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Accelerated exponential Euler scheme for stochastic heat equation: convergence rate of the density 期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2022, 页码: 40
Authors:  Chen, Chuchu;  Cui, Jianbo;  Hong, Jialin;  Sheng, Derui
Favorite  |  View/Download:127/0  |  Submit date:2022/06/21
density  convergence order  accelerated exponential Euler scheme  stochastic heat equation  Malliavin calculus  
Eddy heat exchange at the boundary under white noise turbulence 期刊论文
PHILOSOPHICAL TRANSACTIONS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES, 2022, 卷号: 380, 期号: 2219, 页码: 13
Authors:  Flandoli;  Galeati, L;  Luo, DJ
Favorite  |  View/Download:259/0  |  Submit date:2023/03/14
turbulence  eddy diffusion  vortex patch  covariance matrix  Dirichlet boundary condition  first eigenvalue  
LARGE N LIMIT OF THE O(N) LINEAR SIGMA MODEL VIA STOCHASTIC QUANTIZATION 期刊论文
ANNALS OF PROBABILITY, 2022, 卷号: 50, 期号: 1, 页码: 131-202
Authors:  Shen, Hao;  Smith, Scott A.;  Zhu, Rongchan;  Zhu, Xiangchan
Favorite  |  View/Download:180/0  |  Submit date:2022/04/29
O(N) linear sigma model  Phi(4)  mean-field limit  stochastic quantization  space-time white noise  
Weak Universality of the Dynamical Phi(4)(3) Model on the Whole Space 期刊论文
POTENTIAL ANALYSIS, 2021, 页码: 36
Authors:  Zhu, Rongchan;  Zhu, Xiangchan
Favorite  |  View/Download:137/0  |  Submit date:2022/04/02
Phi(4)(3) model  Paracontrolled distributions  Weak universality  Space-time white noise  Renormalisation  
Stochastic mSQG equations with multiplicative transport noises: White noise solutions and scaling limit 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2021, 卷号: 140, 页码: 236-286
Authors:  Luo, Dejun;  Zhu, Rongchan
Favorite  |  View/Download:131/0  |  Submit date:2022/04/02
Modified Surface Quasi-Geostrophic equation  Transport noise  White noise solution  Scaling limit  Weak convergence  
Collective stochastic dynamics of the Cucker-Smale ensemble under uncertain communication 期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2021, 卷号: 284, 页码: 39-82
Authors:  Ha, Seung-Yeal;  Jung, Jinwook;  Rockner, Michael
Favorite  |  View/Download:168/0  |  Submit date:2021/06/01
Cucker-Smale model  Emergence  Flocking  Random communication  Stochastic kinetic Cucker-Smale equation  
Point vortex approximation for 2D Navier-Stokes equations driven by space-time white noise 期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2021, 卷号: 493, 期号: 2, 页码: 21
Authors:  Flandoli, Franco;  Luo, Dejun
Favorite  |  View/Download:193/0  |  Submit date:2021/01/14
Point vortices  Navier-Stokes equations  Space-time white noise  Vorticity formulation  Weak convergence  
On the Small Time Asymptotics of the Dynamical Phi(4)(1) Model 期刊论文
ACTA MATHEMATICA SINICA-ENGLISH SERIES, 2020, 页码: 11
Authors:  Chen, Bing Guang;  Zhu, Xiang Chan
Favorite  |  View/Download:145/0  |  Submit date:2021/01/14
Phi(4)(1) model  space-time white noise  small time asymptotics  large deviation  
NOISE-VANISHING CONCENTRATION AND LIMIT BEHAVIORS OF PERIODIC PROBABILITY SOLUTIONS 期刊论文
DIFFERENTIAL AND INTEGRAL EQUATIONS, 2020, 卷号: 33, 期号: 5-6, 页码: 273-322
Authors:  Ji, Min;  Qi, Weiwei;  Shen, Zhongwei;  Yi, Yingfei
Favorite  |  View/Download:156/0  |  Submit date:2020/09/23
Piecewise linear approximation for the dynamical Phi(4)(3) model 期刊论文
SCIENCE CHINA-MATHEMATICS, 2020, 卷号: 63, 期号: 2, 页码: 381-410
Authors:  Zhu, Rongchan;  Zhu, Xiangchan
Favorite  |  View/Download:163/0  |  Submit date:2020/05/24
regularity structure  space-time white noise  stochastic partial differential equations  renormalization