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Stefan problem in a 2D case

Piotr Bogusław Mucha (2006)

Colloquium Mathematicae

The aim of this paper is to analyze the well posedness of the one-phase quasi-stationary Stefan problem with the Gibbs-Thomson correction in a two-dimensional domain which is a perturbation of the half plane. We show the existence of a unique regular solution for an arbitrary time interval, under suitable smallness assumptions on initial data. The existence is shown in the Besov-Slobodetskiĭ class with sharp regularity in the L₂-framework.

Stefan problems with a concentrated capacity

Enrico Magenes (1998)

Bollettino dell'Unione Matematica Italiana

Vengono brevemente studiati i problemi di Stefan su «capacità concentrate»,seguendo l'approccio recentemente introdotto di G. Savaré e A. Visintin.

Stochastic averaging lemmas for kinetic equations

Pierre-Louis Lions, Benoît Perthame, Panagiotis E. Souganidis (2011/2012)

Séminaire Laurent Schwartz — EDP et applications

We develop a class of averaging lemmas for stochastic kinetic equations. The velocity is multiplied by a white noise which produces a remarkable change in time scale.Compared to the deterministic case and as far as we work in L 2 , the nature of regularity on averages is not changed in this stochastic kinetic equation and stays in the range of fractional Sobolev spaces at the price of an additional expectation. However all the exponents are changed; either time decay rates are slower (when the right...

Stochastic calculus and degenerate boundary value problems

Patrick Cattiaux (1992)

Annales de l'institut Fourier

Consider the boundary value problem (L.P): ( h - A ) u = f in D , ( v - Γ ) u = g on D where A is written as A = 1 / 2 i = 1 m Y i 2 + Y 0 , and Γ is a general Venttsel’s condition (including the oblique derivative condition). We prove existence, uniqueness and smoothness of the solution of (L.P) under the Hörmander’s condition on the Lie brackets of the vector fields Y i ( 0 i m ), for regular open sets D with a non-characteristic boundary.Our study lies on the stochastic representation of u and uses the stochastic calculus of variations for the ( A , Γ ) -diffusion process...

Stochastic convolution in separable Banach spaces and the stochastic linear Cauchy problem

Zdzisław Brzeźniak, Jan van Neerven (2000)

Studia Mathematica

Let H be a separable real Hilbert space and let E be a separable real Banach space. We develop a general theory of stochastic convolution of ℒ(H,E)-valued functions with respect to a cylindrical Wiener process W t H t [ 0 , T ] with Cameron-Martin space H. This theory is applied to obtain necessary and sufficient conditions for the existence of a weak solution of the stochastic abstract Cauchy problem (ACP) d X t = A X t d t + B d W t H (t∈ [0,T]), X 0 = 0 almost surely, where A is the generator of a C 0 -semigroup S ( t ) t 0 of bounded linear operators on...

Stochastic evolution equations driven by Liouville fractional Brownian motion

Zdzisław Brzeźniak, Jan van Neerven, Donna Salopek (2012)

Czechoslovak Mathematical Journal

Let H be a Hilbert space and E a Banach space. We set up a theory of stochastic integration of ( H , E ) -valued functions with respect to H -cylindrical Liouville fractional Brownian motion with arbitrary Hurst parameter 0 < β < 1 . For 0 < β < 1 2 we show that a function Φ : ( 0 , T ) ( H , E ) is stochastically integrable with respect to an H -cylindrical Liouville fractional Brownian motion if and only if it is stochastically integrable with respect to an H -cylindrical fractional Brownian motion. We apply our results to stochastic evolution equations...

Stochastic flow for SDEs with jumps and irregular drift term

Enrico Priola (2015)

Banach Center Publications

We consider non-degenerate SDEs with a β-Hölder continuous and bounded drift term and driven by a Lévy noise L which is of α-stable type. If β > 1 - α/2 and α ∈ [1,2), we show pathwise uniqueness and existence of a stochastic flow. We follow the approach of [Priola, Osaka J. Math. 2012] improving the assumptions on the noise L. In our previous paper L was assumed to be non-degenerate, α-stable and symmetric. Here we can also recover relativistic and truncated stable processes and some classes...

Stochastic homogenization of a class of monotone eigenvalue problems

Nils Svanstedt (2010)

Applications of Mathematics

Stochastic homogenization (with multiple fine scales) is studied for a class of nonlinear monotone eigenvalue problems. More specifically, we are interested in the asymptotic behaviour of a sequence of realizations of the form - div a T 1 x ε 1 ω 1 , T 2 x ε 2 ω 2 , u ε ω = λ ε ω 𝒞 ( u ε ω ) . It is shown, under certain structure assumptions on the random map a ( ω 1 , ω 2 , ξ ) , that the sequence { λ ε ω , k , u ε ω , k } of k th eigenpairs converges to the k th eigenpair { λ k , u k } of the homogenized eigenvalue problem - div ( b ( u ) ) = λ 𝒞 ¯ ( u ) . For the case of p -Laplacian type maps we characterize b explicitly.

Stochastic integration of functions with values in a Banach space

J. M. A. M. van Neerven, L. Weis (2005)

Studia Mathematica

Let H be a separable real Hilbert space and let E be a real Banach space. In this paper we construct a stochastic integral for certain operator-valued functions Φ: (0,T) → ℒ(H,E) with respect to a cylindrical Wiener process W H ( t ) t [ 0 , T ] . The construction of the integral is given by a series expansion in terms of the stochastic integrals for certain E-valued functions. As a substitute for the Itô isometry we show that the square expectation of the integral equals the radonifying norm of an operator which is...

Stochastic Inverse Problem with Noisy Simulator. Application to aeronautical model

Nabil Rachdi, Jean-Claude Fort, Thierry Klein (2012)

Annales de la faculté des sciences de Toulouse Mathématiques

Inverse problem is a current practice in engineering where the goal is to identify parameters from observed data through numerical models. These numerical models, also called Simulators, are built to represent the phenomenon making possible the inference. However, such representation can include some part of variability or commonly called uncertainty (see [4]), arising from some variables of the model. The phenomenon we study is the fuel mass needed to link two given countries with a commercial...

Stochastic Lagrangian method for downscaling problems in computational fluid dynamics

Frédéric Bernardin, Mireille Bossy, Claire Chauvin, Jean-François Jabir, Antoine Rousseau (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

This work aims at introducing modelling, theoretical and numerical studies related to a new downscaling technique applied to computational fluid dynamics. Our method consists in building a local model, forced by large scale information computed thanks to a classical numerical weather predictor. The local model, compatible with the Navier-Stokes equations, is used for the small scale computation (downscaling) of the considered fluid. It is inspired by Pope's works on turbulence, and consists in...

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