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Record W4391709319 · doi:10.48550/arxiv.2402.05229

Long time numerical stability of implicit schemes for stochastic heat equations

2024· preprint· en· W4391709319 on OpenAlexfundno aff
Xiaochen Yang, Yaozhong Hu

Bibliographic record

VenuearXiv (Cornell University) · 2024
Typepreprint
Languageen
FieldEconomics, Econometrics and Finance
TopicStochastic processes and financial applications
Canadian institutionsnot available
FundersNatural Sciences and Engineering Research Council of CanadaUniversity of Alberta
KeywordsStability (learning theory)MathematicsApplied mathematicsComputer science

Abstract

fetched live from OpenAlex

This paper studies the long time stability of both stochastic heat equations on a bounded domain driven by a correlated noise and their approximations. It is popular for researchers to prove the intermittency of the solution which means that the moments of solution to stochastic heat equation usually grow exponentially to infinite and this hints that the solution to stochastic heat equation is generally not stable in long time. However, quite surprisingly in this paper we show that when the domain is bounded and when the noise is not singular in spatial variables, the system can be long time stable and we also prove that we can approximate the solution by its finite dimensional spectral approximation which is also long time stable. The idea is to use eigenfunction expansion of the Laplacian on bounded domain. We also present numerical experiments which are consistent with our theoretical results.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.011
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.003
Threshold uncertainty score0.010

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0020.011
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0010.000
Science and technology studies0.0010.002
Scholarly communication0.0010.001
Open science0.0010.002
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0010.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.083
GPT teacher head0.204
Teacher spread0.121 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2024
Admission routes1
Has abstractyes

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