Hamilton Jacobi Bellman equations in infinite dimensions with quadratic and superquadratic Hamiltonian

We consider Hamilton Jacobi Bellman equations in an inifinite dimensional Hilbert space, with quadratic (respectively superquadratic) hamiltonian and with continuous (respectively lipschitz continuous) final conditions. This allows to study stochastic optimal control problems for suitable controlled Ornstein Uhlenbeck process with unbounded control processes

Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators

The aim of the present paper is to study the regularity properties of the solution of a backward stochastic differential equation with a monotone generator in infinite dimension. We show some applications to the nonlinear Kolmogorov equation and to stochastic optimal control

Exponential Mixing for a Stochastic PDE Driven by Degenerate Noise

We study stochastic partial differential equations of the reaction-diffusion type. We show that, even if the forcing is very degenerate (i.e. has not full rank), one has exponential convergence towards the invariant measure. The convergence takes place in the topology induced by a weighted variation norm and uses a kind of (uniform) Doeblin condition.Comment: 10 pages, 1 figur

Non-autonomous stochastic evolution equations and applications to stochastic partial differential equations

In this paper we study the following non-autonomous stochastic evolution equation on a UMD Banach space $E$ with type 2, {equation}\label{eq:SEab}\tag{SE} {{aligned} dU(t) & = (A(t)U(t) + F(t,U(t))) dt + B(t,U(t)) dW_H(t), \quad t\in [0,T], U(0) & = u_0. {aligned}. {equation} Here $(A(t))_{t\in [0,T]}$ are unbounded operators with domains $(D(A(t)))_{t\in [0,T]}$ which may be time dependent. We assume that $(A(t))_{t\in [0,T]}$ satisfies the conditions of Acquistapace and Terreni. The functions $F$ and $B$ are nonlinear functions defined on certain interpolation spaces and $u_0\in E$ is the initial value. $W_H$ is a cylindrical Brownian motion on a separable Hilbert space $H$. Under Lipschitz and linear growth conditions we show that there exists a unique mild solution of \eqref{eq:SEab}. Under assumptions on the interpolation spaces we extend the factorization method of Da Prato, Kwapie\'n, and Zabczyk, to obtain space-time regularity results for the solution $U$ of \eqref{eq:SEab}. For Hilbert spaces $E$ we obtain a maximal regularity result. The results improve several previous results from the literature. The theory is applied to a second order stochastic partial differential equation which has been studied by Sanz-Sol\'e and Vuillermot. This leads to several improvements of their result.Comment: Accepted for publication in Journal of Evolution Equation

Large deviations principle for the invariant measures of the 2D stochastic Navier-Stokes equations on a torus

We prove here the validity of a large deviation principle for the family of invariant measures associated to a two dimensional Navier-Stokes equation on a torus, perturbed by a smooth additive noise

Large Deviations for Stochastic Evolution Equations with Small Multiplicative Noise

The Freidlin-Wentzell large deviation principle is established for the distributions of stochastic evolution equations with general monotone drift and small multiplicative noise. As examples, the main results are applied to derive the large deviation principle for different types of SPDE such as stochastic reaction-diffusion equations, stochastic porous media equations and fast diffusion equations, and the stochastic p-Laplace equation in Hilbert space. The weak convergence approach is employed in the proof to establish the Laplace principle, which is equivalent to the large deviation principle in our framework.Comment: 31 pages, published in Appl. Math. Opti

Adjoint bi-continuous semigroups and semigroups on the space of measures

For a given bi-continuous semigroup T on a Banach space X we define its adjoint on an appropriate closed subspace X^o of the norm dual X'. Under some abstract conditions this adjoint semigroup is again bi-continuous with respect to the weak topology (X^o,X). An application is the following: For K a Polish space we consider operator semigroups on the space C(K) of bounded, continuous functions (endowed with the compact-open topology) and on the space M(K) of bounded Baire measures (endowed with the weak*-topology). We show that bi-continuous semigroups on M(K) are precisely those that are adjoints of a bi-continuous semigroups on C(K). We also prove that the class of bi-continuous semigroups on C(K) with respect to the compact-open topology coincides with the class of equicontinuous semigroups with respect to the strict topology. In general, if K is not Polish space this is not the case

Stochastic Reaction-diffusion Equations Driven by Jump Processes

We establish the existence of weak martingale solutions to a class of second order parabolic stochastic partial differential equations. The equations are driven by multiplicative jump type noise, with a non-Lipschitz multiplicative functional. The drift in the equations contains a dissipative nonlinearity of polynomial growth.Comment: See journal reference for teh final published versio

Electronic cigarette use in 12 European countries. Results from the TackSHS survey.

BACKGROUND: Limited data on electronic cigarette prevalence, patterns and settings of use are available from several European countries. METHODS: Within the TackSHS project, a face-to-face survey was conducted in 2017-2018 in 12 European countries (Bulgaria, England, France, Germany, Greece, Ireland, Italy, Latvia, Poland, Portugal, Romania and Spain). Overall, 11,876 participants, representative of the population aged ≥15 years in each country, provided information on electronic cigarette. RESULTS: 2.4% (95% confidence interval, CI: 2.2-2.7) of the subjects (2.5% among men and 2.4% among women; 0.4% among never, 4.4% among current- and 6.5% among ex-smokers) reported current use of electronic cigarette, ranging from 0.6% in Spain to 7.2% in England. Of the 272 electronic cigarette users, 52.6% were dual users (i.e., users of both electronic and conventional cigarettes) and 58.8% used liquids with nicotine. In all, 65.1% reported using electronic cigarette in at least one indoor setting where smoking is forbidden, in particular in workplaces (34.9%), and bars and restaurants (41.5%). Multivariable logistic regression analysis showed that electronic cigarette use was lower among older individuals (p for trend <0.001) and higher among individuals with high level of education (p for trend 0.040). Participants from countries with higher tobacco cigarette prices more frequently reported electronic cigarette use (odds ratio 3.62; 95% CI: 1.80-7.30). CONCLUSIONS: Considering the whole adult population of these 12 European countries, more than 8.3 million people use electronic cigarettes. The majority of users also smoked conventional cigarettes, used electronic cigarettes with nicotine and consumed electronic cigarettes in smoke-free indoor areas

Numerical methods for stochastic partial differential equations with multiples scales

A new method for solving numerically stochastic partial differential equations (SPDEs) with multiple scales is presented. The method combines a spectral method with the heterogeneous multiscale method (HMM) presented in [W. E, D. Liu, and E. Vanden-Eijnden, Comm. Pure Appl. Math., 58(11):1544--1585, 2005]. The class of problems that we consider are SPDEs with quadratic nonlinearities that were studied in [D. Blomker, M. Hairer, and G.A. Pavliotis, Nonlinearity, 20(7):1721--1744, 2007.] For such SPDEs an amplitude equation which describes the effective dynamics at long time scales can be rigorously derived for both advective and diffusive time scales. Our method, based on micro and macro solvers, allows to capture numerically the amplitude equation accurately at a cost independent of the small scales in the problem. Numerical experiments illustrate the behavior of the proposed method.Comment: 30 pages, 5 figures, submitted to J. Comp. Phy