Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Stochastic differ- ential equations"'
We introduce and study a notion of Asymptotic Preserving schemes, related to convergence in distribution, for a class of slow-fast Stochastic Differential Equations. In some examples , crude schemes fail to capture the correct limiting equation resul
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ad79c06896d38ce9358ce56788caf814
http://arxiv.org/abs/2011.02341
http://arxiv.org/abs/2011.02341
Publikováno v:
SIAM Journal on Mathematical Analysis
SIAM Journal on Mathematical Analysis, Society for Industrial and Applied Mathematics, 2020, 52 (6), ⟨10.1137/20M1328993⟩
SIAM Journal on Mathematical Analysis, 2020, 52 (6), ⟨10.1137/20M1328993⟩
SIAM Journal on Mathematical Analysis, Society for Industrial and Applied Mathematics, 2020, 52 (6), ⟨10.1137/20M1328993⟩
SIAM Journal on Mathematical Analysis, 2020, 52 (6), ⟨10.1137/20M1328993⟩
We consider an interacting particle system modeled as a system of N stochastic differential equations driven by Brownian motions. We prove that the (mollified) empirical process converges, uniformly in time and space variables, to the solution of the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cc54ccbd3eea595e0502ad6c40a23643
https://hal.inria.fr/hal-02529632/document
https://hal.inria.fr/hal-02529632/document
Publikováno v:
HAL
[Research Report] Inria Rennes-Bretagne Atlantique; Inria Nancy-Grand Est. 2015
[Research Report] Inria Rennes-Bretagne Atlantique; Inria Nancy-Grand Est. 2015
The study of skew diffusion is of primary concern for their implication in the mod-eling and simulation of diffusion phenomenons in media with interfaces. First, we provide results on one-dimensional processes with discontinuous coefficients and thei
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::f36396d1d704b01bcdf59d83baef5ce1
https://hal.inria.fr/hal-01194187
https://hal.inria.fr/hal-01194187