Homogenization of nonlinear stochastic partial differential equations in a general ergodic environment

In this paper, we show that the concept of sigma-convergence associated to stochastic processes can tackle the homogenization of stochastic partial differential equations. In this regard, the homogenization problem for a stochastic nonlinear partial differential equation is studied. Using some deep compactness results such as the Prokhorov and Skorokhod theorems, we prove that the sequence of solutions of this problem converges in probability towards the solution of an equation of the same type. To proceed with, we use a suitable version of sigma-convergence method, the sigma-convergence for stochastic processes, which takes into account both the deterministic and random behaviours of the solutions of the problem. We apply the homogenization result to some concrete physical situations such as the periodicity, the almost periodicity, the weak almost periodicity, and others.Comment: To appear in: Stochastic Analysis and Application

A class of non-zero-sum stochastic differential investment and reinsurance games

In this article, we provide a systematic study on the non-zero-sum stochastic differential investment and reinsurance game between two insurance companies. Each insurance company’s surplus process consists of a proportional reinsurance protection and an investment in risky and risk-free assets. Each insurance company is assumed to maximize his utility of the difference between his terminal surplus and that of his competitor. The surplus process of each insurance company is modeled by a mixed regime-switching Cramer–Lundberg diffusion approximation process, i.e. the coefficients of the diffusion risk processes are modulated by a continuous-time Markov chain and an independent market-index process. Correlation between the two surplus processes, independent of the risky asset process, is allowed. Despite the complex structure, we manage to solve the resulting non-zero sum game problem by applying the dynamic programming principle. The Nash equilibrium, the optimal reinsurance/investment, and the resulting value processes of the insurance companies are obtained in closed forms, together with sound economic interpretations, for the case of an exponential utility function.postprin

Complementary therapies for labour and birth: A randomized controlled trial of antenatal integrative medicine for pain management in labour

Objective: To evaluate the effect of an antenatal integrative medicine education programme in addition to usual care for nulliparous women on intrapartum epidural use. Design: Open-label, assessor blind, randomized controlled trial. Setting: 2 public hospitals in Sydney, Australia. Population: 176 nulliparous women with low-risk pregnancies, attending hospital-based antenatal clinics. Methods and intervention: The Complementary Therapies for Labour and Birth protocol, based on the She Births and acupressure for labour and birth courses, incorporated 6 evidence-based complementary medicine techniques: acupressure, visualisation and relaxation, breathing, massage, yoga techniques, and facilitated partner support. Randomisation occurred at 24–36 weeks’ gestation, and participants attended a 2-day antenatal education programme plus standard care, or standard care alone. Main outcome measures: Rate of analgesic epidural use. Secondary: onset of labour, augmentation, mode of birth, newborn outcomes. Results:There was a significant difference in epidural use between the 2 groups: study group (23.9%) standard care (68.7%; risk ratio (RR) 0.37 (95% CI 0.25 to 0.55), p≤0.001). The study group participants reported a reduced rate of augmentation (RR=0.54 (95% CI 0.38 to 0.77), p Conclusions: The Complementary Therapies for Labour and Birth study protocol significantly reduced epidural use and caesarean section. This study provides evidence for integrative medicine as an effective adjunct to antenatal education, and contributes to the body of best practice evidence

Well-posedness for a class of nonlinear degenerate parabolic equations

In this paper we obtain well-posedness for a class of semilinear weakly degenerate reaction-diffusion systems with Robin boundary conditions. This result is obtained through a Gagliardo-Nirenberg interpolation inequality and some embedding results for weighted Sobolev spaces

Convergence of the Generalized Volume Averaging Method on a Convection-Diffusion Problem: A Spectral Perspective

A mixed formulation is proposed and analyzed mathematically for coupled convection-diffusion in heterogeneous medias. Transfer in solid parts driven by pure diffusion is coupled with convection-diffusion transfer in fluid parts. This study is carried out for translation-invariant geometries (general infinite cylinders) and unidirectional flows. This formulation brings to the fore a new convection-diffusion operator, the properties of which are mathematically studied: its symmetry is first shown using a suitable scalar product. It is proved to be self-adjoint with compact resolvent on a simple Hilbert space. Its spectrum is characterized as being composed of a double set of eigenvalues: one converging towards −∞ and the other towards +∞, thus resulting in a nonsectorial operator. The decomposition of the convection-diffusion problem into a generalized eigenvalue problem permits the reduction of the original three-dimensional problem into a two-dimensional one. Despite the operator being nonsectorial, a complete solution on the infinite cylinder, associated to a step change of the wall temperature at the origin, is exhibited with the help of the operator’s two sets of eigenvalues/eigenfunctions. On the computational point of view, a mixed variational formulation is naturally associated to the eigenvalue problem. Numerical illustrations are provided for axisymmetrical situations, the convergence of which is found to be consistent with the numerical discretization

Interference phenomena in scalar transport induced by a noise finite correlation time

The role played on the scalar transport by a finite, not small, correlation time, $\tau_u$, for the noise velocity is investigated, both analytically and numerically. For small $\tau_u$'s a mechanism leading to enhancement of transport has recently been identified and shown to be dominating for any type of flow. For finite non-vanishing $\tau_u$'s we recognize the existence of a further mechanism associated with regions of anticorrelation of the Lagrangian advecting velocity. Depending on the extension of the anticorrelated regions, either an enhancement (corresponding to constructive interference) or a depletion (corresponding to destructive interference) in the turbulent transport now takes place.Comment: 8 pages, 3 figure

Necessary Optimality Conditions for a Dead Oil Isotherm Optimal Control Problem

We study a system of nonlinear partial differential equations resulting from the traditional modelling of oil engineering within the framework of the mechanics of a continuous medium. Recent results on the problem provide existence, uniqueness and regularity of the optimal solution. Here we obtain the first necessary optimality conditions.Comment: 9 page

Some homogenization and corrector results for nonlinear monotone operators

This paper deals with the limit behaviour of the solutions of quasi-linear equations of the form \ \ds -\limfunc{div}\left(a\left(x, x/{\varepsilon _h},Du_h\right)\right)=f_h on $\Omega$ with Dirichlet boundary conditions. The sequence $(\varepsilon _h)$ tends to $0$ and the map $a(x,y,\xi )$ is periodic in $y$, monotone in $\xi$ and satisfies suitable continuity conditions. It is proved that $u_h\rightarrow u$ weakly in $H_0^{1,2}(\Omega )$, where $u$ is the solution of a homogenized problem \ -\limfunc{div}(b(x,Du))=f on $\Omega$. We also prove some corrector results, i.e. we find $(P_h)$ such that $Du_h-P_h(Du)\rightarrow 0$ in $L^2(\Omega ,R^n)$

L\'evy-areas of Ornstein-Uhlenbeck processes in Hilbert-spaces

In this paper we investigate the existence and some useful properties of the L\'evy areas of Ornstein-Uhlenbeck processes associated to Hilbert-space-valued fractional Brownian-motions with Hurst parameter $H\in (1/3,1/2]$. We prove that this stochastic area has a H\"older-continuous version with sufficiently large H\"older-exponent and that can be approximated by smooth areas. In addition, we prove the stationarity of this area.Comment: 18 page

Correctors for some nonlinear monotone operators

In this paper we study homogenization of quasi-linear partial differential equations of the form -\mbox{div}\left( a\left( x,x/\varepsilon _h,Du_h\right) \right) =f_h on $\Omega$ with Dirichlet boundary conditions. Here the sequence $\left( \varepsilon _h\right)$ tends to $0$ as $h\rightarrow \infty$ and the map $a\left( x,y,\xi \right)$ is periodic in $y,$ monotone in $\xi$ and satisfies suitable continuity conditions. We prove that $u_h\rightarrow u$ weakly in $W_0^{1,p}\left( \Omega \right)$ as $h\rightarrow \infty ,$ where $u$ is the solution of a homogenized problem of the form -\mbox{div}\left( b\left( x,Du\right) \right) =f on $\Omega .$ We also derive an explicit expression for the homogenized operator $b$ and prove some corrector results, i.e. we find $\left( P_h\right)$ such that $Du_h-P_h\left( Du\right) \rightarrow 0$ in $L^p\left( \Omega, \mathbf{R}^n\right)$