Publications associées à A Feynman-Kac-type formula for the deterministic and stochastic wave equations and other P.D.E.'s

Publications associées (8)

SPINN: Advancing Cosmological Simulations of Fuzzy Dark Matter with Physics Informed Neural Networks

Emma Elizabeth Tolley, Ashutosh Kumar Mishra

Physics-informed neural networks (PINNs) have emerged as a powerful tool for solving differential equations by integrating physical laws into the learning process. This work leverages PINNs to simulate gravitational collapse, a critical phenomenon in astro ...

2025

Stabilized isogeometric discretizations on trimmed and union geometries, and weak imposition of the boundary conditions for the Darcy flow

Riccardo Puppi

Modern manufacturing engineering is based on a ``design-through-analysis'' workflow. According to this paradigm, a prototype is first designed with Computer-aided-design (CAD) software and then finalized by simulating its physical behavior, which usually i ...

EPFL2022

Entropic Fokker-Planck kinetic model

Mohammadhossein Gorji

The diffusion limit of kinetic systems has been subject of numerous studies since prominent works of Lebowitz et al. [1] and van Kampen [2]. More recently, the topic has seen a fresh interest from the rarefied gas simulation perspective. In particular, Fok ...

2021

Novel corrector problems with exponential decay of the resonance error for numerical homogenization

Edoardo Paganoni

Multiscale problems, such as modelling flows through porous media or predicting the mechanical properties of composite materials, are of great interest in many scientific areas. Analytical models describing these phenomena are rarely available, and one mus ...

EPFL2020

Moments And Growth Indices For The Nonlinear Stochastic Heat Equation With Rough Initial Conditions

Robert Dalang, Le Chen

We study the nonlinear stochastic heat equation in the spatial domain R, driven by space-time white noise. A central special case is the parabolic Anderson model. The initial condition is taken to be a measure on R, such as the Dirac delta function, but th ...

Inst Mathematical Statistics2015

Finite elements in space and time for the analysis of generalised visco-elastic materials

Karen Scrivener, Cyrille Dunant, Alain Benjamin Giorla

Numerical analysis of linear visco-elastic materials requires robust and stable methods to integrate partial differential equations in both space and time. In this paper, symmetric space-time finite element operators are derived for the first time for elem ...

Wiley-Blackwell2014

Jump-diffusions in Hilbert spaces: existence, stability and numerics

Damir Filipovic

By means of an original approach, called 'method of the moving frame', we establish existence, uniqueness and stability results for mild and weak solutions of stochastic partial differential equations (SPDEs) with path-dependent coefficients driven by an i ...

2010

Intermittency properties in a hyperbolic Anderson problem

Robert Dalang

Institute of Mathematical Statistics2009