Zobrazeno 1 - 10
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pro vyhledávání: '"Mukam, Jean Daniel"'
Autor:
Baňas, Ľubomír, Mukam, Jean Daniel
We consider the stochastic Cahn-Hilliard equation with additive space-time white noise $\epsilon^{\gamma}\dot{W}$ in dimension $d=2,3$, where $\epsilon>0$ is an interfacial width parameter. We study numerical approximation of the equation which combi
Externí odkaz:
http://arxiv.org/abs/2401.12832
Autor:
Baňas, Ľubomír, Mukam, Jean Daniel
We study the sharp interface limit of the stochastic Cahn-Hilliard equation with cubic double-well potential and additive space-time white noise $\epsilon^{\sigma}\dot{W}$ where $\epsilon>0$ is an interfacial width parameter. We prove that, for suffi
Externí odkaz:
http://arxiv.org/abs/2304.14785
Autor:
Mukam, Jean Daniel
Partial differential equations (PDEs) and stochastic partial differential equations (SPDEs) are powerful tools in modeling real-world phenomena in many fields such as geo-engineering. For instance processes such as oil or gas recovery from hydrocarbo
Autor:
Tambue, Antoine, Mukam, Jean Daniel
In this work, we investigate the numerical approximation of the second order non-autonomous semilnear parabolic partial differential equation (PDE) using the finite element method. To the best of our knowledge, only the linear case is investigated in
Externí odkaz:
http://arxiv.org/abs/2001.09000
Autor:
Mukam, Jean Daniel, Tambue, Antoine
This paper deals with the backward Euler method applied to semilinear parabolic stochastic partial differential equations (SPDEs) driven by additive noise. The SPDE is discretized in space by the finite element method and in time by the backward Eule
Externí odkaz:
http://arxiv.org/abs/1912.12733
Autor:
Mukam, Jean Daniel, Tambue, Antoine
This paper aims to investigate the numerical approximation of semilinear non-autonomous stochastic partial differential equations (SPDEs) driven by multiplicative or additive noise. Such equations are more realistic than autonomous SPDEs while modeli
Externí odkaz:
http://arxiv.org/abs/1901.03189
Autor:
Tambue, Antoine, Mukam, Jean Daniel
Publikováno v:
In Results in Applied Mathematics February 2023 17
Autor:
Mukam, Jean Daniel, Tambue, Antoine
In this paper, we investigate a numerical approximation of a general second order semilinear parabolic non-autonomous stochastic partial differential equation (SPDE) driven by additive noise. Numerical approximations for autonomous SPDEs are thorough
Externí odkaz:
http://arxiv.org/abs/1809.06234
Autor:
Tambue, Antoine, Mukam, Jean Daniel
This paper aims to investigate numerical approximation of a general second order non-autonomous semilinear parabolic stochastic partial differential equation (SPDE) driven by multiplicative noise. Numerical approximations of autonomous SPDEs are thor
Externí odkaz:
http://arxiv.org/abs/1809.04438
Autor:
Tambue, Antoine, Mukam, Jean Daniel
This paper aims to investigate a full numerical approximation of non-autonomous semilnear parabolic partial differential equations (PDEs) with nonsmooth initial data. Our main interest is on such PDEs where the nonlinear part is stronger than the lin
Externí odkaz:
http://arxiv.org/abs/1809.03227