A note on intermittency for the fractional heat equation [PDF]
, 2013 The goal of the present note is to study intermittency properties for the solution to the fractional heat equation with initial condition bounded above and below, where β ∈ (0, 2] and the noise W behaves in time like a fractional Brownian motion of index
Raluca M Balan, Daniel Conus
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Mixing via controllability for randomly forced nonlinear dissipative PDEs [PDF]
, 2019 We continue our study of the problem of mixing for a class of PDEs with very degenerate noise. As we established earlier, the uniqueness of stationary measure and its exponential stability in the dual-Lipschitz metric holds under the hypothesis that the ...
Vahagn Nersesyan +5 more
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Measure Attractors For Stochastic Navier-Stokes Equations [PDF]
, 1998 : We show existence of measure attractors for 2-D stochastic Navier-Stokes equations with general multiplicative noise. Keywords: Stochastic Navier--Stokes equations, measure attractors AMS subject classification: Primary: 35Q30, 60H15, 60G60; Secondary:
Marek Capinski, Nigel J. Cutland
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Approximate Solvability of Forward-Backward Stochastic Differential Equations [PDF]
, 2007 . The solvability of forward-backward stochastic differential equations (FBSDE, for short) has been studied extensively in recent years. To guarantee the existence and uniqueness of adapted solutions, many different conditions, some are quite restrictive,
Jin Ma, Jiongmin Yong
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Effects of aging and hydrothermal treatment on the crystallization of ZSM-5 zeolite synthesis from bentonite. [PDF]
RSC Adv, 2023 Nguyen DK +6 more
europepmc +1 more source
A Functional Limit Theorem for Waves Reflected by a Random Medium [PDF]
, 1996 We introduce a class of distribution-valued stochastic processes that arise in the study of pulse reflection from random media and we analyze their asymptotic properties when they are scaled in a natural way.
George Papanicolaou, Sophie Weinryb
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Diffusion approximation for hyperbolic stochastic differential equations [PDF]
In this paper we show an approximation diffusion theorem for a stochastic integral equation on the plane driven by a two-parameter Wiener process. This result is obtained by means of the martingale problem approach for two-parameter processes.60H15 60G60
Nualart, David, Florit, Carme
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Inverse problems and uncertainty quantification [PDF]
, 2013 In a Bayesian setting, inverse problems and uncertainty quantification (UQ)— the propagation of uncertainty through a computational (forward) model—are strongly connected. In the form of conditional expectation the Bayesian update becomes computationally
Matthies, Hermann G. +1 more
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Strong uniqueness for SDEs in Hilbert spaces with non-regular drift [PDF]
, 2020 We prove pathwise uniqueness for a class of stochastic differential equations (SDE) on a Hilbert space with cylindrical Wiener noise, whose non-linear drift parts are sums of the subdifferential of a convex function and a bounded part. This generalizes a
G Da Prato +3 more
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Computation of the Response Surface in the Tensor Train data format [PDF]
, 2014 We apply the Tensor Train (TT) approximation to construct the Polynomial Chaos Expansion (PCE) of a random field, and solve the stochastic elliptic diffusion PDE with the stochastic Galerkin discretization.
Matthies, Hermann G. +3 more
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