Results 51 to 60 of about 661,238 (311)
Numerical Approximation of Stationary Distribution for SPDEs [PDF]
, 2013 In this paper, we show that the exponential integrator scheme both in spatial discretization and time discretization for a class of stochastic partial differential equations has a unique stationary distribution whenever the stepsize is sufficiently small,
Bao, Jianhai, Yuan, Chenggui
core
Effective macroscopic dynamics of stochastic partial differential equations in perforated domains
, 2006 An effective macroscopic model for a stochastic microscopic system is derived. The original microscopic system is modeled by a stochastic partial differential equation defined on a domain perforated with small holes or heterogeneities.
Allaire G. +11 more
core +2 more sources
Partial Differential Equations in Applied Mathematics, 2022 Backward stochastic differential equation solver was first introduced by Han et al in 2017. A semilinear parabolic partial differential equation is converted into a stochastic differential equation, and then solved by the backward stochastic differential
Evan Davis +4 more
doaj
A Multiscale-Analysis of Stochastic Bistable Reaction-Diffusion Equations [PDF]
Nonlinear Analysis, Vol. 162, 197--223, 2017, 2017 A multiscale analysis of 1D stochastic bistable reaction-diffusion equations with additive noise is carried out w.r.t. travelling waves within the variational approach to stochastic partial differential equations. It is shown with explicit error estimates on appropriate function spaces that up to lower order w.r.t. the noise amplitude, the solution can
arxiv +1 more source
Variational Principles for Stochastic Soliton Dynamics
, 2016 We develop a variational method of deriving stochastic partial differential equations whose solutions follow the flow of a stochastic vector field.
Holm, DD, Tyranowski, TM
core +1 more source
International Journal of Adaptive Control and Signal Processing, EarlyView.The cost as a function of the number of experiments for a non‐symmetric 21×21$$ 21\times 21 $$ system. Four approaches are shown: the proposed stochastic conjugate gradient ILC (SCGILC) method (), deterministic conjugate gradient ILC (), stochastic gradient descent ILC () and deterministic gradient descent ILC ().
Leontine Aarnoudse, Tom Oomen
wiley +1 more source
Feynman-Kac theorem in Hilbert spaces
Electronic Journal of Differential Equations, 2014 In this article we study the relationship between solutions to Cauchy problems for the abstract stochastic differential equation $dX(t)=AX(t)dt + BdW(t)$ and solutions to Cauchy problems (backward and forward) for the infinite dimensional ...
Irina V. Melnikova +1 more
doaj
Infinite Horizon Optimal Control of Stochastic Delay Evolution Equations in Hilbert Spaces
Abstract and Applied Analysis, 2013 The aim of the present paper is to study an infinite horizon optimal control problem in which the controlled state dynamics is governed by a stochastic delay evolution equation in Hilbert spaces.
Xueping Zhu, Jianjun Zhou
doaj +1 more source
Pandæsim: An Epidemic Spreading Stochastic Simulator
Biology, 2020 Many methods have been used to model epidemic spreading. They include ordinary differential equation systems for globally homogeneous environments and partial differential equation systems to take into account spatial localisation and inhomogeneity ...
Patrick Amar
doaj +1 more source
Approximations of Stochastic Partial Differential Equations [PDF]
arXiv, 2014 In this paper we show that solutions of stochastic partial differential equations driven by Brownian motion can be approximated by stochastic partial differential equations forced by pure jump noise/random kicks. Applications to stochastic Burgers equations are discussed.
arxiv