Strong approximation of monotone stochastic partial differential equations driven by multiplicative noise
Sign Up to like & getrecommendations! Published in 2020 at "Stochastics and Partial Differential Equations: Analysis and Computations"
DOI: 10.1007/s40072-020-00179-2
Abstract: We establish a general theory of optimal strong error estimation for numerical approximations of a second-order parabolic stochastic partial differential equation with monotone drift driven by a multiplicative infinite-dimensional Wiener process. The equation is spatially… read more here.
Keywords: partial differential; driven multiplicative; monotone; stochastic partial ... See more keywords
3D tamed Navier-Stokes equations driven by multiplicative Lévy noise: Existence, uniqueness and large deviations
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Mathematical Analysis and Applications"
DOI: 10.1016/j.jmaa.2020.124404
Abstract: In this paper, we show the existence and uniqueness of a strong solution to stochastic 3D tamed Navier-Stokes equations driven by multiplicative Levy noise with periodic boundary conditions. Then we establish the large deviation principles… read more here.
Keywords: existence uniqueness; driven multiplicative; navier stokes; tamed navier ... See more keywords