Zobrazeno 1 - 10
of 470
pro vyhledávání: '"A. Blömker"'
Autor:
Blessing, Alexandra, Blömker, Dirk
We estimate the finite-time Lyapunov exponents for a stochastic partial differential equation driven by a fractional Brownian motion (fbm) with Hurst index $H\in(0,1)$ close to a bifurcation of pitchfork type. We characterize regions depending on the
Externí odkaz:
http://arxiv.org/abs/2309.12189
Autor:
Blömker, Dirk, Rimmele, Johannes
In this article we study a model from epitaxial thin-film growth. It was originally introduced as a phenomenological model of growth in the presence of a Schwoebbel barrier, where diffusing particles on a terrace are not allowed to jump down at the b
Externí odkaz:
http://arxiv.org/abs/2309.12441
Autor:
Blömker, Dirk, Neamtu, Alexandra
We consider a stochastic partial differential equation close to bifurcation of pitchfork type, where a one-dimensional space changes its stability. For finite-time Lyapunov exponents we characterize regions depending on the distance from bifurcation
Externí odkaz:
http://arxiv.org/abs/2301.06504
Autor:
Blömker, Dirk, Tölle, Jonas M.
Publikováno v:
Stochastics and Dynamics, vol. 23, no. 05, 2350040 1--25 (2023)
We study singular limits of stochastic evolution equations in the interplay of disappearing strength of the noise and insufficient regularity, where the equation in the limit with noise would not be defined due to lack of regularity. We recover previ
Externí odkaz:
http://arxiv.org/abs/2204.09545
Autor:
Blömker, Dirk, Neamtu, Alexandra
We study stochastic partial differential equations (SPDEs) with potentially very rough fractional noise with Hurst parameter $H\in(0,1)$. Close to a change of stability measured with a small parameter $\varepsilon$, we rely on the natural separation
Externí odkaz:
http://arxiv.org/abs/2109.09387
Autor:
Blömker, Jan, Albrecht, Carmen-Maria
Publikováno v:
In Journal of Retailing and Consumer Services July 2024 79
The Ensemble Kalman inversion (EKI) method is a method for the estimation of unknown parameters in the context of (Bayesian) inverse problems. The method approximates the underlying measure by an ensemble of particles and iteratively applies the ense
Externí odkaz:
http://arxiv.org/abs/2107.14508
Autor:
Yuan, Shenglan, Blömker, Dirk
In the present work, we establish the approximation of nonlinear stochastic partial differential equation (SPDE) driven by cylindrical {\alpha}-stable L\'evy processes via modulation or amplitude equations. We study SPDEs with a cubic nonlinearity, w
Externí odkaz:
http://arxiv.org/abs/2106.15186
This work is devoted to investigating stochastic turbulence for the fluid flow in one-dimensional viscous Burgers equation perturbed by L\'evy space-time white noise with the periodic boundary condition. We rigorously discuss the regularity of soluti
Externí odkaz:
http://arxiv.org/abs/2106.03434
Autor:
Schindler, Alexander, Blömker, Dirk
We study the kink motion for the one-dimensional stochastic Allen-Cahn equation and its mass conserving counterpart. Using a deterministic slow manifold, in the sharp interface limit for sufficiently small noise strength we derive an explicit stochas
Externí odkaz:
http://arxiv.org/abs/2104.02792