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## 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: 174 Publications (since 2013) References Indexed: 173 Publications with 4,946 References.
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#### Latest Issues

 9, No. 2 (2021) 9, No. 1 (2021) 8, No. 4 (2020) 8, No. 3 (2020) 8, No. 2 (2020) 8, No. 1 (2020) 7, No. 4 (2019) 7, No. 3 (2019) 7, No. 2 (2019) 7, No. 1 (2019) 6, No. 4 (2018) 6, No. 3 (2018) 6, No. 2 (2018) 6, No. 1 (2018) 5, No. 4 (2017) 5, No. 3 (2017) 5, No. 2 (2017) 5, No. 1 (2017) 4, No. 4 (2016) 4, No. 3 (2016) 4, No. 2 (2016) 4, No. 1 (2016) 3, No. 4 (2015) 3, No. 3 (2015) 3, No. 2 (2015) 3, No. 1 (2015) 2, No. 4 (2014) 2, No. 3 (2014) 2, No. 2 (2014) 2, No. 1 (2014) 1, No. 4 (2013) 1, No. 3 (2013) 1, No. 2 (2013) 1, No. 1 (2013)
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#### Authors

 6 Gyöngy, István 6 Mikulevicius, Remigijus 5 Dalang, Robert C. 5 Röckner, Michael 4 Brzeźniak, Zdzisław 4 Debussche, Arnaud 4 Huang, Jingyu 4 Lototsky, Sergey V. 4 Šiška, David 3 Da Prato, Giuseppe 3 Flandoli, Franco 3 Gu, Yu 3 Khoshnevisan, Davar 3 Lions, Pierre-Louis 3 Nobile, Fabio 3 Nualart, David 3 Oh, Tadahiro 3 Otto, Felix 3 Rozovskii, Boris L. 3 Salins, Michael 3 Schwab, Christoph 3 Souganidis, Panagiotis E. 3 Spiliopoulos, Konstantinos V. 3 Stuart, Andrew M. 3 Vallet, Guy 3 Wittbold, Petra 3 Zimmermann, Alexandra 2 Barbu, Viorel 2 Bauzet, Caroline 2 Bessaih, Hakima 2 Charrier, Julia 2 Chen, Le 2 Chernov, Alexey 2 Chong, Carsten 2 Cialenco, Igor 2 Dareiotis, Konstantinos Anastasios 2 de Bouard, Anne 2 Fan, Chenjie 2 Frangos, Nikos E. 2 Gerencsér, Máté 2 Gubinelli, Massimiliano 2 Hairer, Martin 2 Hausenblas, Erika 2 Hofmanová, Martina 2 Jourdain, Benjamin 2 Kalpinelli, Evangelia A. 2 Kim, Hyun Jung 2 Kim, Jong Uhn 2 Kruse, Raphael 2 Krylov, Nicolaĭ Vladimirovich 2 Lang, Annika 2 Larsson, Stig 2 Le, Khoa 2 Leahy, James-Michael 2 Lindner, Felix 2 Millet, Annie 2 Mohan, Manil Thankamani 2 Nakano, Yumiharu 2 Ottobre, Michela 2 Perthame, Benoît 2 Phonsom, C. 2 Pillai, Natesh S. 2 Prohl, Andreas 2 Razafimandimby, Paul André 2 Russo, Francesco 2 Scarpa, Luca 2 Staffilani, Gigliola 2 Teichmann, Josef 2 Weber, Hendrik 2 Xu, Weijun 2 Yastrzhembskiy, Timur 1 Alouges, François 1 Andersson, Adam 1 Andres, Sebastian 1 Assaraf, Roland 1 Assing, Sigurd 1 Bachouch, Achref 1 Bailleul, Ismaël F. 1 Bakhtin, Yuri Yu. 1 Bal, Guillaume 1 Ballani, Jonas 1 Baňas, Ľubomír 1 Barth, Andrea 1 Belaouar, Radoin 1 Belaribi, Nadia 1 Ben Lasmar, Mohamed Anis 1 Benaïm, Michel 1 Benner, Peter 1 Berestycki, Julien 1 Bezdek, Pavel 1 Bierig, Claudio 1 Boritchev, Alexandre 1 Bou-Rabee, Nawaf M. 1 Breit, Dominic 1 Bruned, Yvain 1 Burrage, Kevin 1 Catellier, Rémi 1 Cerrai, Sandra 1 Chen, Chuchu 1 Chen, Tianheng ...and 168 more Authors
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#### Fields

 155 Probability theory and stochastic processes (60-XX) 101 Partial differential equations (35-XX) 49 Numerical analysis (65-XX) 17 Fluid mechanics (76-XX) 8 Ordinary differential equations (34-XX) 8 Functional analysis (46-XX) 7 Operator theory (47-XX) 6 Dynamical systems and ergodic theory (37-XX) 6 Systems theory; control (93-XX) 5 Integral equations (45-XX) 5 Statistics (62-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 3 Global analysis, analysis on manifolds (58-XX) 3 Quantum theory (81-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Measure and integration (28-XX) 2 Potential theory (31-XX) 1 General and overarching topics; collections (00-XX) 1 Real functions (26-XX) 1 Special functions (33-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Differential geometry (53-XX) 1 Mechanics of particles and systems (70-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Relativity and gravitational theory (83-XX) 1 Geophysics (86-XX) 1 Biology and other natural sciences (92-XX)

#### Citations contained in zbMATH Open

142 Publications have been cited 841 times in 671 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
Scalar conservation laws with rough (stochastic) fluxes: the spatially dependent case. Zbl 1323.35233
Lions, Pierre-Louis; Perthame, Benoît; Souganidis, Panagiotis E.
2014
KPZ equation, its renormalization and invariant measures. Zbl 1327.60128
2015
A relatively short proof of Itô’s formula for SPDEs and its applications. Zbl 1274.60204
Krylov, N. V.
2013
Model reduction for stochastic systems. Zbl 1331.65017
Benner, Peter; Redmann, Martin
2015
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 multi level Monte Carlo method with control variate for elliptic PDEs with log-normal coefficients. Zbl 1334.60133
Nobile, Fabio; Tesei, Francesco
2015
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
A Pedestrian approach to the invariant Gibbs measures for the 2-$$d$$ defocusing nonlinear Schrödinger equations. Zbl 1421.35340
2018
Convergence of tamed Euler schemes for a class of stochastic evolution equations. Zbl 1342.60115
Gyöngy, István; Sabanis, Sotirios; Šiška, David
2016
Splitting up method for the 2D stochastic Navier-Stokes equations. Zbl 1312.60080
Bessaih, H.; Brzeźniak, Z.; Millet, A.
2014
Mixed finite element analysis of lognormal diffusion and multilevel Monte Carlo methods. Zbl 1371.65008
Graham, I. G.; Scheichl, R.; Ullmann, E.
2016
Weak truncation error estimates for elliptic PDEs with lognormal coefficients. Zbl 1273.65166
Charrier, Julia; Debussche, Arnaud
2013
A rigorous equation for the Cole-Hopf solution of the conservative KPZ equation. Zbl 1306.60084
Assing, Sigurd
2013
Hölder-continuity for the nonlinear stochastic heat equation with rough initial conditions. Zbl 1306.60085
Chen, Le; Dalang, Robert C.
2014
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
Convergence of monotone finite volume schemes for hyperbolic scalar conservation laws with multiplicative noise. Zbl 1358.65007
Bauzet, C.; Charrier, J.; Gallouët, T.
2016
Optimal rate of convergence for stochastic Burgers-type equations. Zbl 1357.60069
Hairer, M.; Matetski, K.
2016
Scalar conservation laws with rough flux and stochastic forcing. Zbl 1351.60080
Hofmanová, Martina
2016
A semi-discrete scheme for the stochastic Landau-Lifshitz equation. Zbl 1332.35348
Alouges, François; de Bouard, Anne; Hocquet, Antoine
2014
On the solvability of degenerate stochastic partial differential equations in Sobolev spaces. Zbl 1310.60094
Gerencsér, Máté; Gyöngy, István; Krylov, Nicolai
2015
Global flows with invariant measures for the inviscid modified SQG equations. Zbl 1406.35413
Nahmod, Andrea R.; Pavlović, Nataša; Staffilani, Gigliola; Totz, Nathan
2018
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 Stefan-type stochastic moving boundary problem. Zbl 1388.60112
Keller-Ressel, Martin; Müller, Marvin S.
2016
Uniqueness for continuity equations in Hilbert spaces with weakly differentiable drift. Zbl 1328.35015
Da Prato, Giuseppe; Flandoli, Franco; Röckner, Michael
2014
On Hölder continuity of the solution of stochastic wave equations in dimension three. Zbl 1310.60096
Hu, Yaozhong; Huang, Jingyu; Nualart, David
2014
Consistency and stability of a Milstein-Galerkin finite element scheme for semilinear SPDE. Zbl 1316.60106
Kruse, Raphael
2014
An invariance principle for the two-dimensional parabolic Anderson model with small potential. Zbl 1391.60154
Chouk, Khalil; Gairing, Jan; Perkowski, Nicolas
2017
Quasilinear generalized parabolic Anderson model equation. Zbl 1448.35320
Bailleul, I.; Debussche, A.; Hofmanová, M.
2019
Gaussian fluctuations for the stochastic heat equation with colored noise. Zbl 1451.60066
Huang, Jingyu; Nualart, David; Viitasaari, Lauri; Zheng, Guangqu
2020
Tightness for a stochastic Allen-Cahn equation. Zbl 1274.60207
Röger, Matthias; Weber, Hendrik
2013
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
Explicit contraction rates for a class of degenerate and infinite-dimensional diffusions. Zbl 1386.60209
Zimmer, Raphael
2017
Rough linear transport equation with an irregular drift. Zbl 1356.60097
Catellier, Rémi
2016
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
Numerical analysis of the nonlinear Schrödinger equation with white noise dispersion. Zbl 1314.35159
Belaouar, Radoin; de Bouard, Anne; Debussche, Arnaud
2015
Numerical analysis of lognormal diffusions on the sphere. Zbl 1402.60062
Herrmann, Lukas; Lang, Annika; Schwab, Christoph
2018
Sublinear growth of the corrector in stochastic homogenization: optimal stochastic estimates for slowly decaying correlations. Zbl 1387.35029
Fischer, Julian; Otto, Felix
2017
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
Estimation of arbitrary order central statistical moments by the multilevel Monte Carlo method. Zbl 1375.65011
Bierig, Claudio; Chernov, Alexey
2016
Berry-Esseen theorem and quantitative homogenization for the random conductance model with degenerate conductances. Zbl 1427.60211
Andres, Sebastian; Neukamm, Stefan
2019
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 note on stochastic Navier-Stokes equations with not regular multiplicative noise. Zbl 1360.76217
Brzeźniak, Zdzisław; Ferrario, Benedetta
2017
KPZ equation with fractional derivatives of white noise. Zbl 1380.35116
Hoshino, Masato
2016
Existence of invariant measures for the stochastic damped Schrödinger equation. Zbl 1379.60066
Ekren, Ibrahim; Kukavica, Igor; Ziane, Mohammed
2017
Stochastic CGL equations without linear dispersion in any space dimension. Zbl 1287.60093
Kuksin, Sergei; Nersesyan, Vahagn
2013
Normal approximation for the net flux through a random conductor. Zbl 1353.35042
Nolen, James
2016
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
Fluctuations of parabolic equations with large random potentials. Zbl 1319.35313
Gu, Yu; Bal, Guillaume
2015
On the boundedness of solutions of SPDEs. Zbl 1310.60092
Dareiotis, Konstantinos; Gerencsér, Máté
2015
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
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
Strong solutions to SPDEs with monotone drift in divergence form. Zbl 1427.60130
Marinelli, Carlo; Scarpa, Luca
2018
Weak universality of dynamical $$\Phi ^4_3$$: non-Gaussian noise. Zbl 1400.37101
Shen, Hao; Xu, Weijun
2018
Well-posedness of Hall-magnetohydrodynamics system forced by Lévy noise. Zbl 1431.60065
Yamazaki, Kazuo; Mohan, Manil T.
2019
Semilinear evolution equations for the Anderson Hamiltonian in two and three dimensions. Zbl 1436.35331
Gubinelli, M.; Ugurcan, B.; Zachhuber, I.
2020
Regularity of the solutions to SPDEs in metric measure spaces. Zbl 1323.60084
Issoglio, Elena; Zähle, Martina
2015
Moments, intermittency and growth indices for the nonlinear fractional stochastic heat equation. Zbl 1356.60098
Chen, Le; Dalang, Robert C.
2015
Stochastic nonlinear Schrödinger equations on tori. Zbl 1447.60094
Cheung, Kelvin; Mosincat, Razvan
2019
Adaptive Galerkin approximation algorithms for Kolmogorov equations in infinite dimensions. Zbl 1286.35257
Schwab, Christoph; Süli, Endre
2013
Numerical methods for hyperbolic SPDEs: a Wiener chaos approach. Zbl 1332.60105
Kalpinelli, Evangelia A.; Frangos, Nikolaos E.; Yannacopoulos, Athanasios N.
2013
On the convergence of stochastic transport equations to a deterministic parabolic one. Zbl 1456.35242
Galeati, Lucio
2020
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
Computation of sensitivities for the invariant measure of a parameter dependent diffusion. Zbl 1401.37087
Assaraf, Roland; Jourdain, Benjamin; Lelièvre, Tony; Roux, Raphaël
2018
Talagrand concentration inequalities for stochastic partial differential equations. Zbl 1457.60037
Khoshnevisan, Davar; Sarantsev, Andrey
2019
Large deviations and averaging for systems of slow-fast stochastic reaction-diffusion equations. Zbl 1431.60058
Hu, Wenqing; Salins, Michael; Spiliopoulos, Konstantinos
2019
Gaussian fluctuations from the 2D KPZ equation. Zbl 1431.35257
Gu, Yu
2020
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
Probabilistic and deterministic algorithms for space multidimensional irregular porous media equation. Zbl 1426.76626
Belaribi, Nadia; Cuvelier, François; Russo, Francesco
2013
Covariance structure of parabolic stochastic partial differential equations. Zbl 1306.60089
Lang, Annika; Larsson, Stig; Schwab, Christoph
2013
A splitting algorithm for stochastic partial differential equations driven by linear multiplicative noise. Zbl 1387.60095
Barbu, Viorel; Röckner, Michael
2017
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
Stochastic maximum principle for optimal control of partial differential equations driven by white noise. Zbl 1406.93384
Fuhrman, Marco; Hu, Ying; Tessitore, Gianmario
2018
Homogenization of Brinkman flows in heterogeneous dynamic media. Zbl 1342.60103
Bessaih, Hakima; Efendiev, Yalchin; Maris, Florian
2015
Continuous dependence estimate for a degenerate parabolic-hyperbolic equation with Lévy noise. Zbl 1370.60107
Koley, Ujjwal; Majee, Ananta K.; Vallet, Guy
2017
Numerical solutions of stochastic PDEs driven by arbitrary type of noise. Zbl 07114866
Chen, Tianheng; Rozovskii, Boris; Shu, Chi-Wang
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
Iterated stochastic integrals in infinite dimensions: approximation and error estimates. Zbl 1457.60083
Leonhard, Claudine; Rößler, Andreas
2019
On distribution free Skorokhod-Malliavin calculus. Zbl 1342.60082
Mikulevicius, R.; Rozovskii, B. L.
2016
Convergence of an infinite dimensional stochastic process to a spatially structured trait substitution sequence. Zbl 1387.60117
Leman, Hélène
2016
Pathwise uniqueness for stochastic reaction-diffusion equations in Banach spaces with an Hölder drift component. Zbl 1304.60071
Cerrai, Sandra; Da Prato, Giuseppe; Flandoli, Franco
2013
On a $$p(t,x)$$-Laplace evolution equation with a stochastic force. Zbl 1295.35290
Bauzet, C.; Vallet, G.; Wittbold, P.; Zimmermann, A.
2013
On classical solutions of linear stochastic integro-differential equations. Zbl 06647749
Leahy, James-Michael; Mikulevičius, Remigijus
2016
Singular behavior of the solution to the stochastic heat equation on a polygonal domain. Zbl 1306.60090
Lindner, Felix
2014
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
A note on error estimation for hypothesis testing problems for some linear SPDEs. Zbl 1322.60108
Cialenco, Igor; Xu, Liaosha
2014
Time-homogeneous parabolic Wick-Anderson model in one space dimension: regularity of solution. Zbl 1387.60099
Kim, H.-J.; Lototsky, S. V.
2017
On some properties of space inverses of stochastic flows. Zbl 1337.60124
Leahy, James-Michael; Mikulevičius, Remigijus
2015
Self-repelling diffusions via an infinite dimensional approach. Zbl 1337.60185
Benaïm, Michel; Ciotir, Ioana; Gauthier, Carl-Erik
2015
A solution theory for a general class of SPDEs. Zbl 1375.60110
Süß, André; Waurick, Marcus
2017
On the two-dimensional hyperbolic stochastic sine-Gordon equation. Zbl 1470.35450
Oh, Tadahiro; Robert, Tristan; Sosoe, Philippe; Wang, Yuzhao
2021
On $$L_p$$-solvability of stochastic integro-differential equations. Zbl 1470.45020
Gyöngy, István; Wu, Sizhou
2021
Stochastic analysis with modelled distributions. Zbl 1470.35448
Liu, Chong; Prömel, David J.; Teichmann, Josef
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
Weak martingale solutions for the stochastic nonlinear Schrödinger equation driven by pure jump noise. Zbl 1439.35584
Brzeźniak, Zdzisław; Hornung, Fabian; Manna, Utpal
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
Higher-order pathwise theory of fluctuations in stochastic homogenization. Zbl 1456.35017
Duerinckx, Mitia; Otto, Felix
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
Drift estimation for discretely sampled SPDEs. Zbl 1455.60081
Cialenco, Igor; Delgado-Vences, Francisco; Kim, Hyun-Jung
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
Numerical methods for conservation laws with rough flux. Zbl 1437.35485
Hoel, H.; Karlsen, K. H.; Risebro, N. H.; Storrøsten, E. B.
2020
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
Stochastic nonlinear Schrödinger equations on tori. Zbl 1447.60094
Cheung, Kelvin; Mosincat, Razvan
2019
Talagrand concentration inequalities for stochastic partial differential equations. Zbl 1457.60037
Khoshnevisan, Davar; Sarantsev, Andrey
2019
Large deviations and averaging for systems of slow-fast stochastic reaction-diffusion equations. Zbl 1431.60058
Hu, Wenqing; Salins, Michael; Spiliopoulos, Konstantinos
2019
Numerical solutions of stochastic PDEs driven by arbitrary type of noise. Zbl 07114866
Chen, Tianheng; Rozovskii, Boris; Shu, Chi-Wang
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
Iterated stochastic integrals in infinite dimensions: approximation and error estimates. Zbl 1457.60083
Leonhard, Claudine; Rößler, Andreas
2019
Invariant measure and large time dynamics of the cubic Klein-Gordon equation in $$3D$$. Zbl 1457.60110
2019
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
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
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
A reflected moving boundary problem driven by space-time white noise. Zbl 1431.60056
Hambly, Ben; Kalsi, Jasdeep
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
Strong solutions to SPDEs with monotone drift in divergence form. Zbl 1427.60130
Marinelli, Carlo; Scarpa, Luca
2018
Weak universality of dynamical $$\Phi ^4_3$$: non-Gaussian noise. Zbl 1400.37101
Shen, Hao; Xu, Weijun
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
Computation of sensitivities for the invariant measure of a parameter dependent diffusion. Zbl 1401.37087
Assaraf, Roland; Jourdain, Benjamin; Lelièvre, Tony; Roux, Raphaël
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
Stochastic maximum principle for optimal control of partial differential equations driven by white noise. Zbl 1406.93384
Fuhrman, Marco; Hu, Ying; Tessitore, Gianmario
2018
Variational solutions to nonlinear stochastic differential equations in Hilbert spaces. Zbl 1427.60115
Barbu, Viorel; Röckner, Michael
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
Exponential convergence to the stationary measure for a class of 1D Lagrangian systems with random forcing. Zbl 1406.35260
Boritchev, Alexandre
2018
Approximation and simulation of infinite-dimensional Lévy processes. Zbl 1402.60054
Barth, Andrea; Stein, Andreas
2018
Recursive formulae in regularity structures. Zbl 1427.35378
Bruned, Y.
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
Existence and blow-up of solutions to the fractional stochastic heat equations. Zbl 1402.60074
Bezdek, Pavel
2018
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
An invariance principle for the two-dimensional parabolic Anderson model with small potential. Zbl 1391.60154
Chouk, Khalil; Gairing, Jan; Perkowski, Nicolas
2017
Explicit contraction rates for a class of degenerate and infinite-dimensional diffusions. Zbl 1386.60209
Zimmer, Raphael
2017
Sublinear growth of the corrector in stochastic homogenization: optimal stochastic estimates for slowly decaying correlations. Zbl 1387.35029
Fischer, Julian; Otto, Felix
2017
A note on stochastic Navier-Stokes equations with not regular multiplicative noise. Zbl 1360.76217
Brzeźniak, Zdzisław; Ferrario, Benedetta
2017
Existence of invariant measures for the stochastic damped Schrödinger equation. Zbl 1379.60066
Ekren, Ibrahim; Kukavica, Igor; Ziane, Mohammed
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
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
A splitting algorithm for stochastic partial differential equations driven by linear multiplicative noise. Zbl 1387.60095
Barbu, Viorel; Röckner, Michael
2017
Continuous dependence estimate for a degenerate parabolic-hyperbolic equation with Lévy noise. Zbl 1370.60107
Koley, Ujjwal; Majee, Ananta K.; Vallet, Guy
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
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
Vortices in a stochastic parabolic Ginzburg-Landau equation. Zbl 1362.60060
Chugreeva, Olga; Melcher, Christof
2017
Itô formula for processes taking values in intersection of finitely many Banach spaces. Zbl 1379.60067
Gyöngy, István; Šiška, David
2017
Rare event simulation via importance sampling for linear SPDE’s. Zbl 1391.60161
Salins, Michael; Spiliopoulos, Konstantinos
2017
Nonlinear stochastic evolution equations of second order with damping. Zbl 1362.60061
Emmrich, Etienne; Šiška, David
2017
Generalized regularized long wave equation with white noise dispersion. Zbl 06820059
Chen, M.; Goubet, O.; Mammeri, Y.
2017
Multilevel tensor approximation of PDEs with random data. Zbl 1383.65006
Ballani, Jonas; Kressner, Daniel; Peters, Michael D.
2017
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
Convergence of tamed Euler schemes for a class of stochastic evolution equations. Zbl 1342.60115
Gyöngy, István; Sabanis, Sotirios; Šiška, David
2016
Mixed finite element analysis of lognormal diffusion and multilevel Monte Carlo methods. Zbl 1371.65008
Graham, I. G.; Scheichl, R.; Ullmann, E.
2016
Convergence of monotone finite volume schemes for hyperbolic scalar conservation laws with multiplicative noise. Zbl 1358.65007
Bauzet, C.; Charrier, J.; Gallouët, T.
2016
Optimal rate of convergence for stochastic Burgers-type equations. Zbl 1357.60069
Hairer, M.; Matetski, K.
2016
Scalar conservation laws with rough flux and stochastic forcing. Zbl 1351.60080
Hofmanová, Martina
2016
A Stefan-type stochastic moving boundary problem. Zbl 1388.60112
Keller-Ressel, Martin; Müller, Marvin S.
2016
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
Rough linear transport equation with an irregular drift. Zbl 1356.60097
Catellier, Rémi
2016
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
Estimation of arbitrary order central statistical moments by the multilevel Monte Carlo method. Zbl 1375.65011
Bierig, Claudio; Chernov, Alexey
2016
KPZ equation with fractional derivatives of white noise. Zbl 1380.35116
Hoshino, Masato
2016
Normal approximation for the net flux through a random conductor. Zbl 1353.35042
Nolen, James
2016
On distribution free Skorokhod-Malliavin calculus. Zbl 1342.60082
Mikulevicius, R.; Rozovskii, B. L.
2016
Convergence of an infinite dimensional stochastic process to a spatially structured trait substitution sequence. Zbl 1387.60117
Leman, Hélène
2016
On classical solutions of linear stochastic integro-differential equations. Zbl 06647749
Leahy, James-Michael; Mikulevičius, Remigijus
2016
A central limit theorem for fluctuations in 1D stochastic homogenization. Zbl 1382.35024
Gu, Yu
2016
Hölder regularity of the densities for the Navier-Stokes equations with noise. Zbl 1352.60093
Romito, Marco
2016
KPZ equation, its renormalization and invariant measures. Zbl 1327.60128
2015
Model reduction for stochastic systems. Zbl 1331.65017
Benner, Peter; Redmann, Martin
2015
A multi level Monte Carlo method with control variate for elliptic PDEs with log-normal coefficients. Zbl 1334.60133
Nobile, Fabio; Tesei, Francesco
2015
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
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
Fluctuations of parabolic equations with large random potentials. Zbl 1319.35313
Gu, Yu; Bal, Guillaume
2015
On the boundedness of solutions of SPDEs. Zbl 1310.60092
Dareiotis, Konstantinos; Gerencsér, Máté
2015
Regularity of the solutions to SPDEs in metric measure spaces. Zbl 1323.60084
Issoglio, Elena; Zähle, Martina
2015
Moments, intermittency and growth indices for the nonlinear fractional stochastic heat equation. Zbl 1356.60098
Chen, Le; Dalang, Robert C.
2015
Homogenization of Brinkman flows in heterogeneous dynamic media. Zbl 1342.60103
Bessaih, Hakima; Efendiev, Yalchin; Maris, Florian
2015
...and 42 more Documents
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#### Cited by 811 Authors

 21 Gess, Benjamin 15 Redmann, Martin 12 Flandoli, Franco 12 Hairer, Martin 11 Gubinelli, Massimiliano 11 Nobile, Fabio 11 Oh, Tadahiro 10 Hong, Jialin 10 Jentzen, Arnulf 10 Nualart, David 9 Brzeźniak, Zdzisław 9 Scheichl, Robert 9 Schwab, Christoph 9 Tempone, Raúl F. 8 Dareiotis, Konstantinos Anastasios 8 Gu, Yu 8 Hofmanová, Martina 8 Jara, Milton D. 8 Kim, KyeongHun 8 Röckner, Michael 8 Scarpa, Luca 8 Zhou, Shengfan 7 Cui, Jianbo 7 Gerencsér, Máté 7 Gyöngy, István 7 Hambly, Ben M. 7 Luo, Dejun 7 Perkowski, Nicolas 7 Souganidis, Panagiotis E. 7 Wang, Xiaojie 6 Dalang, Robert C. 6 Eberle, Andreas 6 Stuart, Andrew M. 5 Bella, Peter 5 Benner, Peter 5 Bessaih, Hakima 5 Cao, Yanzhao 5 Fonseca-Mora, Christian A. 5 Gonçalves, Patrícia C. 5 Haji-Ali, Abdul-Lateef 5 Herrmann, Lukas 5 Hocquet, Antoine 5 Karlsen, Kenneth Hvistendahl 5 Lang, Annika 5 Li, Yukun 5 Russo, Francesco 5 Sarantsev, Andrey 5 Teckentrup, Aretha L. 5 Wang, Yuzhao 5 Zambotti, Lorenzo 5 Zhu, RongChan 4 Bailleul, Ismaël F. 4 Bréhier, Charles-Edouard 4 Bruned, Yvain 4 Chen, Le 4 Chong, Carsten 4 Cialenco, Igor 4 Corwin, Ivan 4 Da Prato, Giuseppe 4 Debussche, Arnaud 4 Fehrman, Benjamin J. 4 Funaki, Tadahisa 4 Hoel, Hakon A. 4 Hoshino, Masato 4 Khoshnevisan, Davar 4 Kim, Ildoo 4 Kloeden, Peter Eris 4 Kühn, Christian 4 Lindner, Felix 4 Lions, Pierre-Louis 4 Liu, Wei 4 Liu, Zhihui 4 Manna, Utpal 4 Matoussi, Anis 4 Mourrat, Jean-Christophe 4 Neamţu, Alexandra 4 Otto, Felix 4 Ottobre, Michela 4 Perthame, Benoît 4 Razafimandimby, Paul André 4 Seeger, Benjamin 4 Shu, Chi-Wang 4 Tang, Shanjian 4 Tsai, Li-cheng 4 Tudor, Ciprian A. 4 Ullmann, Elisabeth 4 Vallet, Guy 4 Wang, Ran 4 Yamazaki, Kazuo 4 Zhang, Tusheng S. 4 Zimmer, Raphael 3 Becker, Sebastian 3 Bou-Rabee, Nawaf M. 3 Chouk, Khalil 3 Cioica-Licht, Petru A. 3 Cosco, Clément 3 Dhariwal, Gaurav 3 Drouot, Alexis 3 Elad Altman, Henri 3 Feng, Xiaobing ...and 711 more Authors
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#### Cited in 156 Journals

 46 Stochastic and Partial Differential Equations. Analysis and Computations 37 Stochastic Processes and their Applications 23 Journal of Differential Equations 23 SIAM/ASA Journal on Uncertainty Quantification 20 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 18 The Annals of Probability 18 Electronic Journal of Probability 16 Probability Theory and Related Fields 15 Communications in Mathematical Physics 15 SIAM Journal on Numerical Analysis 15 The Annals of Applied Probability 11 Numerische Mathematik 11 SIAM Journal on Scientific Computing 11 Stochastics and Dynamics 10 Journal de Mathématiques Pures et Appliquées. Neuvième Série 10 SIAM Journal on Mathematical Analysis 9 Journal of Computational Physics 9 Journal of Statistical Physics 9 Journal of Scientific Computing 8 Journal of Mathematical Analysis and Applications 8 Journal of Functional Analysis 8 Transactions of the American Mathematical Society 8 Journal of Theoretical Probability 8 Journal of Evolution Equations 8 Discrete and Continuous Dynamical Systems. Series B 7 Archive for Rational Mechanics and Analysis 7 Nonlinearity 7 Potential Analysis 7 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis 6 Mathematics of Computation 6 Journal of Computational and Applied Mathematics 6 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 6 SIAM Journal on Control and Optimization 6 Statistics & Probability Letters 6 Communications in Partial Differential Equations 5 Computers & Mathematics with Applications 5 Electronic Communications in Probability 5 Bernoulli 5 Discrete and Continuous Dynamical Systems 5 ALEA. Latin American Journal of Probability and Mathematical Statistics 4 Communications on Pure and Applied Mathematics 4 Applied Mathematics and Optimization 4 Infinite Dimensional Analysis, Quantum Probability and Related Topics 4 Journal of Mathematical Fluid Mechanics 4 Foundations of Computational Mathematics 4 Networks and Heterogeneous Media 3 Computer Methods in Applied Mechanics and Engineering 3 Journal of Mathematical Physics 3 Applied Mathematics and Computation 3 BIT 3 Inventiones Mathematicae 3 Stochastic Analysis and Applications 3 Acta Applicandae Mathematicae 3 Numerical Algorithms 3 Linear Algebra and its Applications 3 SIAM Review 3 Journal of Nonlinear Science 3 NoDEA. Nonlinear Differential Equations and Applications 3 Finance and Stochastics 3 Statistical Inference for Stochastic Processes 3 Acta Mathematica Sinica. English Series 3 Differentsial’nye Uravneniya i Protsessy Upravleniya 3 Communications in Computational Physics 3 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys 2 International Journal of Control 2 Journal of Mathematical Biology 2 Advances in Mathematics 2 Journal of the Mathematical Society of Japan 2 Systems & Control Letters 2 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire 2 Applied Numerical Mathematics 2 Journal of the American Mathematical Society 2 MCSS. Mathematics of Control, Signals, and Systems 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 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 2 Journal of the European Mathematical Society (JEMS) 2 Communications on Pure and Applied Analysis 2 SIAM Journal on Applied Dynamical Systems 2 Journal of Hyperbolic Differential Equations 2 SIAM Journal on Financial Mathematics 2 Forum of Mathematics, Pi 2 Forum of Mathematics, Sigma 2 Communications in Mathematics and Statistics 2 Evolution Equations and Control Theory 2 Open Mathematics 1 Applicable Analysis 1 International Journal of Engineering Science 1 Rocky Mountain Journal of Mathematics 1 Studia Mathematica 1 Ukrainian Mathematical Journal 1 The Annals of Statistics 1 Automatica 1 Calcolo 1 Duke Mathematical Journal 1 Indiana University Mathematics Journal 1 Manuscripta Mathematica 1 Mathematika ...and 56 more Journals
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#### Cited in 40 Fields

 529 Probability theory and stochastic processes (60-XX) 387 Partial differential equations (35-XX) 193 Numerical analysis (65-XX) 59 Fluid mechanics (76-XX) 48 Statistical mechanics, structure of matter (82-XX) 39 Dynamical systems and ergodic theory (37-XX) 28 Systems theory; control (93-XX) 23 Statistics (62-XX) 22 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 19 Calculus of variations and optimal control; optimization (49-XX) 17 Quantum theory (81-XX) 15 Operator theory (47-XX) 15 Global analysis, analysis on manifolds (58-XX) 14 Ordinary differential equations (34-XX) 13 Biology and other natural sciences (92-XX) 11 Functional analysis (46-XX) 10 Integral equations (45-XX) 9 Linear and multilinear algebra; matrix theory (15-XX) 9 Classical thermodynamics, heat transfer (80-XX) 6 Geophysics (86-XX) 5 Real functions (26-XX) 5 Measure and integration (28-XX) 5 Approximations and expansions (41-XX) 5 Harmonic analysis on Euclidean spaces (42-XX) 5 Mechanics of deformable solids (74-XX) 5 Optics, electromagnetic theory (78-XX) 4 Functions of a complex variable (30-XX) 3 Computer science (68-XX) 2 Associative rings and algebras (16-XX) 2 Potential theory (31-XX) 2 Special functions (33-XX) 2 Differential geometry (53-XX) 2 Relativity and gravitational theory (83-XX) 2 Operations research, mathematical programming (90-XX) 1 Algebraic geometry (14-XX) 1 $$K$$-theory (19-XX) 1 Integral transforms, operational calculus (44-XX) 1 Mechanics of particles and systems (70-XX) 1 Astronomy and astrophysics (85-XX) 1 Information and communication theory, circuits (94-XX)