A modified semi--implict Euler-Maruyama Scheme for finite element discretization of SPDEs with additive noise

We consider the numerical approximation of a general second order semi--linear parabolic stochastic partial differential equation (SPDE) driven by additive space-time noise. We introduce a new modified scheme using a linear functional of the noise with a semi--implicit Euler--Maruyama method in time and in space we analyse a finite element method (although extension to finite differences or finite volumes would be possible). We prove convergence in the root mean square $L^{2}$ norm for a diffusion reaction equation and diffusion advection reaction equation. We present numerical results for a linear reaction diffusion equation in two dimensions as well as a nonlinear example of two-dimensional stochastic advection diffusion reaction equation. We see from both the analysis and numerics that the proposed scheme has better convergence properties than the standard semi--implicit Euler--Maruyama method

Numerical variational methods applied to cylinder buckling

We review and compare different computational variational methods applied to a system of fourth order equations that arises as a model of cylinder buckling. We describe both the discretization and implementation, in particular how to deal with a 1 dimensional null space. We show that we can construct many different solutions from a complex energy surface. We examine numerically convergence in the spatial discretization and in the domain size. Finally we give a physical interpretation of some of the solutions found.Comment: 23 pages, 12 figures, 6 table

Basis properties of the p, q-sine functions

We improve the currently known thresholds for basisness of the family of periodically dilated p,q-sine functions. Our findings rely on a Beurling decomposition of the corresponding change of coordinates in terms of shift operators of infinite multiplicity. We also determine refined bounds on the Riesz constant associated to this family. These results seal mathematical gaps in the existing literature on the subject.Comment: 28 pages, 5 figures, computer codes included in appendi

Weak Convergence Of Tamed Exponential Integrators for Stochastic Differential Equations

We prove weak convergence of order one for a class of exponential based integrators for SDEs with non-globally Lipschtiz drift. Our analysis covers tamed versions of Geometric Brownian Motion (GBM) based methods as well as the standard exponential schemes. The numerical performance of both the GBM and exponential tamed methods through four different multi-level Monte Carlo techniques are compared. We observe that for linear noise the standard exponential tamed method requires severe restrictions on the stepsize unlike the GBM tamed method.Comment: 24 pages, 3 figure

Strong Convergence of a GBM Based Tamed Integrator for SDEs and an Adaptive Implementation

We introduce a tamed exponential time integrator which exploits linear terms in both the drift and diffusion for Stochastic Differential Equations (SDEs) with a one sided globally Lipschitz drift term. Strong convergence of the proposed scheme is proved, exploiting the boundedness of the geometric Brownian motion (GBM) and we establish order 1 convergence for linear diffusion terms. In our implementation we illustrate the efficiency of the proposed scheme compared to existing fixed step methods and utilize it in an adaptive time stepping scheme. Furthermore we extend the method to nonlinear diffusion terms and show it remains competitive. The efficiency of these GBM based approaches are illustrated by considering some well-known SDE models

Secretory vesicles are preferentially targeted to areas of low molecular SNARE density

Intercellular communication is commonly mediated by the regulated fusion, or exocytosis, of vesicles with the cell surface. SNARE (soluble N-ethymaleimide sensitive factor attachment protein receptor) proteins are the catalytic core of the secretory machinery, driving vesicle and plasma membrane merger. Plasma membrane SNAREs (tSNAREs) are proposed to reside in dense clusters containing many molecules, thus providing a concentrated reservoir to promote membrane fusion. However, biophysical experiments suggest that a small number of SNAREs are sufficient to drive a single fusion event. Here we show, using molecular imaging, that the majority of tSNARE molecules are spatially separated from secretory vesicles. Furthermore, the motilities of the individual tSNAREs are constrained in membrane micro-domains, maintaining a non-random molecular distribution and limiting the maximum number of molecules encountered by secretory vesicles. Together our results provide a new model for the molecular mechanism of regulated exocytosis and demonstrate the exquisite organization of the plasma membrane at the level of individual molecular machines