Results 321 to 330 of about 355,119 (383)

Strong Averaging Principle for Slow–Fast Stochastic Partial Differential Equations with Locally Monotone Coefficients

Applied Mathematics and Optimization, 2019
This paper is devoted to proving the strong averaging principle for slow–fast stochastic partial differential equations with locally monotone coefficients, where the slow component is a stochastic partial differential equations with locally monotone ...
Wei Liu, M. Röckner, Xiaobin Sun, Yingchao Xie   +3 more
semanticscholar   +1 more source

Stochastic Differential Equations, Backward SDEs, Partial Differential Equations

2014
This research monograph presents results to researchers in stochastic calculus, forward and backward stochastic differential equations, connections between diffusion processes and second order partial differential equations (PDEs), and financial mathematics.
Pardoux, Etienne, Răşcanu, Aurel
openaire   +1 more source

Strong approximation of monotone stochastic partial differential equations driven by multiplicative noise

Stochastics and Partial Differential Equations: Analysis and Computations, 2018
We establish a general theory of optimal strong error estimation for numerical approximations of a second-order parabolic stochastic partial differential equation with monotone drift driven by a multiplicative infinite-dimensional Wiener process.
Zhihui Liu, Zhonghua Qiao
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
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Stochastic Partial Differential Equations

2012
A brief discussion on the relevance of stochastic partial differential equations (SPDEs) in Sect. 9.1 is followed by a review of the type of SPDEs studied in the mathematical literature (Sect. 9.2). Section 9.3 shows that SPDEs can be solved by the methods in Chaps. 7 and 8 via time and space discretization.
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Stochastic Partial Differential Equations

2016
So far, we have discussed discrete interface models. Taking their (mesoscopic) continuum limit, as a time evolution of interfaces or some other related physical order parameters, one would expect to obtain stochastic partial differential equations (SPDEs), which are partial differential equations having stochastic terms such as a space-time Gaussian ...
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Stochastic Partial Differential Equations

2007
Preliminaries Introduction Some Examples Brownian Motions and Martingales Stochastic Integrals Stochastic Differential Equations of Ito Type Levy Processes and Stochastic Integrals Stochastic Differential Equations of Levy Type Comments Scalar Equations of First Order Introduction Generalized Ito's Formula Linear Stochastic Equations Quasilinear ...
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INVARIANT FOLIATIONS FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS

Stochastics and Dynamics, 2008
In this paper, we study the existence of an invariant foliation for a class of stochastic partial differential equations with a multiplicative white noise. This invariant foliation is used to trace the long term behavior of all solutions of these equations.
Lu, Kening, Schmalfuß, Björn
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Stochastic Partial Differential Equations

1995
Stochastic partial differential equations can be used in many areas of science to model complex systems that evolve over time. Their analysis is currently an area of much research interest. This book consists of papers given at the ICMS Edinburgh meeting held in 1994 on this topic, and it brings together some of the world's best known authorities on ...
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Tsirel'son's Example for Stochastic Partial Differential Equations

Acta Mathematica Hungarica, 2001
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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