Related papers: Approximation of Random Evolution Equations of Par…
In this thesis we study adaptive nonparametric regression with noise misspecification and the complexity of approximation of random fields in dependence of the dimension. First, we consider the problem of pointwise estimation in…
This paper introduces a new generalized polynomial chaos expansion (PCE) comprising measure-consistent multivariate orthonormal polynomials in dependent random variables. Unlike existing PCEs, whether classical or generalized, no…
We consider a semi-discrete finite element approximation for a system consisting of the evolution of a planar curve evolving by forced curve shortening flow inside a given bounded domain $\Omega \subset \mathbb{R}^2$, such that the curve…
We propose and analyse a new type of fully discrete surface finite element approximation of a class of linear parabolic stochastic evolution equations with additive noise. Our discretization uses a surface finite element approximation of…
The ODE method has been a workhorse for algorithm design and analysis since the introduction of the stochastic approximation. It is now understood that convergence theory amounts to establishing robustness of Euler approximations for ODEs,…
In this paper, we prove convergence rates for time discretisation schemes for semi-linear stochastic evolution equations with additive or multiplicative Gaussian noise, where the leading operator $A$ is the generator of a strongly…
We study a parabolic system with $p(t,x)$-structure under Dirichlet boundary conditions. In particular, we deduce the optimal convergence rate for the error of the gradient of a finite element based space-time approximation. The error is…
A numerical analysis for the fully discrete approximation of an operator Lyapunov equation related to linear SPDEs (stochastic partial differential equations) driven by multiplicative noise is considered. The discretization of the Lyapunov…
This work unifies pseudo-time and inexact regularization techniques for nonmonotone classes of partial differential equations, into a regularized pseudo-time framework. Convergence of the residual at the predicted rate is investigated…
Strong approximation errors of both finite element semi-discretization and spatio-temporal full discretization are analyzed for the stochastic Allen-Cahn equation driven by additive noise in space dimension $d \leq 3$. The full…
We study an expansion method for high-dimensional parabolic PDEs which constructs accurate approximate solutions by decomposition into solutions to lower-dimensional PDEs, and which is particularly effective if there are a low number of…
We consider the discretization in time of a system of parabolic stochastic partial differential equations with slow and fast components; the fast equation is driven by an additive space-time white noise. The numerical method is inspired by…
In this paper we consider the numerical approximation of a general second order semi-linear parabolic partial differential equation. Equations of this type arise in many contexts, such as transport in porous media. Using finite element…
Partial differential equations with random inputs have become popular models to characterize physical systems with uncertainty coming from, e.g., imprecise measurement and intrinsic randomness. In this paper, we perform asymptotic rare…
For a class of finite elements approximations for linear stochastic parabolic PDEs it is proved that one can accelerate the rate of convergence by Richardson extrapolation. More precisely, by taking appropriate mixtures of finite elements…
We address the problem of approximating the moments of the solution, $\boldsymbol{X}(t)$, of an It\^o stochastic differential equation (SDE) with drift and a diffusion terms over a time-grid $t_0, t_1, \ldots, t_n$. In particular, we assume…
We consider statistics for stochastic evolution equations in Hilbert space with emphasis on stochastic partial differential equations (SPDEs). We observe a solution process under additional measurement errors and want to estimate a real or…
In this paper, we develop a computational multiscale to solve the parabolic wave approximation with heterogeneous and variable media. Parabolic wave approximation is a technique to approximate the full wave equation. One benefit of the…
This paper is concerned with the regularity of solutions to linear and nonlinear evolution equations extending our findings in [22] to domains of polyhedral type. In particular, we study the smoothness in the specific scale…
An equation describing the evolution of phenotypic distribution is derived using methods developed in statistical physics. The equation is solved by using the singular perturbation method, and assuming that the number of bases in the…