相关论文: High order paracontrolled calculus

We address the numerical discretization of the Allen-Cahn prob- lem with additive white noise in one-dimensional space. The discretization is conducted in two stages: (1) regularize the white noise and study the regularized problem, (2)…

This paper studies bulk-surface splitting methods of first order for (semi-linear) parabolic partial differential equations with dynamic boundary conditions. The proposed Lie splitting scheme is based on a reformulation of the problem as a…

This article addresses linear hyperbolic partial differential equations and pseudodifferential equations with strongly singular coefficients and data, modelled as members of algebras of generalised functions. We employ the recently…

Standard discontinuous Galerkin methods, based on piecewise polynomials of degree $ \qq=0,1$, are considered for temporal semi-discretization for second order hyperbolic equations. The main goal of this paper is to present a simple and…

Computable estimates for the error of finite element discretisations of parabolic problems in the $L^\infty(0,T; L^2)$ norm are developed, which exhibit constant effectivities (the ratio of the estimated error to the true error) with…

We introduce and analyze an explicit time discretization scheme for the one-dimensional stochastic Allen-Cahn, driven by space-time white noise. The scheme is based on a splitting strategy, and uses the exact solution for the nonlinear term…

We study the effect of Gaussian perturbations on a class of model hyperbolic partial differential equations with double symplectic characteristics in low spatial dimensions, extending some recent work in [5]. The coefficients of our partial…

We derive existence results and first order necessary optimality conditions for optimal control problems governed by quasilinear parabolic PDEs with a class of first order nonlinearities that include for instance quadratic gradient terms.…

A framework is developed for applying accelerated methods to general hyperbolic programming, including linear, second-order cone, and semidefinite programming as special cases. The approach replaces a hyperbolic program with a convex…

In this paper a novel numerical approximation of parametric eigenvalue problems is presented. We motivate our study with the analysis of a POD reduced order model for a simple one dimensional example. In particular, we introduce a new…

We obtain some "universal" estimates for $L_2$-norm of the solution of a parabolic equation via a weighted version of $H^{-1}$-norm of the free term. More precisely, we found the limit upper estimate that can be achieved by transformation…

A computational tool for coarse-graining nonlinear systems of ordinary differential equations in time is discussed. Three illustrative model examples are worked out that demonstrate the range of capability of the method. This includes the…

In this paper, a higher-order time-discretization scheme is proposed, where the iterates approximate the solution of the stochastic semilinear wave equation driven by multiplicative noise with general drift and diffusion. We employ a…

We consider the parabolic Anderson model which is driven by a Gaussian noise fractional in time and having certain scaling property in the spatial variables. Recently, Xia Chen has obtained exact Lyapunov exponent for all moments of…

Regularizing continual learning techniques is important for anticipating algorithmic behavior under new realizations of data. We introduce a new approach to continual learning by imposing the properties of a parabolic partial differential…

We study quasilinear degenerate parabolic-hyperbolic stochastic partial differential equations with general multiplicative noise within the framework of kinetic solutions. Our results are twofold: First, we establish new regularity results…

In this note we solve a general statistical inverse problem under absence of knowledge of both the noise level and the noise distribution via application of the (modified) heuristic discrepancy principle. Hereby the unbounded (non-Gaussian)…

We are concerned in designing a suitable numerical scheme based on the equal-order hybrid high-order (HHO) method for the linear parabolic integro-differential equations. The spatial discretization is made using the equal-order HHO method…

This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…

This paper presents the design and analysis of a Hybrid High-Order (HHO) approximation for a distributed optimal control problem governed by the Poisson equation. We propose three distinct schemes to address unconstrained control problems…