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


Principal Investigator(s)
L’ubomír Baňas
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:

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

Convergent numerical approximation of the stochastic total variation flow

Project: B3

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Convergent numerical approximation of the stochastic total variation flow


Authors: L’ubomír Baňas, Michael Röckner, Andre Wilke Projects: B3
Submission Date: 28.06.2019 Submitter: Giorgio Ferrari
Download: PDF Link: 19033

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

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

Project: B3

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Numerical Approximation of the stochastic Cahn-Hillard 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

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 142, no. 4 (2019), 1-40

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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 142, no. 4 (2019), 1-40

18015 Hakima Bessaih, Erika Hausenblas, Tsiry Avisoa Randrianasolo, Paul Razafimandimby PDF

Numerical Approximation of Stochastic Evolution Equations: Convergence in Scale of Hilbert Space

Project: B3

Published: Journal of Computational and Applied Mathematics 343 (2018), 250-274

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Numerical Approximation of Stochastic Evolution Equations: Convergence in Scale of Hilbert Space


Authors: Hakima Bessaih, Erika Hausenblas, Tsiry Avisoa Randrianasolo, Paul Razafimandimby Projects: B3
Submission Date: 11.05.2018 Submitter: Michael Röckner
Download: PDF Link: 18015
Published: Journal of Computational and Applied Mathematics 343 (2018), 250-274



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