Zobrazeno 1 - 10
of 87
pro vyhledávání: '"Zimmermann, Aleksandra"'
The aim of this contribution is to address the convergence study of a time and space approximation scheme for an Allen-Cahn problem with constraint and perturbed by a multiplicative noise of It\^o type. The problem is set in a bounded domain of $\mat
Externí odkaz:
http://arxiv.org/abs/2407.04399
In this contribution, we provide convergence rates for a finite volume scheme of the stochastic heat equation with multiplicative Lipschitz noise and homogeneous Neumann boundary conditions (SHE). More precisely, we give an error estimate for the $L^
Externí odkaz:
http://arxiv.org/abs/2404.05655
We show existence and pathwise uniqueness of probabilistically strong solutions to a pseudomonotone stochastic evolution problem on a bounded domain $D\subseteq\mathbb{R}^d$, $d\in\mathbb{N}$, with homogeneous Dirichlet boundary conditions and random
Externí odkaz:
http://arxiv.org/abs/2403.11917
We consider obstacle problems for nonlinear stochastic evolution equations. More precisely, the leading operator in our equation is a nonlinear, second order pseudomonotone operator of Leray-Lions type. The multiplicative noise term is given by a sto
Externí odkaz:
http://arxiv.org/abs/2305.16090
We address an original approach for the convergence analysis of a finite-volume scheme for the approximation of a stochastic diffusion-convection equation with multiplicative noise in a bounded domain of $\mathbb{R}^d$ (with $d=2$ or $3$) and with ho
Externí odkaz:
http://arxiv.org/abs/2304.02259
We propose a two-point flux approximation finite-volume scheme for a stochastic non-linear parabolic equation with a multiplicative noise. The time discretization is implicit except for the stochastic noise term in order to be compatible with stochas
Externí odkaz:
http://arxiv.org/abs/2303.13125
Publikováno v:
ESAIM Math. Model. Numer. Anal. 57 (2023), no.2, 745-783
We study here the approximation by a finite-volume scheme of a heat equation forced by a Lipschitz continuous multiplicative noise in the sense of It\^o. More precisely, we consider a discretization which is semi-implicit in time and a two-point flux
Externí odkaz:
http://arxiv.org/abs/2203.09851
We consider a $p$-Laplace evolution problem with multiplicative noise on a bounded domain $D \subset \mathbb{R}^d$ with homogeneous Dirichlet boundary conditions for $1
Externí odkaz:
http://arxiv.org/abs/2102.12414
We show well-posedness of the $p$-Laplace evolution equation on $\mathbb{R}^d$ with square integrable random initial data for arbitrary $1
Externí odkaz:
http://arxiv.org/abs/2012.10148
In this contribution, a stochastic nonlinear evolution system under Neumann boundary conditions is investigated. Precisely, we are interested in finding an existence and uniqueness result for a random heat equation coupled with a Barenblatt's type eq
Externí odkaz:
http://arxiv.org/abs/1912.09728