Zobrazeno 1 - 10
of 40 435
pro vyhledávání: '"Numerical approximations"'
This paper investigates the pathwise uniform convergence in probability of fully discrete finite-element approximations for the two-dimensional stochastic Navier-Stokes equations with multiplicative noise, subject to no-slip boundary conditions. Assu
Externí odkaz:
http://arxiv.org/abs/2412.04231
Autor:
Zolome, Antoine, Asri, Brahim El
In this paper, we consider a differential stochastic zero-sum game in which two players intervene by adopting impulse controls in a finite time horizon. We provide a numerical solution as an approximation of the value function, which turns out to be
Externí odkaz:
http://arxiv.org/abs/2410.08354
This paper is devoted to a Feynman-Kac formula for general nonlinear time-dependent Schr\"odinger equations with applications in numerical approximations. Our formulation integrates both the Fisk-Stratonovich and It\^o integrals within the framework
Externí odkaz:
http://arxiv.org/abs/2409.16519
Autor:
Deeb, Ahmad, Dutykh, Denys
In this study, we introduce a refined method for ascertaining error estimations in numerical simulations of dynamical systems via an innovative application of composition techniques. Our approach involves a dual application of a basic one-step numeri
Externí odkaz:
http://arxiv.org/abs/2409.10548
Publikováno v:
Agarwal, A. et. al., Numerical approximations of McKean anticipative backward stochastic differential equations arising in initial margin requirements, ESAIM: ProcS, 2019, 65, 1-26
We introduce a new class of anticipative backward stochastic differential equations with a dependence of McKean type on the law of the solution, that we name MKABSDE. We provide existence and uniqueness results in a general framework with relatively
Externí odkaz:
http://arxiv.org/abs/2408.01185
The high volatility of renewable energies calls for more energy efficiency. Thus, different physical systems need to be coupled efficiently although they run on various time scales. Here, the port-Hamiltonian (pH) modeling framework comes into play a
Externí odkaz:
http://arxiv.org/abs/2404.05358
Autor:
Paulin, Daniel, Whalley, Peter A.
A method for analyzing non-asymptotic guarantees of numerical discretizations of ergodic SDEs in Wasserstein-2 distance is presented by Sanz-Serna and Zygalakis in ``Wasserstein distance estimates for the distributions of numerical approximations to
Externí odkaz:
http://arxiv.org/abs/2402.08711
Autor:
Buckwar, Evelyn, Meddah, Amira
In this paper, we focus on numerical approximations of Piecewise Diffusion Markov Processes (PDifMPs), particularly when the explicit flow maps are unavailable. Our approach is based on the thinning method for modelling the jump mechanism and combine
Externí odkaz:
http://arxiv.org/abs/2401.13428
In this contribution, we address the numerical solutions of high-order asymptotic equivalent partial differential equations with the results of a lattice Boltzmann scheme for an inhomogeneous advection problem in one spatial dimension. We first deriv
Externí odkaz:
http://arxiv.org/abs/2403.19231