Stochastic PDEs with heavy-tailed noise

We analyze the nonlinear stochastic heat equation driven by heavy-tailed noise in free space and arbitrary dimension. The existence of a solution is proved even if the noise only has moments up to an order strictly smaller than its Blumenthal-Getoor index. In particular, this includes all stable noises with index $\alpha<1+2/d$. Although we cannot show uniqueness, the constructed solution is natural in the sense that it is the limit of the solutions to approximative equations obtained by truncating the big jumps of the noise or by restricting its support to a compact set in space. Under growth conditions on the nonlinear term we can further derive moment estimates of the solution, uniformly in space. Finally, the techniques are shown to apply to Volterra equations with kernels bounded by generalized Gaussian densities. This includes, for instance, a large class of uniformly parabolic stochastic PDEs.Comment: in press, Stochastic Processes and their Applications, 201

Exploring Hamilton and Raglan

Postcard from Maya Chong, during the Linfield College Semester Abroad Program at the University of Waikato in Hamilton, New Zealan

L\'evy-driven Volterra equations in space and time

We investigate nonlinear stochastic Volterra equations in space and time that are driven by L\'evy bases. Under a Lipschitz condition on the nonlinear term, we give existence and uniqueness criteria in weighted function spaces that depend on integrability properties of the kernel and the characteristics of the L\'evy basis. Particular attention is devoted to equations with stationary solutions, or more generally, to equations with infinite memory, that is, where the time domain of integration starts at minus infinity. Here, in contrast to the case where time is positive, the usual integrability conditions on the kernel are no longer sufficient for the existence and uniqueness of solutions, but we have to impose additional size conditions on the kernel and the L\'evy characteristics. Furthermore, once the existence of a solution is guaranteed, we analyse its asymptotic stability, that is, whether its moments remain bounded when time goes to infinity. Stability is proved whenever kernel and characteristics are small enough, or the nonlinearity of the equation exhibits a fractional growth of order strictly smaller than one. The results are applied to the stochastic heat equation for illustration.Comment: in pres

An experimental study of airfoil instability tonal noise with trailing edge serrations

This paper presents an experimental study of the effect of trailing edge serrations on airfoil instability noise. Detailed aeroacoustic measurements are presented of the noise radiated by an NACA-0012 airfoil with trailing edge serrations in a low to moderate speed flow under acoustical free field conditions. The existence of a separated boundary layer near the trailing edge of the airfoil at an angle of attack of 4.2 degree has been experimentally identified by a surface mounted hot-film arrays technique. Hot-wire results have shown that the saw-tooth surface can trigger a bypass transition and prevent the boundary layer from becoming separated. Without the separated boundary layer to act as an amplifier for the incoming Tollmien-Schlichting waves, the intensity and spectral characteristic of the radiated tonal noise can be affected depending upon the serration geometry. Particle Imaging Velocimetry (PIV) measurements of the airfoil wakes for a straight and serrated trailing edge are also reported in this paper. These measurements show that localized normal-component velocity fluctuations that are present in a small region of the wake from the laminar airfoil become weakened once serrations are introduced. Owing to the above unique characteristics of the serrated trailing edges, we are able to further investigate the mechanisms of airfoil instability tonal noise with special emphasis on the assessment of the wake and non-wake based aeroacoustic feedback model. It has been shown that the instability tonal noise generated at an angle of attack below approximately one degree could involve several complex mechanisms. On the other hand, the non-wake based aeroacoustic feedback mechanism alone is sufficient to predict all discrete tone frequencies accurately when the airfoil is at a moderate angle of attack