4,156 research outputs found
Rough paths and 1d sde with a time dependent distributional drift. Application to polymers
Motivated by the recent advances in the theory of stochastic partial
differential equations involving nonlinear functions of distributions, like the
Kardar-Parisi-Zhang (KPZ) equation, we reconsider the unique solvability of
one-dimensional stochastic differential equations, the drift of which is a
distribution, by means of rough paths theory. Existence and uniqueness are
established in the weak sense when the drift reads as the derivative of a
H{\"o}lder continuous function. Regularity of the drift part is investigated
carefully and a related stochastic calculus is also proposed, which makes the
structure of the solutions more explicit than within the earlier framework of
Dirichlet processes
A forward--backward stochastic algorithm for quasi-linear PDEs
We propose a time-space discretization scheme for quasi-linear parabolic
PDEs. The algorithm relies on the theory of fully coupled forward--backward
SDEs, which provides an efficient probabilistic representation of this type of
equation. The derivated algorithm holds for strong solutions defined on any
interval of arbitrary length. As a bypass product, we obtain a discretization
procedure for the underlying FBSDE. In particular, our work provides an
alternative to the method described in [Douglas, Ma and Protter (1996) Ann.
Appl. Probab. 6 940--968] and weakens the regularity assumptions required in
this reference.Comment: Published at http://dx.doi.org/10.1214/105051605000000674 in the
Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute
of Mathematical Statistics (http://www.imstat.org
Auxiliary SDEs for homogenization of quasilinear PDEs with periodic coefficients
We study the homogenization property of systems of quasi-linear PDEs of
parabolic type with periodic coefficients, highly oscillating drift and highly
oscillating nonlinear term. To this end, we propose a probabilistic approach
based on the theory of forward-backward stochastic differential equations and
introduce the new concept of ``auxiliary SDEs.''Comment: Published by the Institute of Mathematical Statistics
(http://www.imstat.org) in the Annals of Probability
(http://www.imstat.org/aop/) at http://dx.doi.org/10.1214/00911790400000014
Eliminating social inequality by reinforcing standard language ideology? Language policy for Dutch in Flemish schools
Flanders, the northern, Dutch-speaking part of Belgium, is facing a growing intra- and interlingual diversity. On the intralingual level, Tussentaal ('in-between-language') emerged as a cluster of intermediate varieties between the Flemish dialects and Standard Dutch, gradually becoming the colloquial language. At the same time, Flanders counts a growing number of immigrants and languages. This paper analyses the way Flemish language-in-education policy deals with these (perceived) problems of substandardisation and multilingualism, in order to create equal opportunities for all pupils, regardless of their native language or social background. Both the policy and the measures it proposes are strongly influenced by different, yet intertwined ideologies of standardisation and monolingualism. By propagating Standard Dutch as the only acceptable language (variety) and denying all forms of language diversity, Flemish language-in-education policy not only fails to create equal opportunities, but reinforces ideologies that maintain inequality. Instead, language policy should be open towards language diversity, taking the role of teachers in forming and implementing policies into consideration
Mobilizing Cities towards a Low Carbon Future: Tambourines, Carrots and Sticks
In the transition towards a decarbonized energy system, we need city authorities to lead by example as public actors, to govern the actions of the private urban actors as local policy makers, and to conceive and manage the implementation of an integrated approach as coordinators, which we introduce in this paper as three levels of city smartness. Local governments however have institutional disincentives to act, and if they do act, they are confronted with urban actors that are reluctant to follow. This paper analyzes how city pioneers in Europe have been able to overcome these disincentives thanks to a combination of local circumstances and interventions by higher levels of government. We categorize the state of the art instruments that have been used by higher levels of government into “tambourines”, “carrots”, and “sticks”, and reflect on how the state of the art could be improved.cities; climate change; governance
Information Transmission under Random Emission Constraints
We model the transmission of a message on the complete graph with n vertices
and limited resources. The vertices of the graph represent servers that may
broadcast the message at random. Each server has a random emission capital that
decreases at each emission. Quantities of interest are the number of servers
that receive the information before the capital of all the informed servers is
exhausted and the exhaustion time. We establish limit theorems (law of large
numbers, central limit theorem and large deviation principle), as n tends to
infinity, for the proportion of visited vertices before exhaustion and for the
total duration. The analysis relies on a construction of the transmission
procedure as a dynamical selection of successful nodes in a Galton-Watson tree
with respect to the success epochs of the coupon collector problem
Convergence order of upwind type schemes for transport equations with discontinuous coefficients
An analysis of the error of the upwind scheme for transport equation with
discontinuous coefficients is provided. We consider here a velocity field that
is bounded and one-sided Lipschitz continuous. In this framework, solutions are
defined in the sense of measures along the lines of Poupaud and Rascle's work.
We study the convergence order of the upwind scheme in the Wasserstein
distances. More precisely, we prove that in this setting the convergence order
is 1/2. We also show the optimality of this result. In the appendix, we show
that this result also applies to other "diffusive" "first order" schemes and to
a forward semi-Lagrangian scheme
- …