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This article investigates time-discrete approximations of Allen-Cahn type SPDEs driven by space-time white noise near the sharp interface limit $\epsilon\to 0$, where the small parameter $\epsilon$ is the diffuse interface thickness. We…
We consider a natural class of $\mathbf{R}^d$-valued one-dimensional stochastic PDEs driven by space-time white noise that is formally invariant under the action of the diffeomorphism group on $\mathbf{R}^d$. This class contains in…
We investigate by means of molecular dynamics simulation a coarse-grained polymer glass model focusing on (quasi-static and dynamical) shear-stress fluctuations as a function of temperature T and sampling time $\Delta t$. The linear…
We study approximations to a class of vector-valued equations of Burgers type driven by a multiplicative space-time white noise. A solution theory for this class of equations has been developed recently in [Hairer, Weber, Probab. Theory…
The standard moment-sum-of-squares (SOS) hierarchy is a powerful method for solving global polynomial optimization problems. However, its convergence relies on Putinar's Positivstellensatz, which requires the feasible set to satisfy the…
The critical 2D Stochastic Heat Flow (SHF) is a universal measure-valued process that provides a notion of solution to the ill-defined 2D stochastic heat equation. We investigate the SHF in the large-time and strong-disorder regimes,…
Higher order fluctuation expansions for stochastic heat equations (SHE) with nonlinear, non-conservative and conservative noise are obtained. These Edgeworth-type expansions describe the asymptotic behavior of solutions in suitable joint…
We propose a new, harmonically enriched multiscale coarse space (HEM) for domain decomposition methods. For a coercive high contrast model problem, we show how to enrich the coarse space so that the method is robust against any variations…
We prove strong convergence for a large class of finite element methods for the time-dependent Joule heating problem in three spatial dimensions with mixed boundary conditions on Lipschitz domains. We consider conforming subspaces for the…
We consider a class of stochastic PDEs of Burgers type in spatial dimension 1, driven by space-time white noise. Even though it is well known that these equations are well posed, it turns out that if one performs a spatial discretization of…
This paper is devoted to proving the polynomial mixing for a weakly damped stochastic nonlinear Schr\"{o}dinger equation with additive noise on a 1D bounded domain. The noise is white in time and smooth in space. We consider both focusing…
In light of recent advancements in the constitutive modelling of bidisperse and polydisperse entangled linear polymers, we present a new multi fluid generalization of the classic two fluid approximation for flows of inhomogeneous polymer…
In this work we introduce and analyze a novel Hybrid High-Order method for the steady incompressible Navier-Stokes equations. The proposed method is inf-sup stable on general polyhedral meshes, supports arbitrary approximation orders, and…
Stochastic parameterizations are used in numerical weather prediction and climate modeling to help capture the uncertainty in the simulations and improve their statistical properties. Convergence issues can arise when time integration…
We present a Feynman-Kac formula for the $1$-dimensional stochastic heat equation (SHE) driven by a time-homogeneous Gaussian white noise potential, where the noise is interpreted in the Wick-It\^o-Skorokhod sense. Our approach consists in…
We consider the quasi-linear stochastic wave and heat equations in $\mathbb{R}^d$ with $d\in \{1,2,3\}$ and $d\geq 1$, respectively, and perturbed by an additive Gaussian noise which is white in time and has a homogeneous spatial…
The first three-dimensional simulation of shear-induced phase transitions in a polymeric system has been performed. The method is based on dynamic density-functional theory. The pathways between a bicontinuous phase with developing gyroid…
In the study of stochastic PDEs with colored, non-trace class space-time noise, one frequently encounters Gaussian series of the form $$g \sum_{n\geq 1} \gamma_n \mu_n f_n, $$ where $(\gamma_n)_{n}$ is a sequence of standard independent…
We present high-order numerical schemes for linear stochastic heat and wave equations with Dirichlet boundary conditions, driven by additive noise. Standard Euler schemes for SPDEs are limited to an order convergence between 1/2 and 1 due…
We define linear stochastic heat equations (SHE) on p.c.f.s.s. sets equipped with regular harmonic structures. We show that if the spectral dimension of the set is less than two, then function-valued "random-field" solutions to these SPDEs…