相关论文: On discretization schemes for stochastic evolution…
The mild Ito formula proposed in Theorem 1 in [Da Prato, G., Jentzen, A., \& R\"ockner, M., A mild Ito formula for SPDEs, arXiv:1009.3526 (2012), To appear in the Trans.\ Amer.\ Math.\ Soc.] has turned out to be a useful instrument to study…
This paper investigates the existence and uniqueness of solutions for a nonlinear evolution equation governed by an m-accretive operator A in a Banach space, presenting a perturbation term that does not satisfy the Lipschitz condition.
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…
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…
This paper addresses the challenge of proving the existence of solutions for nonlinear equations in Banach spaces, focusing on the Navier-Stokes equations and discretizations of thom. Traditional methods, such as monotonicity-based…
The primary emphasis of this work is the development of a finite element based space-time discretization for solving the stochastic Lagrangian averaged Navier-Stokes (LANS-$\alpha$) equations of incompressible fluid turbulence with…
The paper emphasizes the properties of exponential dichotomy and exponential trichotomy for skew-evolution semiflows in Banach spaces, by means of evolution semiflows and evolution cocycles. The approach is from uniform point of view. Some…
In this paper, two generalized algorithms for solving the variational inequality problem in Banach spaces are proposed. Then the strong convergence of the sequences generated by these algorithms will be proved under the suitable conditions.…
We prove that some discretization schemes for the 2D Navier-Stokes equations subject to a random perturbation converge in $L^2(\Omega)$. This refines previous results which only established the convergence in probability of these numerical…
In this paper, we prove the well-posedness and op- timal trajectory regularity for the solution of stochastic evolution equations driven by general multiplicative noises in martingale type 2 Banach spaces. The main idea of our method is to…
This research is concerned with evolution equations and their forward-backward discretizations. Our first contribution is an estimation for the distance between iterates of sequences generated by forward-backward schemes, useful in the…
In this paper, we combine the operator splitting methodology for abstract evolution equations with that of stochastic methods for large-scale optimization problems. The combination results in a randomized splitting scheme, which in a given…
We study the statistical properties of stochastic evolution equations driven by space-only noise, either additive or multiplicative. While forward problems, such as existence, uniqueness, and regularity of the solution, for such equations…
We consider the Cauchy problem for stochastic fractional evolution equations with Caputo time fractional derivative of order $1<\alpha<2$ and space variable coefficients on an unbounded domain. The space derivatives that appear in the…
We study a stochastic linear evolution equation $dX+A(t)Xdt=F(t)dt+ G(t)dw_t$ in a Banach space of M-type 2. We construct unique strict solutions to the equation on the basis of the theory of deterministic linear evolution equations. The…
In this paper, using the monotone iterative technique and the Banach contraction mapping principle, we study a class of fractional differential system with integral boundary on an infinite interval. Some explicit monotone iterative schemes…
This work introduces and analyzes a finite element scheme for evolution problems involving fractional-in-time and in-space differentiation operators up to order two. The left-sided fractional-order derivative in time we consider is employed…
An extension of the two-step staggered time discretization of linear elastodynamics in stress-velocity form to systems involving internal variables subjected to a possibly non-linear dissipative evolution is proposed. The original scheme is…
In this paper we show the strong convergence of a fully explicit space-time discrete approximation scheme for the solution process of the two-dimensional incompressible stochastic Navier-Stokes equations on the torus driven by additive…
This paper introduces time-continuous numerical schemes to simulate stochastic differential equations (SDEs) arising in mathematical finance, population dynamics, chemical kinetics, epidemiology, biophysics, and polymeric fluids. These…