相关论文: Discretisations of rough stochastic PDEs

This work addresses the question of regularity of solutions to evolutionary (quasi-static and dynamic) perfect plasticity models. Under the assumption that the elasticity set is a compact convex subset of deviatoric matrices, with $C^2$…

We prove that the statistical properties of random perturbations of a nonuniformly hyperbolic diffeomorphism are described by a finite number of stationary measures. We also give necessary and sufficient conditions for the stochastic…

This work deals with singular stochastic PDEs driven by non-translation invariant differential operators. We describe the renormalized equation for a very large class of spacetime dependent renormalization schemes. Our approach bypasses in…

In the present work, we focus on the space-time isogeometric discretization of a parabolic problem with a nonlocal diffusion coefficient. The existence and uniqueness of the solution for the continuous space-time variational formulation are…

We define multiple stochastic integrals with respect to c\`{a}dl\`{a}g martingales and prove moment bounds and chaos expansions, which allow to work with them in a way similar to Wiener stochastic integrals. In combination with the…

The boundary behaviour of solutions of stochastic PDEs with Dirichlet boundary conditions can be surprisingly - and in a sense, arbitrarily - bad: as shown by Krylov, for any $\alpha>0$ one can find a simple $1$-dimensional constant…

This paper is concerned with the regularity of solutions to parabolic evolution equations. We consider semilinear problems on non-convex domains. Special attention is paid to the smoothness in the specific scale $B^r_{\tau,\tau}$,…

The main purpose of this work is to characterize the almost sure local structure stability of solutions to a class of linear stochastic partial functional differential equations (SPFDEs) by investigating the Lyapunov exponents and invariant…

We consider multiple stochastic integrals with respect to c\`adl\`ag martingales, which approximate a cylindrical Wiener process. We define a chaos expansion, analogous to the case of multiple Wiener stochastic integrals, for these…

We study the long-time behaviour of solutions to a class of $d$-dimensional stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H \in (0,1)$. The drift consists of a dissipative Lipschitz term and a…

We investigate linear parabolic equations in divergence form with singular coefficients and non-smooth boundary data. When the diffusion, drift, or potential terms, as well as the initial or boundary conditions, are distributions rather…

This paper develops validated computational methods for studying infinite dimensional stable manifolds at equilibrium solutions of parabolic PDEs, synthesizing disparate errors resulting from numerical approximation. To construct our…

Realistic physical phenomena exhibit random fluctuations across many scales in the input and output processes. Models of these phenomena require stochastic PDEs. For three-dimensional coupled (vector-valued) stochastic PDEs (SPDEs), for…

A quantitative regularity theory is developed for weak solutions to the parabolic system $$ \partial_t u-\mathrm{div}\,{\boldsymbol{\mathsf A}}(x,t,Du)=0 \quad\text{in }E_T\subset \mathbb{R}^N\times\mathbb{R}, $$ which features the…

Following Parisi \& Wu's paradigm of stochastic quantization, we constructed in \cite{BDFT} a $\Phi^4$ measure on an arbitrary closed, compact Riemannian manifold of dimension $3$ as an invariant measure of a singular stochastic partial…

We investigate the longtime behavior of stochastic partial differential equations (SPDEs) with differential operators that depend on time and the underlying probability space. In particular, we consider stochastic parabolic evolution…

This work establishes a rigorous connection between stability properties of discrete-time algorithms (DTAs) and corresponding continuous-time dynamical systems derived through $ O(s^r) $-resolution ordinary differential equations (ODEs). We…

We study the ergodic properties of finite-dimensional systems of SDEs driven by non-degenerate additive fractional Brownian motion with arbitrary Hurst parameter $H\in(0,1)$. A general framework is constructed to make precise the notions of…

We develop a numerical strategy to solve multi-dimensional Poisson equations on dynamically adapted grids for evolutionary problems disclosing propagating fronts. The method is an extension of the multiresolution finite volume scheme used…

In this paper, the distribution dependent stochastic differential equation in a separable Hilbert space with a Dini continuous drift is investigated. The existence and uniqueness of weak and strong solutions are obtained. Moreover, some…