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

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

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

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

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

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

Rare event simulation via importance sampling for linear SPDE’s

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

Research funded by National Science Foundation (DMS 1550918)

Authors: Michael Salins | Konstantinos Spiliopoulos

On the stochastic nonlinear Schrödinger equations at critical regularities

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

Research funded by H2020 European Research Council (637995) | Japan Society for the Promotion of Science (JP16K17624)

Authors: Tadahiro Oh | Mamoru Okamoto

$$L^2$$-theory for transition semigroups associated to dissipative systems

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

Authors: D. A. Bignamini

On Cherny’s results in infinite dimensions: a theorem dual to Yamada–Watanabe

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

Authors: Marco Rehmeier

Absolute continuity of the solution to stochastic generalized Burgers–Huxley equation

JOURNAL ARTICLE published 31 July 2023 in Stochastics and Partial Differential Equations: Analysis and Computations

Research funded by DST-India (IFA17-MA110)

Authors: Ankit Kumar | Manil T. Mohan

The strong trace property and the Neumann problem for stochastic conservation laws

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

Research funded by Conselho Nacional de Desenvolvimento Científico e Tecnológico (305097/2019-9) | Fundação Carlos Chagas Filho de Amparo à Pesquisa do Estado do Rio de Janeiro (E-26/202.900/2017) | Natural Science Foundation of Jilin Province (11831011,11571232) | Conselho Nacional de Desenvolvimento Científico e Tecnológico (150118/2018-0,140600/2017-5) | Natural Science Foundation of Anhui Province (11571232)

Authors: Hermano Frid | Yachun Li | Daniel Marroquin | João F. C. Nariyoshi | Zirong Zeng