Related papers: Weak approximation for stochastic reaction-diffusi…
In this paper we consider high-frequency acoustic transmission problems with jumping coefficients modelled by Helmholtz equations. The solution then is highly oscillatory and, in addition, may be localized in a very small vicinity of…
In this paper, we are concerned with the dynamical behavior of the stochastic nonclassical parabolic equation, more precisely, it is shown that the inviscid limits of the stochastic nonclassical diffusion equations reduces to the stochastic…
In this paper, we develop a new weak Galerkin finite element scheme for the Stokes interface problem with curved interfaces. We take a unique vector-valued function at the interface and reflect the interface condition in the variational…
We study an $\ep$-dependent stochastic Allen--Cahn equation with a mild random noise on a bounded domain in $\mathbb{R}^n$, $n\geq 2$. Here $\ep$ is a small positive parameter that represents formally the thickness of the solution…
The stochastic dynamics of biochemical networks are usually modelled with the chemical master equation (CME). The stationary distributions of CMEs are seldom solvable analytically, and numerical methods typically produce estimates with…
This article deals with the limit distribution for a stochastic differential equation driven by a non-symmetric cylindrical $\alpha$-stable process. Under suitable conditions, it is proved that the solution of this equation converges weakly…
This paper presents a Weakly Compressible Smoothed Particle Hydrodynamics (WCSPH) method for solving the two-equation Reynolds-Averaged Navier-Stokes (RANS) model. The turbulent wall-bounded flow with or without mild flow separation, a…
Stochastic partial differential equations (SPDEs) are ubiquitous in engineering and computational sciences. The stochasticity arises as a consequence of uncertainty in input parameters, constitutive relations, initial/boundary conditions,…
Developing efficient numerical algorithms for the solution of high dimensional random Partial Differential Equations (PDEs) has been a challenging task due to the well-known curse of dimensionality. We present a new solution framework for…
We derive a posteriori error estimates for a fully discrete finite element approximation of the stochastic Cahn-Hilliard equation. The a posteriori bound is obtained by a splitting of the equation into a linear stochastic partial…
In this paper a reaction-diffusion type equation is the starting point for setting up a genuine thermodynamic reduction, i.e. involving a finite number of parameters or collective variables, of the initial system. This program is carried…
We construct the approximate solutions to the Vlasov--Poisson system in a half-space, which arises in the study of the quasi-neutral limit problem in the presence of a sharp boundary layer, referred as to the plasma sheath in the context of…
Multivariate global polynomial approximations - such as polynomial chaos or stochastic collocation methods - are now in widespread use for sensitivity analysis and uncertainty quantification. The pseudospectral variety of these methods uses…
The present paper discusses the diffusion approximation of the linear Boltzmann equation in cases where the collision frequency is not uniformly large in the spatial domain. Our results apply for instance to the case of radiative transfer…
This paper aims at obtaining, by means of integral transforms, analytical approximations in short times of solutions to boundary value problems for the one-dimensional reaction-diffusion equation with constant coefficients. The general form…
We study the implicit regularization of mini-batch stochastic gradient descent, when applied to the fundamental problem of least squares regression. We leverage a continuous-time stochastic differential equation having the same moments as…
We study stochastic homogenization of a quasilinear parabolic PDE with nonlinear microscopic Robin conditions on a perforated domain. The focus of our work lies on the underlying geometry that does not allow standard homogenization…
We study stochastic optimal control problems for (possibly degenerate) McKean-Vlasov controlled diffusions and obtain discrete-time as well as finite interacting particle approximations. (i) Under mild assumptions, we first prove the…
We consider numerical approximations of stochastic differential equations by the Euler method. In the case where the SDE is elliptic or hypoelliptic, we show a weak backward error analysis result in the sense that the generator associated…
In many biological situations, a species arriving from a remote source diffuses in a domain confined between two parallel surfaces until it finds a binding partner. Since such a geometric shape falls in between two- and three-dimensional…