An additive-noise approximation to Keller-Segel-Dean-Kawasaki dynamics: local well-posedness of paracontrolled solutions [0.03%]
Keller-Segel-Dean-Kawasaki动力学的加性噪声近似：受控解的局部良定义性
Adrian Martini,Avi Mayorcas
Adrian Martini
Using the method of paracontrolled distributions, we show the local well-posedness of an additive-noise approximation to the fluctuating hydrodynamics of the Keller-Segel model on the two-dimensional torus. Our approximation is a non-linear...
Counterexamples to regularities for the derivative processes associated to stochastic evolution equations [0.03%]
关于随机演化方程所关联的导数过程的正则性的反例
Mario Hefter,Arnulf Jentzen,Ryan Kurniawan
Mario Hefter
In the recent years there has been an increased interest in studying regularity properties of the derivatives of semilinear parabolic stochastic evolution equations (SEEs) with respect to their initial values. In particular, in the scientif...
Importance sampling for stochastic reaction-diffusion equations in the moderate deviation regime [0.03%]
重要性采样在随机反应扩散方程的中偏差情形下的应用
Ioannis Gasteratos,Michael Salins,Konstantinos Spiliopoulos
Ioannis Gasteratos
We develop a provably efficient importance sampling scheme that estimates exit probabilities of solutions to small-noise stochastic reaction-diffusion equations from scaled neighborhoods of a stable equilibrium. The moderate deviation scali...
Delayed blow-up and enhanced diffusion by transport noise for systems of reaction-diffusion equations [0.03%]
带传输噪声的反应扩散方程组的延迟爆破和增强扩散效应
Antonio Agresti
Antonio Agresti
This paper is concerned with the problem of regularization by noise of systems of reaction-diffusion equations with mass control. It is known that strong solutions to such systems of PDEs may blow-up in finite time. Moreover, for many syste...
Some approximation results for mild solutions of stochastic fractional order evolution equations driven by Gaussian noise [0.03%]
一类受正态噪声驱动的随机分数阶发展方程温和解的逼近结果
K Fahim,E Hausenblas,M Kovács
K Fahim
We investigate the quality of space approximation of a class of stochastic integral equations of convolution type with Gaussian noise. Such equations arise, for example, when considering mild solutions of stochastic fractional order partial...
Oana Lang,Dan Crisan
Oana Lang
We prove the existence of a unique global strong solution for a stochastic two-dimensional Euler vorticity equation for incompressible flows with noise of transport type. In particular, we show that the initial smoothness of the solution is...
Multilevel quadrature for elliptic problems on random domains by the coupling of FEM and BEM [0.03%]
耦合法与边界元法求解随机域上的椭圆型偏微分方程的多层抽样近似算法
Helmut Harbrecht,Marc Schmidlin
Helmut Harbrecht
Elliptic boundary value problems which are posed on a random domain can be mapped to a fixed, nominal domain. The randomness is thus transferred to the diffusion matrix and the loading. While this domain mapping method is quite efficient fo...
The hyperbolic Anderson model: moment estimates of the Malliavin derivatives and applications [0.03%]
双曲安德森模型：Malliavin导数的矩估计及应用
Raluca M Balan,David Nualart,Lluís Quer-Sardanyons et al.
Raluca M Balan et al.
In this article, we study the hyperbolic Anderson model driven by a space-time colored Gaussian homogeneous noise with spatial dimension d = 1 , 2 . Under mild assumptions, we provide L p -estimates of the iterated Malliavin derivative of...
Existence of dynamical low rank approximations for random semi-linear evolutionary equations on the maximal interval [0.03%]
随机半线性演化方程在最大区间上动力低秩近似的存在性
Yoshihito Kazashi,Fabio Nobile
Yoshihito Kazashi
An existence result is presented for the dynamical low rank (DLR) approximation for random semi-linear evolutionary equations. The DLR solution approximates the true solution at each time instant by a linear combination of products of deter...
Luca Scarpa,Ulisse Stefanelli
Luca Scarpa
We consider a class of parabolic stochastic partial differential equations featuring an antimonotone nonlinearity. The existence of unique maximal and minimal variational solutions is proved via a fixed-point argument for nondecreasing mapp...