39 citations · 66 across the 18 of their papers we have counts for
21 papers
Numerical Methods for Optimal Control Problems with SPDEs
Andreas Prohl, Yanqing Wang
This paper investigates numerical methods for solving stochastic linear quadratic (SLQ) optimal control problems governed by stochastic partial differential equations (SPDEs). Two…
Data-dependent density estimation for the Fokker-Planck equation in higher dimensions
Max Jensen, Fabian Merle, Andreas Prohl
We present a new strategy to approximate the global solution of the Fokker-Planck equation efficiently in higher dimensions and show its convergence. The main ingredients are the E…
Mean Square Temporal error estimates for the 2D stochastic Navier-Stokes equations with transport noise
Dominic Breit, Thamsanqa Castern Moyo, Andreas Prohl +1
We study the 2D Navier-Stokes equation with transport noise subject to periodic boundary conditions. Our main result is an error estimate for the time-discretisation showing a conv…
Weak error analysis for the stochastic Allen-Cahn equation
Dominic Breit, Andreas Prohl
We prove strong rate resp. weak rate for a structure preserving temporal discretization (with the step size) of the stochastic Allen-Cahn equation with additi…
Higher order time discretization for the stochastic semilinear wave equation with multiplicative noise
Xiaobing Feng, Akash Ashirbad Panda, Andreas Prohl
In this paper, a higher-order time-discretization scheme is proposed, where the iterates approximate the solution of the stochastic semilinear wave equation driven by multiplicativ…
Numerical analysis of 2D Navier--Stokes equations with additive stochastic forcing
Dominic Breit, Andreas Prohl
We propose and study a temporal, and spatio-temporal discretisation of the 2D stochastic Navier--Stokes equations in bounded domains supplemented with no-slip boundary conditions.…