All a b c d e f g h i j k l m n o p q r s t u v w x y z Other

Previous Page 14 Next

Displaying 261 – 280 of 432

Showing per page

Probabilistic analysis of singularities for the 3D Navier-Stokes equations

Franco Flandoli, Marco Romito (2002)

Mathematica Bohemica

The classical result on singularities for the 3D Navier-Stokes equations says that the 1 -dimensional Hausdorff measure of the set of singular points is zero. For a stochastic version of the equation, new results are proved. For statistically stationary solutions, at any given time t , with probability one the set of singular points is empty. The same result is true for a.e. initial condition with respect to a measure related to the stationary solution, and if the noise is sufficiently non degenerate...

Probabilistic approach spaces

Gunther Jäger (2017)

Mathematica Bohemica

We study a probabilistic generalization of Lowen's approach spaces. Such a probabilistic approach space is defined in terms of a probabilistic distance which assigns to a point and a subset a distance distribution function. We give a suitable axiom scheme and show that the resulting category is isomorphic to the category of left-continuous probabilistic topological convergence spaces and hence is a topological category. We further show that the category of Lowen's approach spaces is isomorphic to...

Probabilistic Approach to the Neumann Problem for a Symmetric Operator

Benchérif-Madani, Abdelatif (2009)

Serdica Mathematical Journal

2000 Mathematics Subject Classification: Primary 60J45, 60J50, 35Cxx; Secondary 31Cxx.We give a probabilistic formula for the solution of a non-homogeneous Neumann problem for a symmetric nondegenerate operator of second order in a bounded domain. We begin with a g-Hölder matrix and a C^1,g domain, g > 0, and then consider extensions. The solutions are expressed as a double layer potential instead of a single layer potential; in particular a new boundary function is discovered and boundary random...

Probabilistic cellular automata and random fields with i.i.d. directions

Jean Mairesse, Irène Marcovici (2014)

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

Let us consider the simplest model of one-dimensional probabilistic cellular automata (PCA). The cells are indexed by the integers, the alphabet is { 0 , 1 } , and all the cells evolve synchronously. The new content of a cell is randomly chosen, independently of the others, according to a distribution depending only on the content of the cell itself and of its right neighbor. There are necessary and sufficient conditions on the four parameters of such a PCA to have a Bernoulli product invariant measure....

Probabilistic interpretation and random walk on spheres algorithms for the Poisson-Boltzmann equation in molecular dynamics

Mireille Bossy, Nicolas Champagnat, Sylvain Maire, Denis Talay (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

Motivated by the development of efficient Monte Carlo methods for PDE models in molecular dynamics, we establish a new probabilistic interpretation of a family of divergence form operators with discontinuous coefficients at the interface of two open subsets of ℝ d . This family of operators includes the case of the linearized Poisson-Boltzmann equation used to compute the electrostatic free energy of a molecule. More precisely, we explicitly construct a Markov process whose infinitesimal generator...

Probabilistic methods for semilinear partial differential equations. Applications to finance

Dan Crisan, Konstantinos Manolarakis (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

With the pioneering work of [Pardoux and Peng, Syst. Contr. Lett.14 (1990) 55–61; Pardoux and Peng, Lecture Notes in Control and Information Sciences176 (1992) 200–217]. We have at our disposal stochastic processes which solve the so-called backward stochastic differential equations. These processes provide us with a Feynman-Kac representation for the solutions of a class of nonlinear partial differential equations (PDEs) which appear in many applications in the field of Mathematical Finance....

Probabilistic models for pattern statistics

Massimiliano Goldwurm, Roberto Radicioni (2006)

RAIRO - Theoretical Informatics and Applications

In this work we study some probabilistic models for the random generation of words over a given alphabet used in the literature in connection with pattern statistics. Our goal is to compare models based on Markovian processes (where the occurrence of a symbol in a given position only depends on a finite number of previous occurrences) and the stochastic models that can generate a word of given length from a regular language under uniform distribution. We present some results that show the differences...

Probabilistic models for vortex filaments based on fractional brownian motion.

David Nualart, Carles Rovira, Samy Tindel (2001)

RACSAM

Se introduce una estructura de vorticidad basada en el movimiento browniano fraccionario con parámetro de Hurst H > 1/2 . El objeto de esta nota es presentar el siguiente resultado: Bajo una condición de integrabilidad adecuada sobre la medida ρ que controla la concentración de la vorticidad a lo largo de los filamentos, la energía cinética de la configuración está bien definida y tiene momentos de todos los órdenes.

Currently displaying 261 – 280 of 432