January 2024
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75 Reads
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January 2024
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75 Reads
January 2024
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17 Reads
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1 Citation
Transportation Research Part C Emerging Technologies
January 2024
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3 Reads
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1 Citation
Dissertationes Mathematicae
July 2023
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81 Reads
SN Partial Differential Equations and Applications
We investigate a class of nonlocal conservation laws in several space dimensions, where the continuum average of weighted nonlocal interactions are considered over a finite horizon. We establish well-posedness for a broad class of flux functions and initial data via semigroup theory in Banach spaces and, in particular, via the celebrated Crandall–Liggett Theorem. We also show that the unique mild solution satisfies a Kružkov-type nonlocal entropy inequality. Similarly to the local case, we demonstrate an efficient way of proving various desirable qualitative properties of the unique solution.
February 2023
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67 Reads
Mathematics of Computation
The fractional differential equation posed on a compact metric graph is considered, where and is a second-order elliptic operator equipped with certain vertex conditions and sufficiently smooth and positive coefficients . We demonstrate the existence of a unique solution for a general class of vertex conditions and derive the regularity of the solution in the specific case of Kirchhoff vertex conditions. These results are extended to the stochastic setting when f is replaced by Gaussian white noise. For the deterministic and stochastic settings under generalized Kirchhoff vertex conditions, we propose a numerical solution based on a finite element approximation combined with a rational approximation of the fractional power . For the resulting approximation, the strong error is analyzed in the deterministic case, and the strong mean squared error as well as the -error of the covariance function of the solution are analyzed in the stochastic setting. Explicit rates of convergences are derived for all cases. Numerical experiments for the example are performed to illustrate the theoretical results.
January 2023
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13 Reads
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1 Citation
Electronic Journal of Probability
September 2022
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27 Reads
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1 Citation
IFAC-PapersOnLine
We show that one-dimensional nonlocal flow models in PDE form with Lighthill-Whitham-Richards flux supplemented with appropriate in- and out-flow terms can be spatially discretized with a finite volume scheme to obtain formally kinetic models with physically meaningful reaction graph structure. This allows the utilization of the theory of chemical reaction networks, as demonstrated here via the stability analysis of a flow model with circular topology. We further propose an explicit time discretization and a Courant-Friedrichs-Lewy condition ensuring many advantageous properties of the scheme. Additional characteristics, including monotonicity and the total variation diminishing property are also discussed.
July 2022
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9 Reads
We investigate the parabolic Cauchy problem associated with quantum graphs with Gaussian noise perturbed vertex conditions. The vertex conditions are the standard continuity and Kirchhoff assumptions in each vertex. We show that if noise is present in both type vertex conditions, the problem admits a mild solution with continuous paths in the fractional domain space, associated with the Hamiltonian operator, with . In the case when only Kirchhoff conditions are perturbed, we can prove existence of mild solution with continuous paths in the standard state space of square integrable functions on the edges. However, assuming that the vertex values of the normalized eigenfunctions of the self-adjoint operator governing the problem are uniformly bounded, we obtain mild solutions with continuous paths in the fractional domain space for . This is the case when the Hamiltonian operator reduces to the standard Laplacian. These regularity results are the quantum graph analogues obtained by da Prato and Zabczyk in case of a single interval and classical boundary Dirichlet or Neumann noise.
May 2022
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67 Reads
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5 Citations
IMA Journal of Numerical Analysis
The problem of approximating the covariance operator of the mild solution to a linear stochastic partial differential equation is considered. An integral equation involving the semigroup of the mild solution is derived and a general error decomposition is proven. This formula is applied to approximations of the covariance operator of a stochastic advection-diffusion equation and a stochastic wave equation, both on bounded domains. The approximations are based on finite element discretizations in space and rational approximations of the exponential function in time. Convergence rates are derived in the trace class and Hilbert-Schmidt norms with numerical simulations illustrating the results.
April 2022
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120 Reads
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4 Citations
Stochastics and Partial Differential Equations: Analysis and Computations
We investigate the quality of space approximation of a class of stochastic integral equations of convolution type with Gaussian noise. Such equations arise, for example, when considering mild solutions of stochastic fractional order partial differential equations but also when considering mild solutions of classical stochastic partial differential equations. The key requirement for the equations is a smoothing property of the deterministic evolution operator which is typical in parabolic type problems. We show that if one has access to nonsmooth data estimates for the deterministic error operator together with its derivative of a space discretization procedure, then one obtains error estimates in pathwise Hölder norms with rates that can be read off the deterministic error rates. We illustrate the main result by considering a class of stochastic fractional order partial differential equations and space approximations performed by spectral Galerkin methods and finite elements. We also improve an existing result on the stochastic heat equation.
... It lists the restrictions of the spectrally positive process Y to [−1, 1] and the associated forward and backward generators of strongly continuous contraction semigroups on X = L 1 [−1, 1] and X = C 0 (Ω), respectively. The maps to construct Y LR are defined in Section 3. The generators (G, LR) are defined in [24,Definition 2.8] and the explicit representation for the domains of the generators (G, LR) can be found in [24, Table 2]. ...
January 2024
Dissertationes Mathematicae
... This implies that it might be beneficial to write non-chemical models into reaction network form [5], and apply CRNT for analysis or control design [6]. One recent example for that is the kinetic modeling of vehicle traffic flows, where the reacting 'molecules' are vehicles and units of free space on highways [7]. ...
January 2024
Transportation Research Part C Emerging Technologies
... In the recent paper [23] the authors investigated (a nonlinear version of) (1.4) and proved, among other things, that the transition semigroup associated with the (1.4) is Feller. However, the strong Feller property of the solution has not been established there and this property is in the focus of the present paper. ...
January 2023
Electronic Journal of Probability
... It is interesting to mention that mathematical models which are equivalent to RFMs can also be obtained through a special finite volume spatial discretization of widely used flow models in PDE form [25,26]. These models also have a transparent representation in CRN form supporting further dynamical analysis. ...
September 2022
IFAC-PapersOnLine
... al. improved on these results by deriving both strong error estimates [33], and weak error estimates [34] of a more general finite element approximation of semi-linear stochastic evolution equations with additive noise. Kovacs, Lang, & Peterson studied approximations of the covariance operator of a linear SPDE using a finite element approximation in space and a rational approximation of the semi-group {S(t)} t in time [31]. Spectral methods have also been considered in the literature. ...
May 2022
IMA Journal of Numerical Analysis
... Stochastic convolutions and Volterra equations on Hilbert spaces associated with Volterra Ornstein-Uhlenbeck type processes have been thoroughly discussed in [6-8, 24, 30, 31], while the case of nonlinear drift and multiplicative noise was recently studied, e.g., in [12] for regular kernels and [13] also for singular kernels. For such Volterra kernels k, h the solution of (1.1) is neither a Markov process nor a semimartingale. ...
April 2022
Stochastics and Partial Differential Equations: Analysis and Computations
... We start by assuming d > 1, and derive three preliminary bounds. First, commutativity of S n−j h,∆t and A h , (5), (21) and (11) yield for α > d ...
April 2022
Stochastic Analysis and Applications
... Moreover, all Laplace-type operators in the problem formulation (39) are now interpreted as Laplace-Beltrami operators. For a detailed discussion of the covariance of GRFs on the sphere, including the Matérn-type covariance, we refer to [51,77,120]. We initialize the density to 0 = (sin(5 ) + 1) ∕2 with ∈ (0, 2 ) denoting the azimuthal angle. ...
April 2022
SIAM Journal on Scientific Computing
... In the last decades, a plethora of models were proposed and investigated, each one for fixing and explaining some observables, see, e.g., [68][69][70][71][72][73][74][75][76][77][78][79][80]. Among these recent models, the so-called diffusing-diffusivity (DD) approach [81] resulted to be well performing with respect to some relevant features. ...
February 2022
Fractional Calculus and Applied Analysis
... In parallel, stochastic differential inclusions were studied in the early 2000's from a numerical point of view. Firstly, results of convergence analysis of time-discretization schemes have been derived in [50,17,44,61], and secondly, convergence rate as long as error estimates have been investigated respectively in [62] and [38]. More recently, the time-space discretization of deterministic elliptic and parabolic partial differential inclusions was performed by combining Euler scheme with finite-element methods in [54,23,20]. ...
September 2021
BIT. Numerical mathematics