Stochastic and Partial Differential Equations. Analysis and Computations

 Short Title: Stoch. Partial Differ. Equ., Anal. Comput. Publisher: Springer US, New York, NY ISSN: 2194-0401; 2194-041X/e Online: http://link.springer.com/journal/volumesAndIssues/40072 Comments: Indexed cover-to-cover
 Documents Indexed: 231 Publications (since 2013) References Indexed: 229 Publications with 6,869 References.
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Latest Issues

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Authors

 7 Gyöngy, István 6 Mikulevicius, Remigijus 6 Nualart, David 6 Röckner, Michael 5 Brzeźniak, Zdzisław 5 Dalang, Robert C. 5 Debussche, Arnaud 5 Millet, Annie 4 Bessaih, Hakima 4 Flandoli, Franco 4 Huang, Jingyu 4 Lototsky, Sergey V. 4 Nobile, Fabio 4 Oh, Tadahiro 4 Salins, Michael 4 Šiška, David 4 Vallet, Guy 3 Barbu, Viorel 3 Da Prato, Giuseppe 3 de Bouard, Anne 3 Fan, Chenjie 3 Gu, Yu 3 Khoshnevisan, Davar 3 Krylov, Nicolaĭ Vladimirovich 3 Lions, Pierre-Louis 3 Mohan, Manil Thankamani 3 Otto, Felix 3 Rozovskii, Boris L. 3 Schwab, Christoph 3 Souganidis, Panagiotis E. 3 Spiliopoulos, Konstantinos V. 3 Stuart, Andrew M. 3 Wittbold, Petra 3 Zheng, Guangqu 3 Zimmermann, Alexandra 2 Alouges, François 2 Bauzet, Caroline 2 Cerrai, Sandra 2 Charrier, Julia 2 Chen, Le 2 Chernov, Alexey 2 Chong, Carsten 2 Cialenco, Igor 2 Crisan, Dan O. 2 Dareiotis, Konstantinos Anastasios 2 Frangos, Nikos E. 2 Funaki, Tadahisa 2 Gerencsér, Máté 2 Grothaus, Martin 2 Gubinelli, Massimiliano 2 Hairer, Martin 2 Harbrecht, Helmut 2 Hausenblas, Erika 2 Hinojosa-Calleja, Adrián 2 Hofmanová, Martina 2 Hornung, Fabian 2 Iturriaga, Renato 2 Jourdain, Benjamin 2 Kalpinelli, Evangelia A. 2 Kim, Jong Uhn 2 Kruse, Raphael 2 Kukavica, Igor 2 Kuksin, Sergeĭ B. 2 Lang, Annika 2 Larsson, Stig 2 Le, Khoa 2 Leahy, James-Michael 2 Lelièvre, Tony 2 Lindner, Felix 2 Nakano, Yumiharu 2 Ortiz-Latorre, Salvador 2 Ottobre, Michela 2 Pardoux, Etienne 2 Perthame, Benoît 2 Phonsom, C. 2 Pillai, Natesh S. 2 Prohl, Andreas 2 Razafimandimby, Paul André 2 Russo, Francesco 2 Sanz-Solé, Marta 2 Scarpa, Luca 2 Schmidlin, Marc 2 Staffilani, Gigliola 2 Sy, Mouhamadou 2 Teichmann, Josef 2 Veraar, Mark C. 2 Viitasaari, Lauri 2 Wang, Yuzhao 2 Weber, Hendrik 2 Xie, Bin 2 Xu, Weijun 2 Yastrzhembskiy, Timur 2 Ziane, Mohammed 1 Andersson, Adam 1 Andres, Sebastian 1 Assaad, Obayda 1 Assaraf, Roland 1 Assing, Sigurd 1 Bachouch, Achref 1 Bailleul, Ismaël F. ...and 242 more Authors
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Fields

 205 Probability theory and stochastic processes (60-XX) 140 Partial differential equations (35-XX) 59 Numerical analysis (65-XX) 23 Fluid mechanics (76-XX) 12 Operator theory (47-XX) 8 Ordinary differential equations (34-XX) 8 Dynamical systems and ergodic theory (37-XX) 8 Functional analysis (46-XX) 8 Systems theory; control (93-XX) 7 Integral equations (45-XX) 6 Calculus of variations and optimal control; optimization (49-XX) 6 Quantum theory (81-XX) 5 Statistics (62-XX) 5 Statistical mechanics, structure of matter (82-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Global analysis, analysis on manifolds (58-XX) 3 Biology and other natural sciences (92-XX) 2 General and overarching topics; collections (00-XX) 2 Real functions (26-XX) 2 Measure and integration (28-XX) 2 Potential theory (31-XX) 2 Special functions (33-XX) 2 Geophysics (86-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Differential geometry (53-XX) 1 Computer science (68-XX) 1 Mechanics of particles and systems (70-XX) 1 Relativity and gravitational theory (83-XX)

Citations contained in zbMATH Open

177 Publications have been cited 1,169 times in 919 Documents Cited by Year
Scalar conservation laws with rough (stochastic) fluxes. Zbl 1333.60140
Lions, Pierre-Louis; Perthame, Benoît; Souganidis, Panagiotis E.
2013
Regularization by noise and stochastic Burgers equations. Zbl 1312.35150
Gubinelli, M.; Jara, M.
2013
KPZ equation, its renormalization and invariant measures. Zbl 1327.60128
2015
Scalar conservation laws with rough (stochastic) fluxes: the spatially dependent case. Zbl 1323.35233
Lions, Pierre-Louis; Perthame, Benoît; Souganidis, Panagiotis E.
2014
Model reduction for stochastic systems. Zbl 1331.65017
Benner, Peter; Redmann, Martin
2015
A relatively short proof of Itô’s formula for SPDEs and its applications. Zbl 1274.60204
Krylov, N. V.
2013
Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE. Zbl 1357.60063
2016
Optimization of mesh hierarchies in multilevel Monte Carlo samplers. Zbl 1359.65013
Haji-Ali, Abdul-Lateef; Nobile, Fabio; von Schwerin, Erik; Tempone, Raúl
2016
Exponential attractors for random dynamical systems and applications. Zbl 1320.35089
Shirikyan, Armen; Zelik, Sergey
2013
A Pedestrian approach to the invariant Gibbs measures for the 2-$$d$$ defocusing nonlinear Schrödinger equations. Zbl 1421.35340
2018
Propagation of chaos for rank-based interacting diffusions and long time behaviour of a scalar quasilinear parabolic equation. Zbl 1279.65012
Jourdain, Benjamin; Reygner, Julien
2013
Hölder-continuity for the nonlinear stochastic heat equation with rough initial conditions. Zbl 1306.60085
Chen, Le; Dalang, Robert C.
2014
Gaussian fluctuations for the stochastic heat equation with colored noise. Zbl 1451.60066
Huang, Jingyu; Nualart, David; Viitasaari, Lauri; Zheng, Guangqu
2020
Convergence of tamed Euler schemes for a class of stochastic evolution equations. Zbl 1342.60115
Gyöngy, István; Sabanis, Sotirios; Šiška, David
2016
A multi level Monte Carlo method with control variate for elliptic PDEs with log-normal coefficients. Zbl 1334.60133
Nobile, Fabio; Tesei, Francesco
2015
Some results on the penalised nematic liquid crystals driven by multiplicative noise: weak solution and maximum principle. Zbl 1431.76025
Brzeźniak, Zdzisław; Hausenblas, Erika; Razafimandimby, Paul André
2019
Splitting up method for the 2D stochastic Navier-Stokes equations. Zbl 1312.60080
Bessaih, H.; Brzeźniak, Z.; Millet, A.
2014
Large time asymptotics for the parabolic Anderson model driven by space and time correlated noise. Zbl 1387.60064
Huang, Jingyu; Lê, Khoa; Nualart, David
2017
Eikonal equations and pathwise solutions to fully non-linear SPDEs. Zbl 1377.35293
Friz, Peter K.; Gassiat, Paul; Lions, Pierre-Louis; Souganidis, Panagiotis E.
2017
Semilinear evolution equations for the Anderson Hamiltonian in two and three dimensions. Zbl 1436.35331
Gubinelli, M.; Ugurcan, B.; Zachhuber, I.
2020
Global flows with invariant measures for the inviscid modified SQG equations. Zbl 1406.35413
Nahmod, Andrea R.; Pavlović, Nataša; Staffilani, Gigliola; Totz, Nathan
2018
Weak truncation error estimates for elliptic PDEs with lognormal coefficients. Zbl 1273.65166
Charrier, Julia; Debussche, Arnaud
2013
Rough linear transport equation with an irregular drift. Zbl 1356.60097
Catellier, Rémi
2016
Scalar conservation laws with rough flux and stochastic forcing. Zbl 1351.60080
Hofmanová, Martina
2016
Mixed finite element analysis of lognormal diffusion and multilevel Monte Carlo methods. Zbl 1371.65008
Graham, I. G.; Scheichl, R.; Ullmann, E.
2016
On the solvability of degenerate stochastic partial differential equations in Sobolev spaces. Zbl 1310.60094
Gerencsér, Máté; Gyöngy, István; Krylov, Nicolai
2015
Numerical analysis of the nonlinear Schrödinger equation with white noise dispersion. Zbl 1314.35159
Belaouar, Radoin; de Bouard, Anne; Debussche, Arnaud
2015
On the convergence of stochastic transport equations to a deterministic parabolic one. Zbl 1456.35242
Galeati, Lucio
2020
On Hölder continuity of the solution of stochastic wave equations in dimension three. Zbl 1310.60096
Hu, Yaozhong; Huang, Jingyu; Nualart, David
2014
Gaussian fluctuations from the 2D KPZ equation. Zbl 1431.35257
Gu, Yu
2020
Convergence of monotone finite volume schemes for hyperbolic scalar conservation laws with multiplicative noise. Zbl 1358.65007
Bauzet, C.; Charrier, J.; Gallouët, T.
2016
Finite element approximations of the stochastic mean curvature flow of planar curves of graphs. Zbl 1300.65006
Feng, Xiaobing; Li, Yukun; Prohl, Andreas
2014
A rigorous equation for the Cole-Hopf solution of the conservative KPZ equation. Zbl 1306.60084
Assing, Sigurd
2013
Consistency and stability of a Milstein-Galerkin finite element scheme for semilinear SPDE. Zbl 1316.60106
Kruse, Raphael
2014
Quasilinear generalized parabolic Anderson model equation. Zbl 1448.35320
Bailleul, I.; Debussche, A.; Hofmanová, M.
2019
Existence of invariant measures for the stochastic damped Schrödinger equation. Zbl 1379.60066
Ekren, Ibrahim; Kukavica, Igor; Ziane, Mohammed
2017
An invariance principle for the two-dimensional parabolic Anderson model with small potential. Zbl 1391.60154
Chouk, Khalil; Gairing, Jan; Perkowski, Nicolas
2017
Numerical analysis of lognormal diffusions on the sphere. Zbl 1402.60062
Herrmann, Lukas; Lang, Annika; Schwab, Christoph
2018
Convergence of a $$\theta$$-scheme to solve the stochastic nonlinear Schrödinger equation with Stratonovich noise. Zbl 1362.65012
Chen, Chuchu; Hong, Jialin; Prohl, Andreas
2016
Optimal rate of convergence for stochastic Burgers-type equations. Zbl 1357.60069
Hairer, M.; Matetski, K.
2016
Sublinear growth of the corrector in stochastic homogenization: optimal stochastic estimates for slowly decaying correlations. Zbl 1387.35029
Fischer, Julian; Otto, Felix
2017
Moments, intermittency and growth indices for the nonlinear fractional stochastic heat equation. Zbl 1356.60098
Chen, Le; Dalang, Robert C.
2015
Hitting probabilities for systems of non-linear stochastic heat equations in spatial dimension $$k\geq 1$$. Zbl 1274.60199
Dalang, Robert C.; Khoshnevisan, Davar; Nualart, Eulalia
2013
A Stefan-type stochastic moving boundary problem. Zbl 1388.60112
Keller-Ressel, Martin; Müller, Marvin S.
2016
Higher-order pathwise theory of fluctuations in stochastic homogenization. Zbl 1456.35017
Duerinckx, Mitia; Otto, Felix
2020
A semi-discrete scheme for the stochastic Landau-Lifshitz equation. Zbl 1332.35348
Alouges, François; de Bouard, Anne; Hocquet, Antoine
2014
Berry-Esseen theorem and quantitative homogenization for the random conductance model with degenerate conductances. Zbl 1427.60211
Andres, Sebastian; Neukamm, Stefan
2019
Weak universality of dynamical $$\Phi ^4_3$$: non-Gaussian noise. Zbl 1400.37101
Shen, Hao; Xu, Weijun
2018
Self-repelling diffusions via an infinite dimensional approach. Zbl 1337.60185
Benaïm, Michel; Ciotir, Ioana; Gauthier, Carl-Erik
2015
Normal approximation for the net flux through a random conductor. Zbl 1353.35042
Nolen, James
2016
Tightness for a stochastic Allen-Cahn equation. Zbl 1274.60207
Röger, Matthias; Weber, Hendrik
2013
KPZ equation with fractional derivatives of white noise. Zbl 1380.35116
Hoshino, Masato
2016
Stochastic CGL equations without linear dispersion in any space dimension. Zbl 1287.60093
Kuksin, Sergei; Nersesyan, Vahagn
2013
Uniqueness for continuity equations in Hilbert spaces with weakly differentiable drift. Zbl 1328.35015
Da Prato, Giuseppe; Flandoli, Franco; Röckner, Michael
2014
Well-posedness of Hall-magnetohydrodynamics system forced by Lévy noise. Zbl 1431.60065
Yamazaki, Kazuo; Mohan, Manil T.
2019
Large deviations and averaging for systems of slow-fast stochastic reaction-diffusion equations. Zbl 1431.60058
Hu, Wenqing; Salins, Michael; Spiliopoulos, Konstantinos
2019
Explicit contraction rates for a class of degenerate and infinite-dimensional diffusions. Zbl 1386.60209
Zimmer, Raphael
2017
On $$L^p$$-theory for parabolic and elliptic integro-differential equations with scalable operators in the whole space. Zbl 1390.45023
Mikulevičius, R.; Phonsom, C.
2017
Exponential integrators for nonlinear Schrödinger equations with white noise dispersion. Zbl 1386.65036
Cohen, David; Dujardin, Guillaume
2017
Euler time discretization of backward doubly SDEs and application to semilinear SPDEs. Zbl 1351.60086
Bachouch, Achref; Ben Lasmar, Mohamed Anis; Matoussi, Anis; Mnif, Mohamed
2016
Continuous dependence estimate for a degenerate parabolic-hyperbolic equation with Lévy noise. Zbl 1370.60107
Koley, Ujjwal; Majee, Ananta K.; Vallet, Guy
2017
Estimation of arbitrary order central statistical moments by the multilevel Monte Carlo method. Zbl 1375.65011
Bierig, Claudio; Chernov, Alexey
2016
A note on stochastic Navier-Stokes equations with not regular multiplicative noise. Zbl 1360.76217
Brzeźniak, Zdzisław; Ferrario, Benedetta
2017
Fluctuations of parabolic equations with large random potentials. Zbl 1319.35313
Gu, Yu; Bal, Guillaume
2015
On the two-dimensional hyperbolic stochastic sine-Gordon equation. Zbl 1470.35450
Oh, Tadahiro; Robert, Tristan; Sosoe, Philippe; Wang, Yuzhao
2021
Strong solutions to SPDEs with monotone drift in divergence form. Zbl 1427.60130
Marinelli, Carlo; Scarpa, Luca
2018
Stochastic nonlinear Schrödinger equations on tori. Zbl 1447.60094
Cheung, Kelvin; Mosincat, Razvan
2019
Stochastic maximal regularity for rough time-dependent problems. Zbl 1431.60062
Portal, Pierre; Veraar, Mark
2019
Computation of sensitivities for the invariant measure of a parameter dependent diffusion. Zbl 1401.37087
Assaraf, Roland; Jourdain, Benjamin; Lelièvre, Tony; Roux, Raphaël
2018
Stochastic maximum principle for optimal control of partial differential equations driven by white noise. Zbl 1406.93384
Fuhrman, Marco; Hu, Ying; Tessitore, Gianmario
2018
On the boundedness of solutions of SPDEs. Zbl 1310.60092
Dareiotis, Konstantinos; Gerencsér, Máté
2015
Analysis of the gradient of the solution to a stochastic heat equation via fractional Brownian motion. Zbl 1327.60127
Foondun, Mohammud; Khoshnevisan, Davar; Mahboubi, Pejman
2015
Probabilistic and deterministic algorithms for space multidimensional irregular porous media equation. Zbl 1426.76626
Belaribi, Nadia; Cuvelier, François; Russo, Francesco
2013
Adaptive Galerkin approximation algorithms for Kolmogorov equations in infinite dimensions. Zbl 1286.35257
Schwab, Christoph; Süli, Endre
2013
Random homogenisation of a highly oscillatory singular potential. Zbl 1323.35230
Hairer, Martin; Pardoux, Etienne; Piatnitski, Andrey
2013
On $$L_p$$-theory for stochastic parabolic integro-differential equations. Zbl 1395.60075
Mikulevicius, R.; Pragarauskas, H.
2013
Noisy gradient flow from a random walk in Hilbert space. Zbl 1308.60005
Pillai, Natesh S.; Stuart, Andrew M.; Thiéry, Alexandre H.
2014
On stochastic finite difference schemes. Zbl 1311.65005
Gyöngy, István
2014
Exponential moments for numerical approximations of stochastic partial differential equations. Zbl 1416.60072
Jentzen, Arnulf; Pušnik, Primož
2018
Stochastic integration and stochastic PDEs driven by jumps on the dual of a nuclear space. Zbl 1435.60043
Fonseca-Mora, C. A.
2018
Restoring uniqueness to mean-field games by randomizing the equilibria. Zbl 1457.60087
Delarue, François
2019
Talagrand concentration inequalities for stochastic partial differential equations. Zbl 1457.60037
Khoshnevisan, Davar; Sarantsev, Andrey
2019
Invariant Gibbs measures for the three-dimensional wave equation with a Hartree nonlinearity. I: measures. Zbl 1491.60095
Bringmann, Bjoern
2022
Approximation and simulation of infinite-dimensional Lévy processes. Zbl 1402.60054
Barth, Andrea; Stein, Andreas
2018
Particle system algorithm and chaos propagation related to non-conservative McKean type stochastic differential equations. Zbl 1368.65010
Le Cavil, Anthony; Oudjane, Nadia; Russo, Francesco
2017
Regularity of the solutions to SPDEs in metric measure spaces. Zbl 1323.60084
Issoglio, Elena; Zähle, Martina
2015
Drift estimation for discretely sampled SPDEs. Zbl 1455.60081
Cialenco, Igor; Delgado-Vences, Francisco; Kim, Hyun-Jung
2020
Numerical methods for hyperbolic SPDEs: a Wiener chaos approach. Zbl 1332.60105
Kalpinelli, Evangelia A.; Frangos, Nikolaos E.; Yannacopoulos, Athanasios N.
2013
Covariance structure of parabolic stochastic partial differential equations. Zbl 1306.60089
Lang, Annika; Larsson, Stig; Schwab, Christoph
2013
Determining white noise forcing from Eulerian observations in the Navier-Stokes equation. Zbl 1310.60095
Hoang, Viet Ha; Law, Kody J. H.; Stuart, Andrew M.
2014
Iterated stochastic integrals in infinite dimensions: approximation and error estimates. Zbl 1457.60083
Leonhard, Claudine; Rößler, Andreas
2019
Weak martingale solutions for the stochastic nonlinear Schrödinger equation driven by pure jump noise. Zbl 1439.35584
Brzeźniak, Zdzisław; Hornung, Fabian; Manna, Utpal
2020
A splitting algorithm for stochastic partial differential equations driven by linear multiplicative noise. Zbl 1387.60095
Barbu, Viorel; Röckner, Michael
2017
Time-homogeneous parabolic Wick-Anderson model in one space dimension: regularity of solution. Zbl 1387.60099
Kim, H.-J.; Lototsky, S. V.
2017
An $$L_{p}$$-estimate for the stochastic heat equation on an angular domain in $$\mathbb {R}^2$$. Zbl 1402.60075
Cioica-Licht, Petru A.; Kim, Kyeong-Hun; Lee, Kijung; Lindner, Felix
2018
Homogenization of Brinkman flows in heterogeneous dynamic media. Zbl 1342.60103
Bessaih, Hakima; Efendiev, Yalchin; Maris, Florian
2015
Measure valued solutions to the stochastic Euler equations in $$\mathbb R^d$$. Zbl 1346.35160
Kim, Jong Uhn
2015
On classical solutions of linear stochastic integro-differential equations. Zbl 06647749
Leahy, James-Michael; Mikulevičius, Remigijus
2016
A solution theory for a general class of SPDEs. Zbl 1375.60110
Süß, André; Waurick, Marcus
2017
Sharp regularity near an absorbing boundary for solutions to second order SPDEs in a half-line with constant coefficients. Zbl 1310.60098
Ledger, Sean
2014
Invariant Gibbs measures for the three-dimensional wave equation with a Hartree nonlinearity. I: measures. Zbl 1491.60095
Bringmann, Bjoern
2022
Central limit theorems for stochastic wave equations in dimensions one and two. Zbl 1493.60100
Nualart, David; Zheng, Guangqu
2022
From additive to transport noise in 2D fluid dynamics. Zbl 1499.60217
Flandoli, Franco; Pappalettera, Umberto
2022
Mixing for the primitive equations under bounded non-degenerate noise. Zbl 1484.35314
Boulvard, Pierre-Marie
2022
Statistical null-controllability of stochastic nonlinear parabolic equations. Zbl 1486.60078
Hernández-Santamaría, Víctor; Le Balc&rsquo;h, Kévin; Peralta, Liliana
2022
Quantitative normal approximations for the stochastic fractional heat equation. Zbl 1497.60083
Assaad, Obayda; Nualart, David; Tudor, Ciprian A.; Viitasaari, Lauri
2022
Existence and probabilistic representation of the solutions of semilinear parabolic PDEs with fractional Laplacians. Zbl 1495.35104
Penent, Guillaume; Privault, Nicolas
2022
Well-posedness and asymptotic behavior of stochastic convective Brinkman-Forchheimer equations perturbed by pure jump noise. Zbl 1493.60098
Mohan, Manil T.
2022
Three-dimensional stochastic cubic nonlinear wave equation with almost space-time white noise. Zbl 1502.35207
Oh, Tadahiro; Wang, Yuzhao; Zine, Younes
2022
Global well-posedness and long-time behavior of the fractional NLS. Zbl 1501.35447
2022
A note on log-log blow up solutions for stochastic nonlinear Schrödinger equations. Zbl 1501.35370
Fan, Chenjie; Su, Yiming; Zhang, Deng
2022
On the two-dimensional hyperbolic stochastic sine-Gordon equation. Zbl 1470.35450
Oh, Tadahiro; Robert, Tristan; Sosoe, Philippe; Wang, Yuzhao
2021
On Cherny’s results in infinite dimensions: a theorem dual to Yamada-Watanabe. Zbl 1477.60100
Rehmeier, Marco
2021
Stochastic regularization for transport equations. Zbl 1477.60103
Wei, Jinlong; Duan, Jinqiao; Gao, Hongjun; Lv, Guangying
2021
Two-scale coupling for preconditioned Hamiltonian Monte Carlo in infinite dimensions. Zbl 1470.60202
Bou-Rabee, Nawaf; Eberle, Andreas
2021
Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs. Zbl 1493.60107
Barbu, Viorel; Röckner, Michael
2021
Stochastic homogenization of the Landau-Lifshitz-Gilbert equation. Zbl 1481.35030
Alouges, François; de Bouard, Anne; Merlet, Benoît; Nicolas, Léa
2021
Anisotropic Gaussian random fields: criteria for hitting probabilities and applications. Zbl 1478.60154
2021
2D-defocusing nonlinear Schrödinger equation with random data on irrational tori. Zbl 1479.35269
Fan, Chenjie; Ou, Yumeng; Staffilani, Gigliola; Wang, Hong
2021
Stochastic analysis with modelled distributions. Zbl 1470.35448
Liu, Chong; Prömel, David J.; Teichmann, Josef
2021
Convergent numerical approximation of the stochastic total variation flow. Zbl 1468.60075
Baňas, Ľubomír; Röckner, Michael; Wilke, André
2021
Strong approximation of monotone stochastic partial differential equations driven by multiplicative noise. Zbl 1476.65243
Liu, Zhihui; Qiao, Zhonghua
2021
On the energy transfer to high frequencies in the damped/driven nonlinear Schrödinger equation. Zbl 1478.35192
Huang, Guan; Kuksin, Sergei
2021
Behavior of solutions to the 1D focusing stochastic nonlinear Schrödinger equation with spatially correlated noise. Zbl 1481.35419
Millet, Annie; Rodriguez, Alex D.; Roudenko, Svetlana; Yang, Kai
2021
Wong-zakai approximation and support theorem for semilinear stochastic partial differential equations with finite dimensional noise in the whole space. Zbl 1470.35453
Yastrzhembskiy, Timur
2021
On $$L_p$$-solvability of stochastic integro-differential equations. Zbl 1470.45020
Gyöngy, István; Wu, Sizhou
2021
Decay of the stochastic linear Schrödinger equation in $$d\geq3$$ with small multiplicative noise. Zbl 1476.35216
Fan, Chenjie; Xu, Weijun
2021
More on the long time stability of Feynman-Kac semigroups. Zbl 1493.60088
Ferré, Grégoire; Rousset, Mathias; Stoltz, Gabriel
2021
Gaussian fluctuations for the stochastic heat equation with colored noise. Zbl 1451.60066
Huang, Jingyu; Nualart, David; Viitasaari, Lauri; Zheng, Guangqu
2020
Semilinear evolution equations for the Anderson Hamiltonian in two and three dimensions. Zbl 1436.35331
Gubinelli, M.; Ugurcan, B.; Zachhuber, I.
2020
On the convergence of stochastic transport equations to a deterministic parabolic one. Zbl 1456.35242
Galeati, Lucio
2020
Gaussian fluctuations from the 2D KPZ equation. Zbl 1431.35257
Gu, Yu
2020
Higher-order pathwise theory of fluctuations in stochastic homogenization. Zbl 1456.35017
Duerinckx, Mitia; Otto, Felix
2020
Drift estimation for discretely sampled SPDEs. Zbl 1455.60081
Cialenco, Igor; Delgado-Vences, Francisco; Kim, Hyun-Jung
2020
Weak martingale solutions for the stochastic nonlinear Schrödinger equation driven by pure jump noise. Zbl 1439.35584
Brzeźniak, Zdzisław; Hornung, Fabian; Manna, Utpal
2020
Classical and generalized solutions of fractional stochastic differential equations. Zbl 1461.60049
Lototsky, S. V.; Rozovsky, B. L.
2020
On the stochastic nonlinear Schrödinger equations at critical regularities. Zbl 1452.35192
2020
Support theorem for an SPDE with multiplicative noise driven by a cylindrical Wiener process on the real line. Zbl 1456.35247
Yastrzhembskiy, Timur
2020
Multilevel methods for uncertainty quantification of elliptic PDEs with random anisotropic diffusion. Zbl 1431.35258
Harbrecht, Helmut; Schmidlin, Marc
2020
Numerical methods for conservation laws with rough flux. Zbl 1437.35485
Hoel, H.; Karlsen, K. H.; Risebro, N. H.; Storrøsten, E. B.
2020
Optimal scaling of the MALA algorithm with irreversible proposals for Gaussian targets. Zbl 1447.62094
Ottobre, Michela; Pillai, Natesh S.; Spiliopoulos, Konstantinos
2020
Exponential convergence of solutions for random Hamilton-Jacobi equations. Zbl 1458.37075
Iturriaga, Renato; Khanin, Konstantin; Zhang, Ke
2020
A high order time discretization of the solution of the non-linear filtering problem. Zbl 1454.60054
2020
Uniform estimate of an iterative method for elliptic problems with rapidly oscillating coefficients. Zbl 1456.35018
Gu, Chenlin
2020
An order approach to SPDEs with antimonotone terms. Zbl 1456.35245
Scarpa, Luca; Stefanelli, Ulisse
2020
Convergence of the finite volume method for scalar conservation laws with multiplicative noise: an approach by kinetic formulation. Zbl 1446.65089
Dotti, Sylvain; Vovelle, Julien
2020
$$L^p$$-estimates and regularity for SPDEs with monotone semilinearity. Zbl 1446.60048
Neelima; Šiška, David
2020
Some results on the penalised nematic liquid crystals driven by multiplicative noise: weak solution and maximum principle. Zbl 1431.76025
Brzeźniak, Zdzisław; Hausenblas, Erika; Razafimandimby, Paul André
2019
Quasilinear generalized parabolic Anderson model equation. Zbl 1448.35320
Bailleul, I.; Debussche, A.; Hofmanová, M.
2019
Berry-Esseen theorem and quantitative homogenization for the random conductance model with degenerate conductances. Zbl 1427.60211
Andres, Sebastian; Neukamm, Stefan
2019
Well-posedness of Hall-magnetohydrodynamics system forced by Lévy noise. Zbl 1431.60065
Yamazaki, Kazuo; Mohan, Manil T.
2019
Large deviations and averaging for systems of slow-fast stochastic reaction-diffusion equations. Zbl 1431.60058
Hu, Wenqing; Salins, Michael; Spiliopoulos, Konstantinos
2019
Stochastic nonlinear Schrödinger equations on tori. Zbl 1447.60094
Cheung, Kelvin; Mosincat, Razvan
2019
Stochastic maximal regularity for rough time-dependent problems. Zbl 1431.60062
Portal, Pierre; Veraar, Mark
2019
Restoring uniqueness to mean-field games by randomizing the equilibria. Zbl 1457.60087
Delarue, François
2019
Talagrand concentration inequalities for stochastic partial differential equations. Zbl 1457.60037
Khoshnevisan, Davar; Sarantsev, Andrey
2019
Iterated stochastic integrals in infinite dimensions: approximation and error estimates. Zbl 1457.60083
Leonhard, Claudine; Rößler, Andreas
2019
Quasi-linear SPDEs in divergence form. Zbl 1436.60066
Otto, Felix; Weber, Hendrik
2019
Path properties of the solution to the stochastic heat equation with Lévy noise. Zbl 1447.60095
Chong, Carsten; Dalang, Robert C.; Humeau, Thomas
2019
Invariant measure and large time dynamics of the cubic Klein-Gordon equation in $$3D$$. Zbl 1457.60110
2019
Numerical solutions of stochastic PDEs driven by arbitrary type of noise. Zbl 1475.60112
Chen, Tianheng; Rozovskii, Boris; Shu, Chi-Wang
2019
Smoluchowski-Kramers approximation for the damped stochastic wave equation with multiplicative noise in any spatial dimension. Zbl 1436.60068
Salins, Michael
2019
On a doubly nonlinear PDE with stochastic perturbation. Zbl 1428.35689
Sapountzoglou, Niklas; Wittbold, Petra; Zimmermann, Aleksandra
2019
Kernel-based collocation methods for Zakai equations. Zbl 1431.60060
Nakano, Yumiharu
2019
A reflected moving boundary problem driven by space-time white noise. Zbl 1431.60056
Hambly, Ben; Kalsi, Jasdeep
2019
Spatial asymptotic of the stochastic heat equation with compactly supported initial data. Zbl 1431.60057
Huang, Jingyu; Lê, Khoa
2019
A Pedestrian approach to the invariant Gibbs measures for the 2-$$d$$ defocusing nonlinear Schrödinger equations. Zbl 1421.35340
2018
Global flows with invariant measures for the inviscid modified SQG equations. Zbl 1406.35413
Nahmod, Andrea R.; Pavlović, Nataša; Staffilani, Gigliola; Totz, Nathan
2018
Numerical analysis of lognormal diffusions on the sphere. Zbl 1402.60062
Herrmann, Lukas; Lang, Annika; Schwab, Christoph
2018
Weak universality of dynamical $$\Phi ^4_3$$: non-Gaussian noise. Zbl 1400.37101
Shen, Hao; Xu, Weijun
2018
Strong solutions to SPDEs with monotone drift in divergence form. Zbl 1427.60130
Marinelli, Carlo; Scarpa, Luca
2018
Computation of sensitivities for the invariant measure of a parameter dependent diffusion. Zbl 1401.37087
Assaraf, Roland; Jourdain, Benjamin; Lelièvre, Tony; Roux, Raphaël
2018
Stochastic maximum principle for optimal control of partial differential equations driven by white noise. Zbl 1406.93384
Fuhrman, Marco; Hu, Ying; Tessitore, Gianmario
2018
Exponential moments for numerical approximations of stochastic partial differential equations. Zbl 1416.60072
Jentzen, Arnulf; Pušnik, Primož
2018
Stochastic integration and stochastic PDEs driven by jumps on the dual of a nuclear space. Zbl 1435.60043
Fonseca-Mora, C. A.
2018
Approximation and simulation of infinite-dimensional Lévy processes. Zbl 1402.60054
Barth, Andrea; Stein, Andreas
2018
An $$L_{p}$$-estimate for the stochastic heat equation on an angular domain in $$\mathbb {R}^2$$. Zbl 1402.60075
Cioica-Licht, Petru A.; Kim, Kyeong-Hun; Lee, Kijung; Lindner, Felix
2018
Integration by parts on the law of the modulus of the Brownian bridge. Zbl 1426.60063
Grothaus, Martin; Vosshall, Robert
2018
Non-stationary phase of the MALA algorithm. Zbl 1415.60091
Kuntz, Juan; Ottobre, Michela; Stuart, Andrew M.
2018
Recursive formulae in regularity structures. Zbl 1427.35378
Bruned, Y.
2018
Existence and blow-up of solutions to the fractional stochastic heat equations. Zbl 1402.60074
Bezdek, Pavel
2018
Exponential convergence to the stationary measure for a class of 1D Lagrangian systems with random forcing. Zbl 1406.35260
Boritchev, Alexandre
2018
Variational solutions to nonlinear stochastic differential equations in Hilbert spaces. Zbl 1427.60115
Barbu, Viorel; Röckner, Michael
2018
Ergodicity and Hopf-Lax-Oleinik formula for fluid flows evolving around a black hole under a random forcing. Zbl 1421.35362
Bakhtin, Yuri; LeFloch, Philippe G.
2018
Large time asymptotics for the parabolic Anderson model driven by space and time correlated noise. Zbl 1387.60064
Huang, Jingyu; Lê, Khoa; Nualart, David
2017
Eikonal equations and pathwise solutions to fully non-linear SPDEs. Zbl 1377.35293
Friz, Peter K.; Gassiat, Paul; Lions, Pierre-Louis; Souganidis, Panagiotis E.
2017
Existence of invariant measures for the stochastic damped Schrödinger equation. Zbl 1379.60066
Ekren, Ibrahim; Kukavica, Igor; Ziane, Mohammed
2017
An invariance principle for the two-dimensional parabolic Anderson model with small potential. Zbl 1391.60154
Chouk, Khalil; Gairing, Jan; Perkowski, Nicolas
2017
Sublinear growth of the corrector in stochastic homogenization: optimal stochastic estimates for slowly decaying correlations. Zbl 1387.35029
Fischer, Julian; Otto, Felix
2017
Explicit contraction rates for a class of degenerate and infinite-dimensional diffusions. Zbl 1386.60209
Zimmer, Raphael
2017
On $$L^p$$-theory for parabolic and elliptic integro-differential equations with scalable operators in the whole space. Zbl 1390.45023
Mikulevičius, R.; Phonsom, C.
2017
Exponential integrators for nonlinear Schrödinger equations with white noise dispersion. Zbl 1386.65036
Cohen, David; Dujardin, Guillaume
2017
Continuous dependence estimate for a degenerate parabolic-hyperbolic equation with Lévy noise. Zbl 1370.60107
Koley, Ujjwal; Majee, Ananta K.; Vallet, Guy
2017
A note on stochastic Navier-Stokes equations with not regular multiplicative noise. Zbl 1360.76217
Brzeźniak, Zdzisław; Ferrario, Benedetta
2017
Particle system algorithm and chaos propagation related to non-conservative McKean type stochastic differential equations. Zbl 1368.65010
Le Cavil, Anthony; Oudjane, Nadia; Russo, Francesco
2017
A splitting algorithm for stochastic partial differential equations driven by linear multiplicative noise. Zbl 1387.60095
Barbu, Viorel; Röckner, Michael
2017
Time-homogeneous parabolic Wick-Anderson model in one space dimension: regularity of solution. Zbl 1387.60099
Kim, H.-J.; Lototsky, S. V.
2017
A solution theory for a general class of SPDEs. Zbl 1375.60110
Süß, André; Waurick, Marcus
2017
Rare event simulation via importance sampling for linear SPDE’s. Zbl 1391.60161
Salins, Michael; Spiliopoulos, Konstantinos
2017
Vortices in a stochastic parabolic Ginzburg-Landau equation. Zbl 1362.60060
Chugreeva, Olga; Melcher, Christof
2017
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Cited by 1,058 Authors

 22 Gess, Benjamin 19 Redmann, Martin 17 Nualart, David 16 Flandoli, Franco 16 Oh, Tadahiro 14 Gu, Yu 14 Gubinelli, Massimiliano 13 Hairer, Martin 12 Brzeźniak, Zdzisław 12 Hong, Jialin 12 Nobile, Fabio 10 Hofmanová, Martina 10 Jentzen, Arnulf 10 Kim, KyeongHun 10 Scarpa, Luca 9 Perkowski, Nicolas 9 Röckner, Michael 9 Scheichl, Robert 9 Schwab, Christoph 9 Souganidis, Panagiotis E. 9 Tempone, Raúl F. 8 Bessaih, Hakima 8 Chen, Le 8 Dareiotis, Konstantinos Anastasios 8 Hu, Yaozhong 8 Jara, Milton D. 8 Luo, Dejun 8 Russo, Francesco 8 Zhou, Shengfan 7 Cui, Jianbo 7 Dalang, Robert C. 7 Eberle, Andreas 7 Gerencsér, Máté 7 Gloria, Antoine 7 Gyöngy, István 7 Hambly, Ben M. 7 Lang, Annika 7 Li, Yukun 7 Liu, Zhihui 7 Wang, Xiaojie 6 Bella, Peter 6 Bréhier, Charles-Edouard 6 Bruned, Yvain 6 Cao, Yanzhao 6 Fonseca-Mora, Christian A. 6 Funaki, Tadahisa 6 Gonçalves, Patrícia C. 6 Hocquet, Antoine 6 Hoshino, Masato 6 Khoshnevisan, Davar 6 Otto, Felix 6 Oudjane, Nadia 6 Pu, Fei 6 Razafimandimby, Paul André 6 Stuart, Andrew M. 6 Tachim Medjo, Theodore 6 Tudor, Ciprian A. 6 Tzvetkov, Nikolay 6 Wang, Yuzhao 6 Zheng, Guangqu 6 Zhu, RongChan 5 Balan, Raluca M. 5 Benner, Peter 5 Chong, Carsten 5 Cialenco, Igor 5 Duerinckx, Mitia 5 Feng, Xiaobing 5 Haji-Ali, Abdul-Lateef 5 Herrmann, Lukas 5 Karlsen, Kenneth Hvistendahl 5 Kim, Ildoo 5 Koley, Ujjwal 5 Lions, Pierre-Louis 5 Liu, Wei 5 Manna, Utpal 5 Nersesyan, Vahagn 5 Neukamm, Stefan 5 Sarantsev, Andrey 5 Seeger, Benjamin 5 Teckentrup, Aretha L. 5 Tsai, Li-cheng 5 Yamazaki, Kazuo 5 Zambotti, Lorenzo 4 Bailleul, Ismaël F. 4 Barbu, Viorel 4 Barth, Andrea 4 Bou-Rabee, Nawaf M. 4 Corwin, Ivan Z. 4 Cosco, Clément 4 Cui, Hongyong 4 Da Prato, Giuseppe 4 Debussche, Arnaud 4 Delarue, François 4 Dunlap, Alexander 4 Fehrman, Benjamin J. 4 Fischer, Julian 4 Hausenblas, Erika 4 Hoel, Hakon A. 4 Jourdain, Benjamin 4 Kim, Hyunjung ...and 958 more Authors
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Cited in 190 Journals

 65 Stochastic and Partial Differential Equations. Analysis and Computations 45 Stochastic Processes and their Applications 30 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 28 Journal of Differential Equations 26 Electronic Journal of Probability 25 SIAM/ASA Journal on Uncertainty Quantification 24 The Annals of Probability 18 Probability Theory and Related Fields 18 Stochastics and Dynamics 17 Communications in Mathematical Physics 17 The Annals of Applied Probability 16 SIAM Journal on Numerical Analysis 14 SIAM Journal on Scientific Computing 13 Journal of Evolution Equations 12 Journal of Functional Analysis 12 Transactions of the American Mathematical Society 12 Journal of Theoretical Probability 12 Journal of Scientific Computing 12 Journal de Mathématiques Pures et Appliquées. Neuvième Série 12 Discrete and Continuous Dynamical Systems. Series B 11 Journal of Statistical Physics 11 Numerische Mathematik 10 Archive for Rational Mechanics and Analysis 10 Journal of Computational Physics 10 Journal of Mathematical Analysis and Applications 10 Communications in Partial Differential Equations 10 SIAM Journal on Mathematical Analysis 10 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis 9 Potential Analysis 8 Journal of Computational and Applied Mathematics 8 Journal of Mathematical Fluid Mechanics 8 Stochastics 7 Nonlinearity 7 Applied Mathematics and Optimization 7 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 7 Statistics & Probability Letters 7 Electronic Communications in Probability 7 Bernoulli 6 Mathematics of Computation 6 BIT 6 SIAM Journal on Control and Optimization 6 Stochastic Analysis and Applications 6 NoDEA. Nonlinear Differential Equations and Applications 6 Discrete and Continuous Dynamical Systems 5 Computers & Mathematics with Applications 5 Computer Methods in Applied Mechanics and Engineering 5 Inventiones Mathematicae 5 Applied Numerical Mathematics 5 Journal of Nonlinear Science 5 Foundations of Computational Mathematics 5 Communications on Pure and Applied Analysis 5 ALEA. Latin American Journal of Probability and Mathematical Statistics 4 Communications on Pure and Applied Mathematics 4 Journal of Mathematical Physics 4 Applied Mathematics and Computation 4 Infinite Dimensional Analysis, Quantum Probability and Related Topics 4 Differentsial’nye Uravneniya i Protsessy Upravleniya 4 Networks and Heterogeneous Media 3 Indiana University Mathematics Journal 3 Memoirs of the American Mathematical Society 3 Acta Applicandae Mathematicae 3 Physica D 3 Journal of the American Mathematical Society 3 MCSS. Mathematics of Control, Signals, and Systems 3 Numerical Algorithms 3 Linear Algebra and its Applications 3 SIAM Review 3 Theory of Probability and Mathematical Statistics 3 Finance and Stochastics 3 Statistical Inference for Stochastic Processes 3 Journal of the European Mathematical Society (JEMS) 3 Acta Mathematica Sinica. English Series 3 Acta Mathematica Scientia. Series B. (English Edition) 3 Multiscale Modeling & Simulation 3 Communications in Computational Physics 3 Statistics and Computing 3 Forum of Mathematics, Pi 3 Evolution Equations and Control Theory 3 Séminaire Laurent Schwartz. EDP et Applications 3 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys 3 AIMS Mathematics 2 International Journal of Control 2 Journal of Mathematical Biology 2 Advances in Mathematics 2 Calcolo 2 Journal of the Mathematical Society of Japan 2 Systems & Control Letters 2 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire 2 Journal of Complexity 2 M$$^3$$AS. Mathematical Models & Methods in Applied Sciences 2 Bulletin of the American Mathematical Society. New Series 2 Journal of Dynamics and Differential Equations 2 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 2 Calculus of Variations and Partial Differential Equations 2 Applied Mathematical Finance 2 The Journal of Fourier Analysis and Applications 2 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 2 Comptes Rendus. Mathématique. Académie des Sciences, Paris 2 SIAM Journal on Applied Dynamical Systems 2 Journal of Hyperbolic Differential Equations ...and 90 more Journals
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Cited in 41 Fields

 722 Probability theory and stochastic processes (60-XX) 539 Partial differential equations (35-XX) 249 Numerical analysis (65-XX) 102 Fluid mechanics (76-XX) 64 Statistical mechanics, structure of matter (82-XX) 60 Dynamical systems and ergodic theory (37-XX) 44 Systems theory; control (93-XX) 36 Statistics (62-XX) 27 Operator theory (47-XX) 27 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 24 Quantum theory (81-XX) 23 Calculus of variations and optimal control; optimization (49-XX) 20 Global analysis, analysis on manifolds (58-XX) 18 Functional analysis (46-XX) 17 Ordinary differential equations (34-XX) 16 Geophysics (86-XX) 13 Biology and other natural sciences (92-XX) 10 Linear and multilinear algebra; matrix theory (15-XX) 10 Real functions (26-XX) 10 Integral equations (45-XX) 9 Classical thermodynamics, heat transfer (80-XX) 8 Approximations and expansions (41-XX) 8 Mechanics of deformable solids (74-XX) 8 Optics, electromagnetic theory (78-XX) 7 Measure and integration (28-XX) 6 Harmonic analysis on Euclidean spaces (42-XX) 5 Computer science (68-XX) 4 Associative rings and algebras (16-XX) 4 Functions of a complex variable (30-XX) 4 Differential geometry (53-XX) 3 Special functions (33-XX) 3 Relativity and gravitational theory (83-XX) 3 Information and communication theory, circuits (94-XX) 2 Potential theory (31-XX) 2 Mechanics of particles and systems (70-XX) 1 General and overarching topics; collections (00-XX) 1 Combinatorics (05-XX) 1 Algebraic geometry (14-XX) 1 Integral transforms, operational calculus (44-XX) 1 Astronomy and astrophysics (85-XX) 1 Operations research, mathematical programming (90-XX)