Inviscid Large deviation principle and the 2D Navier Stokes equations with a free boundary condition

Using a weak convergence approach, we prove a LPD for the solution of 2D stochastic Navier Stokes equations when the viscosity converges to 0 and the noise intensity is multiplied by the square root of the viscosity. Unlike previous results on LDP for hydrodynamical models, the weak convergence is proven by tightness properties of the distribution of the solution in appropriate functional spaces

Approximating the coefficients in semilinear stochastic partial differential equations

We investigate, in the setting of UMD Banach spaces E, the continuous dependence on the data A, F, G and X_0 of mild solutions of semilinear stochastic evolution equations with multiplicative noise of the form dX(t) = [AX(t) + F(t,X(t))]dt + G(t,X(t))dW_H(t), X(0)=X_0, where W_H is a cylindrical Brownian motion on a Hilbert space H. We prove continuous dependence of the compensated solutions X(t)-e^{tA}X_0 in the norms L^p(\Omega;C^\lambda([0,T];E)) assuming that the approximating operators A_n are uniformly sectorial and converge to A in the strong resolvent sense, and that the approximating nonlinearities F_n and G_n are uniformly Lipschitz continuous in suitable norms and converge to F and G pointwise. Our results are applied to a class of semilinear parabolic SPDEs with finite-dimensional multiplicative noise.Comment: Referee's comments have been incorporate

The Ising model and Special Geometries

We show that the globally nilpotent G-operators corresponding to the factors of the linear differential operators annihilating the multifold integrals $\chi^{(n)}$ of the magnetic susceptibility of the Ising model ($n \le 6$) are homomorphic to their adjoint. This property of being self-adjoint up to operator homomorphisms, is equivalent to the fact that their symmetric square, or their exterior square, have rational solutions. The differential Galois groups are in the special orthogonal, or symplectic, groups. This self-adjoint (up to operator equivalence) property means that the factor operators we already know to be Derived from Geometry, are special globally nilpotent operators: they correspond to "Special Geometries". Beyond the small order factor operators (occurring in the linear differential operators associated with $\chi^{(5)}$ and $\chi^{(6)}$), and, in particular, those associated with modular forms, we focus on the quite large order-twelve and order-23 operators. We show that the order-twelve operator has an exterior square which annihilates a rational solution. Then, its differential Galois group is in the symplectic group $Sp(12, \mathbb{C})$. The order-23 operator is shown to factorize in an order-two operator and an order-21 operator. The symmetric square of this order-21 operator has a rational solution. Its differential Galois group is, thus, in the orthogonal group $SO(21, \mathbb{C})$.Comment: 33 page

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

Regularity of Ornstein-Uhlenbeck processes driven by a L{\'e}vy white noise

The paper is concerned with spatial and time regularity of solutions to linear stochastic evolution equation perturbed by L\'evy white noise "obtained by subordination of a Gaussian white noise". Sufficient conditions for spatial continuity are derived. It is also shown that solutions do not have in general \cadlag modifications. General results are applied to equations with fractional Laplacian. Applications to Burgers stochastic equations are considered as well.Comment: This is an updated version of the same paper. In fact, it has already been publishe

The Fuchsian differential equation of the square lattice Ising model χ(3)\chi(3) susceptibility

Using an expansion method in the variables $x_i$ that appear in the $(n-1)$-dimensional integrals representing the $n$-particle contribution to the Ising square lattice model susceptibility $\chi$, we generate a long series of coefficients for the 3-particle contribution $\chi^{(3)}$, using a $N^4$ polynomial time algorithm. We give the Fuchsian differential equation of order seven for $\chi^{(3)}$ that reproduces all the terms of our long series. An analysis of the properties of this Fuchsian differential equation is performed.Comment: 15 pages, no figures, submitted to J. Phys.

Fordham Letter from George C. Dettweiler Regarding a Constitutional Amendment to Article V (Balanced Budget Amendment)

Correspondence regarding Article 5 convention issues in 1983 and 1995