Related papers: Intermediate disorder for directed polymers with s…
This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise. Our main interest is on such SPDEs where the…
We study the stochastic heat equation in two spatial dimensions with a multiplicative white noise, as the limit of the equation driven by a noise that is mollified in space and white in time. As the mollification radius $ \varepsilon\to 0…
Automatic colourisation of grey-scale images is an ill-posed multi-modal problem. Where full-reference images exist, objective performance measures rely on pixel-difference techniques such as MSE and PSNR. These measures penalise any…
We show that effective interactions mediated by disorder between two directed polymers can be modelled as the crosscorrelation of noises in the Kardar-Parisi-Zhang (KPZ) equations satisfied by the respective free energies of these polymers.…
We study the smoothness of the density of a semilinear heat equation with multiplicative spacetime white noise. Using Malliavin calculus, we reduce the problem to a question of negative moments of solutions of a linear heat equation with…
This paper is devoted to order-one explicit approximations of random periodic solutions to multiplicative noise driven stochastic differential equations (SDEs) with non-globally Lipschitz coefficients. The existence of the random periodic…
We study the sample path regularity of the solutions of a class of spde's which are second order in time and that includes the stochastic wave equation. Non-integer powers of the spatial Laplacian are allowed. The driving noise is white in…
This paper is a follow-up work of arxiv.org/abs/2101.05949. We study a non-directed polymer model in random environments. The polymer is represented by a simple symmetric random walk $S$ on $\mathbb{Z}^d$ with $d\geq2$ and the random…
The present paper concerns a space-time homogenization problem for nonlinear diffusion equations with periodically oscillating (in space and time) coefficients. Main results consist of corrector results (i.e., strong convergences of…
This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise under more relaxed conditions. The SPDE is discretized…
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 consider a nonlinear stochastic heat equation in spatial dimension $d=2$, forced by a white-in-time multiplicative Gaussian noise with spatial correlation length $\varepsilon>0$ but divided by a factor of $\sqrt{\log\varepsilon^{-1}}$.…
In this paper we propose and analyze explicit space-time discrete numerical approximations for additive space-time white noise driven stochastic partial differential equations (SPDEs) with non-globally monotone nonlinearities such as the…
Cell dynamics simulation is used to investigate the phase behavior of block copolymer/homopolymer mixture subjected to a steady shear flow. Phase transitions occur from transverse to parallel and then to perpendicular lamellar structure…
The scientific literature contains a number of numerical approximation results for stochastic partial differential equations (SPDEs) with superlinearly growing nonlinearities but, to the best of our knowledge, none of them prove strong or…
In this review we provide an organized summary of the theoretical and computational results which are available for polymers subject to spatial or topological constraints. Because of the interdisciplinary character of the topic, we provide…
We numerically investigate viscoelastic phase separation in polymer solutions under shear using a time-dependent Ginzburg-Landau model. The gross variables in our model are the polymer volume fraction and a conformation tensor. The latter…
We prove the existence of infinitely many mixing solutions for the Muskat problem in the fully unstable regime displaying a linearly degraded macroscopic behaviour inside the mixing zone. In fact, we estimate the volume proportion of each…
The stochastic heat equation on the sphere driven by additive L\'evy random field is approximated by a spectral method in space and forward and backward Euler-Maruyama schemes in time, in analogy to the Wiener case. New regularity results…
We construct a linear response theory of applying shear deformations from boundary walls in the film geometry in Kubo's theoretical scheme. Our method is applicable to any solids and fluids. For glasses, we assume quasi-equilibrium around a…