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We develop new multilevel Monte Carlo (MLMC) methods to estimate the expectation of the smallest eigenvalue of a stochastic convection-diffusion operator with random coefficients. The MLMC method is based on a sequence of finite element…
Chao-Zhong Chen et al. $[{Proc}.$ ${Amer. Math. Soc},2013],$ proved the upper estimate $\frac{\lambda _{n}}{\lambda _{m}}\leq \frac{% n^{p}}{m^{p}}$ $ (n>m\geq 1) $ for Dirichlet Shr\"{o}dinger operators with nonnegative and single-well…
We consider divergence form elliptic operators $L=-\dv A(x)\nabla$, defined in $\mathbb{R}^{n+1}=\{(x,t)\in\mathbb{R}^{n}\times\mathbb{R}\}, n \geq 2$, where the $L^{\infty}$ coefficient matrix $A$ is $(n+1)\times(n+1)$, uniformly elliptic,…
This paper was devoted to study the quantitative homogenization problems for nonlinear elliptic operators in perforated domains. We obtained a sharp error estimate $O(\varepsilon)$ when the problem was anchored in the reference domain…
In this paper, we study the first eigenvalue of a nonlinear elliptic system involving $p$-Laplacian as the differential operator. The principal eigenvalue of the system and the corresponding eigenfunction are investigated both analytically…
Building on previous research which generalized multilevel Monte Carlo methods using either sparse grids or Quasi-Monte Carlo methods, this paper considers the combination of all these ideas applied to elliptic PDEs with finite-dimensional…
We study the numerical approximation of a time dependent equation involving fractional powers of an elliptic operator $L$ defined to be the unbounded operator associated with a Hermitian, coercive and bounded sesquilinear form on…
In this article, we obtain some results in the direction of ``infinite dimensional symplectic spectral theory". We prove an inequality between the eigenvalues and symplectic eigenvalues of a special class of infinite dimensional operators.…
A new variational approach to solve the problem of estimating the (possibly discontinuous) coefficient functions $p$, $q$ and $f$ in elliptic equations of the form $-\nabla \cdot (p(x)\nabla u) + \lambda q(x) u = f$, $x \in \Omega \subset…
In this paper, we apply quasi-Monte Carlo (QMC) methods with an initial preintegration step to estimate cumulative distribution functions and probability density functions in uncertainty quantification (UQ). The distribution and density…
We consider the numerical construction of minimal Lagrangian graphs, which is related to recent applications in materials science, molecular engineering, and theoretical physics. It is known that this problem can be formulated as an…
In this work we develop an effective Monte Carlo method for estimating sensitivities, or gradients of expectations of sufficiently smooth functionals, of a reflected diffusion in a convex polyhedral domain with respect to its defining…
We prove an asymptotic expansion for the eigenvalues and eigenfunctions of Schr\"{o}dinger-type operator with a confining potential and with principle part a periodic elliptic operator in divergence form. We compare the spectrum to the…
A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…
We propose and study a general quasi-interpolation framework for stochastic function approximation, which stems and draws motivation from convolution-type solutions for certain practical weighted variational problems. We obtain our…
In this paper we obtain estimates for the first nontrivial eigenvalue of the $p$-Laplace Neumann operator in bounded simply connected planar domains $\Omega\subset\mathbb R^2$. This study is based on a quasiconformal version of the…
The top Lyapunov exponent $\lambda_+(A, p)$ of a random product of matrices in $\mathrm{GL}(d, \mathbb{R})$, $d \geq 2$, with simple top spectrum, depends real-analytically on the probability weights $p$ and the matrix coefficients $A$. We…
This project investigates the applicability of quasi-Monte Carlo methods to Euclidean lattice systems in order to improve the asymptotic error scaling of observables for such theories. The error of an observable calculated by averaging over…
In this paper, we investigate the Cauchy problem for both linear and semi-linear elliptic equations. In general, the equations have the form \[ \frac{\partial^{2}}{\partial…
We consider the one-dimensional Schr\"odinger equation $-f"+q_\kappa f = Ef$ on the positive half-axis with the potential $q_\kappa(r)=(\kappa^2-1/4)r^{-2}$. For each complex number $\vartheta$, we construct a solution…