178 research outputs found
Some remarks about the positivity of random variables on a Gaussian probability space
Let be an abstract Wiener space and be a probability density
of class LlogL. Using the measure transportation of Monge-Kantorovitch, we
prove that the kernel of the projection of L on the second Wiener chaos defines
an (Hilbert-Schmidt) operator which is lower bounded by another Hilbert-Schmidt
operator.Comment: 6 page
Flows driven by Banach space-valued rough paths
We show in this note how the machinery of C^1-approximate flows devised in
the work "Flows driven by rough paths", and applied there to reprove and extend
most of the results on Banach space-valued rough differential equations driven
by a finite dimensional rough path, can be used to deal with rough differential
equations driven by an infinite dimensional Banach space-valued weak geometric
Holder p-rough paths, for any p>2, giving back Lyons' theory in its full force
in a simple way.Comment: 8 page
Nonlinear Young integrals via fractional calculus
For H\"older continuous functions and , we define
nonlinear integral via fractional calculus. This
nonlinear integral arises naturally in the Feynman-Kac formula for stochastic
heat equations with random coefficients. We also define iterated nonlinear
integrals.Comment: arXiv admin note: substantial text overlap with arXiv:1404.758
The Monge problem in Wiener Space
We address the Monge problem in the abstract Wiener space and we give an
existence result provided both marginal measures are absolutely continuous with
respect to the infinite dimensional Gaussian measure {\gamma}
Perimeter of sublevel sets in infinite dimensional spaces
We compare the perimeter measure with the Airault-Malliavin surface measure
and we prove that all open convex subsets of abstract Wiener spaces have finite
perimeter. By an explicit counter-example, we show that in general this is not
true for compact convex domains
Aero-thermo-mechanical coupling for flame-wall interaction
This paper investigates a flame-wall interaction consisting of a premixed flame
impinging on a metallic plate. This is a coupled problem as the heat transfer from the
flame increases the temperature of the plate and bends it, which in turn modifies the shape
of the flame. This study aims at designing an aero-thermo-mechanical coupling between
both codes CEDRE (Computational Fluid Dynamics) and Z-SeT (computational solid
mechanics and heat conduction) to simulate this complex system. Numerical results for
aero-thermal coupling are compared with experimental data
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