相关论文: Weak error in negative Sobolev spaces for the stoc…

We find the weak rate of convergence of the spatially semidiscrete finite element approximation of the nonlinear stochastic heat equation. Both multiplicative and additive noise is considered under different assumptions. This extends an…

We apply the well-known Banach-Necas-Babuska inf-sup theory in a stochastic setting to introduce a weak space-time formulation of the linear stochastic heat equation with additive noise. We give sufficient conditions on the the data and on…

We consider a system of stochastic partial differential equations modeling heat conduction in a non-linear medium. We show global existence of solutions for the system in Sobolev spaces of low regularity, including spaces with norm beneath…

In this paper, we establish existence and uniqueness of weak solutions to general time fractional equations and give their probabilistic representations. We then derive sharp two-sided estimates for fundamental solutions of a family of time…

We investigate a weak space-time formulation of the heat equation and its use for the construction of a numerical scheme. The formulation is based on a known weak space-time formulation, with the difference that a pointwise component of the…

We introduce a notion of weak convergence in arbitrary metric spaces. Metric functionals are key in our analysis: weak convergence of sequences in a given metric space is tested against all the metric functionals defined on said space. When…

In this work we are going to show weak convergence of a probability measure corresponding to the solution of the following nonlinear stochastic heat equation $\frac{\partial}{\partial t} u_{t}(x) = \frac{\kappa}{2} \Delta u_{ t}(x) +…

We study the error of the Euler scheme applied to a stochastic partial differential equation. We prove that as it is often the case, the weak order of convergence is twice the strong order. A key ingredient in our proof is Malliavin…

We study the nonlinear stochastic heat equation driven by space-time white noise in the case that the initial datum $u_0$ is a (possibly signed) measure. In this case, one cannot obtain a mild random-field solution in the usual sense. We…

In [HHL+17] the authors showed existence and uniqueness of solutions to the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise that is white in time and rougher than white in space (in particular, its covariance…

This paper is a follow up to an article by two of the authors dedicated to the study of Poincar\'e and logarithmic Sobolev inequalities for measures of the form $d\mu = e^{-U} d\nu$ where $e^{-U}$ is seen as a perturbation of $d\nu$.…

Weak-type quasi-norms are defined using the mean oscillation or the mean of a function on dyadic cubes, providing discrete analogues and variants of the corresponding quasi-norms on the upper half-space previously considered in the…

In this paper, we consider the heat equation with strongly singular potentials and prove that it has a "very weak solution". Moreover, we show the uniqueness and consistency results in some appropriate sense. The cases of positive and…

We consider the stochastic heat equation $$\frac{\partial Y_t(x)}{\partial t} = \frac{1}{2} \Delta_x Y_t(x) + Y_{t-}(x)^{\beta} \dot{L}^{\alpha}$$ with $t \ge 0$, $x \in \mathbb{R}$ and $L^{\alpha}$ being an $\alpha$-stable white noise…

We address the existence and uniqueness of the so-called modified error function that arises in the study of phase-change problems with specific heat and thermal conductivity given by linear functions of the material temperature. This…

This article deals with the weak errors for averaging principle for a stochastic wave equation in a bounded interval $[0,L]$, perturbed by a oscillating term arising as the solution of a stochastic reaction-diffusion equation evolving with…

Backward parabolic equations, such as the backward heat equation, are classical examples of ill-posed problems where solutions may not exist or depend continuously on the data. In this work, we study a least squares finite element method to…

Let $U,H$ be two separable Hilbert spaces. The main goal of this paper is to study the weak uniqueness of the Stochastic Differential Equation evolving in $H$ \begin{align*} dX(t)=AX(t)dt+\mathcal{V}B(X(t))dt+GdW(t), \quad t>0, \quad X(0)=x…

We study invariant random fields of nonlinear multiplicative stochastic heat equations in the weak disorder regime. Under a natural second-moment condition, we show that positive invariant fields are in one-to-one correspondence with…

This article provides a brief introduction to the a posteriori error analysis of parabolic partial differential equations, with an emphasis on challenges distinct from those of steady-state problems. Using the heat equation as a model…