On the point spectrum of some perturbed differential operators with periodic coefficients

Finiteness of the point spectrum of linear operators acting in a Banach space is investigated from point of view of perturbation theory. In the first part of the paper we present an abstract result based on analytical continuation of the resolvent function through continuous spectrum. In the second part, the abstract result is applied to differential operators which can be represented as a differential operator with periodic coefficients perturbed by an arbitrary subordinated differential operator

Parameter estimations for SPDEs with multiplicative fractional noise

We study parameter estimation problem for diagonalizable stochastic partial differential equations driven by a multiplicative fractional noise with any Hurst parameter $H\in(0,1)$. Two classes of estimators are investigated: traditional maximum likelihood type estimators, and a new class called closed-form exact estimators. Finally the general results are applied to stochastic heat equation driven by a fractional Brownian motion

A note on error estimation for hypothesis testing problems for some linear SPDEs

The aim of the present paper is to estimate and control the Type I and Type II errors of a simple hypothesis testing problem of the drift/viscosity coefficient for stochastic fractional heat equation driven by additive noise. Assuming that one path of the first $N$ Fourier modes of the solution is observed continuously over a finite time interval $[0,T]$, we propose a new class of rejection regions and provide computable thresholds for $T$, and $N$, that guarantee that the statistical errors are smaller than a given upper bound. The considered tests are of likelihood ratio type. The main ideas, and the proofs, are based on sharp large deviation bounds. Finally, we illustrate the theoretical results by numerical simulations.Comment: Forthcoming in Stochastic Partial Differential Equations: Analysis and Computation