Auswahl der wissenschaftlichen Literatur zum Thema „Singular stochastic partial differential equations“
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Zeitschriftenartikel zum Thema "Singular stochastic partial differential equations"
Matoussi, A., L. Piozin und A. Popier. „Stochastic partial differential equations with singular terminal condition“. Stochastic Processes and their Applications 127, Nr. 3 (März 2017): 831–76. http://dx.doi.org/10.1016/j.spa.2016.07.002.
Der volle Inhalt der QuelleCorwin, Ivan, und Hao Shen. „Some recent progress in singular stochastic partial differential equations“. Bulletin of the American Mathematical Society 57, Nr. 3 (26.09.2019): 409–54. http://dx.doi.org/10.1090/bull/1670.
Der volle Inhalt der QuelleHolm, Darryl D., und Tomasz M. Tyranowski. „Variational principles for stochastic soliton dynamics“. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences 472, Nr. 2187 (März 2016): 20150827. http://dx.doi.org/10.1098/rspa.2015.0827.
Der volle Inhalt der QuelleCiotir, Ioana, und Jonas M. Tölle. „Nonlinear stochastic partial differential equations with singular diffusivity and gradient Stratonovich noise“. Journal of Functional Analysis 271, Nr. 7 (Oktober 2016): 1764–92. http://dx.doi.org/10.1016/j.jfa.2016.05.013.
Der volle Inhalt der QuelleAlhojilan, Yazid, Hamdy M. Ahmed und Wafaa B. Rabie. „Stochastic Solitons in Birefringent Fibers for Biswas–Arshed Equation with Multiplicative White Noise via Itô Calculus by Modified Extended Mapping Method“. Symmetry 15, Nr. 1 (10.01.2023): 207. http://dx.doi.org/10.3390/sym15010207.
Der volle Inhalt der QuelleEddahbi, Mhamed, Omar Kebiri und Abou Sene. „Infinite Horizon Irregular Quadratic BSDE and Applications to Quadratic PDE and Epidemic Models with Singular Coefficients“. Axioms 12, Nr. 12 (21.11.2023): 1068. http://dx.doi.org/10.3390/axioms12121068.
Der volle Inhalt der QuelleYang, Juan, Jianliang Zhai und Qing Zhou. „The Small Time Asymptotics of SPDEs with Reflection“. Abstract and Applied Analysis 2014 (2014): 1–13. http://dx.doi.org/10.1155/2014/264263.
Der volle Inhalt der QuelleAl-Sawalha, M. Mossa, Humaira Yasmin, Rasool Shah, Abdul Hamid Ganie und Khaled Moaddy. „Unraveling the Dynamics of Singular Stochastic Solitons in Stochastic Fractional Kuramoto–Sivashinsky Equation“. Fractal and Fractional 7, Nr. 10 (12.10.2023): 753. http://dx.doi.org/10.3390/fractalfract7100753.
Der volle Inhalt der QuelleShen, Hao. „A stochastic PDE approach to large N problems in quantum field theory: A survey“. Journal of Mathematical Physics 63, Nr. 8 (01.08.2022): 081103. http://dx.doi.org/10.1063/5.0089851.
Der volle Inhalt der QuelleUr Rehman, Hamood, Aziz Ullah Awan, Sayed M. Eldin und Ifrah Iqbal. „Study of optical stochastic solitons of Biswas-Arshed equation with multiplicative noise“. AIMS Mathematics 8, Nr. 9 (2023): 21606–21. http://dx.doi.org/10.3934/math.20231101.
Der volle Inhalt der QuelleDissertationen zum Thema "Singular stochastic partial differential equations"
Liu, Xuan. „Some contribution to analysis and stochastic analysis“. Thesis, University of Oxford, 2018. http://ora.ox.ac.uk/objects/uuid:485474c0-2501-4ef0-a0bc-492e5c6c9d62.
Der volle Inhalt der QuelleMartin, Jörg. „Refinements of the Solution Theory for Singular SPDEs“. Doctoral thesis, Humboldt-Universität zu Berlin, 2018. http://dx.doi.org/10.18452/19329.
Der volle Inhalt der QuelleThis thesis is concerned with the study of singular stochastic partial differential equations (SPDEs). We develop extensions to existing solution theories, present fundamental interconnections between different approaches and give applications in financial mathematics and mathematical physics. The theory of paracontrolled distribution is formulated for discrete systems, which allows us to prove a weak universality result for the parabolic Anderson model. This thesis further shows a fundamental relation between Hairer's modelled distributions and paraproducts: The space of modelled distributions can be characterized completely by using paraproducts. This can be seen a generalization of the Fourier description of Hölder spaces. Finally, we prove the existence of solutions to the stochastic Schrödinger equation on the full space and provide an application of Hairer's theory to option pricing.
Barrasso, Adrien. „Decoupled mild solutions of deterministic evolution problemswith singular or path-dependent coefficients, represented by backward SDEs“. Thesis, Université Paris-Saclay (ComUE), 2018. http://www.theses.fr/2018SACLY009/document.
Der volle Inhalt der QuelleThis thesis introduces a new notion of solution for deterministic non-linear evolution equations, called decoupled mild solution.We revisit the links between Markovian Brownian Backward stochastic differential equations (BSDEs) and parabolic semilinear PDEs showing that under very mild assumptions, the BSDEs produce a unique decoupled mild solution of some PDE.We extend this result to many other deterministic equations such asPseudo-PDEs, Integro-PDEs, PDEs with distributional drift or path-dependent(I)PDEs. The solutions of those equations are represented throughBSDEs which may either be without driving martingale, or drivenby cadlag martingales. In particular this thesis solves the so calledidentification problem, which consists, in the case of classical Markovian Brownian BSDEs, to give an analytical meaning to the second component Z ofthe solution (Y,Z) of the BSDE. In the literature, Y generally determinesa so called viscosity solution and the identification problem is only solved when this viscosity solution has a minimal regularity.Our method allows to treat this problem even in the case of general (even non-Markovian) BSDEs with jumps
Barrasso, Adrien. „Decoupled mild solutions of deterministic evolution problemswith singular or path-dependent coefficients, represented by backward SDEs“. Electronic Thesis or Diss., Université Paris-Saclay (ComUE), 2018. http://www.theses.fr/2018SACLY009.
Der volle Inhalt der QuelleThis thesis introduces a new notion of solution for deterministic non-linear evolution equations, called decoupled mild solution.We revisit the links between Markovian Brownian Backward stochastic differential equations (BSDEs) and parabolic semilinear PDEs showing that under very mild assumptions, the BSDEs produce a unique decoupled mild solution of some PDE.We extend this result to many other deterministic equations such asPseudo-PDEs, Integro-PDEs, PDEs with distributional drift or path-dependent(I)PDEs. The solutions of those equations are represented throughBSDEs which may either be without driving martingale, or drivenby cadlag martingales. In particular this thesis solves the so calledidentification problem, which consists, in the case of classical Markovian Brownian BSDEs, to give an analytical meaning to the second component Z ofthe solution (Y,Z) of the BSDE. In the literature, Y generally determinesa so called viscosity solution and the identification problem is only solved when this viscosity solution has a minimal regularity.Our method allows to treat this problem even in the case of general (even non-Markovian) BSDEs with jumps
Hashemi, Seyed Naser. „Singular perturbations in coupled stochastic differential equations“. Thesis, National Library of Canada = Bibliothèque nationale du Canada, 2001. http://www.collectionscanada.ca/obj/s4/f2/dsk3/ftp05/NQ65244.pdf.
Der volle Inhalt der QuelleDareiotis, Anastasios Constantinos. „Stochastic partial differential and integro-differential equations“. Thesis, University of Edinburgh, 2015. http://hdl.handle.net/1842/14186.
Der volle Inhalt der QuelleElton, Daniel M. „Hyperbolic partial differential equations with singular coefficients“. Thesis, University of Oxford, 1997. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.389210.
Der volle Inhalt der QuelleHofmanová, Martina. „Degenerate parabolic stochastic partial differential equations“. Phd thesis, École normale supérieure de Cachan - ENS Cachan, 2013. http://tel.archives-ouvertes.fr/tel-00916580.
Der volle Inhalt der QuelleMatetski, Kanstantsin. „Discretisations of rough stochastic partial differential equations“. Thesis, University of Warwick, 2016. http://wrap.warwick.ac.uk/81460/.
Der volle Inhalt der QuelleSpantini, Alessio. „Preconditioning techniques for stochastic partial differential equations“. Thesis, Massachusetts Institute of Technology, 2013. http://hdl.handle.net/1721.1/82507.
Der volle Inhalt der QuelleThis thesis was scanned as part of an electronic thesis pilot project.
Cataloged from PDF version of thesis.
Includes bibliographical references (p. 149-155).
This thesis is about preconditioning techniques for time dependent stochastic Partial Differential Equations arising in the broader context of Uncertainty Quantification. State-of-the-art methods for an efficient integration of stochastic PDEs require the solution field to lie on a low dimensional linear manifold. In cases when there is not such an intrinsic low rank structure we must resort on expensive and time consuming simulations. We provide a preconditioning technique based on local time stretching capable to either push or keep the solution field on a low rank manifold with substantial reduction in the storage and the computational burden. As a by-product we end up addressing also classical issues related to long time integration of stochastic PDEs.
by Alessio Spantini.
S.M.
Bücher zum Thema "Singular stochastic partial differential equations"
Cherny, Alexander S., und Hans-Jürgen Engelbert. Singular Stochastic Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 2005. http://dx.doi.org/10.1007/b104187.
Der volle Inhalt der QuellePardoux, Étienne. Stochastic Partial Differential Equations. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-89003-2.
Der volle Inhalt der QuelleHolden, Helge, Bernt Øksendal, Jan Ubøe und Tusheng Zhang. Stochastic Partial Differential Equations. New York, NY: Springer New York, 2010. http://dx.doi.org/10.1007/978-0-387-89488-1.
Der volle Inhalt der QuelleLototsky, Sergey V., und Boris L. Rozovsky. Stochastic Partial Differential Equations. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-58647-2.
Der volle Inhalt der QuelleHolden, Helge, Bernt Øksendal, Jan Ubøe und Tusheng Zhang. Stochastic Partial Differential Equations. Boston, MA: Birkhäuser Boston, 1996. http://dx.doi.org/10.1007/978-1-4684-9215-6.
Der volle Inhalt der QuelleAlison, Etheridge, Hrsg. Stochastic partial differential equations. Cambridge: Cambridge University Press, 1995.
Den vollen Inhalt der Quelle findenGérard, Raymond, und Hidetoshi Tahara. Singular Nonlinear Partial Differential Equations. Wiesbaden: Vieweg+Teubner Verlag, 1996. http://dx.doi.org/10.1007/978-3-322-80284-2.
Der volle Inhalt der QuelleGérard, R. Singular nonlinear partial differential equations. Braunschweig: Vieweg, 1996.
Den vollen Inhalt der Quelle findenservice), SpringerLink (Online, Hrsg. Stochastic Differential Equations. Berlin, Heidelberg: Springer-Verlag Berlin Heidelberg, 2011.
Den vollen Inhalt der Quelle findenPardoux, Etienne, und Aurel Rӑşcanu. Stochastic Differential Equations, Backward SDEs, Partial Differential Equations. Cham: Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-05714-9.
Der volle Inhalt der QuelleBuchteile zum Thema "Singular stochastic partial differential equations"
Zhang, Xicheng. „Multidimensional Singular Stochastic Differential Equations“. In Stochastic Partial Differential Equations and Related Fields, 391–403. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-74929-7_26.
Der volle Inhalt der QuelleGubinelli, Massimiliano, und Nicolas Perkowski. „An Introduction to Singular SPDEs“. In Stochastic Partial Differential Equations and Related Fields, 69–99. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-74929-7_4.
Der volle Inhalt der QuelleBurgeth, Bernhard, Joachim Weickert und Sibel Tari. „Minimally Stochastic Schemes for Singular Diffusion Equations“. In Image Processing Based on Partial Differential Equations, 325–39. Berlin, Heidelberg: Springer Berlin Heidelberg, 2007. http://dx.doi.org/10.1007/978-3-540-33267-1_18.
Der volle Inhalt der QuelleMarinelli, Carlo, und Luca Scarpa. „On the Well-Posedness of SPDEs with Singular Drift in Divergence Form“. In Stochastic Partial Differential Equations and Related Fields, 225–35. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-74929-7_12.
Der volle Inhalt der QuelleCherny, Alexander S., und Hans-Jürgen Engelbert. „1. Stochastic Differential Equations“. In Singular Stochastic Differential Equations, 5–25. Berlin, Heidelberg: Springer Berlin Heidelberg, 2004. http://dx.doi.org/10.1007/978-3-540-31560-5_2.
Der volle Inhalt der QuelleDacorogna, Bernard, und Paolo Marcellini. „The Singular Values Case“. In Implicit Partial Differential Equations, 169–203. Boston, MA: Birkhäuser Boston, 1999. http://dx.doi.org/10.1007/978-1-4612-1562-2_7.
Der volle Inhalt der QuelleAgarwal, Ravi P., und Donal O’Regan. „Singular Perturbations“. In Ordinary and Partial Differential Equations, 138–44. New York, NY: Springer New York, 2009. http://dx.doi.org/10.1007/978-0-387-79146-3_18.
Der volle Inhalt der QuelleLangtangen, H. P., und H. Osnes. „Stochastic Partial Differential Equations“. In Lecture Notes in Computational Science and Engineering, 257–320. Berlin, Heidelberg: Springer Berlin Heidelberg, 2003. http://dx.doi.org/10.1007/978-3-642-18237-2_7.
Der volle Inhalt der QuelleBovier, Anton, und Frank den Hollander. „Stochastic Partial Differential Equations“. In Metastability, 305–21. Cham: Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-24777-9_12.
Der volle Inhalt der QuelleHolden, Helge, Bernt Øksendal, Jan Ubøe und Tusheng Zhang. „Stochastic partial differential equations“. In Stochastic Partial Differential Equations, 141–91. Boston, MA: Birkhäuser Boston, 1996. http://dx.doi.org/10.1007/978-1-4684-9215-6_4.
Der volle Inhalt der QuelleKonferenzberichte zum Thema "Singular stochastic partial differential equations"
Alexander, Francis J. „Algorithm Refinement for Stochastic Partial Differential Equations“. In RAREFIED GAS DYNAMICS: 23rd International Symposium. AIP, 2003. http://dx.doi.org/10.1063/1.1581638.
Der volle Inhalt der QuelleZhang, Lei, Yongsheng Ding, Kuangrong Hao und Tong Wang. „Controllability of impulsive fractional stochastic partial differential equations“. In 2013 10th IEEE International Conference on Control and Automation (ICCA). IEEE, 2013. http://dx.doi.org/10.1109/icca.2013.6564989.
Der volle Inhalt der QuelleHESSE, CHRISTIAN H. „A STOCHASTIC METHODOLOGY FOR NON-LINEAR PARTIAL DIFFERENTIAL EQUATIONS“. In Proceedings of the Fourth International Conference. WORLD SCIENTIFIC, 1999. http://dx.doi.org/10.1142/9789814291071_0044.
Der volle Inhalt der QuelleGuo, Zhenwei, Xiangping Hu und Jianxin Liu. „Modelling magnetic field data using stochastic partial differential equations“. In International Conference on Engineering Geophysics, Al Ain, United Arab Emirates, 9-12 October 2017. Society of Exploration Geophysicists, 2017. http://dx.doi.org/10.1190/iceg2017-030.
Der volle Inhalt der QuelleGrigo, Constantin, und Phaedon-Stelios Koutsourelakis. „PROBABILISTIC REDUCED-ORDER MODELING FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS“. In 1st International Conference on Uncertainty Quantification in Computational Sciences and Engineering. Athens: Institute of Structural Analysis and Antiseismic Research School of Civil Engineering National Technical University of Athens (NTUA) Greece, 2017. http://dx.doi.org/10.7712/120217.5356.16731.
Der volle Inhalt der QuelleWang, Guangchen, Zhen Wu und Jie Xiong. „Partial information LQ optimal control of backward stochastic differential equations“. In 2012 10th World Congress on Intelligent Control and Automation (WCICA 2012). IEEE, 2012. http://dx.doi.org/10.1109/wcica.2012.6358150.
Der volle Inhalt der QuelleGuiaş, Flavius. „Improved stochastic approximation methods for discretized parabolic partial differential equations“. In INTERNATIONAL CONFERENCE OF COMPUTATIONAL METHODS IN SCIENCES AND ENGINEERING 2016 (ICCMSE 2016). Author(s), 2016. http://dx.doi.org/10.1063/1.4968683.
Der volle Inhalt der QuellePotsepaev, R., und C. L. Farmer. „Application of Stochastic Partial Differential Equations to Reservoir Property Modelling“. In 12th European Conference on the Mathematics of Oil Recovery. Netherlands: EAGE Publications BV, 2010. http://dx.doi.org/10.3997/2214-4609.20144964.
Der volle Inhalt der QuelleKolarova, Edita, und Lubomir Brancik. „Noise Influenced Transmission Line Model via Partial Stochastic Differential Equations“. In 2019 42nd International Conference on Telecommunications and Signal Processing (TSP). IEEE, 2019. http://dx.doi.org/10.1109/tsp.2019.8769101.
Der volle Inhalt der QuelleLiu, Dezhi, und Weiqun Wang. „On the partial stochastic stability of stochastic differential delay equations with Markovian switching“. In 2nd International Conference On Systems Engineering and Modeling. Paris, France: Atlantis Press, 2013. http://dx.doi.org/10.2991/icsem.2013.128.
Der volle Inhalt der QuelleBerichte der Organisationen zum Thema "Singular stochastic partial differential equations"
Dalang, Robert C., und N. Frangos. Stochastic Hyperbolic and Parabolic Partial Differential Equations. Fort Belvoir, VA: Defense Technical Information Center, Juli 1994. http://dx.doi.org/10.21236/ada290372.
Der volle Inhalt der QuelleSharp, D. H., S. Habib und M. B. Mineev. Numerical Methods for Stochastic Partial Differential Equations. Office of Scientific and Technical Information (OSTI), Juli 1999. http://dx.doi.org/10.2172/759177.
Der volle Inhalt der QuelleJones, Richard H. Fitting Stochastic Partial Differential Equations to Spatial Data. Fort Belvoir, VA: Defense Technical Information Center, September 1993. http://dx.doi.org/10.21236/ada279870.
Der volle Inhalt der QuelleChow, Pao-Liu, und Jose-Luis Menaldi. Stochastic Partial Differential Equations in Physical and Systems Sciences. Fort Belvoir, VA: Defense Technical Information Center, November 1986. http://dx.doi.org/10.21236/ada175400.
Der volle Inhalt der QuelleWebster, Clayton G., Guannan Zhang und Max D. Gunzburger. An adaptive wavelet stochastic collocation method for irregular solutions of stochastic partial differential equations. Office of Scientific and Technical Information (OSTI), Oktober 2012. http://dx.doi.org/10.2172/1081925.
Der volle Inhalt der QuellePreston, Leiph, und Christian Poppeliers. LDRD #218329: Uncertainty Quantification of Geophysical Inversion Using Stochastic Partial Differential Equations. Office of Scientific and Technical Information (OSTI), September 2021. http://dx.doi.org/10.2172/1819413.
Der volle Inhalt der QuelleGlimm, James, Yuefan Deng, W. Brent Lindquist und Folkert Tangerman. Final report: Stochastic partial differential equations applied to the predictability of complex multiscale phenomena. Office of Scientific and Technical Information (OSTI), August 2001. http://dx.doi.org/10.2172/771242.
Der volle Inhalt der QuelleCornea, Emil, Ralph Howard und Per-Gunnar Martinsson. Solutions Near Singular Points to the Eikonal and Related First Order Non-linear Partial Differential Equations in Two Independent Variables. Fort Belvoir, VA: Defense Technical Information Center, März 2000. http://dx.doi.org/10.21236/ada640692.
Der volle Inhalt der QuelleWebster, Clayton, Raul Tempone und Fabio Nobile. The analysis of a sparse grid stochastic collocation method for partial differential equations with high-dimensional random input data. Office of Scientific and Technical Information (OSTI), Dezember 2007. http://dx.doi.org/10.2172/934852.
Der volle Inhalt der QuelleTrenchea, Catalin. Efficient Numerical Approximations of Tracking Statistical Quantities of Interest From the Solution of High-Dimensional Stochastic Partial Differential Equations. Fort Belvoir, VA: Defense Technical Information Center, Februar 2012. http://dx.doi.org/10.21236/ada567709.
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