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Derivation of physically motivated constraints for efficient interval simulations applied to the analysis of uncertain dynamical systems

Mareile Freihold, Eberhard P. Hofer (2009)

International Journal of Applied Mathematics and Computer Science

Interval arithmetic techniques such as VALENCIA-IVP allow calculating guaranteed enclosures of all reachable states of continuous-time dynamical systems with bounded uncertainties of both initial conditions and system parameters. Considering the fact that, in naive implementations of interval algorithms, overestimation might lead to unnecessarily conservative results, suitable consistency tests are essential to obtain the tightest possible enclosures. In this contribution, a general framework for...

Differentiability of the transition semigroup of the stochastic Burgers equation, and application to the corresponding Hamilton-Jacobi equation

Giuseppe Da Prato, Arnaud Debussche (1998)

Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni

We consider a stochastic Burgers equation. We show that the gradient of the corresponding transition semigroup P t φ does exist for any bounded φ ; and can be estimated by a suitable exponential weight. An application to some Hamilton-Jacobi equation arising in Stochastic Control is given.

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