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相关论文: High order paracontrolled calculus

200 篇论文

We study the numerical approximation of a coupled hyperbolic-parabolic system by a family of discontinuous Galerkin space-time finite element methods. The model is rewritten as a first-order evolutionary problem that is treated by the…

数值分析 · 数学 2024-06-21 Markus Bause , Sebastian Franz

We develop a discrete version of paracontrolled distributions as a tool for deriving scaling limits of lattice systems, and we provide a formulation of paracontrolled distribution in weighted Besov spaces. Moreover, we develop a systematic…

概率论 · 数学 2018-11-14 Jörg Martin , Nicolas Perkowski

This is a preliminary announcement of results in the PhD. thesis of the first author concerning the nonlinear stochastic heat equation in the spatial domain $\R$, driven by space-time white noise. A central special case is the parabolic…

概率论 · 数学 2012-10-08 Le Chen , Robert C. Dalang

We consider the discretization in time of a system of parabolic stochastic partial differential equations with slow and fast components; the fast equation is driven by an additive space-time white noise. The numerical method is inspired by…

数值分析 · 数学 2012-02-14 Charles-Edouard Bréhier

This paper is concerned with quantitative homogenization of second-order parabolic systems with periodic coefficients varying rapidly in space and time, in different scales. We obtain large-scale interior and boundary Lipschitz estimates as…

偏微分方程分析 · 数学 2020-01-08 Jun Geng , Zhongwei Shen

We study the parabolic Anderson model (PAM) \begin{equation} {\partial \over \partial t}u(t,x) =\frac{1}{2}\Delta u(t,x) + u(t,x)\xi(x), \quad t>0, x\in \mathbb{R}^d, \quad \text{and} \quad u(0,x) \equiv 1, \quad \forall x\in \mathbb{R}^d,…

概率论 · 数学 2023-03-29 Promit Ghosal , Jaeyun Yi

In this work we consider a class of stochastic parabolic equations with singular space depending potential, random driving force and random initial condition. For the analysis of these equations we combine the chaos expansion method from…

偏微分方程分析 · 数学 2021-09-15 Snežana Gordić , Tijana Levajković , Ljubica Oparnica

A semilinear initial-boundary value problem with a Caputo time derivative of fractional order $\alpha\in(0,1)$ is considered, solutions of which typically exhibit a singular behaviour at an initial time. For L1-type discretizations of this…

数值分析 · 数学 2022-08-12 Natalia Kopteva

In this paper, we complete the analysis initiated in [AFV24] establishing some higher order $C^{k+2,\alpha}$ Schauder estimates ($k \in \mathbb{N}$) for a a class of parabolic equations with weights that are degenerate/singular on a…

偏微分方程分析 · 数学 2025-06-23 Alessandro Audrito , Gabriele Fioravanti , Stefano Vita

We present a general framework for the rigorous numerical analysis of time-fractional nonlinear parabolic partial differential equations, with a fractional derivative of order $\alpha\in(0,1)$ in time. The framework relies on three…

数值分析 · 数学 2017-12-05 Bangti Jin , Buyang Li , Zhi Zhou

We obtain Calder\'on-Zygmund type estimates for parabolic equations with Orlicz growth, where nonlinearities involved in the equations may be discontinuous for the space and time variables. In addition, we consider parabolic systems with…

偏微分方程分析 · 数学 2021-08-25 Jehan Oh , Jihoon Ok

We consider an implicit finite difference scheme on uniform grids in time and space for the Cauchy problem for a second order parabolic stochastic partial differential equation where the parabolicity condition is allowed to degenerate. Such…

数值分析 · 数学 2016-08-29 Eric Joseph Hall

In this paper, we study the backward problem of determining initial condition for some class of nonlinear parabolic equations in multidimensional domain where data are given under random noise. This problem is ill-posed, i.e., the solution…

偏微分方程分析 · 数学 2017-02-08 Mokhtar Kirane , Erkan Nane , Nguyen Huy Tuan

Time-fractional parabolic equations with a Caputo time derivative are considered. For such equations, we explore and further develop the new methodology of the a-posteriori error estimation and adaptive time stepping proposed in [7]. We…

数值分析 · 数学 2023-01-27 Sebastian Franz , Natalia Kopteva

Even though the heat equation with random potential is a well-studied object, the particular case of time-independent Gaussian white noise in one space dimension has yet to receive the attention it deserves. The paper investigates the…

概率论 · 数学 2017-04-25 Hyun-Jung Kim , Sergey V Lototsky

A new class of fractional-order stochastic evolution equations of the form $(\partial_t + A)^\gamma X(t) = \dot{W}^Q(t)$, $t\in[0,T]$, $\gamma \in (0,\infty)$, is introduced, where $-A$ generates a $C_0$-semigroup on a separable Hilbert…

概率论 · 数学 2026-01-06 Kristin Kirchner , Joshua Willems

In this paper, we investigate the hyperbolic Anderson equation generated by a time-independent Gaussian noise with two objectives: The solvability and intermittency. First, we prove that Dalang's condition is necessary and sufficient for…

概率论 · 数学 2024-03-14 Xia Chen , Yaozhong Hu

We propose a globally convergent computational technique for the nonlinear inverse problem of reconstructing the zero-order coefficient in a parabolic equation using partial boundary data. This technique is called the "reduced dimensional…

数值分析 · 数学 2023-09-27 Ray Abney , Thuy T. Le , Loc H. Nguyen , Cam Peters

We study linear rough partial differential equations in the setting of [Friz and Hairer, Springer, 2014, Chapter 12]. More precisely, we consider a linear parabolic partial differential equation driven by a deterministic rough path…

In this article, we have developed a higher order compact numerical method for variable coefficient parabolic problems with mixed derivatives. The finite difference scheme, presented here for two-dimensional domains, is based on fourth…

数值分析 · 数学 2013-12-19 Shuvam Sen