Multi-scale analysis of SPDEs with degenerate additive noise
نویسندگان
چکیده
منابع مشابه
Numerical solution of nonlinear SPDEs using a multi-scale method
In this paper we establish a new numerical method for solving a class of stochastic partial differential equations (SPDEs) based on B-splines wavelets. The method combines implicit collocation with the multi-scale method. Using the multi-scale method, SPDEs can be solved on a given subdomain with more accuracy and lower computational cost than the rest of the domain. The stability and c...
متن کاملWhite noise driven SPDEs with reflection
We study reflected solutions of a nonlinear heat equation on the spatial interval [0, 1] with Dirichlet boundary conditions, driven by space-time white noise. The nonlinearity appears both in the drift and in the diffusion coefficient. Roughly speaking, at any point (t, x) where the solution u(t, x) is strictly positive it obeys the equation, and at a point (t, x) where u(t, x) is zero we add a...
متن کاملWhite noise driven quasilinear SPDEs with reflection
We study reflected solutions of the heat equation on the spatial interval [-0, 1] with Dirichlet boundary conditions, driven by an additive space-time white noise. Roughly speaking, at any point (x, t) where the solution u(x, t) is strictly positive it obeys the equation, and at a point (x, t) where u(x, t) is zero we add a force in order to prevent it from becoming negative. This can be viewed...
متن کاملNumerical study of amplitude equations for SPDEs with degenerate forcing
We give a review on rigorous and numerical results for Amplitude equations. We focus on the Swift-Hohenberg equation and the Burgers equation, in order to see the quality of the approximation and the impact of degenerate noise on the approximating equation.
متن کاملCapacity Bounds and High-SNR Capacity of the Additive Exponential Noise Channel With Additive Exponential Interference
Communication in the presence of a priori known interference at the encoder has gained great interest because of its many practical applications. In this paper, additive exponential noise channel with additive exponential interference (AENC-AEI) known non-causally at the transmitter is introduced as a new variant of such communication scenarios. First, it is shown that the additive Gaussian ch...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Evolution Equations
سال: 2013
ISSN: 1424-3199,1424-3202
DOI: 10.1007/s00028-013-0213-3