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We investigate solution methods for large-scale inverse problems governed by partial differential equations (PDEs) via Bayesian inference. The Bayesian framework provides a statistical setting to infer uncertain parameters from noisy…

Applications · Statistics 2023-02-08 Mina Karimi , Mehrdad Massoudi , Kaushik Dayal , Matteo Pozzi

In this paper, we prove that stochastic porous media equations over $\sigma$-finite measure spaces $(E,\mathcal{B},\mu)$, driven by time-dependent multiplicative noise, with the Laplacian replaced by a self-adjoint transient Dirichlet…

Probability · Mathematics 2023-08-22 Michael Röckner , Weina Wu , Yingchao Xie

We discuss the space-time determinantal random field which arises for the PNG model in one dimension and resembles the one for Dyson's Brownian motion. The information of interest for growth processes is carried by the edge statistics of…

Mathematical Physics · Physics 2011-11-10 Patrik L. Ferrari , Michael Praehofer , Herbert Spohn

The object of this paper is a one-dimensional generalized porous media equation (PDE) with possibly discontinuous coefficient $\beta$, which is well-posed as an evolution problem in $L^1(\mathbb{R})$. In some recent papers of Blanchard et…

Probability · Mathematics 2010-11-17 Nadia Belaribi , François Cuvelier , Francesco Russo

In this review paper we consider the polynuclear growth (PNG) model in one spatial dimension and its relation to random matrix ensembles. For curved and flat growth the scaling functions of the surface fluctuations coincide with limit…

Mathematical Physics · Physics 2011-11-10 Patrik L. Ferrari , Michael Praehofer

The porous medium equation (PME) is a typical nonlinear degenerate parabolic equation. An energetic variational approach has been studied in a recent work [6], in which the trajectory equation is obtained, and a few first order accurate…

Numerical Analysis · Mathematics 2020-06-23 Chenghua Duan , Wenbin Chen , Chun Liu , Cheng Wang , Xingye Yue

In this article we derive rigorously amplitude equations for stochastic PDEs with quadratic nonlinearities, under the assumption that the noise acts only on the stable modes and for an appropriate scaling between the distance from…

Probability · Mathematics 2007-05-23 D. Blömker , G. A. Pavliotis , M. Hairer

We propose a stochastic multiscale finite element method (StoMsFEM) to solve random elliptic partial differential equations with a high stochastic dimension. The key idea is to simultaneously upscale the stochastic solutions in the physical…

Numerical Analysis · Mathematics 2016-12-07 Thomas Y. Hou , Qin Li , Pengchuan Zhang

Persistence probabilities of the interface height in (1+1)- and (2+1)-dimensional atomistic, solid-on-solid, stochastic models of surface growth are studied using kinetic Monte Carlo simulations, with emphasis on models that belong to the…

Statistical Mechanics · Physics 2007-05-23 M. Constantin , C. Dasgupta , P. Punyindu Chatraphorn , Satya N. Majumdar , S. Das Sarma

The purpose of the present paper consists in proposing and discussing a double probabilistic representation for a porous media equation in the whole space perturbed by a multiplicative colored noise. For almost all random realizations…

Probability · Mathematics 2014-04-22 Viorel Barbu , Michael Röckner , Francesco Russo

As a counterpoint to classical stochastic particle methods for linear diffusion equations, we develop a deterministic particle method for the weighted porous medium equation (WPME) and prove its convergence on bounded time intervals. This…

Analysis of PDEs · Mathematics 2023-01-26 Katy Craig , Karthik Elamvazhuthi , Matt Haberland , Olga Turanova

We investigate the upscaling of diffusive transport parameters as function of pore scale material structure using a stochastic framework. We focus on sub-REV (representative elementary volume) scale where the complexity of pore space…

Materials Science · Physics 2021-06-21 Alraune Zech , Matthijs de Winter

In this paper we consider a system of two coupled nonlinear diffusion--reaction partial differential equations (PDEs) which model the growth of biofilm and consumption of the nutrient. At the scale of interest the biofilm density is subject…

Numerical Analysis · Mathematics 2020-01-03 Azhar Alhammali , Malgorzata Peszynska

This paper proposes a hierarchical, multi-resolution framework for the identification of model parameters and their spatially variability from noisy measurements of the response or output. Such parameters are frequently encountered in…

Mathematical Physics · Physics 2015-05-13 P. S. Koutsourelakis

In this paper physical multi-scale processes governed by their own principles for evolution or equilibrium on each scale are coupled by matching the stored and dissipated energy, in line with the Hill-Mandel principle. In our view the…

Statistics Theory · Mathematics 2019-12-09 M. S. Sarfaraz , B. Rosic , H. G. Matthies , A. Ibrahimbegovic

Stochastic dynamical systems arise naturally across nearly all areas of science and engineering. Typically, a dynamical system model is based on some prior knowledge about the underlying dynamics of interest in which probabilistic features…

Computational Engineering, Finance, and Science · Computer Science 2021-09-03 Chao Yin , Xihaier Luo , Ahsan Kareem

We propose a one-dimensional nonlocal stochastic model of adsorption and desorption depending on one parameter, the adsorption rate. At a special value of this parameter, the model has some interesting features. For example, the spectrum is…

Statistical Mechanics · Physics 2009-11-10 Jan de Gier , Bernard Nienhuis , Paul A. Pearce , Vladimir Rittenberg

We introduce a model of a randomly growing interface in multidimensional Euclidean space. The growth model incorporates a random order model as an ingredient of its graphical construction, in a way that replicates the connection between the…

Probability · Mathematics 2007-09-12 Timo Seppäläinen

A change of variables is introduced to reduce certain nonlinear stochastic evolution equations with multiplicative noise to the corresponding deterministic equation. The result is then used to investigate a stochastic porous medium…

Probability · Mathematics 2007-07-24 S. V. Lototsky

The porous medium equation (PME) is a typical nonlinear degenerate parabolic equation. We have studied numerical methods for PME by an energetic variational approach in [C. Duan et al, J. Comput. Phys., 385 (2019) 13-32], where the…

Numerical Analysis · Mathematics 2019-10-11 Chenghua Duan , Chun Liu , Cheng Wang , Xingye Yue
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