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[PDF] Top 20 Partial Differential Equation and Noise

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Partial Differential Equation and Noise

Partial Differential Equation and Noise

... NLS equation, and no small-noise assump- tion is ...white noise, and negative results are provided for different kinds of complex noises, such as the symmetric complex white ... Voir le document complet

167

Strong existence and uniqueness for stochastic differential equation with Hölder drift and degenerate noise

Strong existence and uniqueness for stochastic differential equation with Hölder drift and degenerate noise

... of differential systems by adding a non-degenerate noise, and we refer to [ 6 ] for a partial review on this ...SDEs and PDEs (see [ 1 ] or [ 9 ] for a partial review in the ... Voir le document complet

30

Convergence of a finite difference scheme to weak solutions of the system of partial differential equation arising in mean field games

Convergence of a finite difference scheme to weak solutions of the system of partial differential equation arising in mean field games

... p and F in ...p and F is a continuous function: in this case, one has to look for weak solutions, see [24] and the recent article [28] which is devoted to weak solutions to Fokker-Planck equations ... Voir le document complet

25

An averaging theory for nonlinear partial differential equations

An averaging theory for nonlinear partial differential equations

... the equation (∗) has an ǫ-quasi-invariant measure µ and satisfies some addi- tional mild ...averaged equation, provided that the initial datum is µ-typical and that the ǫ is small ... Voir le document complet

107

Stochastic partial differential equations with singular terminal condition

Stochastic partial differential equations with singular terminal condition

... Zakai equation in filtering ([26, 27]), in pathwise stochastic control theory or stochastic control with partial observations ...Pardoux and Peng [35] have proven existence and uniqueness for ... Voir le document complet

46

Backward Stochastic Differential Equations with no driving martingale, Markov processes and associated Pseudo Partial Differential Equations

Backward Stochastic Differential Equations with no driving martingale, Markov processes and associated Pseudo Partial Differential Equations

... s and starting points x) of an underlying forward Markov process with time index [0, T ], taking values in a Polish state space ...differential equation in ... Voir le document complet

40

Accelerated finite elements schemes for parabolic stochastic partial differential equations

Accelerated finite elements schemes for parabolic stochastic partial differential equations

... sciences and engineering, for example in nonlinear filtering of partially observed diffusion ...ture, and theories for their solvability and numerical methods for approximations of their solutions ... Voir le document complet

38

Efficient reduced-basis treatment of nonaffine and nonlinear partial differential equations

Efficient reduced-basis treatment of nonaffine and nonlinear partial differential equations

... parametrized partial differential equation that describes the underlying physics; the parameters, or “inputs,” µ, serve to identify a particular configuration of the component or system — geometry, ... Voir le document complet

42

Degenerate Parabolic Stochastic Partial Differential Equations: Quasilinear case

Degenerate Parabolic Stochastic Partial Differential Equations: Quasilinear case

... OFMANOVÁ AND J ULIEN V OVELLE IRMAR CNRS et ENS Rennes, Max Planck Institute for Mathematics in the Sciences and Université Lyon 1 In this paper, we study the Cauchy problem for a quasilinear degener- ate ... Voir le document complet

41

Development of geostatistical models using Stochastic Partial Differential Equations

Development of geostatistical models using Stochastic Partial Differential Equations

... structure, and hence a square- integrability condition must be imposed to the ...convergence and equalities of the random variables are all considered in a mean-square ...Stochastic Differential ... Voir le document complet

315

Fully nonlinear stochastic partial differential equations: non-smooth equations and applications

Fully nonlinear stochastic partial differential equations: non-smooth equations and applications

... operator and H ( p ) = jpj and for convex initial sets were studied using di erent methods by Yip ...[BCESS] and [BS] for an extended discussion of such problems in the deterministic setting ... Voir le document complet

12

Numerical Methods and Deep Learning for Stochastic Control Problems and Partial Differential Equations

Numerical Methods and Deep Learning for Stochastic Control Problems and Partial Differential Equations

... ], and solve the associ- ated trading ...Bauerle and Rieder [ BR11 ...programming equation. Jacquier and Liu in [ JL18 ] recently followed a similar idea to solve an optimal liquidation ... Voir le document complet

271

Stochastic Heat Equation with Multiplicative Fractional-Colored Noise

Stochastic Heat Equation with Multiplicative Fractional-Colored Noise

... stochastic partial differential equations ...sian noise which is white in time and has a non-trivial correlation structure in space (called “color”), constitutes now a classical line of ... Voir le document complet

38

Development of geostatistical models using stochastic partial differential equations

Development of geostatistical models using stochastic partial differential equations

... issues and difficulties in the framework of spatio-temporal ...spatial and temporal traces and margins in a classical geostatistical framework, and we show how to properly define these notions ... Voir le document complet

315

MULTIPOINT PROBLEM WITH EQUIDISTANT NODES FOR PARTIAL DIFFERENTIAL EQUATIONS

MULTIPOINT PROBLEM WITH EQUIDISTANT NODES FOR PARTIAL DIFFERENTIAL EQUATIONS

... where a j , j “ 1, ¨ ¨ ¨ , n are any complex numbers. We denote by λ 1 , ¨ ¨ ¨ , λ m , m ď n different roots of the equation λ n ` ia 1 λ n´1 ` ¨ ¨ ¨ ` i n a n “ 0 and by W α , α ą 0 the space of functions ... Voir le document complet

4

Internal observability for coupled systems of linear partial differential equations

Internal observability for coupled systems of linear partial differential equations

... necessary and sufficient condition for the internal observability of sys- tems of heat equations with constant coefficients and zero-order coupling ...diagonalizable and the open subsets of ... Voir le document complet

21

Nonlinear damped partial differential equations and their uniform discretizations

Nonlinear damped partial differential equations and their uniform discretizations

... ] and the references ...linear and polynomial growing ...inequality), and allow the authors to compare the decay of the energy with the decay of the solution of an ordinary differential ... Voir le document complet

42

A partial differential equation approach to image zoom

A partial differential equation approach to image zoom

... To some (rough) extends, all these zooms differs from a choice of function ϕ and as consequence of some “sharpness” consideration. In [11], it has been considered the preservation of one dimensional structure. It ... Voir le document complet

9

In-Domain Control of Partial Differential Equations

In-Domain Control of Partial Differential Equations

... Burgers’ equation is one of the most elaborated parabolic partial differential equations (PDEs), which involves the effects of both nonlinear propagation and ...turbulence and has been ... Voir le document complet

135

Stability of a critical nonlinear neutral delay differential equation

Stability of a critical nonlinear neutral delay differential equation

... (3b) Equation (1) is typically issued from hyperbolic partial differential equations with nonlinear boundary conditions [11, ...f and g denote the nonlinear contact law, and s is the T ... Voir le document complet

28

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