Results 71 to 80 of about 144 (141)

Early warning signs for SPDEs with continuous spectrum

open access: yesEuropean Journal of Applied Mathematics
In this work, we study early warning signs for stochastic partial differential equations (SPDEs), where the linearisation around a steady state is characterised by continuous spectrum. The studied warning sign takes the form of qualitative changes in the
Paolo Bernuzzi   +2 more
doaj   +1 more source

A note on intermittency for the fractional heat equation [PDF]

open access: yes, 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
core  

Mixing via controllability for randomly forced nonlinear dissipative PDEs [PDF]

open access: yes, 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
core   +1 more source

Inverse problems and uncertainty quantification [PDF]

open access: yes, 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
core  

Computation of the Response Surface in the Tensor Train data format [PDF]

open access: yes, 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
core  

Stochastic partial differential equations with Dirichlet white-noise boundary conditions [PDF]

open access: yes, 2001
. – The paper is devoted to one-dimensional nonlinear stochastic partial differential equations of parabolic type with non homogeneous Dirichlet boundary conditions of white-noise type. We formulate a set of conditions that a random field must satisfy to
Alòs, Elisa   +3 more
core  

Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness [PDF]

open access: yes, 2014
In this paper linear stochastic transport and continuity equations with drift in critical Lp spaces are considered. In this situation noise prevents shocks for the transport equation and singularities in the density for the continuity equation, starting ...
Beck, Lisa   +4 more
core  

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