Literatura académica sobre el tema "Singular stochastic partial differential equations"
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Artículos de revistas sobre el tema "Singular stochastic partial differential equations"
Matoussi, A., L. Piozin y A. Popier. "Stochastic partial differential equations with singular terminal condition". Stochastic Processes and their Applications 127, n.º 3 (marzo de 2017): 831–76. http://dx.doi.org/10.1016/j.spa.2016.07.002.
Texto completoCorwin, Ivan y Hao Shen. "Some recent progress in singular stochastic partial differential equations". Bulletin of the American Mathematical Society 57, n.º 3 (26 de septiembre de 2019): 409–54. http://dx.doi.org/10.1090/bull/1670.
Texto completoHolm, Darryl D. y Tomasz M. Tyranowski. "Variational principles for stochastic soliton dynamics". Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences 472, n.º 2187 (marzo de 2016): 20150827. http://dx.doi.org/10.1098/rspa.2015.0827.
Texto completoCiotir, Ioana y Jonas M. Tölle. "Nonlinear stochastic partial differential equations with singular diffusivity and gradient Stratonovich noise". Journal of Functional Analysis 271, n.º 7 (octubre de 2016): 1764–92. http://dx.doi.org/10.1016/j.jfa.2016.05.013.
Texto completoAlhojilan, Yazid, Hamdy M. Ahmed y 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, n.º 1 (10 de enero de 2023): 207. http://dx.doi.org/10.3390/sym15010207.
Texto completoEddahbi, Mhamed, Omar Kebiri y Abou Sene. "Infinite Horizon Irregular Quadratic BSDE and Applications to Quadratic PDE and Epidemic Models with Singular Coefficients". Axioms 12, n.º 12 (21 de noviembre de 2023): 1068. http://dx.doi.org/10.3390/axioms12121068.
Texto completoYang, Juan, Jianliang Zhai y 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.
Texto completoAl-Sawalha, M. Mossa, Humaira Yasmin, Rasool Shah, Abdul Hamid Ganie y Khaled Moaddy. "Unraveling the Dynamics of Singular Stochastic Solitons in Stochastic Fractional Kuramoto–Sivashinsky Equation". Fractal and Fractional 7, n.º 10 (12 de octubre de 2023): 753. http://dx.doi.org/10.3390/fractalfract7100753.
Texto completoShen, Hao. "A stochastic PDE approach to large N problems in quantum field theory: A survey". Journal of Mathematical Physics 63, n.º 8 (1 de agosto de 2022): 081103. http://dx.doi.org/10.1063/5.0089851.
Texto completoUr Rehman, Hamood, Aziz Ullah Awan, Sayed M. Eldin y Ifrah Iqbal. "Study of optical stochastic solitons of Biswas-Arshed equation with multiplicative noise". AIMS Mathematics 8, n.º 9 (2023): 21606–21. http://dx.doi.org/10.3934/math.20231101.
Texto completoTesis sobre el tema "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.
Texto completoMartin, Jörg. "Refinements of the Solution Theory for Singular SPDEs". Doctoral thesis, Humboldt-Universität zu Berlin, 2018. http://dx.doi.org/10.18452/19329.
Texto completoThis 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.
Texto completoThis 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.
Texto completoThis 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.
Texto completoDareiotis, Anastasios Constantinos. "Stochastic partial differential and integro-differential equations". Thesis, University of Edinburgh, 2015. http://hdl.handle.net/1842/14186.
Texto completoElton, 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.
Texto completoHofmanová, Martina. "Degenerate parabolic stochastic partial differential equations". Phd thesis, École normale supérieure de Cachan - ENS Cachan, 2013. http://tel.archives-ouvertes.fr/tel-00916580.
Texto completoMatetski, Kanstantsin. "Discretisations of rough stochastic partial differential equations". Thesis, University of Warwick, 2016. http://wrap.warwick.ac.uk/81460/.
Texto completoSpantini, Alessio. "Preconditioning techniques for stochastic partial differential equations". Thesis, Massachusetts Institute of Technology, 2013. http://hdl.handle.net/1721.1/82507.
Texto completoThis 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.
Libros sobre el tema "Singular stochastic partial differential equations"
Cherny, Alexander S. y Hans-Jürgen Engelbert. Singular Stochastic Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 2005. http://dx.doi.org/10.1007/b104187.
Texto completoPardoux, Étienne. Stochastic Partial Differential Equations. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-89003-2.
Texto completoHolden, Helge, Bernt Øksendal, Jan Ubøe y Tusheng Zhang. Stochastic Partial Differential Equations. New York, NY: Springer New York, 2010. http://dx.doi.org/10.1007/978-0-387-89488-1.
Texto completoLototsky, Sergey V. y Boris L. Rozovsky. Stochastic Partial Differential Equations. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-58647-2.
Texto completoHolden, Helge, Bernt Øksendal, Jan Ubøe y Tusheng Zhang. Stochastic Partial Differential Equations. Boston, MA: Birkhäuser Boston, 1996. http://dx.doi.org/10.1007/978-1-4684-9215-6.
Texto completoAlison, Etheridge, ed. Stochastic partial differential equations. Cambridge: Cambridge University Press, 1995.
Buscar texto completoGérard, Raymond y Hidetoshi Tahara. Singular Nonlinear Partial Differential Equations. Wiesbaden: Vieweg+Teubner Verlag, 1996. http://dx.doi.org/10.1007/978-3-322-80284-2.
Texto completoGérard, R. Singular nonlinear partial differential equations. Braunschweig: Vieweg, 1996.
Buscar texto completoservice), SpringerLink (Online, ed. Stochastic Differential Equations. Berlin, Heidelberg: Springer-Verlag Berlin Heidelberg, 2011.
Buscar texto completoPardoux, Etienne y 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.
Texto completoCapítulos de libros sobre el tema "Singular stochastic partial differential equations"
Zhang, Xicheng. "Multidimensional Singular Stochastic Differential Equations". En 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.
Texto completoGubinelli, Massimiliano y Nicolas Perkowski. "An Introduction to Singular SPDEs". En 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.
Texto completoBurgeth, Bernhard, Joachim Weickert y Sibel Tari. "Minimally Stochastic Schemes for Singular Diffusion Equations". En 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.
Texto completoMarinelli, Carlo y Luca Scarpa. "On the Well-Posedness of SPDEs with Singular Drift in Divergence Form". En 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.
Texto completoCherny, Alexander S. y Hans-Jürgen Engelbert. "1. Stochastic Differential Equations". En Singular Stochastic Differential Equations, 5–25. Berlin, Heidelberg: Springer Berlin Heidelberg, 2004. http://dx.doi.org/10.1007/978-3-540-31560-5_2.
Texto completoDacorogna, Bernard y Paolo Marcellini. "The Singular Values Case". En Implicit Partial Differential Equations, 169–203. Boston, MA: Birkhäuser Boston, 1999. http://dx.doi.org/10.1007/978-1-4612-1562-2_7.
Texto completoAgarwal, Ravi P. y Donal O’Regan. "Singular Perturbations". En 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.
Texto completoLangtangen, H. P. y H. Osnes. "Stochastic Partial Differential Equations". En 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.
Texto completoBovier, Anton y Frank den Hollander. "Stochastic Partial Differential Equations". En Metastability, 305–21. Cham: Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-24777-9_12.
Texto completoHolden, Helge, Bernt Øksendal, Jan Ubøe y Tusheng Zhang. "Stochastic partial differential equations". En Stochastic Partial Differential Equations, 141–91. Boston, MA: Birkhäuser Boston, 1996. http://dx.doi.org/10.1007/978-1-4684-9215-6_4.
Texto completoActas de conferencias sobre el tema "Singular stochastic partial differential equations"
Alexander, Francis J. "Algorithm Refinement for Stochastic Partial Differential Equations". En RAREFIED GAS DYNAMICS: 23rd International Symposium. AIP, 2003. http://dx.doi.org/10.1063/1.1581638.
Texto completoZhang, Lei, Yongsheng Ding, Kuangrong Hao y Tong Wang. "Controllability of impulsive fractional stochastic partial differential equations". En 2013 10th IEEE International Conference on Control and Automation (ICCA). IEEE, 2013. http://dx.doi.org/10.1109/icca.2013.6564989.
Texto completoHESSE, CHRISTIAN H. "A STOCHASTIC METHODOLOGY FOR NON-LINEAR PARTIAL DIFFERENTIAL EQUATIONS". En Proceedings of the Fourth International Conference. WORLD SCIENTIFIC, 1999. http://dx.doi.org/10.1142/9789814291071_0044.
Texto completoGuo, Zhenwei, Xiangping Hu y Jianxin Liu. "Modelling magnetic field data using stochastic partial differential equations". En 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.
Texto completoGrigo, Constantin y Phaedon-Stelios Koutsourelakis. "PROBABILISTIC REDUCED-ORDER MODELING FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS". En 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.
Texto completoWang, Guangchen, Zhen Wu y Jie Xiong. "Partial information LQ optimal control of backward stochastic differential equations". En 2012 10th World Congress on Intelligent Control and Automation (WCICA 2012). IEEE, 2012. http://dx.doi.org/10.1109/wcica.2012.6358150.
Texto completoGuiaş, Flavius. "Improved stochastic approximation methods for discretized parabolic partial differential equations". En INTERNATIONAL CONFERENCE OF COMPUTATIONAL METHODS IN SCIENCES AND ENGINEERING 2016 (ICCMSE 2016). Author(s), 2016. http://dx.doi.org/10.1063/1.4968683.
Texto completoPotsepaev, R. y C. L. Farmer. "Application of Stochastic Partial Differential Equations to Reservoir Property Modelling". En 12th European Conference on the Mathematics of Oil Recovery. Netherlands: EAGE Publications BV, 2010. http://dx.doi.org/10.3997/2214-4609.20144964.
Texto completoKolarova, Edita y Lubomir Brancik. "Noise Influenced Transmission Line Model via Partial Stochastic Differential Equations". En 2019 42nd International Conference on Telecommunications and Signal Processing (TSP). IEEE, 2019. http://dx.doi.org/10.1109/tsp.2019.8769101.
Texto completoLiu, Dezhi y Weiqun Wang. "On the partial stochastic stability of stochastic differential delay equations with Markovian switching". En 2nd International Conference On Systems Engineering and Modeling. Paris, France: Atlantis Press, 2013. http://dx.doi.org/10.2991/icsem.2013.128.
Texto completoInformes sobre el tema "Singular stochastic partial differential equations"
Dalang, Robert C. y N. Frangos. Stochastic Hyperbolic and Parabolic Partial Differential Equations. Fort Belvoir, VA: Defense Technical Information Center, julio de 1994. http://dx.doi.org/10.21236/ada290372.
Texto completoSharp, D. H., S. Habib y M. B. Mineev. Numerical Methods for Stochastic Partial Differential Equations. Office of Scientific and Technical Information (OSTI), julio de 1999. http://dx.doi.org/10.2172/759177.
Texto completoJones, Richard H. Fitting Stochastic Partial Differential Equations to Spatial Data. Fort Belvoir, VA: Defense Technical Information Center, septiembre de 1993. http://dx.doi.org/10.21236/ada279870.
Texto completoChow, Pao-Liu y Jose-Luis Menaldi. Stochastic Partial Differential Equations in Physical and Systems Sciences. Fort Belvoir, VA: Defense Technical Information Center, noviembre de 1986. http://dx.doi.org/10.21236/ada175400.
Texto completoWebster, Clayton G., Guannan Zhang y Max D. Gunzburger. An adaptive wavelet stochastic collocation method for irregular solutions of stochastic partial differential equations. Office of Scientific and Technical Information (OSTI), octubre de 2012. http://dx.doi.org/10.2172/1081925.
Texto completoPreston, Leiph y Christian Poppeliers. LDRD #218329: Uncertainty Quantification of Geophysical Inversion Using Stochastic Partial Differential Equations. Office of Scientific and Technical Information (OSTI), septiembre de 2021. http://dx.doi.org/10.2172/1819413.
Texto completoGlimm, James, Yuefan Deng, W. Brent Lindquist y Folkert Tangerman. Final report: Stochastic partial differential equations applied to the predictability of complex multiscale phenomena. Office of Scientific and Technical Information (OSTI), agosto de 2001. http://dx.doi.org/10.2172/771242.
Texto completoCornea, Emil, Ralph Howard y 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, marzo de 2000. http://dx.doi.org/10.21236/ada640692.
Texto completoWebster, Clayton, Raul Tempone y 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), diciembre de 2007. http://dx.doi.org/10.2172/934852.
Texto completoTrenchea, 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, febrero de 2012. http://dx.doi.org/10.21236/ada567709.
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