相关论文: On a Small Elliptic Perturbation of a Backward-For…

A key quantity that occurs in the error analysis of several numerical methods for eigenvalue problems is the distance between the eigenvalue of interest and the next nearest eigenvalue. When we are interested in the smallest or fundamental…

This paper investigates the parabolic scaling limit of a damped stochastic wave map from the real line into the two-dimensional sphere, perturbed by multiplicative Gaussian noise of co-normal type. We prove that under this rescaling, the…

In this paper, we address stability of parabolic linear Partial Differential Equations (PDEs). We consider PDEs with two spatial variables and spatially dependent polynomial coefficients. We parameterize a class of Lyapunov functionals and…

This work studies the null controllability of a system of coupled parabolic PDEs. In particular, our work specializes to an important subclass of these control problems which are coupled by first and zero-order couplings and are,…

The control of nonlinear large-scale dynamical models such as the incompressible Navier-Stokes equations is a challenging task. The computational challenges in the controller design come from both the possibly large state space and the…

Many systems in physics, engineering, and biology exhibit multiscale stochastic dynamics, where low-dimensional slow variables evolve under the influence of high-dimensional fast processes. In practice, observations are often limited to a…

We present a two-level parameterized Model Order Reduction (pMOR) technique for the linear hyperbolic Partial Differential Equation (PDE) of time-domain elastodynamics. In order to approximate the frequency-domain PDE, we take advantage of…

We study linearization models for continuous one-parameter semigroups of parabolic type. In particular, we introduce new limit schemes to obtain solutions of Abel's functional equation and to study asymptotic behavior of such semigroups.…

Motivated by the recent contribution \cite{BB17} we study the scaling limit behavior of a class of one-dimensional stochastic differential equations which has a unique attracting point subject to a small additional repulsive perturbation.…

In this paper, we propose a low rank approximation method for efficiently solving stochastic partial differential equations. Specifically, our method utilizes a novel low rank approximation of the stiffness matrices, which can significantly…

A parameter estimation problem is considered for a linear stochastic hyperbolic equation driven by additive space-time Gaussian white noise. The damping/amplification operator is allowed to be unbounded. The estimator is of spectral type…

We consider singular perturbations of elliptic systems depending on a parameter ? such that, for ? = 0 the boundary conditions are not adapted to the equation (they do not satisfy the Shapiro - Lopatinskii condition). The limit holds only…

We identify an issue in recent approaches to learning-based control that reformulate systems with uncertain dynamics using a stochastic differential equation. Specifically, we discuss the approximation that replaces a model with fixed but…

We present a high order parameter-robust numerical method for a system of (M>=2) coupled singularly perturbed parabolic reaction-diffusion problems. A small perturbation parameter {\epsilon} is multiplied with the second order spatial…

We study a class of quasi-linear parabolic equations defined on a separable Hilbert space, depending on a small parameter in front of the second order term. Through the nonlinear semigroup associated with such equation, we introduce the…

We study the numerical approximation of a class of degenerate parabolic stochastic partial differential equations on non-compact metric graphs, which naturally arise in the asymptotic analysis of Hamiltonian flows under small noise…

We consider output-feedback stabilization problems for a class of two-component linear parabolic systems with boundary actuation and measurement. The state-feedback control laws are obtained using backstepping method and require measurement…

We consider one-dimensional, locally finite interacting particle systems with two conservation laws. The models have a family of stationary measures with product structure and we assume the existence of a uniform bound on the inverse of the…

We consider a linear-quadratic pde constrained optimal control problem on an evolving surface with pointwise state constraints. We reformulate the optimization problem on a fixed surface and approximate the reformulated problem by a…

We unify and extend the semigroup and the PDE approaches to stochastic maximal regularity of time-dependent semilinear parabolic problems with noise given by a cylindrical Brownian motion. We treat random coefficients that are only…