Stochastic heat equation - Resultats de la cerca - Dipòsit Digital de Documents de la UAB

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Resultats globals: 4 registres trobats en 0.03 segons.
Articles, 4 registres trobats

Articles	4 registres trobats

32 p, 360.2 KB

Weak approximation of the complex Brownian sheet from a Lévy sheet and applications to SPDEs / Bardina i Simorra, Xavier (Universitat Autònoma de Barcelona. Departament de Matemàtiques) ; Márquez, Juan Pablo (Universitat Autònoma de Barcelona. Departament de Matemàtiques) ; Quer i Sardanyons, Lluís (Universitat Autònoma de Barcelona. Departament de Matemàtiques) ; Universitat Autònoma de Barcelona. Departament de Matemàtiques
We consider a Lévy process in the plane and we use it to construct a family of complex-valued random fields that we show to converge in law, in the space of continuous functions, to a complex Brownian sheet. [...]
2020 - DOI (Digital Object Identifier)

10.1016/j.spa.2020.04.006
Stochastic Processes and their Applications, Vol. 130, Issue 9 (September 2020) , p. 5735-5767

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37 p, 386.1 KB

A fully discrete approximation of the one-dimensional stochastic heat equation / Anton, Rikard (Umeå University. Department of Mathematics and Mathematical Statistics) ; Cohen, David (Umeå University. Department of Mathematics and Mathematical Statistics) ; Quer i Sardanyons, Lluís (Universitat Autònoma de Barcelona. Departament de Matemàtiques)
A fully discrete approximation of the one-dimensional stochastic heat equation driven by multiplicative space-time white noise is presented. The standard finite difference approximation is used in space and a stochastic exponential method is used for the temporal approximation. [...]
2020 - DOI (Digital Object Identifier)

10.1093/imanum/dry060
IMA Journal of Numerical Analysis, Vol. 40, Issue 1 (January 2020) , p. 247-284

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$SPDEs with linear multiplicative fractional noise$

35 p, 536.4 KB

SPDEs with linear multiplicative fractional noise : Continuity in law with respect to the Hurst index / Giordano, Luca M. (Universitat Autònoma de Barcelona. Departament de Matemàtiques) ; Jolis Giménez, Maria (Universitat Autònoma de Barcelona. Departament de Matemàtiques) ; Quer i Sardanyons, Lluís (Universitat Autònoma de Barcelona. Departament de Matemàtiques)
In this article, we consider the one-dimensional stochastic wave and heat equations driven by a linear multiplicative Gaussian noise which is white in time and behaves in space like a fractional Brownian motion with Hurst index [Formula presented]. [...]
2020 - DOI (Digital Object Identifier)

10.1016/j.spa.2020.08.001
Stochastic Processes and their Applications, Vol. 130, Issue 12 (December 2020) , p. 7396-7430

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$SPDEs with fractional noise in space$

35 p, 292.2 KB

SPDEs with fractional noise in space : Continuity in law with respect to the Hurst index / Giordano, Luca M. (Universitat Autònoma de Barcelona. Departament de Matemàtiques) ; Jolis Giménez, Maria (Universitat Autònoma de Barcelona. Departament de Matemàtiques) ; Quer i Sardanyons, Lluís (Universitat Autònoma de Barcelona. Departament de Matemàtiques)
In this article, we consider the quasi-linear stochastic wave and heat equations on the real line and with an additive Gaussian noise which is white in time and behaves in space like a fractional Brownian motion with Hurst index H ∈ (0, 1). [...]
2020 - DOI (Digital Object Identifier)

10.3150/19-BEJ1128
Bernoulli, Vol. 26, Issue 1 (February 2020) , p. 352-386

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