Reduced Order Models and Conditional Expectation -- Analysing Parametric Low-Order Approximations
Fuente:
arXiv
Saved in:
| Main Author: | Matthies, Hermann G. |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Non-stationary Gaussian random fields on hypersurfaces: Sampling and strong error analysis
by: Jansson, Erik, et al.
Published: (2024)
by: Jansson, Erik, et al.
Published: (2024)
Fully discrete approximation of the semilinear stochastic wave equation on the sphere
by: Cohen, David, et al.
Published: (2026)
by: Cohen, David, et al.
Published: (2026)
Integral Transform Solution of Random Coupled Parabolic Partial Differential Models
by: Casabán, M. -C., et al.
Published: (2025)
by: Casabán, M. -C., et al.
Published: (2025)
Full Discretization of Stochastic Semilinear Schrödinger equation driven by multiplicative Wiener noise
by: Bhar, Suprio, et al.
Published: (2025)
by: Bhar, Suprio, et al.
Published: (2025)
Sparse grid approximation of nonlinear SPDEs: The Landau--Lifshitz--Gilbert equation
by: An, Xin, et al.
Published: (2023)
by: An, Xin, et al.
Published: (2023)
Multilevel Sparse Tensor Approximation for High-Dimensional Parametric PDEs
by: Eigel, Martin, et al.
Published: (2026)
by: Eigel, Martin, et al.
Published: (2026)
Whittle-Matérn Fields with Variable Smoothness
by: Ruzayqat, Hamza, et al.
Published: (2026)
by: Ruzayqat, Hamza, et al.
Published: (2026)
Strong Convergence of a Splitting Method for the Stochastic Complex Ginzburg-Landau Equation
by: Jans, Marvin, et al.
Published: (2024)
by: Jans, Marvin, et al.
Published: (2024)
Approximation of the Lévy-driven stochastic heat equation on the sphere
by: Lang, Annika, et al.
Published: (2025)
by: Lang, Annika, et al.
Published: (2025)
Dynamical Low-Rank Approximations for Kalman Filtering
by: Nobile, Fabio, et al.
Published: (2025)
by: Nobile, Fabio, et al.
Published: (2025)
Stability and convergence of the Euler scheme for stochastic linear evolution equations in Banach spaces
by: Li, Binjie, et al.
Published: (2022)
by: Li, Binjie, et al.
Published: (2022)
Stability and regularization for ill-posed Cauchy problem of a stochastic parabolic differential equation
by: Dou, Fangfang, et al.
Published: (2023)
by: Dou, Fangfang, et al.
Published: (2023)
Euler-Maruyama approximations of the stochastic heat equation on the sphere
by: Lang, Annika, et al.
Published: (2023)
by: Lang, Annika, et al.
Published: (2023)
Isotropic Q-fractional Brownian motion on the sphere: regularity and fast simulation
by: Lang, Annika, et al.
Published: (2024)
by: Lang, Annika, et al.
Published: (2024)
Approximation of the invariant measure for stochastic Allen-Cahn equation via an explicit fully discrete scheme
by: Wang, Yibo, et al.
Published: (2024)
by: Wang, Yibo, et al.
Published: (2024)
Surface Dean--Kawasaki equations
by: Bell, John, et al.
Published: (2026)
by: Bell, John, et al.
Published: (2026)
On Surrogate Learning for Linear Stability Assessment of Navier-Stokes Equations with Stochastic Viscosity
by: Sousedík, Bedřich, et al.
Published: (2021)
by: Sousedík, Bedřich, et al.
Published: (2021)
Global well posedness and ergodic results in regular Sobolev spaces for the nonlinear Schrödinger equation with multiplicative noise and arbitrary power of the nonlinearity
by: Brzeźniak, Zdzisław, et al.
Published: (2024)
by: Brzeźniak, Zdzisław, et al.
Published: (2024)
Interpolated Drift Implicit Euler MLMC Method for Barrier Option Pricing and application to CIR and CEV Models
by: Derouich, Mouna Ben, et al.
Published: (2022)
by: Derouich, Mouna Ben, et al.
Published: (2022)
Weak Convergence Analysis for the Finite Element Approximation to Stochastic Allen-Cahn Equation Driven by Multiplicative White Noise
by: Zhang, Minxing, et al.
Published: (2025)
by: Zhang, Minxing, et al.
Published: (2025)
Numerical solutions of random mean square Fisher-KPP models with advection
by: Casabán, M. -C., et al.
Published: (2025)
by: Casabán, M. -C., et al.
Published: (2025)
Explicit modified Euler approximations of the Aït-Sahalia type model with Poisson jumps
by: Jiang, Yingsong, et al.
Published: (2025)
by: Jiang, Yingsong, et al.
Published: (2025)
Strong convergence of an explicit full-discrete scheme for stochastic Burgers-Huxley equation
by: Wang, Yibo, et al.
Published: (2024)
by: Wang, Yibo, et al.
Published: (2024)
An explicit scheme for stochastic Allen-Cahn equations with space-time white noise near the sharp interface limit
by: Jiang, Yingsong, et al.
Published: (2026)
by: Jiang, Yingsong, et al.
Published: (2026)
Uniform-in-time weak error estimates of explicit full-discretization schemes for SPDEs with non-globally Lipschitz coefficients
by: Jiang, Yingsong, et al.
Published: (2025)
by: Jiang, Yingsong, et al.
Published: (2025)
Drift-Randomized Milstein-Galerkin Finite Element Method for Semilinear Stochastic Evolution Equations
by: Qi, Xiao, et al.
Published: (2026)
by: Qi, Xiao, et al.
Published: (2026)
Analysis of an exponential integrator for stochastic PDEs driven by Riesz noise
by: Bréhier, Charles-Edouard, et al.
Published: (2026)
by: Bréhier, Charles-Edouard, et al.
Published: (2026)
Temporal quartic variation for non-linear stochastic heat equations with piecewise constant coefficients
by: Li, Yongkang, et al.
Published: (2024)
by: Li, Yongkang, et al.
Published: (2024)
Learning Stochastic Reduced Models from Data: A Nonintrusive Approach
by: Freitag, M. A., et al.
Published: (2024)
by: Freitag, M. A., et al.
Published: (2024)
Pathwise uniform convergence of numerical approximations for a two-dimensional stochastic Navier-Stokes equation with no-slip boundary conditions
by: Li, Binjie, et al.
Published: (2024)
by: Li, Binjie, et al.
Published: (2024)
Malliavin Calculus for the one-dimensional Stochastic Stefan Problem
by: Antonopoulou, Dimitra C., et al.
Published: (2024)
by: Antonopoulou, Dimitra C., et al.
Published: (2024)
Long time behavior of the stochastic 2D Navier-Stokes equations
by: Ferrario, Benedetta, et al.
Published: (2025)
by: Ferrario, Benedetta, et al.
Published: (2025)
Pathwise uniform convergence of a full discretization for a three-dimensional stochastic Allen-Cahn equation with multiplicative noise
by: Li, Binjie, et al.
Published: (2024)
by: Li, Binjie, et al.
Published: (2024)
Stochastic representation of solutions for the parabolic Cauchy problem with variable exponent coefficients
by: Avci, Mustafa
Published: (2025)
by: Avci, Mustafa
Published: (2025)
Stability for an inverse random source problem of the biharmonic Schrodinger equation
by: Wang, Tianjiao, et al.
Published: (2024)
by: Wang, Tianjiao, et al.
Published: (2024)
Ergodicity of the viscous scalar conservation laws with a degenerate noise
by: Peng, Xuhui, et al.
Published: (2025)
by: Peng, Xuhui, et al.
Published: (2025)
Probabilistic well-posedness of dispersive PDEs beyond variance blowup I: Benjamin-Bona-Mahony equation
by: Li, Guopeng, et al.
Published: (2025)
by: Li, Guopeng, et al.
Published: (2025)
Strong solutions to degenerate SDEs and uniqueness for degenerate Fokker-Planck equations
by: Grube, Sebastian
Published: (2024)
by: Grube, Sebastian
Published: (2024)
Stochastic Partial Differential Equations, Space-time White Noise and Random Fields
by: Dalang, Robert C., et al.
Published: (2024)
by: Dalang, Robert C., et al.
Published: (2024)
Stochastic numerical approximation for nonlinear Fokker-Planck equations with singular kernels
by: Cazacu, Nicoleta
Published: (2025)
by: Cazacu, Nicoleta
Published: (2025)
Similar Items
-
Non-stationary Gaussian random fields on hypersurfaces: Sampling and strong error analysis
by: Jansson, Erik, et al.
Published: (2024) -
Fully discrete approximation of the semilinear stochastic wave equation on the sphere
by: Cohen, David, et al.
Published: (2026) -
Integral Transform Solution of Random Coupled Parabolic Partial Differential Models
by: Casabán, M. -C., et al.
Published: (2025) -
Full Discretization of Stochastic Semilinear Schrödinger equation driven by multiplicative Wiener noise
by: Bhar, Suprio, et al.
Published: (2025) -
Sparse grid approximation of nonlinear SPDEs: The Landau--Lifshitz--Gilbert equation
by: An, Xin, et al.
Published: (2023)