104 citations · 270 across the 11 of their papers we have counts for
11 papers
Finite-time Lyapunov exponents for SPDEs with fractional noise
Alexandra Blessing, Dirk Blömker
We estimate the finite-time Lyapunov exponents for a stochastic partial differential equation driven by a fractional Brownian motion (fbm) with Hurst index close to a b…
Bifurcation theory for SPDEs: finite-time Lyapunov exponents and amplitude equations
Dirk Blömker, Alexandra Neamtu
We consider a stochastic partial differential equation close to bifurcation of pitchfork type, where a one-dimensional space changes its stability. For finite-time Lyapunov exponen…
Modulation and amplitude equations on bounded domains for nonlinear SPDEs driven by cylindrical α-stable Lévy processes
Shenglan Yuan, Dirk Blömker
In the present work, we establish the approximation of nonlinear stochastic partial differential equation (SPDE) driven by cylindrical α-stable Lévy processes via modulation or amp…
Well Posedness and Convergence Analysis of the Ensemble Kalman Inversion
Dirk Blömker, Claudia Schillings, Philipp Wacker +1
The ensemble Kalman inversion is widely used in practice to estimate unknown parameters from noisy measurement data. Its low computational costs, straightforward implementation, an…
Random initial conditions for semi-linear PDEs
Dirk Blömker, Giuseppe Cannizzaro, Marco Romito
We analyze the effect of random initial conditions on the local well--posedness of semi--linear PDEs, to investigate to what extent recent ideas on singular stochastic PDEs can pro…
A strongly convergent numerical scheme from Ensemble Kalman inversion
Dirk Blömker, Claudia Schillings, Philipp Wacker
The Ensemble Kalman methodology in an inverse problems setting can be viewed as an iterative scheme, which is a weakly tamed discretization scheme for a certain stochastic differen…