Results 241 to 250 of about 208,713 (299)

Stochastic partial differential equations

2014
Second order stochastic partial differential equations are discussed from a rough path point of view. In the linear and finite-dimensional noise case we follow a Feynman–Kac approach which makes good use of concentration of measure results, as those obtained in Sect. 11.2.
Peter K. Friz, Martin Hairer
  +4 more sources

Strong and Weak Convergence Rates of a Spatial Approximation for Stochastic Partial Differential Equation with One-sided Lipschitz Coefficient

SIAM Journal on Numerical Analysis, 2019
Strong and weak approximation errors of a spatial finite element method are analyzed for the stochastic partial differential equations (SPDEs) with one-sided Lipschitz coefficients, including the s...
J. Cui, Jialin Hong
semanticscholar   +1 more source

STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS AND TURBULENCE

Mathematical Models and Methods in Applied Sciences, 1991
Stochastic partial differential equations are proposed in order to model some turbulence phenomena. A particular case (the stochastic Burgers equations) is studied. Global existence of solutions is proved. Their regularity is also studied in detail. It is shown that the solutions cannot possess too high regularity.
Brzeźniak, Z., Capiński, M., Flandoli, F.   +2 more
openaire   +2 more sources

On a jump-type stochastic fractional partial differential equation with fractional noises

Nonlinear Analysis: Theory, Methods & Applications, 2012
Junfeng Liu, Litan Yan, Yuquan Cang
exaly   +2 more sources

Uncertain partial differential equation with application to heat conduction

Fuzzy Optimization and Decision Making, 2016
Xiangfeng Yang, Kai Yao, Yang Xiangfeng   +2 more
exaly   +2 more sources

Forward and Backward Mean-Field Stochastic Partial Differential Equation and Optimal Control

Chinese Annals of Mathematics. Series B, 2016
This paper is mainly concerned with the solutions to both forward and backward mean-field stochastic partial differential equation and the corresponding optimal control problem for mean-field stochastic partial differential equation.
M. Tang, Qingxin Meng, Meijiao Wang
semanticscholar   +1 more source

Adaptive Concepts for Stochastic Partial Differential Equations

Journal of Scientific Computing, 2019
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Andreas Prohl, Christian Schellnegger
openaire   +1 more source

ON STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS

Mathematics of the USSR-Sbornik, 1975
In this paper we consider the Cauchy problem for second-order stochastic partial differential equations of parabolic type. We study linear and nonlinear equations for filtering Markov diffusion processes. Theorems on the existence, uniqueness and smoothness of solutions are proved.Bibliography: 21 items.
openaire   +1 more source

On a Stochastic Partial Differential Equation with Non-local Diffusion

Potential Analysis, 2007
International audienceIn this paper, we prove existence, uniqueness and regularity for a class of stochastic partial differential equations with a fractional Laplacian driven by a space-time white noise in dimension one. The equation we consider may also
Pascal Azerad
exaly   +2 more sources

Asymptotic behavior of multiscale stochastic partial differential equations with Hölder coefficients

Journal of Functional Analysis, 2020
In this paper, we study the asymptotic behavior of a semi-linear slow-fast stochastic partial differential equation with singular coefficients. Using the Poisson equation in Hilbert space, we first establish the strong convergence in the averaging ...
M. Rockner, Longjie Xie, Li Yang
semanticscholar   +1 more source