53 research outputs found

    Fractional backward stochastic differential euqations and fractional backward variational inequalities

    Full text link
    In the framework of fractional stochastic calculus, we study the existence and the uniqueness of the solution for a backward stochastic differential equation, formally written as: [{[c]{l}% -dY(t)= f(t,\eta(t),Y(t),Z(t))dt-Z(t)\delta B^{H}(t), \quad t\in[0,T], Y(T)=\xi,.] where η\eta is a stochastic process given by η(t)=η(0)+∫0tσ(s)δBH(s)\eta(t)=\eta(0) +\int_{0}^{t}\sigma(s) \delta B^{H}(s), t∈[0,T]t\in[0,T], and BHB^{H} is a fractional Brownian motion with Hurst parameter greater than 1/2. The stochastic integral used in above equation is the divergence-type integral. Based on Hu and Peng's paper, \textit{BDSEs driven by fBm}, SIAM J Control Optim. (2009), we develop a rigorous approach for this equation. Moreover, we study the existence of the solution for the multivalued backward stochastic differential equation [{[c]{l} -dY(t)+\partial\varphi(Y(t))dt\ni f(t,\eta(t),Y(t),Z(t))dt-Z(t)\delta B^{H}(t),\quad t\in[0,T], Y(T)=\xi,.] where ∂φ\partial\varphi is a multivalued operator of subdifferential type associated with the convex function φ\varphi.Comment: 41 page

    Kinematic reduction of reaction-diffusion fronts with multiplicative noise: Derivation of stochastic sharp-interface equations

    Get PDF
    We study the dynamics of generic reaction-diffusion fronts, including pulses and chemical waves, in the presence of multiplicative noise. We discuss the connection between the reaction-diffusion Langevin-like field equations and the kinematic (eikonal) description in terms of a stochastic moving-boundary or sharp-interface approximation. We find that the effective noise is additive and we relate its strength to the noise parameters in the original field equations, to first order in noise strength, but including a partial resummation to all orders which captures the singular dependence on the microscopic cutoff associated to the spatial correlation of the noise. This dependence is essential for a quantitative and qualitative understanding of fluctuating fronts, affecting both scaling properties and nonuniversal quantities. Our results predict phenomena such as the shift of the transition point between the pushed and pulled regimes of front propagation, in terms of the noise parameters, and the corresponding transition to a non-KPZ universality class. We assess the quantitative validity of the results in several examples including equilibrium fluctuations, kinetic roughening, and the noise-induced pushed-pulled transition, which is predicted and observed for the first time. The analytical predictions are successfully tested against rigorous results and show excellent agreement with numerical simulations of reaction-diffusion field equations with multiplicative noise.Comment: 17 pages, 6 figure

    Rapid evolution of coordinated and collective movement in response to artificial selection.

    Get PDF
    Collective motion occurs when individuals use social interaction rules to respond to the movements and positions of their neighbors. How readily these social decisions are shaped by selection remains unknown. Through artificial selection on fish (guppies, Poecilia reticulata) for increased group polarization, we demonstrate rapid evolution in how individuals use social interaction rules. Within only three generations, groups of polarization-selected females showed a 15% increase in polarization, coupled with increased cohesiveness, compared to fish from control lines. Although lines did not differ in their physical swimming ability or exploratory behavior, polarization-selected fish adopted faster speeds, particularly in social contexts, and showed stronger alignment and attraction responses to multiple neighbors. Our results reveal the social interaction rules that change when collective behavior evolves

    Stochastic evolution equations driven by Liouville fractional Brownian motion

    Get PDF
    Let H be a Hilbert space and E a Banach space. We set up a theory of stochastic integration of L(H,E)-valued functions with respect to H-cylindrical Liouville fractional Brownian motions (fBm) with arbitrary Hurst parameter in the interval (0,1). For Hurst parameters in (0,1/2) we show that a function F:(0,T)\to L(H,E) is stochastically integrable with respect to an H-cylindrical Liouville fBm if and only if it is stochastically integrable with respect to an H-cylindrical fBm with the same Hurst parameter. As an application we show that second-order parabolic SPDEs on bounded domains in \mathbb{R}^d, driven by space-time noise which is white in space and Liouville fractional in time with Hurst parameter in (d/4,1) admit mild solution which are H\"older continuous both and space.Comment: To appear in Czech. Math.

    Cylindrical fractional Brownian motion in Banach spaces

    Get PDF
    In this article we introduce cylindrical fractional Brownian motions in Banach spaces and develop the related stochastic integration theory. Here a cylindrical fractional Brownian motion is understood in the classical framework of cylindrical random variables and cylindrical measures. The developed stochastic integral for deterministic operator valued integrands is based on a series representation of the cylindrical fractional Brownian motion, which is analogous to the Karhunen-Loève expansion for genuine stochastic processes. In the last part we apply our results to study the abstract stochastic Cauchy problem in a Banach space driven by cylindrical fractional Brownian motion

    National cultural autonomy and linguistic rights in Central and Eastern Europe

    Get PDF
    The theory and practice of national cultural autonomy (NCA) are examined from the perspective of national minorities’ linguistic rights in four countries of Central and Eastern Europe (CEE): Hungary, Estonia, Serbia and Russia. The idea of NCA dates back to the end of the nineteenth century and is based on the principle of ethnic communities’ autonomy—within a multi-ethnic state—to manage their own linguistic and cultural affairs. The notion of NCA was rediscovered in the 1990s and incorporated into the law and practice of the said four countries. Using a comparative approach, the chapter reflects upon NCA’s potential contribution in advancing the linguistic rights of national minorities in CEE. It concludes that, while the actual autonomy afforded to minority institutions in CEE is often restricted, NCA may serve as a platform to articulate concerns of great salience to national minorities, encompassing minority participation and multilingual education
    • …
    corecore