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相关论文: A class of space-time discretizations for the stoc…

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We study the stochastic $p$-Laplace system in a bounded domain. We propose two new space-time discretizations based on the approximation of time-averaged values. We establish linear convergence in space and $1/2$ convergence in time.…

数值分析 · 数学 2023-05-19 Lars Diening , Martina Hofmanová , Jörn Wichmann

We consider systems of stochastic evolutionary equations of the $p$-Laplace type. We establish convergence rates for a finite-element based space-time approximation, where the error is measured in a suitable quasi-norm. Under natural…

偏微分方程分析 · 数学 2021-05-10 Dominic Breit , Martina Hofmanova , Sebastien Loisel

This paper is part of a program to combine a staggered time and staggered spatial discretization of continuum wave equations so that important properties of the continuum that are proved using vector calculus can be proven in an analogous…

数值分析 · 数学 2020-10-13 Stanly Steinberg

Recent analysis of the divergence constraint in the incompressible Stokes/Navier--Stokes problem has stressed the importance of equivalence classes of forces and how it plays a fundamental role for an accurate space discretization. Two…

数值分析 · 数学 2024-09-23 Alexander Linke , Christian Merdon , Michael Neilan

We study a finite-element based space-time discretisation for the 2D stochastic Navier-Stokes equations in a bounded domain supplemented with no-slip boundary conditions. We prove optimal convergence rates in the energy norm with respect to…

数值分析 · 数学 2022-10-06 Dominic Breit , Andreas Prohl

The present article investigates the convergence of a class of space-time discretization schemes for the Cauchy problem for linear parabolic stochastic partial differential equations (SPDEs) defined on the whole space. Sufficient conditions…

概率论 · 数学 2012-10-04 Eric Joseph Hall

We study the symmetric stochastic $p$-Stokes system, $p \in (1,\infty)$, in a bounded domain. The results are two-folded. First, we show that in the context of analytically weak solutions the stochastic pressure -- related to non-divergence…

偏微分方程分析 · 数学 2023-05-19 Jörn Wichmann

As the main contribution, this document provides a consistent discretization of a class of fixed-time stable systems, namely predefined-time stable systems. In the unperturbed case, the proposed approach allows obtaining not only a…

We consider a time discretization of incompressible Navier-Stokes equations with spatial periodic boundary conditions in the vorticity-velocity formulation. The approximation is based on freezing the velocity on time subintervals resulting…

数值分析 · 数学 2020-10-12 G. N. Milstein , M. V. Tretyakov

In this paper we study the finite element approximation of systems of $p(\cdot)$-Stokes type, where $p(\cdot)$ is a (non constant) given function of the space variables. We derive --in some cases optimal-- error estimates for finite element…

数值分析 · 数学 2017-01-03 Luigi C. Berselli , Dominic Breit , Lars Diening

We propose and study a temporal, and spatio-temporal discretisation of the 2D stochastic Navier--Stokes equations in bounded domains supplemented with no-slip boundary conditions. Considering additive noise, we base its construction on the…

数值分析 · 数学 2022-03-23 Dominic Breit , Andreas Prohl

We consider the 3D stochastic Navier-Stokes equation on the torus. Our main result concerns the temporal and spatio-temporal discretisation of a local strong pathwise solution. We prove optimal convergence rates in for the energy error with…

数值分析 · 数学 2023-02-28 Dominic Breit , Alan Dodgson

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

In this paper, we propose a class of discrete-time approximation schemes for stochastic optimal control problems under the $G$-expectation framework. The proposed schemes are constructed recursively based on piecewise constant policy. We…

最优化与控制 · 数学 2021-10-05 Lianzi Jiang

In this paper, we investigate discrete regularity estimates for a broad class of temporal numerical schemes for parabolic stochastic evolution equations. We provide a characterization of discrete stochastic maximal $\ell^p$-regularity in…

偏微分方程分析 · 数学 2025-12-18 Foivos Evangelopoulos-Ntemiris , Mark Veraar

We study a general family of space-time discretizations of the KPZ equation and show that they converge to its solution. The approach we follow makes use of basic elements of the theory of regularity structures [M. Hairer, A theory of…

概率论 · 数学 2018-01-11 Giuseppe Cannizzaro , Konstantin Matetski

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 propose and analyze a structure-preserving space-time variational discretization method for the Cahn-Hilliard-Navier-Stokes system. Uniqueness and stability for the discrete problem is established in the presence of concentration…

数值分析 · 数学 2023-08-29 Aaron Brunk , Herbert Egger , Oliver Habrich , Maria Lukacova-Medvidova

In this paper, we examine a fully-discrete finite element approximation of the unsteady $p(\cdot,\cdot)$-Stokes equations ($i.e.$, $p(\cdot,\cdot)$ is time- and space-dependent), employing a backward Euler step in time and conforming,…

数值分析 · 数学 2025-01-03 Luigi C. Berselli , Alex Kaltenbach , Seungchan Ko

In this paper, we consider a new approach for semi-discretization in time and spatial discretization of a class of semi-linear stochastic partial differential equations (SPDEs) with multiplicative noise. The drift term of the SPDEs is only…

数值分析 · 数学 2023-07-10 Yukun Li , Liet Vo , Guanqian Wang
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