Peter H. C. Pang

activity

20242026

collaborators

5 papers

math.AP2026

The viscous variational wave equation with transport noise

Peter H. C. Pang

This article considers the variational wave equation with viscosity and transport noise as a system of three coupled nonlinear stochastic partial differential equations. We prove p…

math.NA2026

Semi-discrete heat equations with variable coefficients and the parametrix method

Ulrik S. Fjordholm, Kenneth H. Karlsen, Peter H. C. Pang

We develop a parametrix approach for constructing solutions and establishing grid-size independent estimates for semi-discrete heat equations with variable coefficients. While the…

math.NA2025

Convergent finite difference schemes for stochastic transport equations

Ulrik S. Fjordholm, Kenneth H. Karlsen, Peter H. C. Pang

We present difference schemes for stochastic transport equations with low-regularity velocity fields. We establish $L^{2}$ stability and convergence of the difference approximations…

math.CA2024

Convergence rate in the splitting-up method for rough differential equations

Peter H. C. Pang

In this note we construct solutions to rough differential equations $d Y = f (Y) d X$ with a driver $X \in C^{I^} \pm ([0, T]; R^{d})$ , $\frac{1}{3} < I^\pm \leq \frac{1}{2}$ , using…

math.AP2024

Damping-Diffusion-Noise Interactions in the Stochastic Camassa-Holm Equation

Diego Alonso-OrÃ¡n, Peter H. C. Pang, Hao Tang

In this paper we investigate the effects of the interaction between time-inhomogeneous damping, non-local diffusion, and noise on classical solutions to the Camassa-Holm equation i…