Related papers: Correction to: Convergent numerical approximation …
We analyse a class of time discretizations for solving the nonlinear Schr\"odinger equation with non-smooth potential and at low-regularity on an arbitrary Lipschitz domain $\Omega \subset \mathbb{R}^d$, $d \le 3$. We show that these…
We study a linear-quadratic optimal control problem involving a parabolic equation with fractional diffusion and Caputo fractional time derivative of orders $s \in (0,1)$ and $\gamma \in (0,1]$, respectively. The spatial fractional…
In this paper, we investigate the convergence in probability of a stochastic symplectic scheme for stochastic nonlinear Schr\"{o}dinger equation with quadratic potential and an additive noise. Theoretical analysis shows that our symplectic…
This paper focuses on solving a stochastic variational inequality (SVI) problem under relaxed smoothness assumption for a class of structured non-monotone operators. The SVI problem has attracted significant interest in the machine learning…
In this contribution, we provide convergence rates for a finite volume scheme of the stochastic heat equation with multiplicative Lipschitz noise and homogeneous Neumann boundary conditions (SHE). More precisely, we give an error estimate…
We consider the numerical solution of the fractional Laplacian of index $s\in(1/2,1)$ in a bounded domain $\Omega$ with homogeneous boundary conditions. Its solution a priori belongs to the fractional order Sobolev space ${\widetilde…
We consider an implicit finite difference scheme on uniform grids in time and space for the Cauchy problem for a second order parabolic stochastic partial differential equation where the parabolicity condition is allowed to degenerate. Such…
The solution to the initial and Dirichlet boundary value problem for a semilinear, one dimensional heat equation is approximated by a numerical method that combines the Besse relaxation scheme in time (C. R. Acad. Sci. Paris S{\'e}r. I,…
We consider a parameter estimation problem for one dimensional stochastic heat equations, when data is sampled discretely in time or spatial component. We prove that, the real valued parameter next to the Laplacian (the drift), and the…
In this paper, we focus on finite volume approximation schemes to solve a non-local material flow model in two space dimensions. Based on the numerical discretisation with dimensional splitting, we prove the convergence of the approximate…
In this paper we study, in an open bounded set $\Omega\subset\mathbb R^N$ with Lipschitz boundary $\partial\Omega$, the Dirichlet problem for a nonlinear singular elliptic equation involving the $1$--Laplacian and a total variation term,…
The aim of this paper is to study, in the infinite dimensional framework, the existence and uniqueness for the solution of the following multivalued generalized backward stochastic differential equation, considered on a random, possibly…
We develop error estimates for the semi-discrete conservative spectral method for the approximation of the elastic and inelastic space homogeneous Boltzmann equation introduced by the authors in \cite{GT09}. In addition we study the long…
The convergence analysis of a third-order scheme for the highly nonlinear Landau-Lifshitz-Gilbert equation with a non-convex constraint is considered. In this paper, we first present a fully discrete semi-implicit method for solving the…
We prove the convergence of a spectral discretization of the Vlasov-Poisson system. The velocity term of the Vlasov equation is discretized using either Hermite functions on the infinite domain or Legendre polynomials on a bounded domain.…
In this paper, we consider a semi-linear stochastic strongly damped wave equation driven by additive Gaussian noise. Following a semigroup framework, we establish existence, uniqueness and space-time regularity of a mild solution to such…
We introduce an innovative numerical technique based on convex optimization to solve a range of infinite dimensional variational problems arising from the application of the background method to fluid flows. In contrast to most existing…
We consider the stochastic Cahn-Hilliard equation driven by additive Gaussian noise in a convex domain with polygonal boundary in dimension $d\le 3$. We discretize the equation using a standard finite element method in space and a fully…
It is proved that the solutions to the singular stochastic $p$-Laplace equation, $p\in (1,2)$ and the solutions to the stochastic fast diffusion equation with nonlinearity parameter $r\in (0,1)$ on a bounded open domain $\Lambda\subset\R^d$…
A general adaptive refinement strategy for solving linear elliptic partial differential equation with random data is proposed and analysed herein. The adaptive strategy extends the a posteriori error estimation framework introduced by…