15 research outputs found
Stochastic Lagrangian Particle Approach to Fractal Navier-Stokes Equations
Full text linkIn this article we study the fractal Navier-Stokes equations by using
stochastic Lagrangian particle path approach in Constantin and Iyer
\cite{Co-Iy}. More precisely, a stochastic representation for the fractal
Navier-Stokes equations is given in terms of stochastic differential equations
driven by L\'evy processes. Basing on this representation, a self-contained
proof for the existence of local unique solution for the fractal Navier-Stokes
equation with initial data in \mW^{1,p} is provided, and in the case of two
dimensions or large viscosity, the existence of global solution is also
obtained. In order to obtain the global existence in any dimensions for large
viscosity, the gradient estimates for L\'evy processes with time dependent and
discontinuous drifts is proved.Comment: 19 page
Análise de associação quanto à produtividade e seus caracteres componentes em linhagens e cultivares de arroz de terras altas
Full text linkMonte-Carlo simulation of stochastic differential systems -- a geometrical approach
No full textWe develop some numerical schemes for d-dimensional stochastic differential equations derived from Milstein approximations of diffusions which are obtained by lifting the solutions of the stochastic differential equations to higher dimensional spaces using geometrical tools, in the line of the work [A.B. Cruzeiro, P. Malliavin, A. Thalmaier, Geometrization of Monte-Carlo numerical analysis of an elliptic operator: Strong approximation, C. R. Acad. Sci. Paris, Ser. I 338 (2004) 481-486].Numerical approximation of stochastic differential equations Geometrical numerical schemes for diffusions Milstein numerical schemes
Numerical approximation of diffusions in <mml:math altimg="si1.gif" display="inline" overflow="scroll" xmlns:xocs="http://www.elsevier.com/xml/xocs/dtd" xmlns:xs="http://www.w3.org/2001/XMLSchema" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns="http://www.elsevier.com/xml/ja/dtd" xmlns:ja="http://www.elsevier.com/xml/ja/dtd" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:tb="http://www.elsevier.com/xml/common/table/dtd" xmlns:sb="http://www.elsevier.com/xml/common/struct-bib/dtd" xmlns:ce="http://www.elsevier.com/xml/common/dtd" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:cals="http://www.elsevier.com/xml/common/cals/dtd"><mml:msup><mml:mrow><mml:mi mathvariant="double-struck">R</mml:mi></mml:mrow><mml:mrow><mml:mi>d</mml:mi></mml:mrow></mml:msup></mml:math> using normal charts of a Riemannian manifold
No full textSolutions et mesures invariantes pour des equations d'evolution stochastiques du type Navier-Stoke
No full textSIGLECopy held by FIZ Karlsruhe; available from UB/TIB Hannover / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische InformationsbibliothekDEGerman
Time discretization of ornsteinuhlenbeck equations and stochastic navier-stokes equations with a generalized noise
No full text
THE FLOW ASSOCIATED TO WEAKLY DIFFERENTIABLE VECTOR FIELDS: RECENT RESULTS AND OPEN PROBLEMS
No full textAbstract. We illustrate some recent developments of the theory of flows associated to weakly differentiable vector fields, listing the regularity/structural conditions considered so far, extensions to state spaces more general than Euclidean and open problems. Key words. Continuity equation, Transport equation, Flow. AMS(MOS) subject classifications. 46E35, 34A12, 35R05
