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

Advectional enhancement of eddy diffusivity under parametric disorder

Frozen parametric disorder can lead to appearance of sets of localized convective currents in an otherwise stable (quiescent) fluid layer heated from below. These currents significantly influence the transport of an admixture (or any other passive scalar) along the layer. When the molecular diffusivity of the admixture is small in comparison to the thermal one, which is quite typical in nature, disorder can enhance the effective (eddy) diffusivity by several orders of magnitude in comparison to the molecular diffusivity. In this paper we study the effect of an imposed longitudinal advection on delocalization of convective currents, both numerically and analytically; and report subsequent drastic boost of the effective diffusivity for weak advection.Comment: 14 pages, 6 figures, for Topical Issue of Physica Scripta "2nd Intl. Conf. on Turbulent Mixing and Beyond

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

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 $L^2(\Omega ,R^n)$

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 $L^p\left( \Omega, \mathbf{R}^n\right)$

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

On weak convergence of locally periodic functions

We prove a generalization of the fact that periodic functions converge weakly to the mean value as the oscillation increases. Some convergence questions connected to locally periodic nonlinear boundary value problems are also considered.Comment: arxiv version is already officia