177 research outputs found

    Some remarks about the positivity of random variables on a Gaussian probability space

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    Let (W,H,μ)(W,H,\mu) be an abstract Wiener space and LL be a probability density of class LlogL. Using the measure transportation of Monge-Kantorovitch, we prove that the kernel of the projection of L on the second Wiener chaos defines an (Hilbert-Schmidt) operator which is lower bounded by another Hilbert-Schmidt operator.Comment: 6 page

    Flows driven by Banach space-valued rough paths

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    We show in this note how the machinery of C^1-approximate flows devised in the work "Flows driven by rough paths", and applied there to reprove and extend most of the results on Banach space-valued rough differential equations driven by a finite dimensional rough path, can be used to deal with rough differential equations driven by an infinite dimensional Banach space-valued weak geometric Holder p-rough paths, for any p>2, giving back Lyons' theory in its full force in a simple way.Comment: 8 page

    Nonlinear Young integrals via fractional calculus

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    For H\"older continuous functions W(t,x)W(t,x) and φt\varphi_t, we define nonlinear integral ∫abW(dt,φt)\int_a^b W(dt, \varphi_t) via fractional calculus. This nonlinear integral arises naturally in the Feynman-Kac formula for stochastic heat equations with random coefficients. We also define iterated nonlinear integrals.Comment: arXiv admin note: substantial text overlap with arXiv:1404.758

    The Monge problem in Wiener Space

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    We address the Monge problem in the abstract Wiener space and we give an existence result provided both marginal measures are absolutely continuous with respect to the infinite dimensional Gaussian measure {\gamma}

    Perimeter of sublevel sets in infinite dimensional spaces

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    We compare the perimeter measure with the Airault-Malliavin surface measure and we prove that all open convex subsets of abstract Wiener spaces have finite perimeter. By an explicit counter-example, we show that in general this is not true for compact convex domains

    Aero-thermo-mechanical coupling for flame-wall interaction

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    This paper investigates a flame-wall interaction consisting of a premixed flame impinging on a metallic plate. This is a coupled problem as the heat transfer from the flame increases the temperature of the plate and bends it, which in turn modifies the shape of the flame. This study aims at designing an aero-thermo-mechanical coupling between both codes CEDRE (Computational Fluid Dynamics) and Z-SeT (computational solid mechanics and heat conduction) to simulate this complex system. Numerical results for aero-thermal coupling are compared with experimental data
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