-estimates for SPDE with discontinuous coefficients in domains.
Large deviations and support results for nonlinear Schrödinger equations with additive noise and applications
Sample path large deviations for the laws of the solutions of stochastic nonlinear Schrödinger equations when the noise converges to zero are presented. The noise is a complex additive gaussian noise. It is white in time and colored in space. The solutions may be global or blow-up in finite time, the two cases are distinguished. The results are stated in trajectory spaces endowed with topologies analogue to projective limit topologies. In this setting, the support of the law of the solution is also...
Large deviations and support results for nonlinear Schrödinger equations with additive noise and applications
Sample path large deviations for the laws of the solutions of stochastic nonlinear Schrödinger equations when the noise converges to zero are presented. The noise is a complex additive Gaussian noise. It is white in time and colored in space. The solutions may be global or blow-up in finite time, the two cases are distinguished. The results are stated in trajectory spaces endowed with topologies analogue to projective limit topologies. In this setting, the support of the law of the solution is...
Large time behaviour of moments of solution of parabolic differential equations with random coefficients
Lifshitz tails for some non monotonous random models
In this talk, we describe some recent results on the Lifshitz behavior of the density of states for non monotonous random models. Non monotonous means that the random operator is not a monotonous function of the random variables. The models we consider will mainly be of alloy type but in some cases we also can apply our methods to random displacement models.
Linear stochastic parabolic equations, degenerating on the boundary of a domain.
Linear-implicit strong schemes for Itô-Galerkin approximations of stochastic PDEs.
Localisation pour des opérateurs de Schrödinger aléatoires dans : un modèle semi-classique
Dans , nous démontrons un résultat de localisation exponentielle pour un opérateur de Schrödinger semi-classique à potentiel périodique perturbé par de petites perturbations aléatoires indépendantes identiquement distribuées placées au fond de chaque puits. Pour ce faire, on montre que notre opérateur, restreint à un intervalle d’énergie convenable, est unitairement équivalent à une matrice aléatoire infinie dont on contrôle bien les coefficients. Puis, pour ce type de matrices, on prouve un résultat...
Lyapunov exponents for the one-dimensional parabolic Anderson model with drift.
Maximum principle and comparison theorem for quasi-linear stochastic PDE's.
Measure attractors for stochastic Navier-Stokes equations.
Multiscale Finite Element approach for “weakly” random problems and related issues
We address multiscale elliptic problems with random coefficients that are a perturbation of multiscale deterministic problems. Our approach consists in taking benefit of the perturbative context to suitably modify the classical Finite Element basis into a deterministic multiscale Finite Element basis. The latter essentially shares the same approximation properties as a multiscale Finite Element basis directly generated on the random problem. The specific reference method that we use is the Multiscale...
Non-autonomous stochastic Cauchy problems in Banach spaces
We study the non-autonomous stochastic Cauchy problem on a real Banach space E, , t ∈ [0,T], U(0) = u₀. Here, is a cylindrical Brownian motion on a real separable Hilbert space H, are closed and densely defined operators from a constant domain (B) ⊂ H into E, denotes the generator of an evolution family on E, and u₀ ∈ E. In the first part, we study existence of weak and mild solutions by methods of van Neerven and Weis. Then we use a well-known factorisation method in the setting of evolution...
Nonlinear stochastic heat equations with cubic nonlinearities and additive -regular noise in .
Nonstandard methods for Navier-Stokes equations
On a general type of -adic parabolic equations.
On a stochastic Korteweg-de Vries equation with homogeneous noise
On a stochastic parabolic PDE arising in climatology.
Estudiamos la existencia y unicidad de soluciones de una ecuación estocástica en derivadas parciales de tipo parabólico propuesta por R. North y R. F. Cahalan en 1982 para la modelización de variabilidad no determinista (como es el caso, por ejemplo, de la acción de volcanes) en el marco de los modelos de balance de energía. El punto más delicado se refiere a la unicidad de soluciones debido a la presencia de un grafo multívoco β en el término de la derecha de la ecuación. En contraste con el caso...
On a variant of random homogenization theory: convergence of the residual process and approximation of the homogenized coefficients
We consider the variant of stochastic homogenization theory introduced in [X. Blanc, C. Le Bris and P.-L. Lions, C. R. Acad. Sci. Série I 343 (2006) 717–724.; X. Blanc, C. Le Bris and P.-L. Lions, J. Math. Pures Appl. 88 (2007) 34–63.]. The equation under consideration is a standard linear elliptic equation in divergence form, where the highly oscillatory coefficient is the composition of a periodic matrix with a stochastic diffeomorphism. The homogenized limit of this problem has been identified...
On analyticity of Ornstein-Uhlenbeck semigroups
Let be a transition semigroup of the Hilbert space-valued nonsymmetric Ornstein-Uhlenbeck process and let denote its Gaussian invariant measure. We show that the semigroup is analytic in if and only if its generator is variational. In particular, we show that the transition semigroup of a finite dimensional Ornstein-Uhlenbeck process is analytic if and only if the Wiener process is nondegenerate.