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Uniform Lipschitz estimates in stochastic homogenization

Scott Armstrong (2014)

Journées Équations aux dérivées partielles

We review some recent results in quantitative stochastic homogenization for divergence-form, quasilinear elliptic equations. In particular, we are interested in obtaining L -type bounds on the gradient of solutions and thus giving a demonstration of the principle that solutions of equations with random coefficients have much better regularity (with overwhelming probability) than a general equation with non-constant coefficients.

Uniform mixing time for random walk on lamplighter graphs

Júlia Komjáthy, Jason Miller, Yuval Peres (2014)

Annales de l'I.H.P. Probabilités et statistiques

Suppose that 𝒢 is a finite, connected graph and X is a lazy random walk on 𝒢 . The lamplighter chain X associated with X is the random walk on the wreath product 𝒢 = 𝐙 2 𝒢 , the graph whose vertices consist of pairs ( f ̲ , x ) where f is a labeling of the vertices of 𝒢 by elements of 𝐙 2 = { 0 , 1 } and x is a vertex in 𝒢 . There is an edge between ( f ̲ , x ) and ( g ̲ , y ) in 𝒢 if and only if x is adjacent to y in 𝒢 and f z = g z for all z x , y . In each step, X moves from a configuration ( f ̲ , x ) by updating x to y using the transition rule of X and then sampling both...

Uniformly convergent adaptive methods for a class of parametric operator equations∗

Claude Jeffrey Gittelson (2012)

ESAIM: Mathematical Modelling and Numerical Analysis

We derive and analyze adaptive solvers for boundary value problems in which the differential operator depends affinely on a sequence of parameters. These methods converge uniformly in the parameters and provide an upper bound for the maximal error. Numerical computations indicate that they are more efficient than similar methods that control the error in a mean square sense.

Uniformly convergent adaptive methods for a class of parametric operator equations∗

Claude Jeffrey Gittelson (2012)

ESAIM: Mathematical Modelling and Numerical Analysis

We derive and analyze adaptive solvers for boundary value problems in which the differential operator depends affinely on a sequence of parameters. These methods converge uniformly in the parameters and provide an upper bound for the maximal error. Numerical computations indicate that they are more efficient than similar methods that control the error in a mean square sense.

Unique Bernoulli g -measures

Anders Johansson, Anders Öberg, Mark Pollicott (2012)

Journal of the European Mathematical Society

We improve and subsume the conditions of Johansson and Öberg and Berbee for uniqueness of a g -measure, i.e., a stationary distribution for chains with complete connections. In addition, we prove that these unique g -measures have Bernoulli natural extensions. We also conclude that we have convergence in the Wasserstein metric of the iterates of the adjoint transfer operator to the g -measure.

Uniqueness and approximate computation of optimal incomplete transportation plans

P. C. Álvarez-Esteban, E. del Barrio, J. A. Cuesta-Albertos, C. Matrán (2011)

Annales de l'I.H.P. Probabilités et statistiques

For α∈(0, 1) an α-trimming, P∗, of a probability P is a new probability obtained by re-weighting the probability of any Borel set, B, according to a positive weight function, f≤1/(1−α), in the way P∗(B)=∫Bf(x)P(dx). If P, Q are probability measures on euclidean space, we consider the problem of obtaining the best L2-Wasserstein approximation between: (a) a fixed probability and trimmed versions of the other; (b) trimmed versions of both probabilities. These best trimmed approximations naturally...

Uniqueness of a martingale-coboundary decomposition of stationary processes

Pavel Samek, Dalibor Volný (1992)

Commentationes Mathematicae Universitatis Carolinae

In the limit theory for strictly stationary processes f T i , i , the decomposition f = m + g - g T proved to be very useful; here T is a bimeasurable and measure preserving transformation an ( m T i ) is a martingale difference sequence. We shall study the uniqueness of the decomposition when the filtration of ( m T i ) is fixed. The case when the filtration varies is solved in [13]. The necessary and sufficient condition of the existence of the decomposition were given in [12] (for earlier and weaker versions of the results see [7])....

Uniqueness of Brownian motion on Sierpiński carpets

Martin Barlow, Richard F. Bass, Takashi Kumagai, Alexander Teplyaev (2010)

Journal of the European Mathematical Society

We prove that, up to scalar multiples, there exists only one local regular Dirichlet form on a generalized Sierpi´nski carpet that is invariant with respect to the local symmetries of the carpet. Consequently, for each such fractal the law of Brownian motion is uniquely determined and the Laplacian is well defined.

Uniqueness of invariant product measures for elliptic infinite dimensional diffusions and particle spin systems

Alejandro F. Ramírez (2002)

ESAIM: Probability and Statistics

Consider an infinite dimensional diffusion process process on T 𝐙 d , where T is the circle, defined by the action of its generator L on C 2 ( T 𝐙 d ) local functions as L f ( η ) = i 𝐙 d 1 2 a i 2 f η i 2 + b i f η i . Assume that the coefficients, a i and b i are smooth, bounded, finite range with uniformly bounded second order partial derivatives, that a i is only a function of η i and that inf i , η a i ( η ) > 0 . Suppose ν is an invariant product measure. Then, if ν is the Lebesgue measure or if d = 1 , 2 , it is the unique invariant measure. Furthermore, if ν is translation invariant, then...

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