A connection between the stochastic heat equation and fractional Brownian motion, and a simple proof of a result of Talagrand.
A general analytical result for non-linear SPDE's and applications.
A note on Krylov's -theory for systems of SPDEs.
A note on maximal estimates for stochastic convolutions
In stochastic partial differential equations it is important to have pathwise regularity properties of stochastic convolutions. In this note we present a new sufficient condition for the pathwise continuity of stochastic convolutions in Banach spaces.
A note on γ-radonifying and summing operators
In this note, we discuss certain generalizations of γ-radonifying operators and their applications to the regularity for linear stochastic evolution equations on some special Banach spaces. Furthermore, we also consider a more general class of operators, namely the so-called summing operators and discuss the application to the compactness of the heat semi-group between weighted -spaces.
A pathwise solution for nonlinear parabolic equations with stochastic perturbations
We analyse here a semilinear stochastic partial differential equation of parabolic type where the diffusion vector fields are depending on both the unknown function and its gradient ∂ xu with respect to the state variable, ∈ ℝn. A local solution is constructed by reducing the original equation to a nonlinear parabolic one without stochastic perturbations and it is based on a finite dimensional Lie algebra generated by the given diffusion vector fields.
A refinement of the Poincaré inequality for Kolmogorov operators on .
A singular parabolic Anderson model.
A tensor approximation method based on ideal minimal residual formulations for the solution of high-dimensional problems
In this paper, we propose a method for the approximation of the solution of high-dimensional weakly coercive problems formulated in tensor spaces using low-rank approximation formats. The method can be seen as a perturbation of a minimal residual method with a measure of the residual corresponding to the error in a specified solution norm. The residual norm can be designed such that the resulting low-rank approximations are optimal with respect to particular norms of interest, thus allowing to take...
Actions on environment under uncertainty: stochastic formulation and the associated deterministic problem.
Adiabatic Evolution of Coupled Waves for a Schrödinger-Korteweg-de Vries System
The effective dynamics of interacting waves for coupled Schrödinger-Korteweg-de Vries equations over a slowly varying random bottom is rigorously studied. One motivation for studying such a system is better understanding the unidirectional motion of interacting surface and internal waves for a fluid system that is formed of two immiscible layers. It was shown recently by Craig-Guyenne-Sulem [1] that in the regime where the internal wave has a large...
Almost automorphic solution for some stochastic evolution equation driven by Lévy noise with coefficients S2−almost automorphic
In this work we first introduce the concept of Poisson Stepanov-like almost automorphic (Poisson S2−almost automorphic) processes in distribution. We establish some interesting results on the functional space of such processes like an composition theorems. Next, under some suitable assumptions, we establish the existence, the uniqueness and the stability of the square-mean almost automorphic solutions in distribution to a class of abstract stochastic evolution equations driven by Lévy noise in case...
Almost sure well-posedness for the periodic 3D quintic nonlinear Schrödinger equation below the energy space
We also prove a long time existence result; more precisely we prove that for fixed there exists a set , such that any data , evolves up to time into a solution with , . In particular we find a nontrivial set of data which gives rise to long time solutions below the critical space , that is in the supercritical scaling regime.
Amplitude equation for SPDEs with quadratic nonlinearities.
An analysis of noise propagation in the multiscale simulation of coarse Fokker-Planck equations
We consider multiscale systems for which only a fine-scale model describing the evolution of individuals (atoms, molecules, bacteria, agents) is given, while we are interested in the evolution of the population density on coarse space and time scales. Typically, this evolution is described by a coarse Fokker-Planck equation. In this paper, we consider a numerical procedure to compute the solution of this Fokker-Planck equation directly on the coarse level, based on the estimation of the unknown...
An analysis of noise propagation in the multiscale simulation of coarse Fokker-Planck equations
We consider multiscale systems for which only a fine-scale model describing the evolution of individuals (atoms, molecules, bacteria, agents) is given, while we are interested in the evolution of the population density on coarse space and time scales. Typically, this evolution is described by a coarse Fokker-Planck equation. In this paper, we consider a numerical procedure to compute the solution of this Fokker-Planck equation directly on the coarse level, based on the estimation of the unknown...
An approximation theorem of Wong-Zakai type for stochastic Navier-Stokes equations
An averaging principle for stochastic evolution equations. II.
In the present paper integral continuity theorems for solutions of stochastic evolution equations of parabolic type on unbounded time intervals are established. For this purpose, the asymptotic stability of stochastic partial differential equations is investigated, the results obtained being of independent interest. Stochastic evolution equations are treated as equations in Hilbert spaces within the framework of the semigroup approach.
An operatorial approach to stochastic partial differential equations driven by linear multiplicative noise
Analyticity of solutions and Kolmogorov's dissipation scale for 2D Navier-Stokes equations