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07/14/2023
Euler-Maruyama approximations of the stochastic heat equation on the sphere
The stochastic heat equation on the sphere driven by additive isotropic ...
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04/27/2023
Localized orthogonal decomposition for a multiscale parabolic stochastic partial differential equation
A multiscale method is proposed for a parabolic stochastic partial diffe...
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09/21/2021
Short-term traffic prediction using physics-aware neural networks
In this work, we propose an algorithm performing short-term predictions ...
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07/21/2021
Approximation of SPDE covariance operators by finite elements: A semigroup approach
The problem of approximating the covariance operator of the mild solutio...
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07/21/2021
Hilbert–Schmidt regularity of symmetric integral operators on bounded domains with applications to SPDE approximations
Regularity estimates for an integral operator with a symmetric continuou...
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07/06/2021
Galerkin–Chebyshev approximation of Gaussian random fields on compact Riemannian manifolds
A new numerical approximation method for a class of Gaussian random fiel...
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02/17/2021
Surface finite element approximation of spherical Whittle–Matérn Gaussian random fields
Spherical Matérn–Whittle Gaussian random fields are considered as soluti...
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02/08/2021
Numerical approximation and simulation of the stochastic wave equation on the sphere
Solutions to the stochastic wave equation on the unit sphere are approxi...
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01/27/2021
Parameter and density estimation from real-world traffic data: A kinetic compartmental approach
The main motivation of this work is to assess the validity of a LWR traf...
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10/11/2019
Finite element approximation of Lyapunov equations for the computation of quadratic functionals of SPDEs
The computation of quadratic functionals of the solution to a linear sto...
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09/10/2019
Weak convergence of fully discrete finite element approximations of semilinear hyperbolic SPDE with additive noise
We consider the numerical approximation of the mild solution to a semili...
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07/20/2019