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Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusion operators driven by a finite dimensional Brownian motion are considered. Under some regularity condition assumed for the solution, the rate of…

Probability · Mathematics 2009-01-20 Istvan Gyöngy , Annie Millet

Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusion operators are considered. Under some regularity condition assumed for the solution, the rate of convergence of implicit Euler approximations is…

Probability · Mathematics 2008-02-20 Istvan Gyöngy , Annie Millet

We provide a new approach to obtain solutions of certain evolution equations set in a Banach space and equipped with nonlocal boundary conditions. From this approach we derive a family of numerical schemes for the approximation of the…

Numerical Analysis · Mathematics 2024-02-13 Paola Boito , Yuli Eidelman , Luca Gemignani

The paper addresses the numerical approximation of two variants of hyperbolic mean curvature flow of surfaces in $\mathbb R^3$. For each evolution law we propose both a finite element method, as well as a finite difference scheme in the…

Numerical Analysis · Mathematics 2025-02-11 Klaus Deckelnick , Robert Nürnberg

In this article we propose a new, explicit and easily implementable numerical method for approximating a class of semilinear stochastic evolution equations with non-globally Lipschitz continuous nonlinearities. We establish strong…

Probability · Mathematics 2021-11-02 Arnulf Jentzen , Primož Pušnik

A method for numerical approximation of a new class of fractional parabolic stochastic evolution equations is introduced and analysed. This class of equations has recently been proposed as a space-time extension of the SPDE-method in…

Numerical Analysis · Mathematics 2026-04-30 S. Knutsen Furset

The finite section method is a classical scheme to approximate the solution of an infinite system of linear equations. We present quantitative estimates for the rate of the convergence of the finite section method on weighted $\ell…

Functional Analysis · Mathematics 2007-05-23 Karlheinz Gröchenig , Ziemowit Rzeszotnik , Thomas Strohmer

Stochastic evolutional equations with monotone operators are considered in Banach spaces. Explicit and implicit numerical schemes are presented. The convergence of the approximations to the solution of the equations is proved.

Probability · Mathematics 2016-08-16 Istvan Gyöngy , Annie Millet

We study the convergence of semilinear parabolic stochastic evolution equations, posed on a sequence of Banach spaces approximating a limiting space and driven by additive white noise projected onto the former spaces. Under appropriate…

Probability · Mathematics 2025-06-11 Yves van Gennip , Jonas Latz , Joshua Willems

The article addresses the convergence of implicit and semi-implicit, fully discrete approximations of a class of nonlinear parabolic evolution problems. Such schemes are popular in the numerical solution of evolutions defined with the…

Numerical Analysis · Mathematics 2019-02-22 Sören Bartels , Michael Růžička

We study both strict and mild solutions to parabolic evolution equations of the form $dX+AXdt=F(t)dt+G(t)dW(t)$ in Banach spaces. First, we explore the deterministic case. The maximal regularity of solutions has been shown. Second, we…

Probability · Mathematics 2017-04-14 Ton Viet Ta

We find new quantitative estimates on the space-time analyticity of solutions to linear parabolic equations with analytic coefficients near the initial time. We apply the estimates to obtain observability inequalities and…

Analysis of PDEs · Mathematics 2017-06-02 Luis Escauriaza , Santiago Montaner , Can Zhang

We show that a certain error estimate for a fully discrete finite element approximation of the solution of the heat equation which is defined in a two-dimensional Euclidean domain carries over to the case of a general linear parabolic…

Numerical Analysis · Mathematics 2016-04-22 Heiko Kröner

We consider a linear partial integro-differential equation that arises in the modeling of various physical and biological processes. We study the problem in a spatial periodic domain. We analyze numerical stability and numerical convergence…

Numerical Analysis · Mathematics 2010-05-31 Samir Kumar Bhowmik

High-order spatial discretisations and full discretisations of parabolic partial differential equations on evolving surfaces are studied. We prove convergence of the high-order evolving surface finite element method, by showing high-order…

Numerical Analysis · Mathematics 2016-06-24 Balázs Kovács

Parametric finite elements lead to very efficient numerical methods for surface evolution equations. We introduce several computational techniques for curvature driven evolution equations based on a weak formulation for the mean curvature.…

Numerical Analysis · Mathematics 2020-01-17 John W. Barrett , Harald Garcke , Robert Nürnberg

Large-scale eigenvalue problems arise in various fields of science and engineering and demand computationally efficient solutions. In this study, we investigate the subspace approximation for parametric linear eigenvalue problems, aiming to…

Based on a comparison principle, we derive an exponential rate of convergence for solutions to the initial-boundary value problem for a class of quasilinear parabolic equations in one space dimension. We then apply the result to some models…

Analysis of PDEs · Mathematics 2016-12-19 Seonghak Kim

This paper investigates the approximation of Gaussian random variables in Banach spaces, focusing on the high-probability bounds for the approximation of Gaussian random variables using finitely many observations. We derive non-asymptotic…

Statistics Theory · Mathematics 2025-08-28 Daniel Winkle , Ingo Steinwart , Bernard Haasdonk

We study the relation between the linear stability of almost-symmetries and the geometry of the Banach spaces on which these transformations are defined. We show that any transformation between finite dimensional Banach spaces that…

Mathematical Physics · Physics 2019-07-15 Javier Cuesta
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