Menu
Contact | A-Z
img

Project B3.1: Numerical approximation of stochastic partial differential equations and stochastic games


Principal Investigator(s)
Investigator(s)
Visitor(s)
Currently no visitors.

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.


Recent Preprints:

20107 Christian Vieth, L’ubomír Baňas, Benjamin Gess PDF

Numerical approximation of singular-degenerate parabolic stochastic PDEs

Project: B1, B3, B8

X

Numerical approximation of singular-degenerate parabolic stochastic PDEs


Authors: Christian Vieth, L’ubomír Baňas, Benjamin Gess Projects: B1, B3, B8
Submission Date: 19.11.2020 Submitter: Sebastian Herr
Download: PDF Link: 20107

20106 Wolf-Jürgen Beyn, Thorsten Hüls PDF

Angular values of nonautonomous linear dynamical systems II -- Reduction theory and algorithm

Project: A6, B3

Published: SIAM Journal on Applied Dynamical Systems 22 (2023), 161–195

X

Angular values of nonautonomous linear dynamical systems II -- Reduction theory and algorithm


Authors: Wolf-Jürgen Beyn, Thorsten Hüls Projects: A6, B3
Submission Date: 05.11.2020 Submitter: L’ubomír Baňas
Download: PDF Link: 20106
Published: SIAM Journal on Applied Dynamical Systems 22 (2023), 161–195

20105 Wolf-Jürgen Beyn, Gary Froyland, Thorsten Hüls PDF

Angular values of nonautonomous and random linear dynamical systems I: fundamentals

Project: A6, B3

Published: SIAM Journal on Applied Dynamical Systems 21 (2022), 1245–1286

X

Angular values of nonautonomous and random linear dynamical systems I: fundamentals


Authors: Wolf-Jürgen Beyn, Gary Froyland, Thorsten Hüls Projects: A6, B3
Submission Date: 05.11.2020 Submitter: L’ubomír Baňas
Download: PDF Link: 20105
Published: SIAM Journal on Applied Dynamical Systems 21 (2022), 1245–1286

20097 Xingang Wen, L’ubomír Baňas, Herbert Dawid, Tsiry Avisoa Randrianasolo, Johannes Storn PDF

On numerical approximation of a system of Hamilton-Jacobi-Bellman equations arising in innovation dynamics

Project: B3, B7, C2

Published: Journal of Scientific Computing 92, no. 54 (2022)

Notes: DOI: 10.1007/s10915-022-01892-x

X

On numerical approximation of a system of Hamilton-Jacobi-Bellman equations arising in innovation dynamics


Authors: Xingang Wen, L’ubomír Baňas, Herbert Dawid, Tsiry Avisoa Randrianasolo, Johannes Storn Projects: B3, B7, C2
Submission Date: 28.08.2020 Submitter: Giorgio Ferrari
Download: PDF Link: 20097
Published: Journal of Scientific Computing 92, no. 54 (2022)
Notes: DOI: 10.1007/s10915-022-01892-x

20025 Erika Hausenblas, Tsiry Avisoa Randrianasolo, Mechthild Thalhammer PDF

Theoretical study and numerical simulation of pattern formation in the deterministic and stochastic Gray-Scott equations

Project: B3

Published: Journal of Computational and Applied Mathematics 364 (2020), 112335: 1–47

X

Theoretical study and numerical simulation of pattern formation in the deterministic and stochastic Gray-Scott equations


Authors: Erika Hausenblas, Tsiry Avisoa Randrianasolo, Mechthild Thalhammer Projects: B3
Submission Date: 22.02.2020 Submitter: L’ubomír Baňas
Download: PDF Link: 20025
Published: Journal of Computational and Applied Mathematics 364 (2020), 112335: 1–47

20007 L’ubomír Baňas, Giorgio Ferrari, Tsiry Avisoa Randrianasolo PDF

Numerical approximation of the value of a stochastic differential game with asymmetric information

Project: B3, C4

Published: SIAM Journal on Control and Optimization 59, no. 2 (2021), 1109-1135

X

Numerical approximation of the value of a stochastic differential game with asymmetric information


Authors: L’ubomír Baňas, Giorgio Ferrari, Tsiry Avisoa Randrianasolo Projects: B3, C4
Submission Date: 01.01.2020 Submitter: Frank Riedel
Download: PDF Link: 20007
Published: SIAM Journal on Control and Optimization 59, no. 2 (2021), 1109-1135

19111 L’ubomír Baňas, Huanyu Yang, Rongchan Zhu PDF

Sharp interface limit of stochastic Cahn-Hilliard equation with singular noise

Project: B2, B3

Published: Potential Analysis 59 (2023), 497–51

X

Sharp interface limit of stochastic Cahn-Hilliard equation with singular noise


Authors: L’ubomír Baňas, Huanyu Yang, Rongchan Zhu Projects: B2, B3
Submission Date: 17.01.2021 Submitter: Michael Röckner
Download: PDF Link: 19111
Published: Potential Analysis 59 (2023), 497–51

19033 L’ubomír Baňas, Michael Röckner, Andre Wilke PDF

Convergent numerical approximation of the stochastic total variation flow

Project: B1, B3

Published: Stochastics and Partial Differential Equations: Analysis and Computations 9, no. 2 (2021), 437–471

X

Convergent numerical approximation of the stochastic total variation flow


Authors: L’ubomír Baňas, Michael Röckner, Andre Wilke Projects: B1, B3
Submission Date: 28.06.2019 Submitter: Giorgio Ferrari
Download: PDF Link: 19033
Published: Stochastics and Partial Differential Equations: Analysis and Computations 9, no. 2 (2021), 437–471

19029 Dimitra Antonopoulou, L’ubomír Baňas, Robert Nürnberg, Andreas Prohl PDF

Numerical Approximation of the stochastic Cahn-Hilliard equation near the sharp interface limit

Project: B3

Published: Numerische Mathematik 147, no. 3 (2021), 505-551

X

Numerical Approximation of the stochastic Cahn-Hilliard equation near the sharp interface limit


Authors: Dimitra Antonopoulou, L’ubomír Baňas, Robert Nürnberg, Andreas Prohl Projects: B3
Submission Date: 06.06.2019 Submitter: Martina Hofmanová
Download: PDF Link: 19029
Published: Numerische Mathematik 147, no. 3 (2021), 505-551

18016 Tsiry Avisoa Randrianasolo, Erika Hausenblas PDF

Time-Discretization of Stochastic 2-D Navier-Stokes Equations with Penalty-Projection Method

Project: B3

Published: Numerische Mathematik 143 (2019), 339–378

X

Time-Discretization of Stochastic 2-D Navier-Stokes Equations with Penalty-Projection Method


Authors: Tsiry Avisoa Randrianasolo, Erika Hausenblas Projects: B3
Submission Date: 11.05.2018 Submitter: Michael Röckner
Download: PDF Link: 18016
Published: Numerische Mathematik 143 (2019), 339–378


All Publications of this Project


Back
© 2017–Present Sonderforschungbereich 1283 | Imprint | Privacy Policy