Littérature scientifique sur le sujet « Singular stochastic partial differential equations »
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Articles de revues sur le sujet "Singular stochastic partial differential equations"
Matoussi, A., L. Piozin et A. Popier. « Stochastic partial differential equations with singular terminal condition ». Stochastic Processes and their Applications 127, no 3 (mars 2017) : 831–76. http://dx.doi.org/10.1016/j.spa.2016.07.002.
Texte intégralCorwin, Ivan, et Hao Shen. « Some recent progress in singular stochastic partial differential equations ». Bulletin of the American Mathematical Society 57, no 3 (26 septembre 2019) : 409–54. http://dx.doi.org/10.1090/bull/1670.
Texte intégralHolm, Darryl D., et Tomasz M. Tyranowski. « Variational principles for stochastic soliton dynamics ». Proceedings of the Royal Society A : Mathematical, Physical and Engineering Sciences 472, no 2187 (mars 2016) : 20150827. http://dx.doi.org/10.1098/rspa.2015.0827.
Texte intégralCiotir, Ioana, et Jonas M. Tölle. « Nonlinear stochastic partial differential equations with singular diffusivity and gradient Stratonovich noise ». Journal of Functional Analysis 271, no 7 (octobre 2016) : 1764–92. http://dx.doi.org/10.1016/j.jfa.2016.05.013.
Texte intégralAlhojilan, Yazid, Hamdy M. Ahmed et 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, no 1 (10 janvier 2023) : 207. http://dx.doi.org/10.3390/sym15010207.
Texte intégralEddahbi, Mhamed, Omar Kebiri et Abou Sene. « Infinite Horizon Irregular Quadratic BSDE and Applications to Quadratic PDE and Epidemic Models with Singular Coefficients ». Axioms 12, no 12 (21 novembre 2023) : 1068. http://dx.doi.org/10.3390/axioms12121068.
Texte intégralYang, Juan, Jianliang Zhai et 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.
Texte intégralAl-Sawalha, M. Mossa, Humaira Yasmin, Rasool Shah, Abdul Hamid Ganie et Khaled Moaddy. « Unraveling the Dynamics of Singular Stochastic Solitons in Stochastic Fractional Kuramoto–Sivashinsky Equation ». Fractal and Fractional 7, no 10 (12 octobre 2023) : 753. http://dx.doi.org/10.3390/fractalfract7100753.
Texte intégralShen, Hao. « A stochastic PDE approach to large N problems in quantum field theory : A survey ». Journal of Mathematical Physics 63, no 8 (1 août 2022) : 081103. http://dx.doi.org/10.1063/5.0089851.
Texte intégralUr Rehman, Hamood, Aziz Ullah Awan, Sayed M. Eldin et Ifrah Iqbal. « Study of optical stochastic solitons of Biswas-Arshed equation with multiplicative noise ». AIMS Mathematics 8, no 9 (2023) : 21606–21. http://dx.doi.org/10.3934/math.20231101.
Texte intégralThèses sur le sujet "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.
Texte intégralMartin, Jörg. « Refinements of the Solution Theory for Singular SPDEs ». Doctoral thesis, Humboldt-Universität zu Berlin, 2018. http://dx.doi.org/10.18452/19329.
Texte intégralThis 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.
Texte intégralThis 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.
Texte intégralThis 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.
Texte intégralDareiotis, Anastasios Constantinos. « Stochastic partial differential and integro-differential equations ». Thesis, University of Edinburgh, 2015. http://hdl.handle.net/1842/14186.
Texte intégralElton, 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.
Texte intégralHofmanová, Martina. « Degenerate parabolic stochastic partial differential equations ». Phd thesis, École normale supérieure de Cachan - ENS Cachan, 2013. http://tel.archives-ouvertes.fr/tel-00916580.
Texte intégralMatetski, Kanstantsin. « Discretisations of rough stochastic partial differential equations ». Thesis, University of Warwick, 2016. http://wrap.warwick.ac.uk/81460/.
Texte intégralSpantini, Alessio. « Preconditioning techniques for stochastic partial differential equations ». Thesis, Massachusetts Institute of Technology, 2013. http://hdl.handle.net/1721.1/82507.
Texte intégralThis 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.
Livres sur le sujet "Singular stochastic partial differential equations"
Cherny, Alexander S., et Hans-Jürgen Engelbert. Singular Stochastic Differential Equations. Berlin, Heidelberg : Springer Berlin Heidelberg, 2005. http://dx.doi.org/10.1007/b104187.
Texte intégralPardoux, Étienne. Stochastic Partial Differential Equations. Cham : Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-89003-2.
Texte intégralHolden, Helge, Bernt Øksendal, Jan Ubøe et Tusheng Zhang. Stochastic Partial Differential Equations. New York, NY : Springer New York, 2010. http://dx.doi.org/10.1007/978-0-387-89488-1.
Texte intégralLototsky, Sergey V., et Boris L. Rozovsky. Stochastic Partial Differential Equations. Cham : Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-58647-2.
Texte intégralHolden, Helge, Bernt Øksendal, Jan Ubøe et Tusheng Zhang. Stochastic Partial Differential Equations. Boston, MA : Birkhäuser Boston, 1996. http://dx.doi.org/10.1007/978-1-4684-9215-6.
Texte intégralAlison, Etheridge, dir. Stochastic partial differential equations. Cambridge : Cambridge University Press, 1995.
Trouver le texte intégralGérard, Raymond, et Hidetoshi Tahara. Singular Nonlinear Partial Differential Equations. Wiesbaden : Vieweg+Teubner Verlag, 1996. http://dx.doi.org/10.1007/978-3-322-80284-2.
Texte intégralGérard, R. Singular nonlinear partial differential equations. Braunschweig : Vieweg, 1996.
Trouver le texte intégralservice), SpringerLink (Online, dir. Stochastic Differential Equations. Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2011.
Trouver le texte intégralPardoux, Etienne, et 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.
Texte intégralChapitres de livres sur le sujet "Singular stochastic partial differential equations"
Zhang, Xicheng. « Multidimensional Singular Stochastic Differential Equations ». Dans 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.
Texte intégralGubinelli, Massimiliano, et Nicolas Perkowski. « An Introduction to Singular SPDEs ». Dans 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.
Texte intégralBurgeth, Bernhard, Joachim Weickert et Sibel Tari. « Minimally Stochastic Schemes for Singular Diffusion Equations ». Dans 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.
Texte intégralMarinelli, Carlo, et Luca Scarpa. « On the Well-Posedness of SPDEs with Singular Drift in Divergence Form ». Dans 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.
Texte intégralCherny, Alexander S., et Hans-Jürgen Engelbert. « 1. Stochastic Differential Equations ». Dans Singular Stochastic Differential Equations, 5–25. Berlin, Heidelberg : Springer Berlin Heidelberg, 2004. http://dx.doi.org/10.1007/978-3-540-31560-5_2.
Texte intégralDacorogna, Bernard, et Paolo Marcellini. « The Singular Values Case ». Dans Implicit Partial Differential Equations, 169–203. Boston, MA : Birkhäuser Boston, 1999. http://dx.doi.org/10.1007/978-1-4612-1562-2_7.
Texte intégralAgarwal, Ravi P., et Donal O’Regan. « Singular Perturbations ». Dans 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.
Texte intégralLangtangen, H. P., et H. Osnes. « Stochastic Partial Differential Equations ». Dans 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.
Texte intégralBovier, Anton, et Frank den Hollander. « Stochastic Partial Differential Equations ». Dans Metastability, 305–21. Cham : Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-24777-9_12.
Texte intégralHolden, Helge, Bernt Øksendal, Jan Ubøe et Tusheng Zhang. « Stochastic partial differential equations ». Dans Stochastic Partial Differential Equations, 141–91. Boston, MA : Birkhäuser Boston, 1996. http://dx.doi.org/10.1007/978-1-4684-9215-6_4.
Texte intégralActes de conférences sur le sujet "Singular stochastic partial differential equations"
Alexander, Francis J. « Algorithm Refinement for Stochastic Partial Differential Equations ». Dans RAREFIED GAS DYNAMICS : 23rd International Symposium. AIP, 2003. http://dx.doi.org/10.1063/1.1581638.
Texte intégralZhang, Lei, Yongsheng Ding, Kuangrong Hao et Tong Wang. « Controllability of impulsive fractional stochastic partial differential equations ». Dans 2013 10th IEEE International Conference on Control and Automation (ICCA). IEEE, 2013. http://dx.doi.org/10.1109/icca.2013.6564989.
Texte intégralHESSE, CHRISTIAN H. « A STOCHASTIC METHODOLOGY FOR NON-LINEAR PARTIAL DIFFERENTIAL EQUATIONS ». Dans Proceedings of the Fourth International Conference. WORLD SCIENTIFIC, 1999. http://dx.doi.org/10.1142/9789814291071_0044.
Texte intégralGuo, Zhenwei, Xiangping Hu et Jianxin Liu. « Modelling magnetic field data using stochastic partial differential equations ». Dans 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.
Texte intégralGrigo, Constantin, et Phaedon-Stelios Koutsourelakis. « PROBABILISTIC REDUCED-ORDER MODELING FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS ». Dans 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.
Texte intégralWang, Guangchen, Zhen Wu et Jie Xiong. « Partial information LQ optimal control of backward stochastic differential equations ». Dans 2012 10th World Congress on Intelligent Control and Automation (WCICA 2012). IEEE, 2012. http://dx.doi.org/10.1109/wcica.2012.6358150.
Texte intégralGuiaş, Flavius. « Improved stochastic approximation methods for discretized parabolic partial differential equations ». Dans INTERNATIONAL CONFERENCE OF COMPUTATIONAL METHODS IN SCIENCES AND ENGINEERING 2016 (ICCMSE 2016). Author(s), 2016. http://dx.doi.org/10.1063/1.4968683.
Texte intégralPotsepaev, R., et C. L. Farmer. « Application of Stochastic Partial Differential Equations to Reservoir Property Modelling ». Dans 12th European Conference on the Mathematics of Oil Recovery. Netherlands : EAGE Publications BV, 2010. http://dx.doi.org/10.3997/2214-4609.20144964.
Texte intégralKolarova, Edita, et Lubomir Brancik. « Noise Influenced Transmission Line Model via Partial Stochastic Differential Equations ». Dans 2019 42nd International Conference on Telecommunications and Signal Processing (TSP). IEEE, 2019. http://dx.doi.org/10.1109/tsp.2019.8769101.
Texte intégralLiu, Dezhi, et Weiqun Wang. « On the partial stochastic stability of stochastic differential delay equations with Markovian switching ». Dans 2nd International Conference On Systems Engineering and Modeling. Paris, France : Atlantis Press, 2013. http://dx.doi.org/10.2991/icsem.2013.128.
Texte intégralRapports d'organisations sur le sujet "Singular stochastic partial differential equations"
Dalang, Robert C., et N. Frangos. Stochastic Hyperbolic and Parabolic Partial Differential Equations. Fort Belvoir, VA : Defense Technical Information Center, juillet 1994. http://dx.doi.org/10.21236/ada290372.
Texte intégralSharp, D. H., S. Habib et M. B. Mineev. Numerical Methods for Stochastic Partial Differential Equations. Office of Scientific and Technical Information (OSTI), juillet 1999. http://dx.doi.org/10.2172/759177.
Texte intégralJones, Richard H. Fitting Stochastic Partial Differential Equations to Spatial Data. Fort Belvoir, VA : Defense Technical Information Center, septembre 1993. http://dx.doi.org/10.21236/ada279870.
Texte intégralChow, Pao-Liu, et Jose-Luis Menaldi. Stochastic Partial Differential Equations in Physical and Systems Sciences. Fort Belvoir, VA : Defense Technical Information Center, novembre 1986. http://dx.doi.org/10.21236/ada175400.
Texte intégralWebster, Clayton G., Guannan Zhang et Max D. Gunzburger. An adaptive wavelet stochastic collocation method for irregular solutions of stochastic partial differential equations. Office of Scientific and Technical Information (OSTI), octobre 2012. http://dx.doi.org/10.2172/1081925.
Texte intégralPreston, Leiph, et Christian Poppeliers. LDRD #218329 : Uncertainty Quantification of Geophysical Inversion Using Stochastic Partial Differential Equations. Office of Scientific and Technical Information (OSTI), septembre 2021. http://dx.doi.org/10.2172/1819413.
Texte intégralGlimm, James, Yuefan Deng, W. Brent Lindquist et Folkert Tangerman. Final report : Stochastic partial differential equations applied to the predictability of complex multiscale phenomena. Office of Scientific and Technical Information (OSTI), août 2001. http://dx.doi.org/10.2172/771242.
Texte intégralCornea, Emil, Ralph Howard et 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, mars 2000. http://dx.doi.org/10.21236/ada640692.
Texte intégralWebster, Clayton, Raul Tempone et 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), décembre 2007. http://dx.doi.org/10.2172/934852.
Texte intégralTrenchea, 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, février 2012. http://dx.doi.org/10.21236/ada567709.
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