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This paper develops and analyzes a fully discrete finite element method for a class of semilinear stochastic partial differential equations (SPDEs) with multiplicative noise. The nonlinearity in the diffusion term of the SPDEs is assumed to…

Numerical Analysis · Mathematics 2018-11-22 Xiaobing Feng , Yukun Li , Yi Zhang

We investigate fractional regularity estimates up to the boundary for solutions to fully nonlinear elliptic equations with measurable ingredients. Specifically, under the assumption of uniform ellipticity of the operator, we demonstrate…

Analysis of PDEs · Mathematics 2024-11-26 Claudemir Alcantara , Makson Santos

We derive the Gell-Mann and Low renormalization group equation in the Wilsonian approach to renormalization of massless $g\phi^4$ in four dimensions, as a particular case of a non-linear equation satisfied at any scale by the Wilsonian…

High Energy Physics - Theory · Physics 2009-10-31 M. Pernici , M. Raciti

We have analyzed the Kuramoto-Sivashinsky equation with a stochastic noise term through a dynamic renormalization group calculation. For a system in which the lattice spacing is smaller than the typical wavelength of the linear instability…

Condensed Matter · Physics 2009-10-28 Rodolfo Cuerno , Kent Baekgaard Lauritsen

We show that the complex-valued ODE \begin{equation*} \dot z_t = a_{n+1} z^{n+1} + a_n z^n+\cdots+a_0, \end{equation*} which necessarily has trajectories along which the dynamics blows up in finite time, can be stabilized by the addition of…

Probability · Mathematics 2015-09-15 David P. Herzog , Jonathan C. Mattingly

In this paper we aim at generalizing the results of A. K. Zvonkin and A. Y. Veretennikov on the construction of unique strong solutions of stochastic differential equations with singular drift vector field and additive noise in the…

Probability · Mathematics 2019-03-15 David Baños , Martin Bauer , Thilo Meyer-Brandis , Frank Proske

The numerical approximation of solutions to stochastic partial differential equations with additive spatial white noise on bounded domains in $\mathbb{R}^d$ is considered. The differential operator is given by the fractional power…

Numerical Analysis · Mathematics 2019-11-18 David Bolin , Kristin Kirchner , Mihály Kovács

In this work, we develop a method for learning interpretable, thermodynamically stable and Galilean invariant partial differential equations (PDEs) based on the Conservation-dissipation Formalism of irreversible thermodynamics. As governing…

Computational Physics · Physics 2021-10-13 Juntao Huang , Zhiting Ma , Yizhou Zhou , Wen-An Yong

We prove existence and uniqueness of solutions to a nonlinear stochastic evolution equation on the $d$-dimensional torus with singular $p$-Laplace-type or total variation flow-type drift with general sublinear doubling nonlinearities and…

Analysis of PDEs · Mathematics 2019-09-27 Jonas M. Tölle

We present a new method to renormalize stochastic differential equations subjected to multiplicative noise. The method is based on the widely used concept of effective potential in high energy physics, and has already been successfully…

Statistical Mechanics · Physics 2020-12-29 Jean-Sebastien Gagnon , David Hochberg , Juan Perez-Mercader

We consider controlled stochastic differential equations (SDEs) with measurable coefficients, a uniformly elliptic diffusion coefficient and an $L_d$-drift. No space-regularity will be assumed for the coefficients. In this framework we…

Analysis of PDEs · Mathematics 2025-09-19 David Criens

We first establish the unique ergodicity of the stochastic theta method (STM) with $\theta \in [1/2, 1]$ for monotone SODEs, without growth restriction on the coefficients, driven by nondegenerate multiplicative noise. The main ingredient…

Numerical Analysis · Mathematics 2025-05-01 Zhihui Liu , Zhizhou Liu

We consider stochastic PDEs \[dY_t = L(Y_t)\, dt + A(Y_t).\, dB_t, t > 0\] and associated PDEs \[du_t = L u_t\, dt, t > 0\] with regular initial conditions. Here, $L$ and $A$ are certain partial differential operators involving…

Probability · Mathematics 2023-08-22 Suprio Bhar , Rajeev Bhaskaran , Arvind Kumar Nath

We show existence, uniqueness and stability for a family of stationary subsonic compressible Euler flows with mass-additions in two-dimensional rectilinear ducts, subjected to suitable time-independent multi-dimensional boundary conditions…

Analysis of PDEs · Mathematics 2022-02-09 Junlei Gao , Hairong Yuan

The present work proposes a well-balanced finite volume-type numerical method for the solution of non-conservative hyperbolic partial differential equations (PDEs) with source terms. The method is characterized, first, by the use of a…

Numerical Analysis · Mathematics 2026-05-06 Chiara Colombo , Caterina Dalmaso , Lucas O. Müller , Annunziato Siviglia

We study a class of elliptic SPDEs with additive Gaussian noise on $\mathbb{R}^2 \times M$, with $M$ a $d$-dimensional manifold equipped with a positive Radon measure, and a real-valued non linearity given by the derivative of a smooth…

Probability · Mathematics 2020-08-04 Sergio Albeverio , Francesco C. De Vecchi , Massimiliano Gubinelli

The renormalization group (RG) flow for the two-dimensional sine-Gordon model is determined by means of Polchinski's RG equation at next-to-leading order in the derivative expansion. In this work we have two different goals, (i) to consider…

High Energy Physics - Theory · Physics 2008-11-26 I. Nandori , K. Sailer , U. D. Jentschura , G. Soff

In this paper, we prove the existence and stability of subsonic flows for steady full Euler-Poisson system in a two dimensional nozzle of finite length when imposing the electric potential difference on non-insulated boundary from a fixed…

Analysis of PDEs · Mathematics 2013-09-16 Myoungjean Bae , Ben Duan , Chunjing Xie

We prove the support recovery for a general class of linear and nonlinear evolutionary partial differential equation (PDE) identification from a single noisy trajectory using $\ell_1$ regularized Pseudo-Least Squares model~($\ell_1$-PsLS).…

Numerical Analysis · Mathematics 2021-03-15 Yuchen He , Namjoon Suh , Xiaoming Huo , Sungha Kang , Yajun Mei

We study the surface quasi-geostrophic equation with an irregular spatial perturbation $$ \partial_{t }\theta+ u\cdot\nabla\theta = -\nu(-\Delta)^{\gamma/2}\theta+ \zeta,\qquad u=\nabla^{\perp}(-\Delta)^{-1}\theta, $$ on…

Probability · Mathematics 2023-02-22 Martina Hofmanova , Rongchan Zhu , Xiangchan Zhu
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