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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

This paper is concerned with stochastic incompressible Navier-Stokes equations with multiplicative noise in two dimensions with respect to periodic boundary conditions. Based on the Helmholtz decomposition of the multiplicative noise,…

数值分析 · 数学 2022-11-28 Hailong Qiu

In this paper, we investigate the stochastic damped Burgers equation with multiplicative space-time white noise defined on the entire real line. We prove the existence and uniqueness of a mild solution of the stochastic damped Burgers…

动力系统 · 数学 2025-01-22 Zhenxin Liu , Zhiyuan Shi

In this paper, we establish explicit convergence rates for the stochastic smooth approximations of infimal convolutions introduced and developed in \cite{MR4581306,MR4923371}. In particular, we quantify the convergence of the associated…

最优化与控制 · 数学 2026-02-23 Diego Morales , Pedro Pérez-Aros , Emilio Vilches

In this article, we establish the arithmetic purity of strong approximation for smooth loci of weighted projective spaces. By using this result and the descent method, we also prove that the arithmetic purity of strong approximation with…

代数几何 · 数学 2022-07-20 Sheng Chen

Self-similarity of Burgers' equation with some stochastic advection is studied. In self-similar variables a stationary solution is constructed which establishes the existence of a stochastically self-similar solution for the stochastic…

偏微分方程分析 · 数学 2014-03-11 Wei Wang , Anthony Roberts

In this paper, we present an iterative reproducing kernel method for numerical solution of one dimensional fractional Burgers equation with variable coefficient. Convergence analysis is constructed theoretically. Numerical experiments show…

数值分析 · 数学 2018-05-30 Mehmet Giyas Sakar , Onur Saldır , Fevzi Erdogan

In this work we establish weak convergence rates for temporal discretisations of stochastic wave equations with multiplicative noise, in particular, for the hyperbolic Anderson model. For this class of stochastic partial differential…

概率论 · 数学 2024-05-24 Sonja Cox , Arnulf Jentzen , Felix Lindner

In this work, we use the spectral Galerkin method to prove the existence of a pathwise unique mild solution of a fractional stochastic partial differential equation of Burgers type in a H\"older space. We get the temporal regularity and…

偏微分方程分析 · 数学 2017-12-29 Zineb Arab , Latifa Debbi

In this paper, we propose and analyze an explicit time-stepping scheme for a spatial discretization of stochastic Cahn--Hilliard equation with additive noise. The fully discrete approximation combines a spectral Galerkin method in space…

数值分析 · 数学 2023-08-31 Meng Cai , Ruisheng Qi , Xiaojie Wang

In this paper, we establish the existence and uniqueness of invariant measures for a class of semilinear stochastic partial differential equations driven by multiplicative noise on a bounded domain. The main results can be applied to SPDEs…

概率论 · 数学 2018-12-12 Zhao Dong , Rangrang Zhang

In this article, we analyze semi-discrete finite element approximation and full discretization of a fourth-order stochastic pseudo-parabolic equation in a bounded convex polygonal domain driven by additive Wiener noise. We use the finite…

数值分析 · 数学 2026-03-11 Suprio Bhar , Mrinmay Biswas , Mangala Prasad

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

We prove a weak converse estimate for the simultaneous approximation by several forms of the Bernstein polynomials with integer coefficients. It is stated in terms of moduli of smoothness. In particular, it yields a big $O$-characterization…

经典分析与常微分方程 · 数学 2020-09-17 Borislav R. Draganov

We consider the stochastic Burgers equation $ \dnachd{t} \psi(t,r) = \Delta \psi(t,r) + \nabla \psi^2(t,r)+\sqrt{\gamma\psi(t,r)} \eta(t,r) $ with periodic boundary conditions, where $t \ge 0,$ $r \in [0,1],$ and $\eta$ is some space-time…

动力系统 · 数学 2007-05-23 Christoph Gugg , Jinqiao Duan

We investigate a fully discrete finite element approximation for the stochastic Kuramoto-Sivashinsky equation, combining the standard finite element methods in spatial discretization with the implicit Euler-Maruyama scheme in time. Rigorous…

数值分析 · 数学 2025-10-08 Hung D. Nguyen , Liet Vo

In this paper we prove the local existence and uniqueness of solutions for a class of stochastic fractional partial differential equations driven by multiplicative noise. We also establish that for this class of equations adding linear…

概率论 · 数学 2013-07-17 Michael Rockner , Rongchan Zhu , Xiangchan Zhu

The one dimensional Burgers equation in the inviscid limit with white noise initial condition is revisited. The one- and two-point distributions of the Burgers field as well as the related distributions of shocks are obtained in closed…

统计力学 · 物理学 2017-05-17 L. Frachebourg , Ph. A. Martin

We consider the numerical approximation of the stochastic complex Ginzburg-Landau equation with additive noise on the one dimensional torus. The complex nature of the equation means that many of the standard approaches developed for…

数值分析 · 数学 2024-12-12 Marvin Jans , Gabriel J. Lord , Mariya Ptashnyk

We construct solutions to Burgers type equations perturbed by a multiplicative space-time white noise in one space dimension. Due to the roughness of the driving noise, solutions are not regular enough to be amenable to classical methods.…

概率论 · 数学 2016-06-02 Martin Hairer , Hendrik Weber