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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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 |
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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 |
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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 |
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23075
L’ubomír Baňas, Giorgio Ferrari, Tsiry Avisoa Randrianasolo PDF
Numerical approximation of Dynkin games with asymmetric information Published: SIAM Journal on Control and Optimization 63, no. 1 (2025), 256–291 |
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23018
Wolf-Jürgen Beyn, Thorsten Hüls PDF
Published: Dynamical systems -- An International Journal 39, no. 3 (2024), 461–499
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On the smoothness of principal angles between subspaces and their application to angular values of dynamical systems |
