The Experts below are selected from a list of 168 Experts worldwide ranked by ideXlab platform
Caroline Bauzet - One of the best experts on this subject based on the ideXlab platform.
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convergence of a finite volume scheme for a heat equation with a multiplicative Stochastic Force
Finite Volumes for Complex Applications IX, 2020Co-Authors: Caroline Bauzet, Flore NabetAbstract:We present here the discretization by a finite-volume scheme of a heat equation perturbed by a multiplicative noise of Ito type and under homogeneous Neumann boundary conditions. The idea is to adapt well-known methods in the de-terministic case for the approximation of parabolic problems to our Stochastic PDE. In this paper, we try to highlight difficulties brought by the Stochastic perturbation in the adaptation of these deterministic tools.
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the neumann problem for a barenblatt equation with a multiplicative Stochastic Force and a nonlinear source term
Nodea-nonlinear Differential Equations and Applications, 2019Co-Authors: Caroline Bauzet, Frederic Lebon, Asghar MaitloAbstract:In this paper, we are interested in an existence and uniqueness result for a Barenblatt’s type equation Forced by a multiplicative noise, with additionally a nonlinear source term and under Neumann boundary conditions. The idea to show such a well-posedness result is to investigate in a first step the additive case with a linear source term. Through a time-discretization of the equation and thanks to results on maximal monotone operators, one is able to handle the non-linearity of the equation and pass to the limit on the discretization parameter. This allows us to show existence and uniqueness of a solution in the case of an additive noise and a linear source term. In a second step, thanks to a fixed point procedure, one shows the announced result.
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a degenerate parabolic hyperbolic cauchy problem with a Stochastic Force
Journal of Hyperbolic Differential Equations, 2015Co-Authors: Caroline Bauzet, Guy Vallet, Petra WittboldAbstract:In this paper we are interested in the Cauchy problem for a nonlinear degenerate parabolic-hyperbolic problem with multiplicative Stochastic forcing. Using an adapted entropy formulation a result of existence and uniqueness of a solution is proved.
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A degenerate parabolic–hyperbolic Cauchy problem with a Stochastic Force
Journal of Hyperbolic Differential Equations, 2015Co-Authors: Caroline Bauzet, Guy Vallet, Petra WittboldAbstract:In this paper, we are interested in the Cauchy problem for a nonlinear degenerate parabolic–hyperbolic problem with multiplicative Stochastic forcing. Using an adapted entropy formulation a result of existence and uniqueness of a solution is proven.
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on a p t x laplace evolution equation with a Stochastic Force
Stochastic Partial Differential Equations: Analysis and Computations, 2013Co-Authors: Caroline Bauzet, Guy Vallet, Petra Wittbold, Aleksandra ZimmermannAbstract:In this paper, we are interested in the Stochastic forcing of a nonlinear singular/degenerated parabolic problem of p(t, x)-Laplace type. Since the Lebesgue and Sobolev spaces with variable exponents of variables t and x are Orlicz type spaces and do not fit into the classical framework of Bochner spaces, we have to adapt to this framework classical methods based on monotonicity arguments.
Petra Wittbold - One of the best experts on this subject based on the ideXlab platform.
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a degenerate parabolic hyperbolic cauchy problem with a Stochastic Force
Journal of Hyperbolic Differential Equations, 2015Co-Authors: Caroline Bauzet, Guy Vallet, Petra WittboldAbstract:In this paper we are interested in the Cauchy problem for a nonlinear degenerate parabolic-hyperbolic problem with multiplicative Stochastic forcing. Using an adapted entropy formulation a result of existence and uniqueness of a solution is proved.
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A degenerate parabolic–hyperbolic Cauchy problem with a Stochastic Force
Journal of Hyperbolic Differential Equations, 2015Co-Authors: Caroline Bauzet, Guy Vallet, Petra WittboldAbstract:In this paper, we are interested in the Cauchy problem for a nonlinear degenerate parabolic–hyperbolic problem with multiplicative Stochastic forcing. Using an adapted entropy formulation a result of existence and uniqueness of a solution is proven.
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on a p t x laplace evolution equation with a Stochastic Force
Stochastic Partial Differential Equations: Analysis and Computations, 2013Co-Authors: Caroline Bauzet, Guy Vallet, Petra Wittbold, Aleksandra ZimmermannAbstract:In this paper, we are interested in the Stochastic forcing of a nonlinear singular/degenerated parabolic problem of p(t, x)-Laplace type. Since the Lebesgue and Sobolev spaces with variable exponents of variables t and x are Orlicz type spaces and do not fit into the classical framework of Bochner spaces, we have to adapt to this framework classical methods based on monotonicity arguments.
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On a \(p(t,x)\)-Laplace evolution equation with a Stochastic Force
Stochastic Partial Differential Equations: Analysis and Computations, 2013Co-Authors: Caroline Bauzet, Guy Vallet, Petra Wittbold, Aleksandra ZimmermannAbstract:In this paper, we are interested in the Stochastic forcing of a nonlinear singular/degenerated parabolic problem of p(t, x)-Laplace type. Since the Lebesgue and Sobolev spaces with variable exponents of variables t and x are Orlicz type spaces and do not fit into the classical framework of Bochner spaces, we have to adapt to this framework classical methods based on monotonicity arguments.
Guy Vallet - One of the best experts on this subject based on the ideXlab platform.
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a degenerate parabolic hyperbolic cauchy problem with a Stochastic Force
Journal of Hyperbolic Differential Equations, 2015Co-Authors: Caroline Bauzet, Guy Vallet, Petra WittboldAbstract:In this paper we are interested in the Cauchy problem for a nonlinear degenerate parabolic-hyperbolic problem with multiplicative Stochastic forcing. Using an adapted entropy formulation a result of existence and uniqueness of a solution is proved.
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A degenerate parabolic–hyperbolic Cauchy problem with a Stochastic Force
Journal of Hyperbolic Differential Equations, 2015Co-Authors: Caroline Bauzet, Guy Vallet, Petra WittboldAbstract:In this paper, we are interested in the Cauchy problem for a nonlinear degenerate parabolic–hyperbolic problem with multiplicative Stochastic forcing. Using an adapted entropy formulation a result of existence and uniqueness of a solution is proven.
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on a p t x laplace evolution equation with a Stochastic Force
Stochastic Partial Differential Equations: Analysis and Computations, 2013Co-Authors: Caroline Bauzet, Guy Vallet, Petra Wittbold, Aleksandra ZimmermannAbstract:In this paper, we are interested in the Stochastic forcing of a nonlinear singular/degenerated parabolic problem of p(t, x)-Laplace type. Since the Lebesgue and Sobolev spaces with variable exponents of variables t and x are Orlicz type spaces and do not fit into the classical framework of Bochner spaces, we have to adapt to this framework classical methods based on monotonicity arguments.
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On a \(p(t,x)\)-Laplace evolution equation with a Stochastic Force
Stochastic Partial Differential Equations: Analysis and Computations, 2013Co-Authors: Caroline Bauzet, Guy Vallet, Petra Wittbold, Aleksandra ZimmermannAbstract:In this paper, we are interested in the Stochastic forcing of a nonlinear singular/degenerated parabolic problem of p(t, x)-Laplace type. Since the Lebesgue and Sobolev spaces with variable exponents of variables t and x are Orlicz type spaces and do not fit into the classical framework of Bochner spaces, we have to adapt to this framework classical methods based on monotonicity arguments.
Jinn-wen Wu - One of the best experts on this subject based on the ideXlab platform.
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Steady-state work fluctuations for an overdamped Brownian particle driven by external Stochastic Force
International Journal of Modern Physics B, 2018Co-Authors: Hong-yuan Xu, Ming-chang Huang, Jinn-wen WuAbstract:The steady-state work fluctuations for an overdamped Brownian particle driven by an external Stochastic Force are analyzed by using the Langevin approach. The first two moments of the work distribution are given analytically, both are proportional to the time duration of the work injection. The first two moments determine a unique Gaussian function, and the deviations of the probability density functions (PDFs) of work from the Gaussian functions are measured. The tails of the PDFs are shown to approximate the Gaussian functions. In the limit of weak external Force and large time interval, the PDF can be approximated by the Gaussian form and the steady-state fluctuation theorem is held.
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Steady-state work fluctuations for an overdamped Brownian particle driven by external Stochastic Force
International Journal of Modern Physics B, 2017Co-Authors: Hong-yuan Xu, Ming-chang Huang, Jinn-wen WuAbstract:The steady-state work fluctuations for an overdamped Brownian particle driven by an external Stochastic Force are analyzed by using the Langevin approach. The first two moments of the work distribu...
J M A Figueiredo - One of the best experts on this subject based on the ideXlab platform.
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probability amplitude structure of fokker plank equation
Physica A-statistical Mechanics and Its Applications, 2003Co-Authors: M S Torres, J M A FigueiredoAbstract:We study the classical motion of a particle subject to a Wiener-type Stochastic Force of general nature. We then present a perturbative scheme for the associated Ito Fokker–Planck equation. The first two terms of this expansion arc noise independent and result in a theory that is similar to Quantum Mechanics, having the same field equations for probability amplitudes, the same operator structure and symmetric ordering of operators.
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Probability amplitude structure of Fokker–Plank equation
Physica A-statistical Mechanics and Its Applications, 2003Co-Authors: M S Torres, J M A FigueiredoAbstract:We study the classical motion of a particle subject to a Wiener-type Stochastic Force of general nature. We then present a perturbative scheme for the associated Ito Fokker–Planck equation. The first two terms of this expansion arc noise independent and result in a theory that is similar to Quantum Mechanics, having the same field equations for probability amplitudes, the same operator structure and symmetric ordering of operators.