669 research outputs found
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
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
Overall Dynamic Properties of 3-D periodic elastic composites
A method for the homogenization of 3-D periodic elastic composites is
presented. It allows for the evaluation of the averaged overall frequency
dependent dynamic material constitutive tensors relating the averaged dynamic
field variable tensors of velocity, strain, stress, and linear momentum. The
formulation is based on micromechanical modeling of a representative unit cell
of a composite proposed by Nemat-Nasser & Hori (1993), Nemat-Nasser et. al.
(1982) and Mura (1987) and is the 3-D generalization of the 1-D elastodynamic
homogenization scheme presented by Nemat-Nasser & Srivastava (2011). We show
that for 3-D periodic composites the overall compliance (stiffness) tensor is
hermitian, irrespective of whether the corresponding unit cell is geometrically
or materially symmetric.Overall mass density is shown to be a tensor and, like
the overall compliance tensor, always hermitian. The average strain and linear
momentum tensors are, however, coupled and the coupling tensors are shown to be
each others' hermitian transpose. Finally we present a numerical example of a
3-D periodic composite composed of elastic cubes periodically distributed in an
elastic matrix. The presented results corroborate the predictions of the
theoretical treatment.Comment: 26 pages, 2 figures, submitted to Proceedings of the Royal Society
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 with Dirichlet boundary conditions.
The sequence tends to and the map is
periodic in , monotone in and satisfies suitable continuity
conditions. It is proved that weakly in , where is the solution of a homogenized problem \
-\limfunc{div}(b(x,Du))=f on . We also prove some corrector results,
i.e. we find such that in
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 with Dirichlet boundary conditions. Here the
sequence tends to as
and the map is periodic in monotone in
and satisfies suitable continuity conditions. We prove that
weakly in as where
is the solution of a homogenized problem of the form -\mbox{div}\left(
b\left( x,Du\right) \right) =f on We also derive an explicit
expression for the homogenized operator and prove some corrector results,
i.e. we find such that in
A functional non-central limit theorem for jump-diffusions with periodic coefficients driven by stable Levy-noise
We prove a functional non-central limit theorem for jump-diffusions with
periodic coefficients driven by strictly stable Levy-processes with stability
index bigger than one. The limit process turns out to be a strictly stable Levy
process with an averaged jump-measure. Unlike in the situation where the
diffusion is driven by Brownian motion, there is no drift related enhancement
of diffusivity.Comment: Accepted to Journal of Theoretical Probabilit
Coexisting ordinary elasticity and superfluidity in a model of defect-free supersolid
We present the mechanics of a model of supersolid in the frame of the
Gross-Pitaevskii equation at that do not require defects nor vacancies.
A set of coupled nonlinear partial differential equations plus boundary
conditions is derived. The mechanical equilibrium is studied under external
constrains as steady rotation or external stress. Our model displays a
paradoxical behavior: the existence of a non classical rotational inertia
fraction in the limit of small rotation speed and no superflow under small (but
finite) stress nor external force. The only matter flow for finite stress is
due to plasticity.Comment: 6 pages, 2 figure
Mean-field-game model for botnet defense in cyber-security
We initiate the analysis of the response of computer owners to various offers of defence systems against a cyber-hacker (for instance, a botnet attack), as a stochastic game of a large number of interacting agents. We introduce a simple mean-field game that models their behavior. It takes into account both the random process of the propagation of the infection (controlled by the botner herder) and the decision making process of customers. Its stationary version turns out to be exactly solvable (but not at all trivial) under an additional natural assumption that the execution time of the decisions of the customers (say, switch on or out the defence system) is much faster that the infection rates
Non Classical Rotational Inertia Fraction in a One Dimensional Model of Supersolid
We study the rotational inertia of a model of supersolid in the frame of the
mean field Gross-Pitaevskii theory in one space dimension. We discuss the
ground state of the model and the existence of a non classical inertia (NCRI)
under rotation that models an annular geometry. An explicit formula for the
NCRI is deduced. It depends on the density profil of the ground state, in full
agreement with former theories. We compare the NCRI computed through this
theory with direct numerical simulations of rotating 1D systems
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