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...

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...

We obtain a stochastic representation of a diffusion corresponding to a uniformly elliptic divergence form operator with co-normal reflection at the boundary of a bounded $C^2$-domain. We also show that the diffusion is a Dirichlet process for each starting point inside the domain.

In this paper we explicit the derivative of the flows of one-dimensional reflected diffusion processes. We then get stochastic representations for derivatives of viscosity solutions of one-dimensional semilinear parabolic partial differential equations and parabolic variational inequalities with Neumann boundary conditions.

These notes focus on the applications of the stochastic Taylor expansion of solutions of stochastic differential equations to the study of heat kernels in small times. As an illustration of these methods we provide a new heat kernel proof of the Chern–Gauss–Bonnet theorem.

We study the generalized Stokes resolvent equations in asymptotically flat layers, which can be considered as compact perturbations of an infinite (flat) layer $\Omega ₀={ℝ}^{n-1}\times (-1,1)$. Besides standard non-slip boundary conditions, we consider a mixture of slip and non-slip boundary conditions on the upper and lower boundary, respectively. We discuss the results on unique solvability of the generalized Stokes resolvent equations as well as the existence of a bounded $H_{\infty }$-calculus for the associated Stokes operator and some...

We consider a planar stationary flow of an incompressible viscous fluid in a semi-infinite strip governed by the Navier-Stokes system with a feed-back body forces field which depends on the velocity field. Since the presence of this type of non-linear terms is not standard in the fluid mechanics literature, we start by establishing some results about existence and uniqueness of weak solutions. Then, we prove how this fluid can be stopped at a finite distance of the semi-infinite strip entrance by...

Let X(t) be a diffusion process satisfying the stochastic differential equation dX(t) = a(X(t))dW(t) + b(X(t))dt. We analyse the asymptotic behaviour of p(t) = ProbX(t) ≥ 0 as t → ∞ and construct an equation such that $limsu{p}_{t\to \infty }{t}^{-1}{\int }_0^{t}p\left(s\right)ds=1$ and $limin{f}_{t\to \infty }{t}^{-1}{\int }_0^{t}p\left(s\right)ds=0$.

We present a novel approach for bounding the resolvent of $$H=-\Delta +i(A·\nabla +\nabla ·A)+V=:-\Delta +L1$$ for large energies. It is shown here that there exist a large integer $m$ and a large number ${\lambda }_0$ so that relative to the usual weighted $L^2$-norm, $$\parallel {\left(L{(-\Delta +(\lambda +i0))}^{-1}\right)}^m\parallel <\frac{1}{2}2$$ for all $\lambda >{\lambda }_0$. This requires suitable decay and smoothness conditions on $A,V$. The estimate (2) is trivial when $A=0$, but difficult for large $A$ since the gradient term exactly cancels the natural decay of the free resolvent. To obtain (2), we introduce a conical decomposition of the resolvent and then sum over...