Results 21 to 30 of about 1,003 (69)
, 2011 We study a reaction-diusion evolution equation perturbed by a Gaussian noise. Here the leading operator is the innitesimal generator of a C0-semigroup of strictly negative type, the nonlinear term has at most polynomial growth and is such that the whole ...
S. Albeverio +2 more
semanticscholar +1 more source
Optimizing the Fractional Power in a Model with Stochastic PDE Constraints
Advanced Nonlinear Studies, 2018 We study an optimization problem with SPDE constraints, which has the peculiarity that the control parameter s is the s-th power of the diffusion operator in the state equation.
Geldhauser Carina, Valdinoci Enrico
doaj +1 more source
Quasilinear parabolic stochastic partial differential equations: existence, uniqueness [PDF]
, 2015 In this paper, we provide a direct approach to the existence and uniqueness of strong (in the probabilistic sense) and weak (in the PDE sense) solutions to quasilinear stochastic partial differential equations, which are neither monotone nor locally ...
Hofmanova, Martina, Zhang, Tusheng
core +3 more sources
A reduced basis Kalman filter for parametrized partial differential equations
, 2016 The Kalman filter is a widely known tool in control theory for estimating the state of a linear system disturbed by noise. However, when applying the Kalman filter on systems described by parametrerized partial differential equations (PPDEs) the ...
Markus A. Dihlmann, B. Haasdonk
semanticscholar +1 more source
A comparison theorem for backward SPDEs with jumps
, 2014 In this paper we obtain a comparison theorem for backward stochastic partial differential equation (SPDEs) with jumps. We apply it to introduce space-dependent convex risk measures as a model for risk in large systems of interacting ...
Sulem, Agnès +2 more
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Pinning of interfaces in random media [PDF]
, 2010 For a model for the propagation of a curvature sensitive interface in a time independent random medium, as well as for a linearized version which is commonly referred to as Quenched Edwards-Wilkinson equation, we prove existence of a stationary positive ...
Dirr, Nicolas +2 more
core +2 more sources
Solution theory of fractional SDEs in complete subcritical regimes
Forum of Mathematics, SigmaWe consider stochastic differential equations (SDEs) driven by a fractional Brownian motion with a drift coefficient that is allowed to be arbitrarily close to criticality in a scaling sense.
Lucio Galeati, Máté Gerencsér
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Elliptic equations of higher stochastic order
, 2010 This paper discusses analytical and numerical issues related to elliptic equations with random coefficients which are generally nonlinear functions of white noise.
S. Lototsky, B. Rozovskii, X. Wan
semanticscholar +1 more source
Linear-implicit strong schemes for Itô-Galkerin approximations of stochastic PDEs [PDF]
, 2010 Linear-implicit versions of strong Taylor numerical schemes for finite dimensional Itô stochastic differential equations (SDEs) are shown to have the same order as the original scheme.
Kloeden, Peter E., Shott, Stephen
core
Lifshits Tails for Squared Potentials
, 2018 We consider Schr\"odinger operators with a random potential which is the square of an alloy-type potential. We investigate their integrated density of states and prove Lifshits tails.
Kirsch, Werner, Raikov, Georgi
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