Zobrazeno 1 - 10
of 108
pro vyhledávání: '"Andreas Prohl"'
This monograph examines magnetization dynamics at elevated temperatures which can be described by the stochastic Landau-Lifshitz-Gilbert equation (SLLG). The first part of the book studies the role of noise in finite ensembles of nanomagnetic particl
Autor:
Fabian Merle, Andreas Prohl
Publikováno v:
Numerische Mathematik. 153:827-884
We derive a posteriori error estimates for the (stopped) weak Euler method to discretize SDE systems which emerge from the probabilistic reformulation of elliptic and parabolic (initial) boundary value problems. The a posteriori estimate exploits the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::41f7da9e39e3d363ad7a1928980573ed
https://doi.org/10.1007/s00211-023-01350-2
https://doi.org/10.1007/s00211-023-01350-2
Autor:
Yanqing Wang, Andreas Prohl
Publikováno v:
IMA Journal of Numerical Analysis. 42:3386-3429
We propose a time-implicit, finite-element-based space-time discretization of the necessary and sufficient optimality conditions for the stochastic linear-quadratic optimal control problem with the stochastic heat equation driven by linear noise of t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c728b0062578a737e6b561cc9bd56eed
https://doi.org/10.1093/imanum/drab069
https://doi.org/10.1093/imanum/drab069
Publikováno v:
Stochastics and Partial Differential Equations: Analysis and Computations.
The numerical analysis of stochastic parabolic partial differential equations of the form $$\begin{aligned} du + A(u)\, dt = f \,dt + g \, dW, \end{aligned}$$ d u + A ( u ) d t = f d t + g d W , is surveyed, where A is a nonlinear partial operator an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b9090f3e4b28dcbe0a2e2d4caaf39ad2
https://doi.org/10.1007/s40072-022-00271-9
https://doi.org/10.1007/s40072-022-00271-9
Autor:
Andreas Prohl, Ananta K. Majee
Publikováno v:
IMA Journal of Numerical Analysis. 42:1526-1567
We present a strong residual-based a posteriori error estimate for a finite element-based space-time discretization of the linear stochastic convected heat equation with additive noise. This error estimate is used for an adaptive algorithm that autom
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d94160686a2051174e27f6cd1155cbfb
https://doi.org/10.1093/imanum/drab013
https://doi.org/10.1093/imanum/drab013
In this paper, a higher-order time-discretization scheme is proposed, where the iterates approximate the solution of the stochastic semilinear wave equation driven by multiplicative noise with general drift and diffusion. We employ a variational meth
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d30f178ec19f3bea4bc6b625f4808b61
http://arxiv.org/abs/2205.07393
http://arxiv.org/abs/2205.07393
Publikováno v:
Advances in Computational Mathematics. 48
This paper is devoted to an optimal control problem of a coupled spin drift-diffusion Landau–Lifshitz–Gilbert system describing the interplay of magnetization and spin accumulation in magnetic-nonmagnetic multilayer structures, where the control
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::829e732989a82ef4e6631d5a611b8434
https://doi.org/10.1007/s10444-022-09947-1
https://doi.org/10.1007/s10444-022-09947-1
Autor:
Christian Schellnegger, Andreas Prohl
Publikováno v:
Journal of Scientific Computing. 80:444-474
An adaptive time stepping method to numerically provide approximate weak approximations of solutions of general SPDEs is proposed, where local step sizes are chosen in regard of the distance between empirical laws of subsequent time iterates and extr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8f8563f96215e3e40dee0d8c803007fc
https://doi.org/10.1007/s10915-019-00944-z
https://doi.org/10.1007/s10915-019-00944-z
Publikováno v:
Journal of Scientific Computing. 80:351-375
We use optimal control via a distributed exterior field to steer the dynamics of an ensemble of N interacting ferromagnetic particles which are immersed into a heat bath by minimizing a quadratic functional. Using the dynamic programming principle, w
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f129981a5022dae64c64659e3c700d08
https://doi.org/10.1007/s10915-019-00940-3
https://doi.org/10.1007/s10915-019-00940-3
We propose some new mixed finite element methods for the time dependent stochastic Stokes equations with multiplicative noise, which use the Helmholtz decomposition of the driving multiplicative noise. It is known [16] that the pressure solution has
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::48abf23d442db1c1cc7d4faba9ea3295
http://arxiv.org/abs/2005.03148
http://arxiv.org/abs/2005.03148