Blömker, Dirk
- A strongly convergent numerical scheme from Ensemble Kalman inversion
2017/03/20 by Blömker, Dirk, Schillings, Claudia, Wacker, Philipp · 3 citations
#60H35 #65C30 #FOS: Mathematics #Probability (math.PR)
- Amplitude equations for SPDEs driven by fractional additive noise with small Hurst parameter
2021/09/20 by Dirk Blömker, Blömker, Dirk, Alexandra Neamţu +1 · 2 citations
Economics, Econometrics and Finance · Computer Science · #Stochastic processes and financial applications #Financial Risk and Volatility Modeling #Advanced Mathematical Modeling in Engineering
- Bifurcation theory for SPDEs: finite-time Lyapunov exponents and amplitude equations
2023/01/16 by Dirk Blömker, Blömker, Dirk, Alexandra Neamţu +1 · 2 citations
Biochemistry, Genetics and Molecular Biology · Economics, Econometrics and Finance · Engineering · #37H15 #37H20 #60H10 #60H15 #Advanced Control Systems Optimization #Analysis of PDEs (math.AP) #Dynamical Systems (math.DS) #FOS: Mathematics #Gene Regulatory Network Analysis #Probability (math.PR) #Stochastic processes and financial applications
- Stochastic turbulence for Burgers equation driven by cylindrical Lévy process
2021/06/07 by Shenglan Yuan, Dirk Blömker, Yuan, Shenglan +3 · 2 citations
Economics, Econometrics and Finance · Engineering · #60H15 #76F20 #76F55 #Complex Systems and Time Series Analysis #Dynamical Systems (math.DS) #FOS: Mathematics #Fluid Dynamics and Turbulent Flows #Probability (math.PR) #Stochastic processes and financial applications
- Modulation and amplitude equations on bounded domains for nonlinear SPDEs driven by cylindrical α-stable Lévy processes
2021/06/29 by Yuan, Shenglan, Blömker, Dirk · 2 citations
#35Q56 #37H20 #60H10 #60H15 #Analysis of PDEs (math.AP) #Dynamical Systems (math.DS) #FOS: Mathematics #Probability (math.PR)
- Continuous time limit of the stochastic ensemble Kalman inversion: Strong convergence analysis
2021/07/30 by Dirk Blömker, Claudia Schillings, Blömker, Dirk +5 · 1 citation
Computer Science · Environmental Science · Mathematics · #62F15 #65C30 #65N21 #65N75 #90C56 #FOS: Mathematics #Gaussian Processes and Bayesian Inference #Numerical Analysis (math.NA) #Soil Geostatistics and Mapping #Statistical Methods and Bayesian Inference
- Finite-time Lyapunov exponents for SPDEs with fractional noise
2023/09/21 by Blessing, Alexandra, Blömker, Dirk · 2 citations
#37H15 #37H20 #60H10 #60H15 #Dynamical Systems (math.DS) #FOS: Mathematics #Probability (math.PR)
- The impact of multiplicative noise in SPDEs close to bifurcation via amplitude equations
2019/10/06 by Hongbo Fu, Dirk Blömker, Fu, Hongbo +1 · 1 citation
Computer Science · Economics, Econometrics and Finance · #Nonlinear Dynamics and Pattern Formation #Stochastic processes and financial applications #Complex Systems and Time Series Analysis
- Motion of a droplet for the mass-conserving stochastic Allen-Cahn equation
2015/01/21 by Dimitra C. Antonopoulou, Peter W. Bates, Antonopoulou, Dimitra C. +5 · 1 citation
Computer Science · Materials Science · Mathematics · #35K40 #35K55 #60H15 #60H30 #Advanced Mathematical Modeling in Engineering #Analysis of PDEs (math.AP) #Dynamical Systems (math.DS) #FOS: Mathematics #Solidification and crystal growth phenomena #Stochastic processes and statistical mechanics