick , Philippe Marcq

We study the quantitative small noise limit in the $L^\infty$ norm of certain time-dependent Hamilton-Jacobi equations equipped with Neumann boundary conditions, depending on the regularity of the data and the geometric properties of the…

Analysis of PDEs · Mathematics 2026-01-19 Alessandro Goffi

This paper is an attempt to extend the notion of viscosity solution to nonlinear stochastic partial differential integral equations with nonlinear Neumann boundary condition. Using the recently developed theory on generalized backward…

Probability · Mathematics 2010-11-16 Auguste Aman , Yong Ren

In this paper, we study the inverse problem for determining an unknown time-dependent source coefficient in a semilinear pseudo-parabolic equation with variable coefficients and Neumann boundary condition. This unknown source term is…

Analysis of PDEs · Mathematics 2025-11-20 K. Van Bockstal , K. Khompysh

In this paper, we investigate optimal control problems governed by the parabolic interface equation, in which the control acts on the interface. The solution to this problem exhibits low global regularity due to the jump of the coefficient…

Numerical Analysis · Mathematics 2025-10-15 Xindan Zhang , Jianping Zhao , Yanren Hou

Here a mixed problem for a nonlinear hyperbolic equation with Neumann boundary value condition is investigated, and a priori estimations for the possible solutions of the considered problem are obtained. These results demonstrate that any…

Analysis of PDEs · Mathematics 2012-11-16 Kamal N. Soltanov

We consider a mixed type boundary value problem for a class of degenerate parabolic-hyperbolic equations. Namely, we consider a Cartesian product domain and split its boundary into two parts. In one of them we impose a Dirichlet boundary…

Analysis of PDEs · Mathematics 2022-08-24 Hermano Frid , Yachun Li

In this paper parabolic random partial differential equations and parabolic stochastic partial differential equations driven by a Wiener process are considered. A deterministic, tensorized evolution equation for the second moment and the…

Probability · Mathematics 2013-07-16 Annika Lang , Stig Larsson , Christoph Schwab

A finite element analysis of a Dirichlet boundary control problem governed by the linear parabolic equation is presented in this article. The Dirichlet control is considered in a closed and convex subset of the energy space $H^1(\Omega…

Numerical Analysis · Mathematics 2021-11-04 Thirupathi Gudi , Gouranga Mallik , Ramesh Ch. Sau

This article examines the Dirichlet boundary control problem governed by the Poisson equation, where the control variables are square integrable functions defined on the boundary of a two dimensional bounded, convex, polygonal domain. It…

Optimization and Control · Mathematics 2024-02-12 Sudipto Chowdhury , Divay Garg

Homogenization of a scalar elliptic equation in a bounded domain with Neuman boundary condition is studied. Coefficients of the operator are oscillating over two different groups of variables with different small periods $\varepsilon$ and…

Analysis of PDEs · Mathematics 2015-12-22 Svetlana Pastukhova , Roman Tikhomirov

In this paper we study the convergence of a finite volume approximation of a convective diffusive elliptic problem with Neumann boundary conditions and L 1 data. To deal with the non-coercive character of the equation and the low regularity…

Analysis of PDEs · Mathematics 2022-05-24 Mirella Aoun , Olivier Guibé

We consider the following singularly perturbed Neumann problem \begin{eqnarray*} \ve^2 \Delta u -u +u^p = 0 \, \quad u>0 \quad {\mbox {in}} \quad \Omega, \quad {\partial u \over \partial \nu}=0 \quad {\mbox {on}} \quad \partial \Omega,…

Analysis of PDEs · Mathematics 2015-06-02 Weiwei Ao , Hardy Chan , Juncheng Wei