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Finite Element discretizations of coupled multi-physics partial differential equation models require the handling of composed function spaces. In this paper we discuss software concepts and abstractions to handle the composition of function…
It is shown that large classes of nonlinear systems of PDEs, with possibly associated initial and/or boundary value problems, can be solved by the method of order completion. The solutions obtained can be assimilated with Hausdorff…
We introduce a general framework allowing to apply the theory of regularity structures to discretisations of stochastic PDEs. The approach pursued in this article is that we do not focus on any one specific discretisation procedure.…
In this paper we presents further developments regarding the enrichment of the basic Theory of Order Completion. In particular, spaces of generalized functions are constructed that contain generalized solutions to all systems of continuous,…
This paper investigates the generative mechanism of the p-order cloud model, which is a mathematical framework for representing uncertainty with applications in image processing, evaluation, and decision-making systems. By employing a…
Normal multi-scale transform [4] is a nonlinear multi-scale transform for representing geometric objects that has been recently investigated [1, 7, 10]. The restrictive role of the exact order of polynomial reproduction $P_e$ of the…
This paper addresses the problem of uniqueness in learning physical laws for systems of partial differential equations (PDEs). Contrary to most existing approaches, it considers a framework of structured model learning, where existing,…
For stochastic implicit Taylor methods that use an iterative scheme to compute their numerical solution, stochastic B--series and corresponding growth functions are constructed. From these, convergence results based on the order of the…
The Adler-Bobenko-Suris (ABS) list contains all scalar quadrilateral equations which are consistent around the cube. Each equation in the ABS list admits a beautiful decomposition. In this paper, we first revisit these decomposition…
This paper extends deterministic notions of Strong Stability Preservation (SSP) to the stochastic setting, enabling nonlinearly stable numerical solutions to stochastic differential equations (SDEs) and stochastic partial differential…
Stemming from the stochastic Lotka-Volterra or predator-prey equations, this work aims to model the spatial inhomogeneity by using stochastic partial differential equations (SPDEs). Compared to the classical models, the SPDE model is more…
The aim of this paper is to suggest a new viewpoint to study qualitative properties of solutions of semilinear elliptic PDE's defined outside a compact set. The relevant tools come from spectral theory and from a combination of stochastic…
This paper is devoted to the construction of order reduced method of fourth order problems. A framework is presented such that a problem on a high-regularity space can be deduced in a constructive way to an equivalent problem on three…
Stochastic differential equations (SDEs) are a ubiquitous modeling framework that finds applications in physics, biology, engineering, social science, and finance. Due to the availability of large-scale data sets, there is growing interest…
Simulation of stochastic spatially-extended systems is a challenging problem. The fundamental quantities in these models are individual entities such as molecules, cells, or animals, which move and react in a random manner. In big systems,…
This paper addresses the problem of describing aperiodic discrete structures that have a self-similar or self-affine structure. Substitution Delone set families are families of Delone sets (X_1, ..., X_n) in R^d that satisfy an inflation…
In this paper we propose a numerical scheme for the class of backward doubly stochastic (BDSDEs) with possible path-dependent terminal values. We prove that our scheme converge in the strong $L^2$-sense and derive its rate of convergence.…
A formalism of arithmetic partial differential equations (PDEs) is being developed in which one considers several arithmetic differentiations at one fixed prime. In this theory solutions can be defined in algebraically closed p-adic fields.…
In this paper, we study the existence of random periodic solutions for semilinear SPDEs on a bounded domain with a smooth boundary. We identify them as the solutions of coupled forward-backward infinite horizon stochastic integral equations…
In this work we prove convergence of renormalised models in the framework of regularity structures [Hai14] for a wide class of variable coefficient singular SPDEs in their full subcritical regimes. In particular, we provide for the first…