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相关论文: Trotter-Kato Approximations of Impulsive Neutral S…

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The paper is devoted to evolution equations of the form $\partial$ $\partial$t u(t) = --(A + B(t))u(t), t $\in$ I = [0, T ], on separable Hilbert spaces where A is a non-negative self-adjoint operator and B($\times$) is family of…

泛函分析 · 数学 2019-01-09 Hagen Neidhardt , Artur Stephan , Valentin Zagrebnov

We prove that the solution of certain linear stochastic differential equations in Hilbert spaces, namely those with bounded operators as well as the conservative stochastic Schr\"odinger equations, can be obtained - along the lines of the…

概率论 · 数学 2010-08-17 Günter Hinrichs

In this paper we propose an all-in-one statement which includes existence, uniqueness, regularity, and numerical approximations of mild solutions for a class of stochastic partial differential equations (SPDEs) with non-globally monotone…

概率论 · 数学 2024-12-20 Sara Mazzonetto , Diyora Salimova

In this paper, exploiting the regularities of the corresponding Kolmogorov equations involved we investigate strong convergence of exponential integrator scheme for a range of stochastic partial differential equations, in which the drift…

概率论 · 数学 2017-03-30 Jianhai Bao , Xing Huang , Chenggui Yuan

The coefficients in a second order parabolic linear stochastic partial differential equation (SPDE) are estimated from multiple spatially localised measurements. Assuming that the spatial resolution tends to zero and the number of…

统计理论 · 数学 2024-07-26 Randolf Altmeyer , Anton Tiepner , Martin Wahl

We propose in this work a subgradient extragradient method with inertial and correction terms for solving equilibrium problems in a real Hilbert space. We obtain that the sequence generated by our proposed method converges weakly to a point…

In this paper we are interested in the numerical approximation of the marginal distributions of the Hilbert space valued solution of a stochastic Volterra equation driven by an additive Gaussian noise. This equation can be written in the…

概率论 · 数学 2014-11-07 Mihály Kovács , Jacques Printems

This paper is devoted to the study of hyperbolic systems of linear partial differential equations perturbed by a Brownian motion. The existence and uniqueness of solutions are proved by an energy method. The specific features of this class…

概率论 · 数学 2021-09-29 Adnan Aboulalaa

We study iterative finite element approximations for the numerical approximation of semilinear elliptic boundary value problems with monotone nonlinear reactions of subcritical growth. The focus of our contribution is on an optimal a priori…

数值分析 · 数学 2025-08-18 Florian Spicher , Thomas P. Wihler

Hybrid stochastic differential equations are a useful tool to model continuously varying stochastic systems which are modulated by a random environment that may depend on the system state itself. In this paper, we establish the pathwise…

概率论 · 数学 2022-11-04 Hansjoerg Albrecher , Oscar Peralta

This article proposes and analyzes explicit and easily implementable temporal numerical approximation schemes for additive noise-driven stochastic partial differential equations (SPDEs) with polynomial nonlinearities such as, e.g.,…

概率论 · 数学 2021-11-02 Sebastian Becker , Arnulf Jentzen

In this paper, we discuss the approximate controllability for control systems governed by stochastic evolution hemivariational inequalities in Hilbert spaces. The interest in studying this type of equation comes from its application in some…

最优化与控制 · 数学 2025-04-22 Bholanath Kumbhakar , Deeksha , Dwijendra Narain Pandey

In this article we present a modified S-iteration process that we combine with inertial extrapolation to find a common solution to the split monotone inclusion problem and the fixed point problem in real Hilbert space.Our goal is to…

数值分析 · 数学 2021-10-11 Shamshad Husain , Uqba Rafat

In this paper, we consider a class of fractional integro-differential inclusions in Hilbert spaces. This paper deals with the approximate controllability for a class of fractional integro-differential control systems. First, we establishes…

动力系统 · 数学 2015-02-04 N. I. Mahmudov , V. Vijayakumar , C. Ravichandran , R. Murugesu

Under mild conditions, it is possible to obtain, from almost purely measure-theoretic considerations and without any specific reference to stochastic processes, a change-of-measures result, resembling the usual Radon-Nikod\'ym change of…

概率论 · 数学 2020-06-15 Yu-Lin Chou

A fully discrete approximation of the semi-linear stochastic wave equation driven by multiplicative noise is presented. A standard linear finite element approximation is used in space and a stochastic trigonometric method for the temporal…

数值分析 · 数学 2015-11-26 Rikard Anton , David Cohen , Stig Larsson , Xiaojie Wang

A numerical analysis for the fully discrete approximation of an operator Lyapunov equation related to linear SPDEs (stochastic partial differential equations) driven by multiplicative noise is considered. The discretization of the Lyapunov…

数值分析 · 数学 2022-05-04 Adam Andersson , Annika Lang , Andreas Petersson , Leander Schroer

We present a Hilbert space perspective to homogenization of standard linear evolutionary boundary value problems in mathematical physics and provide a unified treatment for (non-)periodic homogenization problems in thermodynamics,…

偏微分方程分析 · 数学 2016-03-08 Marcus Waurick

We consider approximations of the Stefan-type condition by imbalances of volume closely around the inner interface and study convergence of the solutions of the corresponding semilinear stochastic moving boundary problems. After a…

概率论 · 数学 2018-10-29 Marvin S. Mueller

Stochastic partial differential equations (SPDEs) are the mathematical tool of choice for modelling spatiotemporal PDE-dynamics under the influence of randomness. Based on the notion of mild solution of an SPDE, we introduce a novel neural…

机器学习 · 计算机科学 2022-09-27 Cristopher Salvi , Maud Lemercier , Andris Gerasimovics