118 research outputs found
Logarithmic asymptotics of the densities of SPDEs driven by spatially correlated noise
We consider the family of stochastic partial differential equations indexed
by a parameter \eps\in(0,1], \begin{equation*} Lu^{\eps}(t,x) =
\eps\sigma(u^\eps(t,x))\dot{F}(t,x)+b(u^\eps(t,x)), \end{equation*}
(t,x)\in(0,T]\times\Rd with suitable initial conditions. In this equation,
is a second-order partial differential operator with constant coefficients,
and are smooth functions and is a Gaussian noise, white
in time and with a stationary correlation in space. Let p^\eps_{t,x} denote
the density of the law of u^\eps(t,x) at a fixed point
(t,x)\in(0,T]\times\Rd. We study the existence of \lim_{\eps\downarrow 0}
\eps^2\log p^\eps_{t,x}(y) for a fixed . The results apply to a class
of stochastic wave equations with and to a class of stochastic
heat equations with .Comment: 39 pages. Will be published in the book " Stochastic Analysis and
Applications 2014. A volume in honour of Terry Lyons". Springer Verla
On a stochastic partial differential equation with non-local diffusion
In this paper, we prove existence, uniqueness and regularity for a class of
stochastic partial differential equations with a fractional Laplacian driven by
a space-time white noise in dimension one. The equation we consider may also
include a reaction term
Convergence to SPDEs in Stratonovich form
We consider the perturbation of parabolic operators of the form
by large-amplitude highly oscillatory spatially dependent
potentials modeled as Gaussian random fields. The amplitude of the potential is
chosen so that the solution to the random equation is affected by the
randomness at the leading order. We show that, when the dimension is smaller
than the order of the elliptic pseudo-differential operator , the
perturbed parabolic equation admits a solution given by a Duhamel expansion.
Moreover, as the correlation length of the potential vanishes, we show that the
latter solution converges in distribution to the solution of a stochastic
parabolic equation with a multiplicative term that should be interpreted in the
Stratonovich sense. The theory of mild solutions for such stochastic partial
differential equations is developed. The behavior described above should be
contrasted to the case of dimensions that are larger than or equal to the order
of the elliptic pseudo-differential operator . In the latter case, the
solution to the random equation converges strongly to the solution of a
homogenized (deterministic) parabolic equation as is shown in the companion
paper [2]. The stochastic model is therefore valid only for sufficiently small
space dimensions in this class of parabolic problems.Comment: 21 page
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
TerapĂȘutica com doses profilĂĄticas de sulfato ferroso como medida de intervenção no combate Ă carĂȘncia de ferro em crianças atendidas em unidades bĂĄsicas de saĂșde
Cosmology with the Laser Interferometer Space Antenna
The Laser Interferometer Space Antenna (LISA) has two scientific objectives of cosmological focus: to probe the expansion rate of the universe, and to understand stochastic gravitational-wave backgrounds and their implications for early universe and particle physics, from the MeV to the Planck scale. However, the range of potential cosmological applications of gravitational wave observations extends well beyond these two objectives. This publication presents a summary of the state of the art in LISA cosmology, theory and methods, and identifies new opportunities to use gravitational wave observations by LISA to probe the universe
On Infinite Perfect Graphs And Randomized Stopping Points on the Plane
On Infinite Perfect Graphs And Randomized Stopping Points on the Plan
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