Related papers: Computing rough solutions of the stochastic nonlin…
A fully discrete approximation of the semi-linear stochastic wave equation driven by multiplicative noise is presented. A standard linear finite element approximation is used in space and a stochastic trigonometric method for the temporal…
We design a primal-dual stabilized finite element method for the numerical approximation of a data assimilation problem subject to the acoustic wave equation. For the forward problem, piecewise affine, continuous, finite element functions…
In this paper, we present and analyze an energy-conserving and linearly implicit scheme for solving the nonlinear wave equations. Optimal error estimates in time and superconvergent error estimates in space are established without time-step…
Stochastic wave equations appear in several models for evolutionary processes subject to random forces, such as the motion of a strand of DNA in a liquid or heat flow around a ring. Semilinear stochastic wave equations can typically not be…
We present a new filtered low-regularity Fourier integrator for the cubic nonlinear Schr\"odinger equation based on recent time discretization and filtering techniques. For this new scheme, we perform a rigorous error analysis and establish…
We describe an algorithm for the numerical solution of second order linear differential equations in the highly-oscillatory regime. It is founded on the recent observation that the solutions of equations of this type can be accurately…
We consider a distributionally robust formulation of stochastic optimization problems arising in statistical learning, where robustness is with respect to uncertainty in the underlying data distribution. Our formulation builds on…
The nonlinear Schr\"odinger equation is widely used as an approximate model for the evolution in time of the water wave envelope. In the context of simulating ocean waves, initial conditions are typically generated from a measured power…
In this work we establish weak convergence rates for temporal discretisations of stochastic wave equations with multiplicative noise, in particular, for the hyperbolic Anderson model. For this class of stochastic partial differential…
We present a fully discrete finite element method for the interior null controllability problem subject to the wave equation. For the numerical scheme, piece-wise affine continuous elements in space and finite differences in time are…
The generalized smooth condition, $(L_{0},L_{1})$-smoothness, has triggered people's interest since it is more realistic in many optimization problems shown by both empirical and theoretical evidence. Two recent works established the…
We consider the wave equation with highly oscillatory initial data, where there is uncertainty in the wave speed, initial phase and/or initial amplitude. To estimate quantities of interest related to the solution and their statistics, we…
In this paper, we obtain sharp Strichartz estimates for solutions of the wave equation $\square_\gg\phi=0$ where $\gg$ is a rough Lorentzian metric on a 4 dimensional space-time $\MM$. This is the last step of the proof of the bounded $L^2$…
We develop resonance-based low-regularity numerical integrators for stochastic Schr"odinger equations with additive $Q$-Wiener noise, covering both the linear equation with rough potential and the cubic nonlinear case. For the linear…
We consider the numerical algorithm for the two-dimensional time-harmonic elastic wave scattering by unbounded rough surfaces with Dirichlet boundary condition. A Nystr\"{o}m method is proposed for the scattering problem based on the…
A new method for solving numerically stochastic partial differential equations (SPDEs) with multiple scales is presented. The method combines a spectral method with the heterogeneous multiscale method (HMM) presented in [W. E, D. Liu, and…
This paper investigates inverse potential problems of wave equations with cubic nonlinearity. We develop a methodology for establishing stability estimates for inversion of lower order coefficients. The new ingredients of our approach…
This paper presents a new numerical model based on the highly nonlinear potential flow theory for simulating the propagation of water waves in variable depth. A new set of equations for estimating the surface vertical velocity is derived…
A general stochastic algorithm for solving mixed linear and nonlinear problems was introduced in [11]. We show in this paper how it can be used to solve the fault inverse problem, where a planar fault in elastic half-space and a slip on…
Estimating the values of unknown parameters from corrupted measured data faces a lot of challenges in ill-posed problems. In such problems, many fundamental estimation methods fail to provide a meaningful stabilized solution. In this work,…