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We investigate the stochastic evolution equations describing the motion of a Non-Newtonian fluids excited by multiplicative noise of L\'evy type. By making use of Galerkin approximation we can prove that the system has a global…

概率论 · 数学 2014-05-15 Erika Hausenblas , Paul Andre Razafimandimby

Existence and uniqueness for semilinear stochastic evolution equations with additive noise by means of finite dimensional Galerkin approximations is established and the convergence rate of the Galerkin approximations to the solution of the…

数值分析 · 数学 2021-11-02 Dirk Blömker , Arnulf Jentzen

In this paper we study the numerical method for approximating the random periodic solution of semiliear stochastic evolution equations. The main challenge lies in proving a convergence over an infinite time horizon while simulating…

概率论 · 数学 2022-05-12 Yue Wu , Chenggui Yuan

Convergence of a full discretization of a second order stochastic evolution equation with nonlinear damping is shown and thus existence of a solution is established. The discretization scheme combines an implicit time stepping scheme with…

概率论 · 数学 2016-10-12 Etienne Emmrich , David Šiška

The main purpose of this paper is to improve our transposition method to solve both vector-valued and operator-valued backward stochastic evolution equations with a general filtration. As its application, we obtain a general Pontryagin-type…

最优化与控制 · 数学 2014-05-20 Qi Lu , Xu Zhang

A general framework for the numerical approximation of evolution problems is presented that allows to preserve exactly an underlying Hamiltonian- or gradient structure. The approach relies on rewriting the evolution problem in a particular…

数值分析 · 数学 2018-12-12 Herbert Egger

We prove stability and convergence of a full discretization for a class of stochastic evolution equations with super-linearly growing operators appearing in the drift term. This is done using the recently developed tamed Euler method, which…

概率论 · 数学 2015-08-14 István Gyöngy , Sotirios Sabanis , David Šiška

Stochastic evolution equations with compensated Poisson noise are considered in the variational approach with monotone and coercive coefficients. Here the Poisson noise is assumed to be time-homogeneous with $\sigma$-finite intensity…

概率论 · 数学 2022-04-20 Sima Mehri , Erfan Salavati , Bijan Z. Zangeneh

Space-time fractional evolution equations are a powerful tool to model diffusion displaying space-time heterogeneity. We prove existence, uniqueness and stochastic representation of classical solutions for an extension of Caputo evolution…

偏微分方程分析 · 数学 2018-09-03 Lorenzo Toniazzi

We propose an extension of the classical variational theory of evolution equations that accounts for dynamics also in possibly non-reflexive and non-separable spaces. The pivoting point is to establish a novel variational structure, based…

偏微分方程分析 · 数学 2021-09-17 Alexander Menovschikov , Anastasia Molchanova , Luca Scarpa

We present a new type of modified Galerkin method. It is a construction with several (inductively defined) levels, that provides approximate solutions of increasing accuracy with every new level. These solutions are constructed as…

数值分析 · 数学 2007-08-07 Anca-Veronica Ion

In this article, we show that a technique for showing well-posedness results for evolutionary equations in the sense of [13] established in [16] applies to a broader class of non-autonomous integro-differential-algebraic equations. Using…

偏微分方程分析 · 数学 2013-07-10 Marcus Waurick

We analyze Galerkin discretizations of a new well-posed mixed space-time variational formulation of parabolic PDEs. For suitable pairs of finite element trial spaces, the resulting Galerkin operators are shown to be uniformly stable. The…

数值分析 · 数学 2020-02-07 Rob Stevenson , Jan Westerdiep

In this paper the numerical solution of non-autonomous semilinear stochastic evolution equations driven by an additive Wiener noise is investigated. We introduce a novel fully discrete numerical approximation that combines a standard…

数值分析 · 数学 2019-07-01 Raphael Kruse , Yue Wu

In this paper we consider fully discrete approximations of abstract evolution equations, by means of a quasi non-conforming spatial approximation and finite differences in time (Rothe-Galerkin method). The main result is the convergence of…

偏微分方程分析 · 数学 2021-07-20 Luigi C. Berselli , Alex Kaltenbach , Michael Ruzicka

In this paper, we study slow manifolds for infinite-dimensional evolution equations. We compare two approaches: an abstract evolution equation framework and a finite-dimensional spectral Galerkin approximation. We prove that the slow…

动力系统 · 数学 2021-08-24 Maximilian Engel , Felix Hummel , Christian Kuehn

We present a general abstract framework for the systematic numerical approximation of dissipative evolution problems. The approach is based on rewriting the evolution problem in a particular form that complies with an underlying energy or…

数值分析 · 数学 2018-04-25 Herbert Egger

In this paper, we analyze Galerkin approximations for stochastic evolution equations driven by an additive Gaussian noise which is temporally white and spatially fractional with Hurst index less than or equal to $1/2$. First we regularize…

数值分析 · 数学 2020-06-08 Yanzhao Cao , Jialin Hong , Zhihui Liu

Discontinuous Galerkin methods of higher order are applied as temporal discretizations for the transient Navier--Stokes equations. The spatial discretization based on inf-sup stable pairs of finite element spaces is stabilised using a…

数值分析 · 数学 2019-10-29 Naveed Ahmed , Gunar Matthies

We show existence and pathwise uniqueness of probabilistically strong solutions to a pseudomonotone stochastic evolution problem on a bounded domain $D\subseteq\mathbb{R}^d$, $d\in\mathbb{N}$, with homogeneous Dirichlet boundary conditions…

概率论 · 数学 2024-03-19 Kerstin Schmitz , Aleksandra Zimmermann
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