Functional Integration and Partial Differential Equations. (AM-109)
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(only showing first 100 items - show all)- Soft and hard wall in a stochastic reaction diffusion equation
- Computing reactive front speeds in random flows by variational principle
- A stochastic Lagrangian proof of global existence of the Navier-Stokes equations for flows with small Reynolds number
- Numerical solution of some partial differential equations by means of a deterministic method of approximate functional integration
- Partial differential equations driven by rough paths
- Asymptotic spreading of KPP reactive fronts in incompressible space-time random flows
- Traveling waves in a one-dimensional heterogeneous medium
- The asymptotic behavior of the principal eigenvalue in a singular perturbation problem with invariant boundaries
- Wavefront propagation for reaction-diffusion systems of PDE
- Motion by mean curvature as the singular limit of Ginzburg-Landau dynamics
- Nouveaux résultats concernant les petites perturbations de systèmes dynamiques. (New results concerning small perturbations of dynamical systems)
- Existence and stability of traveling waves in periodic media governed by a bistable nonlinearity
- Probabilistic approach to wave propagation problems. IV: Reflecting boundaries
- Averaging principle for perturbed random evolution equations and corresponding Dirichlet problems
- Existence of planar flame fronts in convective-diffusive periodic media
- The probabilistic solution of the third boundary value problem for second order elliptic equations
- Path integral solution of the Dirichlet problem
- Directional decay of the Green's function for a random nonnegative potential on \(\mathbb{Z}^d\)
- Optimal harvesting under stochastic fluctuations and critical depensation
- Lyapounov exponents and quenched large diviations for multidimensional random walk in random environment
- Random perturbations of nonlinear oscillators
- Wave propagation in a lattice KPP equation in random media
- Probabilistic interpretation of a system of quasilinear elliptic partial differential equations under Neumann boundary conditions
- Winding numbers for 2-dimensional, positive recurrent diffusions
- Laplace asymptotics for reaction-diffusion equations
- Limit theorems on the exit problems for small random perturbations of dynamical systems. II
- Principal eigenvalues and equilibrium states corresponding to weakly coupled parabolic systems of PDE
- The propagation of travelling waves for stochastic generalized KPP equations. Appendix by J. G. Gaines
- Quenching and propagation of bistable reaction-diffusion fronts in multidimensional periodic media
- On the existence of positive solutions for semilinear elliptic equations with Neumann boundary conditions
- On the continuity of the \(m\)th root of a continuous nonnegative definite matrix-valued function
- Optimal harvesting from a population in a stochastic crowded environment
- On steady boundaries under the scheme of viscosity solutions
- The rate of escape for some Gaussian processes and the scattering theory for their small perturbations
- \(\varepsilon\)-shell error analysis for ``walk on spheres algorithms
- Front propagation in reactive systems with anomalous diffusion
- Feynman-Kac's representation in time-space domains and sensitivity with respect to the domain
- Analysis and comparison of Green's function first-passage algorithms with ``Walk on spheres algorithms.
- An approximation method for Navier-Stokes equations based on probabilistic approach.
- Random perturbations of dynamical systems and diffusion processes with conservation laws
- Numerical analysis of noise-induced regular oscillations
- A remark on random perturbations of the nonlinear pendulum
- Analytic semigroups and degenerate elliptic operators with unbounded coefficients: A probabilistic approach
- Probabilistic representation of solutions of hydrodynamic equations
- Reaction-diffusion in incompressible fluid: asymptotic problems.
- Path integral solution of the system with coloured multiplicative noise
- A comparison of homogenization and large deviations, with applications to wavefront propagation
- Sharp asymptotics for the multidimensional KPP equation
- Feynman-Kac formula for switching diffusions: connections of systems of partial differential equations and stochastic differential equations
- A convergence analysis of the perturbed compositional gradient flow: averaging principle and normal deviations
- First order Feynman-Kac formula
- On Neumann problems for nonlocal Hamilton-Jacobi equations with dominating gradient terms
- Quasi-linear PDEs and forward-backward stochastic differential equations: weak solutions
- Early default risk and surrender risk: impacts on participating life insurance policies
- Existence and uniqueness of large solutions for a class of non-uniformly elliptic semilinear equations
- Super-linear propagation for a general, local cane toads model
- Stochastic homogenization for reaction-diffusion equations
- Probabilistic models of the conservation and balance laws in switching regimes
- Generalized Feynman path integrals and applications to higher-order heat-type equations
- Path integral solution of linear second order partial differential equations. I: The general construction
- Annealed survival asymptotics for Brownian motion in a scaled Poissonian potential.
- Number of paths versus number of basis functions in American option pricing
- Robust parameter estimation for stochastic differential equations
- Front propagation for reaction-diffusion equations of bistable type
- Approximation of Wiener integrals
- Inverse problem for the acoustic wave equation: A probabilistic approach to approximations and uniqueness
- Numerical method for backward stochastic differential equations
- A Feynman-Kac path-integral implementation for Poisson's equation using an h-conditioned Green's function
- Contingent claims on assets with conversion costs.
- On the volume of the supercritical super-Brownian sausage conditioned on survival.
- Probability representations of solutions to the heat equation
- Well-posedness of initial value problems for singular parabolic equations
- On random perturbations of Hamiltonian systems with many degrees of freedom.
- The scaling limit for a stochastic PDE and the separation of phases
- Diffusion processes and second order elliptic operators with singular coefficients for lower order terms
- Generalized motion by mean curvature with Neumann conditions and the Allen-Cahn model for phase transitions
- Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
- Feynman integral and complex classical trajectories
- Large deviation principle for the diffusion-transmutation processes and Dirichlet problem for PDE systems with small parameter
- Integral and probabilistic representations for systems of elliptic equations
- To the theory of the estimators of the Monte Carlo method which are connected with a ``random walk by spheres
- Transience, recurrence and local extinction properties of the support for supercritical finite measure-valued diffusions
- Large deviations principle for a large class of one-dimensional Markov processes
- Stochastic functional differential equations driven by Lévy processes and quasi-linear partial integro-differential equations
- Bistability driven by correlated noise: functional integral treatment.
- Noise and bifurcations.
- Randomness and dissipation from interaction with the environment
- Feynman integrals with absorbing boundaries
- Diffusion approximation for multi-scale stochastic reaction-diffusion equations
- Front propagation for reaction-diffusion equations in composite structures
- Probabilistic representation formula for the solution of fractional high-order heat-type equations
- Dirichlet boundary conditions for degenerate and singular nonlinear parabolic equations
- Averaging principle and normal deviations for multiscale stochastic systems
- Analysis of a stratified Kraichnan flow
- Asymptotic behavior of branching diffusion processes in periodic media
- Wave propagation for reaction-diffusion equations on infinite random trees
- Propagation in a fractional reaction-diffusion equation in a periodically hostile environment
- Extinction times of an inhomogeneous Feller diffusion process: a PDE approach
- Probabilistic interpretation of the vanishing viscosity method for systems of conservation and balance laws
- Diffusion approximation for fully coupled stochastic differential equations
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