Numerical methods for random and stochastic partial differential equations

JOURNAL ARTICLE published March 2016 in Stochastics and Partial Differential Equations Analysis and Computations

Authors: Alexey Chernov | Arnaud Debussche | Fabio Nobile

The exit from a metastable state: concentration of the exit point distribution on the low energy saddle points, part 2

JOURNAL ARTICLE published March 2022 in Stochastics and Partial Differential Equations: Analysis and Computations

Research funded by FP7 Ideas: European Research Council (614492)

Authors: Tony Lelièvre | Dorian Le Peutrec | Boris Nectoux

Discrete approximation of the viscous HJ equation

JOURNAL ARTICLE published December 2021 in Stochastics and Partial Differential Equations: Analysis and Computations

Research funded by Kakenhi (#16H03948,#18H00833) | National Science Foundation (1440140) | Conacyt (A1-S-33854)

Authors: Andrea Davini | Hitoshi Ishii | Renato Iturriaga | Hector Sanchez Morgado

Asymptotic of the smallest eigenvalues of the continuous Anderson Hamiltonian in $$dle 3$$

JOURNAL ARTICLE published September 2023 in Stochastics and Partial Differential Equations: Analysis and Computations

Research funded by Agence Nationale de la Recherche (SINGULAR ANR-16-CE40-0020-01)

Authors: Yueh-Sheng Hsu | Cyril Labbé

Total variation distance between a jump-equation and its Gaussian approximation

JOURNAL ARTICLE published September 2022 in Stochastics and Partial Differential Equations: Analysis and Computations

Authors: Vlad Bally | Yifeng Qin

Preface

JOURNAL ARTICLE published September 2022 in Stochastics and Partial Differential Equations: Analysis and Computations

Authors: N. Krylov

Strong $$L^2$$ convergence of time Euler schemes for stochastic 3D Brinkman–Forchheimer–Navier–Stokes equations

JOURNAL ARTICLE published September 2022 in Stochastics and Partial Differential Equations: Analysis and Computations

Research funded by Simons Foundation (582264)

Authors: Hakima Bessaih | Annie Millet

Support theorem for an SPDE with multiplicative noise driven by a cylindrical Wiener process on the real line

JOURNAL ARTICLE published September 2020 in Stochastics and Partial Differential Equations: Analysis and Computations

Authors: Timur Yastrzhembskiy

An improved characterisation of regular generalised functions of white noise and an application to singular SPDEs

JOURNAL ARTICLE published June 2022 in Stochastics and Partial Differential Equations: Analysis and Computations

Authors: Martin Grothaus | Jan Müller | Andreas Nonnenmacher

Vortices in a stochastic parabolic Ginzburg-Landau equation

JOURNAL ARTICLE published March 2017 in Stochastics and Partial Differential Equations: Analysis and Computations

Research funded by German Academic Exchange Service (A/10/86352)

Authors: Olga Chugreeva | Christof Melcher

A central limit theorem for fluctuations in 1D stochastic homogenization

JOURNAL ARTICLE published December 2016 in Stochastics and Partial Differential Equations: Analysis and Computations

Authors: Yu Gu

Rough linear transport equation with an irregular drift

JOURNAL ARTICLE published September 2016 in Stochastics and Partial Differential Equations: Analysis and Computations

Research funded by Universit&é de Rennes 1 (ANR-11-LABX-0020-01)

Authors: Rémi Catellier

Explicit contraction rates for a class of degenerate and infinite-dimensional diffusions

JOURNAL ARTICLE published September 2017 in Stochastics and Partial Differential Equations: Analysis and Computations

Authors: Raphael Zimmer

A central limit theorem and moderate deviation principle for the stochastic 2D Oldroyd model of order one

JOURNAL ARTICLE published June 2021 in Stochastics and Partial Differential Equations: Analysis and Computations

Research funded by Department of Science and Technology, Ministry of Science and Technology (IFA17-MA110)

Authors: Manil T. Mohan

Existence and uniqueness for the mild solution of the stochastic heat equation with non-Lipschitz drift on an unbounded spatial domain

JOURNAL ARTICLE published September 2021 in Stochastics and Partial Differential Equations: Analysis and Computations

Authors: M. Salins

Central limit theorems for nonlinear stochastic wave equations in dimension three

JOURNAL ARTICLE published June 2024 in Stochastics and Partial Differential Equations: Analysis and Computations

Research funded by Japan Society for the Promotion of Science (JP22J21604)

Authors: Masahisa Ebina

Hypocoercivity for non-linear infinite-dimensional degenerate stochastic differential equations

JOURNAL ARTICLE published June 2024 in Stochastics and Partial Differential Equations: Analysis and Computations

Authors: Benedikt Eisenhuth | Martin Grothaus

Moderate deviations for fully coupled multiscale weakly interacting particle systems

JOURNAL ARTICLE published June 2024 in Stochastics and Partial Differential Equations: Analysis and Computations

Research funded by Division of Mathematical Sciences (2107856) | Simons Foundation (672441)

Authors: Z. W. Bezemek | K. Spiliopoulos

Existence and uniqueness of maximal solutions to SPDEs with applications to viscous fluid equations

JOURNAL ARTICLE published June 2024 in Stochastics and Partial Differential Equations: Analysis and Computations

Research funded by HORIZON EUROPE European Research Council (2478902) | Engineering and Physical Sciences Research Council (856408)

Authors: Daniel Goodair | Dan Crisan | Oana Lang

Well-posedness of Hall-magnetohydrodynamics system forced by L $$acute{mathrm{e}}$$ e ´ vy noise

JOURNAL ARTICLE published September 2019 in Stochastics and Partial Differential Equations: Analysis and Computations

Authors: Kazuo Yamazaki | Manil T. Mohan