MATHICSE Technical Report : Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity
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We establish probabilistic small data global well-posedness of the energy-critical Maxwell-Klein-Gordon equation relative to the Coulomb gauge for scaling super-critical random initial data. The proof relies on an induction on frequency procedure and a mod ...
Consider a random process s that is a solution of the stochastic differential equation Ls = w with L a homogeneous operator and w a multidimensional Levy white noise. In this paper, we study the asymptotic effect of zooming in or zooming out of the process ...
Linear matrix equations, such as the Sylvester and Lyapunov equations, play an important role in various applications, including the stability analysis and dimensionality reduction of linear dynamical control systems and the solution of partial differentia ...
Essentially nonoscillatory (ENO) and weighted ENO (WENO) methods on equidistant Cartesian grids are widely used to solve partial differential equations with discontinuous solutions. The RBF-ENO method is highly flexible in terms of geometry, but its stenci ...
Essentially nonoscillatory (ENO) and weighted ENO (WENO) methods on equidistant Cartesian grids are widely employed to solve partial differential equations with discontinuous solutions. However, stable ENO/WENO methods on unstructured grids are less well s ...
Many techniques for data science and uncertainty quantification demand efficient tools to handle Gaussian random fields, which are defined in terms of their mean functions and covariance operators. Recently, parameterized Gaussian random fields have gained ...
A central question in numerical homogenization of partial differential equations with multiscale coefficients is the accurate computation of effective quantities, such as the homogenized coefficients. Computing homogenized coefficients requires solving loc ...
In part I, we address the issue of existence of solutions for Cauchy problems involving nonlinear hyperbolic equations for initial data in Sobolev spaces with scaling subcritical regularity. In particular, we analyse nonlinear estimates for null-forms in t ...
We provide new constructions of the subcritical and critical Gaussian multiplicative chaos (GMC) measures corresponding to the 2D Gaussian free field (GFF). As a special case we recover E. Aidekon's construction of random measures using nested conformally ...
A local weighted discontinuous Galerkin gradient discretization method for solving elliptic equations is introduced. The local scheme is based on a coarse grid and successively improves the solution solving a sequence of local elliptic problems in high gra ...