相关论文: Sobolev and Max Norm Error Estimates for Gaussian …
We prove optimal regularity estimates in Sobolev spaces in time and space for solutions to stochastic porous medium equations. The noise term considered here is multiplicative, white in time and coloured in space. The coefficients are…
For a sequence $\dot{L}^{\varepsilon}$ of L\'evy noises with variance $\sigma^2(\varepsilon)$, we prove the Gaussian approximation of the solution $u^{\varepsilon}$ to the stochastic wave equation driven by $\sigma^{-1}(\varepsilon)…
The spectral element method constructed by the $Q^k$ ($k\geq 2$) continuous finite element method with $(k+1)$-point Gauss-Lobatto quadrature on rectangular meshes is a popular high order scheme for solving wave equations in various…
We consider the problem of recovering linear image $Bx$ of a signal $x$ known to belong to a given convex compact set $X$ from indirect observation $\omega=Ax+\sigma\xi$ of $x$ corrupted by Gaussian noise $\xi$. It is shown that under some…
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…
Strong approximation errors of both finite element semi-discretization and spatio-temporal full discretization are analyzed for the stochastic Allen-Cahn equation driven by additive noise in space dimension $d \leq 3$. The full…
In this paper, we study the approximation problem for functions in the Gaussian-weighted Sobolev space $W^\alpha_p(\mathbb{R}^d, \gamma)$ of mixed smoothness $\alpha \in \mathbb{N}$ with error measured in the Gaussian-weighted space…
In this paper, we establish the almost everywhere convergence of solutions to the Schr\"odinger operator with complex time $ P_{\gamma}f(x,t) $ in higher dimensions, under the assumption that the initial data $f$ belongs to the Sobolev…
A Gaussian resolution method for the computation of equilibrium density matrices rho(T) for a general multidimensional quantum problem is presented. The variational principle applied to the ``imaginary time'' Schroedinger equation provides…
We develop an optimal regularity theory for parabolic partial differential equations in weighted mixed norm Sobolev-Zygmund spaces. The results extend the classical Schauder estimates to coefficients that are merely measurable in time and…
The possibility of focusing light to an ever tighter spot has important implications for many applications and fields of optics research, such as nano-optics and plasmonics, laser-scanning microscopy, optical data storage and many more. The…
The performance of Bayesian detection of Gaussian signals using noisy observations is investigated via the error exponent for the average error probability. Under unknown signal correlation structure or limited processing capability it is…
Usual Gaussian beams are particular scalar solutions to the paraxial Helmholtz equation, which neglect the vector nature of light. In order to overcome this inconvenience, Simon et al. (J. Opt. Soc. Am. A 1986, 3, 536-540) found a paraxial…
We consider a general linear parabolic problem with extended time boundary conditions (including initial value problems and periodic ones), and approximate it by the implicit Euler scheme in time and the Gradient Discretisation method in…
Consider the approximation of stochastic Allen-Cahn-type equations (i.e. $1+1$-dimensional space-time white noise-driven stochastic PDEs with polynomial nonlinearities $F$ such that $F(\pm \infty)=\mp \infty$) by a fully discrete space-time…
We consider Galerkin finite element methods for semilinear stochastic partial differential equations (SPDEs) with multiplicative noise and Lipschitz continuous nonlinearities. We analyze the strong error of convergence for spatially…
We consider the problem of Gaussian multiplier bootstrap procedures for the $k$th largest statistics and functions of the top $k$ order statistics, which are commonly encountered in high-dimensional statistical inference. Such a problem has…
We use the scale of Besov spaces B^\alpha_{\tau,\tau}(O), \alpha>0, 1/\tau=\alpha/d+1/p, p fixed, to study the spatial regularity of the solutions of linear parabolic stochastic partial differential equations on bounded Lipschitz domains…
In this paper, the author derives an $O(h^4)$-superconvergence for the piecewise linear Ritz-Galerkin finite element approximations for the second order elliptic equation $-\nabla \cdot(A\nabla u)= f$ equipped with Dirichlet boundary…
The Dirac equation is an important model in relativistic quantum mechanics. In the semi-classical regime $\epsilon\ll1$, even a spatially spectrally accurate time splitting method \cite{HuJi:05} requires the mesh size to be $O(\epsilon)$,…