Related papers: Stochastic elliptic operators defined by non-gauss…
We begin with isotropic Gaussian random fields, and show how the Bochner-Godement theorem gives a natural way to describe their covariance structure. We continue with a study of Mat\'ern processes on Euclidean space, spheres, manifolds and…
We present a construction of harmonic functions on bounded domains for the spectral fractional Laplacian operator and we classify them in terms of their divergent profile at the boundary. This is used to establish and solve boundary value…
We study spectral stability estimates of elliptic operators in divergence form $-\textrm{div} [A(w) \nabla g(w)]$ with the Neumann boundary condition in non-Lipschitz domains $\Omega \subset \mathbb C$. The suggested method is based on…
The paper deals with a stochastic Galerkin approximation of elliptic Dirichlet boundary control problems with random input data. The expectation of a tracking cost functional with the deterministic constrained control is minimized. Error…
We propose a new framework for imposing monotonicity constraints in a Bayesian nonparametric setting based on numerical solutions of stochastic differential equations. We derive a nonparametric model of monotonic functions that allows for…
This paper focuses on random projection operators when the subspace of projection is estimated. We derive non-asymptotic upper bounds on the error between the projection onto the estimated subspace and the projection onto the underlying…
In this paper, we mainly establish the existence of at least three non-trivial solutions for a class of nonhomogeneous quasilinear elliptic systems with Dirichlet boundary value or Neumann boundary value in a bounded domain…
Gauge-invariant boundary conditions in Euclidean quantum gravity can be obtained by setting to zero at the boundary the spatial components of metric perturbations, and a suitable class of gauge-averaging functionals. This paper shows that,…
In this paper, we use a probabilistic approach to show that there exists a unique, bounded continuous solution to the Dirichlet boundary value problem for a general class of second order non-symmetric elliptic operators $L$ with singular…
We investigate the complex Gaussian as well as non-Gaussian distributed random analytical and entire functions (complex entire random field) and calculate their domain of definiteness (radius of convergence) as well as some important…
We present a systematic treatment of non-Gaussianity in stochastic systems using the Schwinger-Keldysh effective field theory framework, in which the non-Gaussianity is realized as nonlinear terms in the fluctuation field. We establish two…
Convex regularization techniques are now widespread tools for solving inverse problems in a variety of different frameworks. In some cases, the functions to be reconstructed are naturally viewed as realizations from random processes; an…
In this paper, we consider stochastic homogenization of elliptic equations with unbounded and non-uniformly elliptic coefficients. Extending subadditive arguments, we get an estimate for the rate of the convergence of the solution of the…
We study semilinear non-local elliptic problems driven by spectral-type operators of the form $\psi(-L_{|D})$ in a bounded $C^{1,1}$ domain $D\subset \mathbb{R}^d$ with a nonhomogeneous boundary condition. Here $\psi$ is a Bernstein…
This article establishes an algebraic error estimate for the stochastic homogenization of fully nonlinear uniformly parabolic equations in stationary ergodic spatio-temporal media. The approach is similar to that of Armstrong and Smart in…
A matrix representation of the evolution operator associated with a nonlinear stochastic flow with additive noise is used to compute its spectrum. In the weak noise limit a perturbative expansion for the spectrum is formulated in terms of…
The study of optimal control problems under uncertainty plays an important role in scientific numerical simulations. This class of optimization problems is strongly utilized in engineering, biology and finance. In this paper, a stochastic…
In this paper we develop the global symbolic calculus of pseudo-differential operators generated by a boundary value problem for a given (not necessarily self-adjoint or elliptic) differential operator. For this, we also establish elements…
We consider a strongly elliptic differential expression of the form $b(D)^* g(x/\varepsilon) b(D)$, $\varepsilon >0$, where $g(x)$ is a matrix-valued function in ${\mathbb R}^d$ assumed to be bounded, positive definite and periodic with…
A numerical procedure providing guaranteed two-sided bounds on the effective coefficients of elliptic partial differential operators is presented. The upper bounds are obtained in a standard manner through the variational formulation of the…