相关论文: Slow motion for the 1D Swift-Hohenberg equation
In optimization the duality gap between the primal and the dual problems is a measure of the suboptimality of any primal-dual point. In classical mechanics the equations of motion of a system can be derived from the Hamiltonian function,…
We prove that an implicit time Euler scheme for the 2D-Boussinesq model on the torus $D$ converges. Various moment of the $W^{1,2}$-norms of the velocity and temperature, as well as their discretizations, are computed. We obtain the optimal…
We establish sharp stability results for of non--selfadjoint the ascent and descent spectra under strong resolvent convergence (SRS), a natural framework for finite element approximations of non-selfadjoint and singularly perturbed…
The asymptotic behavior of a class of stochastic reaction-diffusion-advection equations in the plane is studied. We show that as the divergence-free advection term becomes larger and larger, the solutions of such equations converge to the…
In this article, we are concerned with long-time behaviour of solutions to a semi-classical Schr\"odinger-type equation on the torus. We consider time scales which go to infinity when the semi-classical parameter goes to zero and we…
We quantize a multidimensional $SDE$ (in the Stratonovich sense) by solving the related system of $ODE$'s in which the $d$-dimensional Brownian motion has been replaced by the components of functional stationary quantizers. We make a…
We propose a novel second-order ODE as the continuous-time limit of a Riemannian accelerated gradient-based method on a manifold with curvature bounded from below. This ODE can be seen as a generalization of the ODE derived for Euclidean…
We consider the Carleson's problem regarding small time almost everywhere convergence to initial data for the Schr\"odinger equation, both linear and nonlinear on $\mathbb{R}$. It is shown, via the smoothing effect of the Schr\"odinger…
A jumping process, defined in terms of jump size distribution and waiting time distribution, is presented. The jumping rate depends on the process value. The process, which is Markovian and stationary, relaxes to an equilibrium and is…
We present the microbalance including the microforces, the first- and second-order microstresses for the Swift--Hohenberg equation concomitantly with their constitutive equations, which are consistent with the free-energy imbalance. We…
We study the strong approximation of the solutions to singular stochastic kinetic equations (also referred to as second-order SDEs) driven by $\alpha$-stable processes, using an Euler-type scheme inspired by [11]. For these equations, the…
We prove that the mild solution to a semilinear stochastic evolution equation on a Hilbert space, driven by either a square integrable martingale or a Poisson random measure, is (jointly) continuous, in a suitable topology, with respect to…
We investigate stationary solutions of a thin-film model for liquid two-layer flows in an energetic formulation that is motivated by its gradient flow structure. The goal is to achieve a rigorous understanding of the contact-angle…
By means of an original approach, called "method of the moving frame", we establish existence, uniqueness and stability results for mild and weak solutions of stochastic partial differential equations (SPDEs) with path dependent…
Stochastic gradient descent (SGD) is a simple and popular method to solve stochastic optimization problems which arise in machine learning. For strongly convex problems, its convergence rate was known to be O(\log(T)/T), by running SGD for…
Non-local reaction-diffusion partial differential equations (PDEs) involving the fractional Laplacian have arisen in a wide variety of applications. One common tool to analyse the dynamics of classical local PDEs near instability is to…
In this note, we show two results in the setting of Galdi-Silvestre strong solutions for the rigid body-viscous fluid interaction. The former, under an additional integrability assumption on the gradient of the initial data, proves that the…
We consider two problems arising in the study of the Schr\"odinger-Newton equations. The first is to find their Lie point symmetries. The second, as an application of the first, is to investigate an approximate solution corresponding to…
We are interested in the gradient flow of a general first order convex functional with respect to the $L^1$-topology. By means of an implicit minimization scheme, we show existence of a global limit solution, which satisfies an…
We consider the following second-order stochastic differential equation on $\mathbb{R}^{2d}$: \begin{equation*} dX_t^m=Y_t^mdt, \quad mdY_t^m=b(X_t^m)dt+\sigma(X_t^m)dB_t-Y^m_tdt, \end{equation*} where $X^m_t$ and $Y^m_t$ represent the…