Results 31 to 40 of about 1,003 (69)
Stochastic homogenization of subdifferential inclusions via scale integration [PDF]
, 2010 We study the stochastic homogenization of the system -div \sigma^\epsilon = f^\epsilon \sigma^\epsilon \in \partial \phi^\epsilon (\nabla u^\epsilon), where (\phi^\epsilon) is a sequence of convex stationary random fields, with p-growth.
Veneroni, Marco
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Sub- and Super-solutions of a Nonlinear PDE, and Application to a Semilinear SPDE [PDF]
, 2013 2010 Mathematics Subject Classification: 35R60, 60H15, 74H35.We obtain upper and lower bounds for the explosion time of a semi-linear heat equation on a bounded $d$-dimensional domain, perturbed by white noise. The bounds we get are expressed in terms of
Kolkovska, E. T., López-Mimbela, J. A.
core
Density estimates on a parabolic spde [PDF]
, 2002 We consider a general class of parabolic spde's [formula] with (t, x) [member of] [0, T]×[0, 1] and [epsilon]Wt,x, [epsilon] > 0, a perturbed Gaussian space-time white noise. For (t, x) [member of] (0, T]×(0, 1) we prove the called Davies and Varadhan-
Mellouk, M., Márquez-Carreras, D.
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Well-posedness of the stochastic transport equation with unbounded drift
, 2017 The Cauchy problem for a multidimensional linear transport equation with unbounded drift is investigated. Provided the drift is Holder continuous , existence, uniqueness and strong stability of solutions are obtained.
Mollinedo, David A. C. +1 more
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Invariant measures for monotone SPDE's with multiplicative noise term
, 2012 We study diffusion processes corresponding to infinite dimensional semilinear stochastic differential equations with local Lipschitz drift term and an arbitrary Lipschitz diffusion coefficient.
Es-Sarhir, A. +3 more
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Exponential mixing for some SPDEs with L\'evy noise
, 2010 We show how gradient estimates for transition semigroups can be used to establish exponential mixing for a class of Markov processes in infinite dimensions. We concentrate on semilinear systems driven by cylindrical $\alpha$-stable noises, $\alpha \in (0,
Priola, Enrico, Xu, Lihu, Zabczyk, Jerzy
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Early warning signs for SPDEs with continuous spectrum
European Journal of Applied MathematicsIn this work, we study early warning signs for stochastic partial differential equations (SPDEs), where the linearisation around a steady state is characterised by continuous spectrum. The studied warning sign takes the form of qualitative changes in the
Paolo Bernuzzi +2 more
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Estimates for the ergodic measure and polynomial stability of plane stochastic curve shortening flow
, 2010 We establish moment estimates for the invariant measure of a stochastic partial differential equation describing motion by mean curvature flow in (1+1) dimension, leading to polynomial stability of the associated Markov semigroup.
A. Es-Sarhir +8 more
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On the rough Gronwall lemma and its applications
, 2017 We present a rough path analog of the classical Gronwall Lemma introduced recently by A. Deya, M. Gubinelli, M. Hofmanov\'a, S. Tindel in [arXiv:1604.00437] and discuss two of its applications.
A Deya +7 more
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An invariant in shock clustering and Burgers turbulence
, 2012 1-D scalar conservation laws with convex flux and Markov initial data are now known to yield a completely integrable Hamiltonian system. In this article, we rederive the analogue of Loitsiansky's invariant in hydrodynamic turbulence from the perspective ...
Burgers J M +10 more
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