Related papers: On averaging and mixing for stochastic PDEs
Equilibrium distribution of interacting ionic particles in a charged disordered background is studied using the nonlinear Poisson-Boltzmann equation. For an arbitrarily given realization of the disorder, an exact solution of the equation is…
We develop a framework for the average-case analysis of random quadratic problems and derive algorithms that are optimal under this analysis. This yields a new class of methods that achieve acceleration given a model of the Hessian's…
Equation with the symmetric integral with respect to stochastic measure is considered. For the integrator, we assume only $\sigma$-additivity in probability and continuity of the paths. It is proved that the averaging principle holds for…
The dynamics of interacting quantum systems in the presence of disorder is studied and an exact representation for disorder-averaged quantities via Ito stochastic calculus is obtained. The stochastic integral representation affords many…
Averaging principle is an effective method for investigating dynamical systems with highly oscillating components. In this paper, we study three types of averaging principle for stochastic complex Ginzburg-Landau equations. Firstly, we…
We define a uniformly behaved in ${\mathbb N}$ arithmetic sequence ${\bf a}$ and an ${\bf a}$-mean Lyapunov stable dynamical system $f$. We consider the time-average of a continuous function $\phi$ along the ${\bf a}$-orbit of $f$ up to…
We develop a new approach to study the long time behaviour of solutions to nonlinear stochastic differential equations in the sense of McKean, as well as propagation of chaos for the corresponding mean-field particle system approximations.…
Homogenization of a stochastic nonlinear reaction-diffusion equation with a large non- linear term is considered. Under a general Besicovitch almost periodicity assumption on the coefficients of the equation we prove that the sequence of…
This work considers the method of uniformisation for continuous-time Markov chains in the context of chemical reaction networks. Previous work in the literature has shown that uniformisation can be beneficial in the context of…
Spectral estimation is a fundamental problem for time series analysis, which is widely applied in economics, speech analysis, seismology, and control systems. The asymptotic convergence theory for classical, non-parametric estimators, is…
Linear nonautonomous/random parabolic partial differential equations are considered under the Dirichlet, Neumann or Robin boundary conditions, where both the zero order coefficients in the equation and the coefficients in the boundary…
The present article investigates the convergence of a class of space-time discretization schemes for the Cauchy problem for linear parabolic stochastic partial differential equations (SPDEs) defined on the whole space. Sufficient conditions…
Temporal coherence-persistent alignment across time-can arise between agents with fundamentally distinct dynamics, a behavior that classical diffusion models (e.g., Brownian motion, fractional Brownian motion, generalized Langevin equation)…
This paper deals with ergodic theorems for particular time-inhomogeneous Markov processes, whose the time-inhomogeneity is asymptotically periodic. Under a Lyapunov/minorization condition, it is shown that, for any measurable bounded…
We give an optimal in mixed (anisotropic) Strichartz type Lebesgue space-time norm estimates for the solution of linear parabolic inhomogeneous initial problem, with are exact or exact up to multiplicative constant coefficient evaluation.
We consider ergodic backward stochastic differential equations in a discrete time setting, where noise is generated by a finite state Markov chain. We show existence and uniqueness of solutions, along with a comparison theorem. To obtain…
We give an introduction to discrete functional analysis techniques for stationary and transient diffusion equations. We show how these techniques are used to establish the convergence of various numerical schemes without assuming…
In this paper, we investigate a stochastic Hardy-Littlewood-Sobolev inequality. Due to the stochastic nature of the inequality, the relation between the exponents of intgrability is modified. This modification can be understood as a…
An averaging result is proved for stochastic evolution equations with highly oscillating coefficients. This result applies in particular to equations with almost periodic coefficients. The convergence to the solution of the averaged…
We present the convergence analysis of the cell average technique, introduced in [12], to solve the nonlinear continuous Smoluchowski coagulation equation. It is shown that the technique is second order accurate on uniform grids and first…