Summary:
In this project we consider the numerical approximation of stochastic partial differential equations (SPDEs) and stochastic differential games. For both problems we will address the following aspect of numerical approximation: construction of robust, reliable, structure preserving numerical schemes, analysis of convergence and stability of these numerical schemes and their practical implementation. In addition, we will perform numerical simulations to examine the performance of the developed numerical algorithms and to provide insight into the qualitative and quantitative behavior of the considered systems.
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25060
Tsiry Avisoa Randrianasolo PDF
A discrete data assimilation algorithm for the reconstruction of Gray--Scott dynamics Project: B3 |
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25046
Tsiry Avisoa Randrianasolo PDF
Convergence and error analysis of a semi-implicit finite volume scheme for the Gray–Scott system Project: B3 |
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25007
Jean Daniel Mukam, Antoine Tambue PDF
Project: B3
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Implicit scheme for seminileanr SPDEs with additive noise under non-global Lipschitz and irregular drift |
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24121
L’ubomír Baňas, Jean Daniel Mukam PDF
Project: B3
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Numerical approximation of the stochastic Cahn-Hilliard equation with space-time white noise near the sharp interface limit |
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24120
Jean Daniel Mukam, Antoine Tambue PDF
Project: B3 Published: Computational Methods in Applied Mathematics 24, no. 2 (2024), 467–493
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Weak Convergence of the Rosenbrock Semi-implicit Method for Semilinear Parabolic SPDEs Driven by Additive Noise |
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24069
L’ubomír Baňas, Sebastian Herr PDF
Numerical approximation of bi-harmonic wave maps into spheres Published: SIAM Journal on Numerical Analysis 63, no. 3 (2025), 1160-1182 Notes: doi = 10.1137/24M1694471 |
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24024
Wolf-Jürgen Beyn, Christian Döding PDF
Algebraic rates of stability for front-type modulated waves in Ginzburg Landau equations Published: Journal of Evolution Equations 25, no. 31 (2025) |
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24021
Wolf-Jürgen Beyn, Thorsten Hüls PDF
Angular spectra of linear dynamical systems in discrete time Published: Discrete Contin. Dyn. Syst. 30, no. 6 (2025), 1859–1902 |
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23122
Mingyan Wu, Zimo Hao PDF
SDE driven by cylindrical $\alpha$-stable process with distributional drift and application |
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23100
L’ubomír Baňas, Jean Daniel Mukam PDF
Project: B3 Published: Interfaces and Free Boundaries 26, no. 4 (2024), 563–586 Notes: https://arxiv.org/abs/2304.14785
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Improved estimates for the sharp interface limit of the stochastic Cahn–Hilliard equation with space-time white noise |
